# EDGAR Filing Document

**Accession Number:** 0001587982
**File Stem:** 0001193125-26-250103
**Filing Date:** 2026-6
**Character Count:** 112843
**Document Hash:** 2a1756d14aec979fb0e5afb20fa17160
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-250103.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001193125-26-250103

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Investment Managers Series Trust II
- **CENTRAL INDEX KEY:** 0001587982

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22894
- **FILM NUMBER:** 261047790

**BUSINESS ADDRESS:**
- **STREET 1:** 235 WEST GALENA STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53212
- **BUSINESS PHONE:** 414-299-2295

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

## Series and Classes Contracts Data

### Abraham Fortress Fund (Series ID: S000073686)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000230760 | Class I      | FORTX           |
| C000230762 | Class K      | FORKX           |

## Nport-Ex

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS**

**As of March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS — 33.4%<sup>1</sup>** |  |
|  | **COMMUNICATIONS — 3.0%** |  |
| 5440 | Alphabet, Inc. - Class A | $1564326 |
| 2912 | AT&T, Inc. | 84419 |
| 17 | Booking Holdings, Inc. | 71575 |
| 83 | Charter Communications, Inc. - Class A\* | 17918 |
| 1863 | Comcast Corp. - Class A | 53487 |
| 1134 | Meta Platforms, Inc. - Class A | 648795 |
| 1810 | Netflix, Inc.\* | 174032 |
| 509 | T-Mobile US, Inc. | 106905 |
| 1712 | Verizon Communications, Inc. | 85942 |
| 74 | Versant Media Group, Inc.\* | 2740 |
| 741 | Walt Disney Co. | 71418 |
| 704 | Warner Bros Discovery, Inc.\* | 19332 |
|  |  | **2900889** |
|  | **CONSUMER DISCRETIONARY — 2.1%** |  |
| 4140 | Amazon.com, Inc.\* | 862238 |
| 110 | Aptiv PLC\*<sup>2</sup> | 7638 |
| 8 | AutoZone, Inc.\* | 27022 |
| 550 | Chipotle Mexican Grill, Inc.\* | 17606 |
| 255 | eBay, Inc. | 23210 |
| 1629 | Ford Motor Co. | 18799 |
| 592 | General Motors Co. | 44104 |
| 426 | Home Depot, Inc. | 140107 |
| 275 | Lowe's Cos., Inc. | 64977 |
| 133 | Marriott International, Inc. - Class A | 43500 |
| 305 | McDonald's Corp. | 94791 |
| 645 | NIKE, Inc. - Class B | 34069 |
| 405 | O'Reilly Automotive, Inc.\* | 37386 |
| 478 | Starbucks Corp. | 42824 |
| 1169 | Tesla, Inc.\* | 434576 |
| 486 | TJX Cos., Inc. | 77614 |
|  |  | **1970461** |
|  | **CONSUMER STAPLES — 5.1%** |  |
| 749 | Altria Group, Inc. | 49426 |
| 9236 | Cal-Maine Foods, Inc. | 731029 |
| 32681 | Campbell's Co. | 727806 |
| 10401 | Clorox Co. | 1077856 |
| 1761 | Coca-Cola Co. | 133924 |
| 344 | Colgate-Palmolive Co. | 29319 |
| 77 | Constellation Brands, Inc. - Class A | 11550 |
| 181 | Costco Wholesale Corp. | 180354 |
| 94 | Dollar General Corp. | 11161 |

---

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS <sup>1</sup> (Continued)** |  |
|  | **CONSUMER STAPLES (Continued)** |  |
| 147 | Estee Lauder Cos., Inc. - Class A | $10550 |
| 137 | Kimberly-Clark Corp. | 13216 |
| 499 | Kraft Heinz Co. | 11223 |
| 14905 | Kroger Co. | 1078526 |
| 569 | Mondelez International, Inc. - Class A | 32797 |
| 432 | Monster Beverage Corp.\* | 31303 |
| 564 | PepsiCo, Inc. | 87584 |
| 635 | Philip Morris International, Inc. | 104991 |
| 987 | Procter & Gamble Co. | 142562 |
| 195 | Target Corp. | 23634 |
| 3393 | Walmart, Inc. | 421682 |
|  |  | **4910493** |
|  | **ENERGY — 0.7%** |  |
| 786 | Chevron Corp. | 162623 |
| 538 | ConocoPhillips | 71016 |
| 239 | EOG Resources, Inc. | 34552 |
| 1978 | Exxon Mobil Corp. | 335588 |
| 572 | SLB Ltd.<sup>2</sup> | 29395 |
|  |  | **633174** |
|  | **FINANCIALS — 2.9%** |  |
| 316 | American Express Co. | 95584 |
| 339 | American International Group, Inc. | 25510 |
| 90 | Aon PLC - Class A<sup>2</sup> | 29050 |
| 3337 | Bank of America Corp. | 162679 |
| 337 | Bank of New York Mellon Corp. | 39978 |
| 913 | Berkshire Hathaway, Inc. - Class B\* | 437510 |
| 62 | Blackrock, Inc. | 59626 |
| 174 | Capital One Financial Corp. | 31743 |
| 771 | Charles Schwab Corp. | 72458 |
| 176 | Chubb Ltd.<sup>2</sup> | 57364 |
| 809 | Citigroup, Inc. | 91749 |
| 147 | CME Group, Inc. | 43416 |
| 248 | Fidelity National Information Services, Inc. | 11634 |
| 269 | Fiserv, Inc.\* | 15010 |
| 142 | Goldman Sachs Group, Inc. | 120130 |
| 230 | Intercontinental Exchange, Inc. | 36174 |
| 1205 | JPMorgan Chase & Co. | 354463 |
| 206 | Marsh & McLennan Cos., Inc. | 35731 |
| 401 | Mastercard, Inc. - Class A | 200364 |
| 343 | MetLife, Inc. | 24257 |
| 76 | Moody's Corp. | 33155 |

---

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS <sup>1</sup> (Continued)** |  |
|  | **FINANCIALS (Continued)** |  |
| 732 | Morgan Stanley | $120465 |
| 34 | MSCI, Inc. | 18326 |
| 479 | PayPal Holdings, Inc. | 21665 |
| 172 | PNC Financial Services Group, Inc. | 35791 |
| 238 | Progressive Corp. | 47181 |
| 144 | S&P Global, Inc. | 61249 |
| 92 | T. Rowe Price Group, Inc. | 8293 |
| 544 | Truist Financial Corp. | 25008 |
| 605 | U.S. Bancorp | 31466 |
| 888 | Visa, Inc. - Class A | 268389 |
| 1626 | Wells Fargo & Co. | 129446 |
|  |  | **2744864** |
|  | **HEALTH CARE — 2.2%** |  |
| 721 | Abbott Laboratories | 74025 |
| 721 | AbbVie, Inc. | 156810 |
| 123 | Agilent Technologies, Inc. | 14020 |
| 32 | Align Technology, Inc.\* | 5486 |
| 230 | Amgen, Inc. | 80926 |
| 204 | Baxter International, Inc. | 3427 |
| 116 | Becton Dickinson & Co. | 18239 |
| 581 | Boston Scientific Corp.\* | 36458 |
| 905 | Bristol-Myers Squibb Co. | 54888 |
| 238 | Centene Corp.\* | 7792 |
| 135 | Cigna Group | 36011 |
| 538 | CVS Health Corp. | 38639 |
| 291 | Danaher Corp. | 55174 |
| 160 | Dexcom, Inc.\* | 10048 |
| 255 | Edwards Lifesciences Corp.\* | 20420 |
| 99 | Elevance Health, Inc. | 28982 |
| 390 | Eli Lilly & Co. | 358710 |
| 23 | Embecta Corp. | 203 |
| 149 | GE HealthCare Technologies, Inc. | 10606 |
| 511 | Gilead Sciences, Inc. | 71218 |
| 10 | GRAIL, Inc.\* | 517 |
| 127 | HCA Healthcare, Inc. | 60102 |
| 52 | Humana, Inc. | 9016 |
| 35 | IDEXX Laboratories, Inc.\* | 19666 |
| 64 | Illumina, Inc.\* | 7889 |
| 146 | Intuitive Surgical, Inc.\* | 67305 |
| 78 | IQVIA Holdings, Inc.\* | 13302 |
| 1073 | Johnson & Johnson | 262284 |
| 548 | Medtronic PLC<sup>2</sup> | 47484 |

---

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS <sup>1</sup> (Continued)** |  |
|  | **HEALTH CARE (Continued)** |  |
| 1030 | Merck & Co., Inc. | $123899 |
| 165 | Moderna, Inc.\* | 8382 |
| 2288 | Pfizer, Inc. | 64247 |
| 44 | Regeneron Pharmaceuticals, Inc. | 33996 |
| 58 | Solventum Corp.\* | 3787 |
| 154 | Stryker Corp. | 50603 |
| 161 | Thermo Fisher Scientific, Inc. | 79136 |
| 384 | UnitedHealth Group, Inc. | 103907 |
| 104 | Vertex Pharmaceuticals, Inc.\* | 46440 |
| 15 | Waters Corp.\* | 4455 |
| 193 | Zoetis, Inc. | 22815 |
|  |  | **2111314** |
|  | **INDUSTRIALS — 2.4%** |  |
| 235 | 3M Co. | 34129 |
| 488 | Amphenol Corp. - Class A | 61659 |
| 172 | Automatic Data Processing, Inc. | 34947 |
| 240 | Boeing Co.\* | 47767 |
| 353 | Carrier Global Corp. | 19877 |
| 221 | Caterpillar, Inc. | 156570 |
| 168 | Cintas Corp. | 28415 |
| 904 | CSX Corp. | 37109 |
| 125 | Deere & Co. | 70412 |
| 163 | Eaton Corp. PLC<sup>2</sup> | 58300 |
| 243 | Emerson Electric Co. | 31838 |
| 108 | FedEx Corp. | 38467 |
| 112 | GE Vernova, Inc. | 97765 |
| 114 | General Dynamics Corp. | 39127 |
| 448 | General Electric Co. | 127129 |
| 281 | Honeywell International, Inc. | 63514 |
| 128 | Illinois Tool Works, Inc. | 33317 |
| 287 | Johnson Controls International plc<sup>2</sup> | 37583 |
| 80 | L3Harris Technologies, Inc. | 27612 |
| 112 | Lockheed Martin Corp. | 67692 |
| 99 | Norfolk Southern Corp. | 28413 |
| 65 | Northrop Grumman Corp. | 44346 |
| 94 | Old Dominion Freight Line, Inc. | 18368 |
| 147 | Paychex, Inc. | 13542 |
| 129 | Republic Services, Inc. | 28254 |
| 2077 | Rheinmetall A.G. - ADR\*<sup>2</sup> | 697893 |
| 610 | RTX Corp. | 117669 |
| 133 | TE Connectivity PLC<sup>2</sup> | 27800 |
| 97 | Trane Technologies PLC<sup>2</sup> | 40424 |

---

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS <sup>1</sup> (Continued)** |  |
|  | **INDUSTRIALS (Continued)** |  |
| 262 | Union Pacific Corp. | $63566 |
| 354 | United Parcel Service, Inc. - Class B | 34826 |
| 97 | Veralto Corp. | 8577 |
| 171 | Waste Management, Inc. | 39294 |
|  |  | **2276201** |
|  | **MATERIALS — 3.0%** |  |
| 90 | Air Products and Chemicals, Inc. | 26144 |
| 4243 | Anglogold Ashanti Plc<sup>2</sup> | 413099 |
| 86145 | B2Gold Corp.<sup>2</sup> | 390237 |
| 211 | DuPont de Nemours, Inc. | 9664 |
| 117 | Ecolab, Inc. | 31124 |
| 2780 | Franco-Nevada Corp.<sup>2</sup> | 686799 |
| 599 | Freeport-McMoRan, Inc. | 35209 |
| 13346 | Kinross Gold Corp.<sup>2</sup> | 407320 |
| 208 | Linde PLC<sup>2</sup> | 103118 |
| 325 | Newmont Corp. | 35181 |
| 105 | Qnity Electronics, Inc. | 12115 |
| 2502 | Royal Gold, Inc. | 636702 |
| 107 | Sherwin-Williams Co. | 34299 |
| 70 | Solstice Advanced Materials, Inc. | 5331 |
|  |  | **2826342** |
|  | **REAL ESTATE — 0.2%** |  |
| 186 | American Tower Corp. - REIT | 32100 |
| 176 | Crown Castle, Inc. - REIT | 14311 |
| 119 | Digital Realty Trust, Inc. - REIT | 21445 |
| 37 | Equinix, Inc. - REIT | 36269 |
| 302 | Prologis, Inc. - REIT | 39918 |
| 71 | Public Storage - REIT | 19232 |
| 134 | Simon Property Group, Inc. - REIT | 24995 |
|  |  | **188270** |
|  | **TECHNOLOGY — 7.3%** |  |
| 269 | Accenture PLC - Class A<sup>2</sup> | 53340 |
| 194 | Adobe, Inc.\* | 47158 |
| 666 | Advanced Micro Devices, Inc.\* | 135484 |
| 214 | Analog Devices, Inc. | 68082 |
| 6739 | Apple, Inc. | 1710291 |
| 362 | Applied Materials, Inc. | 123728 |
| 500 | Arista Networks, Inc.\* | 61390 |
| 90 | Autodesk, Inc.\* | 21546 |
| 1680 | Broadcom, Inc. | 519977 |
| 113 | Cadence Design Systems, Inc.\* | 31399 |

---

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS <sup>1</sup> (Continued)** |  |
|  | **TECHNOLOGY (Continued)** |  |
| 1720 | Cisco Systems, Inc. | $133455 |
| 214 | Cognizant Technology Solutions Corp. - Class A | 13129 |
| 335 | Fortinet, Inc.\* | 27376 |
| 1658 | Intel Corp.\* | 73168 |
| 366 | International Business Machines Corp. | 88715 |
| 115 | Intuit, Inc. | 49724 |
| 62 | KLA Corp. | 91289 |
| 570 | Lam Research Corp. | 121786 |
| 226 | Microchip Technology, Inc. | 14602 |
| 457 | Micron Technology, Inc. | 154393 |
| 3061 | Microsoft Corp. | 1133090 |
| 69 | Motorola Solutions, Inc. | 29944 |
| 10190 | NVIDIA Corp. | 1777136 |
| 108 | NXP Semiconductors N.V.<sup>2</sup> | 21261 |
| 1089 | Oracle Corp. | 160203 |
| 457 | QUALCOMM, Inc. | 58852 |
| 43 | Roper Technologies, Inc. | 15216 |
| 402 | Salesforce, Inc. | 75041 |
| 405 | ServiceNow, Inc.\* | 42343 |
| 63 | Synopsys, Inc.\* | 24978 |
| 377 | Texas Instruments, Inc. | 73191 |
|  |  | **6951287** |
|  | **UTILITIES — 4.5%** |  |
| 3249 | Alliant Energy Corp. | 233148 |
| 2099 | Ameren Corp. | 230722 |
| 1925 | American Electric Power Co., Inc. | 252329 |
| 1427 | American Water Works Co., Inc. | 194200 |
| 1315 | Atmos Energy Corp. | 242907 |
| 2858 | CMS Energy Corp. | 221724 |
| 2011 | Consolidated Edison, Inc. | 227605 |
| 962 | Constellation Energy Corp. | 268638 |
| 330 | Dominion Energy, Inc. | 20401 |
| 1507 | DTE Energy Co. | 220353 |
| 314 | Duke Energy Corp. | 41115 |
| 2472 | Entergy Corp. | 277754 |
| 2967 | Evergy, Inc. | 243057 |
| 3105 | Eversource Energy | 215114 |
| 4679 | Exelon Corp. | 229365 |
| 4971 | FirstEnergy Corp. | 251831 |
| 800 | NextEra Energy, Inc. | 74304 |
| 5685 | PPL Corp. | 217167 |
| 2455 | Public Service Enterprise Group, Inc. | 198732 |

---

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS <sup>1</sup> (Continued)** |  |
|  | **UTILITIES (Continued)** |  |
| 2471 | Southern Co. | $238501 |
| 1918 | WEC Energy Group, Inc. | 222047 |
|  |  | **4321014** |
|  | **TOTAL COMMON STOCKS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $24,198,378) | **31834309** |
|  | **RIGHTS — 0.0%** |  |
|  | **HEALTH CARE — 0.0%** |  |
| 352 | Walgreens Boots Alliance, Inc., Expiration Date: December 30, 2026\*<sup>3</sup> | **—** |
|  | **TOTAL RIGHTS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $0) | **—** |

---

---

| | | |
|:---|:---|:---|
| Principal<br> Amount |  |  |
|  | **U.S. TREASURY BILLS — 48.5%** |  |
|  | United States Treasury Bill |  |
| $3750000 | &nbsp;&nbsp;3.562%, 4/2/2026<sup>4,5,6</sup> | 3749625 |
| 750000 | &nbsp;&nbsp;3.419%, 4/9/2026<sup>4,5,6</sup> | 749398 |
| 18250000 | &nbsp;&nbsp;3.512%, 4/14/2026<sup>4,5,6</sup> | 18226092 |
| 14550000 | &nbsp;&nbsp;3.494%, 5/21/2026<sup>4,5,6</sup> | 14476712 |
| 1700000 | &nbsp;&nbsp;3.574%, 6/11/2026<sup>4,5</sup> | 1687923 |
| 7500000 | &nbsp;&nbsp;3.580%, 7/23/2026<sup>5</sup> | 7415340 |
|  | **TOTAL U.S. TREASURY BILLS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $46,309,049) | **46305090** |
|  | **U.S. TREASURY NOTES — 20.0%** |  |
|  | United States Treasury Note |  |
| 5000000 | &nbsp;&nbsp;&nbsp;3.375%, 5/15/2033 | 4765040 |
| 4675000 | &nbsp;&nbsp;&nbsp;4.500%, 11/15/2033 | 4773979 |
| 4725000 | &nbsp;&nbsp;&nbsp;4.375%, 5/15/2034 | 4777603 |
| 4775000 | &nbsp;&nbsp;&nbsp;4.250%, 11/15/2034 | 4776495 |
|  | **TOTAL U.S. TREASURY NOTES** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $19,217,937) | **19093117** |

---

---

| | | |
|:---|:---|:---|
| Principal<br> Amount |  |  |
|  | **SHORT-TERM INVESTMENTS — 0.0%** |  |
| $10 | UMB Bank, Money Market Fiduciary Deposit Investment, 0.01%<sup>4,6,7</sup> | 10 |
|  | **TOTAL SHORT-TERM INVESTMENTS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $10) | **10** |
|  | **TOTAL INVESTMENTS — 101.9%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $89,725,374) | **97232526** |
|  | Liabilities in Excess of Other Assets — (1.9)% | (1796272) |
|  | **TOTAL NET ASSETS — 100.0%** | $**95436254** |

---

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

PLC – Public Limited Company

ADR – American Depository Receipt

REIT – Real Estate Investment Trusts

<sup>\*</sup> Non-income producing security.

<sup>1</sup> See additional notional stock exposure value via stock index futures on page 10.

<sup>2</sup> Foreign security denominated in U.S. dollars.

<sup>3</sup> Level 3 securities fair valued under procedures established by the Board of Trustees, represents 0.0% of Net Assets. The total value of these securities is $0.

<sup>4</sup> All or a portion of this security is segregated as collateral for derivatives. The market value of the securities pledged as collateral was $25,125,796, which represents 26.33% of total net assets of the Fund.

<sup>5</sup> The rate is the effective yield as of March 31, 2026.

<sup>6</sup> All or a portion of this security is a holding of Abraham Fortress Fund, Ltd.

<sup>7</sup> The rate is the annualized seven-day yield at period end.

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| <br>**Long Contracts** | <br>**Expiration**<br>**Date** |<br>**Number of**<br>**Contracts** |<br>**Notional**<br>**Value** |<br>**Value at**<br>**March 31, 2026** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| **Commodity Futures** |  |  |  |  |  |
| NYMEX WTI Crude Oil<sup>1</sup> | May 2026 | 36 | $3046447 | $3649680 | $603233 |
| **Currency Futures** |  |  |  |  |  |
| CME Australian Dollar | June 2026 | 79 | 5629352 | 5437175 | (192177) |
| CME Swiss Franc | June 2026 | 35 | 5681939 | 5511625 | (170314) |
| **Index Futures** |  |  |  |  |  |
| NYF MSCI EAFE Index | June 2026 | 133 | 19499478 | 19292315 | (207163) |
| **Total Long Contracts** |  |  | $**33857216** | $**33890795** | $**33579** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| <br>**Short Contracts** | <br>**Expiration**<br>**Date** |<br>**Number of**<br>**Contracts** |<br>**Notional**<br>**Value** |<br>**Value at**<br>**March 31, 2026** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| **Currency Futures** |  |  |  |  |  |
| CME Japanese Yen | June 2026 | (70) | (5587759) | (5542250) | 45509 |
|  |  |  | $**(5587759)** | $**(5542250)** | $**45509** |
| **TOTAL FUTURES CONTRACTS** |  |  | $**28269457** | $**28348545** | $**79088** |

---

<sup>1</sup> All or a portion of this security is a holding of Abraham Fortress Fund Ltd.

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

**SWAP CONTRACTS**

**(OTC) TOTAL RETURN SWAP**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | Pay/Receive |  |  |  | | Unrealized |
|  |  | Total Return on | Financing | Payment | Termination | Notional | Appreciation |
| Counterparty | Reference Entity | Reference Entity | Rate Paid <sup>1</sup> | Frequency | Date | Value | (Depreciation) |
| Deutsche Bank | Abraham Fortress dbSelect Index <sup>2</sup> | Receive | 0.46% of Notional Value | Quarterly | June 13, 2029 | $69357632 | $(3780460) |
| **TOTAL SWAP CONTRACTS** |  |  |  |  |  |  | $**(3780460)** |

---

<sup>1</sup> Financing rate is based upon notional trading amounts at period end.

<sup>2</sup> This investment is a holding of the Abraham Fortress Fund Ltd. and is comprised of a proprietary basket of alternative programs investing in various futures contracts and forward foreign currency exchange contracts.

**Total Return Swap Top Holdings ^**

**FUTURES CONTRACTS**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | | | | Percentage |
|  |  | | | | of Custom Swap's |
|  |  | Number of | | Unrealized | Unrealized |
|  | Expiration | Long | Notional | Appreciation | Appreciation |
| Description | Date | Contracts | Value | (Depreciation) | (Depreciation) |
| CBT Soybean Oil Future | July 2026 | 116 | $4758324 | $190507 | 14.31% |
| KCB Hard Red Winter Wheat Future | July 2026 | 95 | 3094317 | 78890 | 5.93% |
| NYB Sugar No.11 Future | June 2026 | 151 | 2668376 | 177357 | 13.33% |
| CBT E-mini Dow | June 2026 | 9 | 2173396 | (30062) | -2.26% |
| CME SOFR 3month | March 2029 | 9 | 2060165 | (1921) | -0.14% |
| CME E-Mini Nasdaq-100 | June 2026 | 4 | 1988523 | (21145) | -1.59% |
| LIF FTSE 100 Index Future | June 2026 | 12 | 1676115 | 5083 | 0.38% |
| ICE Brent Crude Monthly Future | April 2026 | 15 | 1606326 | 266935 | 20.06% |
| CME CME E-Mini Russell 2000 Index | June 2026 | 11 | 1309293 | 3024 | 0.23% |
| LIF White Sugar Future | July 2026 | 56 | 1266334 | 115093 | 8.65% |
| CBT Wheat Future | July 2026 | 38 | 1189891 | 33160 | 2.49% |
| CBT Soybeans Future | July 2026 | 19 | 1123193 | 2279 | 0.17% |
| CME Live Cattle Future | June 2026 | 11 | 1063827 | 24328 | 1.83% |
| NSEIFSC IFSC NIFTY 50 Index Futures | April 2026 | 23 | 1022546 | (39193) | -2.94% |
| ICE Mini MSCI Emerging Markets Index Future | June 2026 | 14 | 1008109 | (11115) | -0.84% |
| CME Lean Hog Future | February 2027 | 29 | 989561 | (2313) | -0.17% |
| CMX Gold | June 2026 | 2 | 917030 | 21341 | 1.60% |
| LIF White Sugar Future | April 2026 | 39 | 873299 | 86957 | 6.53% |
| CME GBP/USD | June 2026 | 10 | 833998 | (10106) | -0.76% |
| CME EUR/JPY | June 2026 | 5 | 785831 | 52 | 0.00% |
| CME Feeder Cattle Future | May 2026 | 4 | 770593 | 15457 | 1.16% |
| ICE Gasoil Monthly Future | June 2026 | 7 | 754612 | 13225 | 0.99% |
| ICE Gasoil Monthly Future | May 2026 | 6 | 704139 | 160564 | 12.06% |
|  |  |  | $34637798 | $1078397 |  |

---

**Abraham Fortress Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of March 31, 2026 (Unaudited)**

**FUTURES CONTRACTS - Continued**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | | | | Percentage |
|  |  | | | | of Custom Swap's |
|  |  | Number of | | Unrealized | Unrealized |
|  | Expiration | Short | Notional | Appreciation | Appreciation |
| Description | Date | Contracts | Value | (Depreciation) | (Depreciation) |
| CME SOFR 3month | March 2027 | (75) | $(17975516) | $54440 | 4.09% |
| CME EUR/USD | June 2026 | (114) | (16463241) | 144208 | 10.84% |
| CME JPY/USD | June 2026 | (78) | (6177297) | 15772 | 1.19% |
| SFE 90 Day Bank Accepted Bill Future | December 2026 | (37) | (5896239) | 8140 | 0.61% |
| EUX 2 year Euro-Schatz | June 2026 | (33) | (4023779) | 9656 | 0.73% |
| IFLL 3 Month SONIA Index | March 2027 | (12) | (3740724) | 18267 | 1.37% |
| NYB Sugar No.11 Future | April 2026 | (214) | (3736540) | (252610) | -18.98% |
| CME SOFR 3month | March 2028 | (15) | (3695120) | (4036) | -0.30% |
| CBT 5 year US Treasury Notes | June 2026 | (33) | (3558352) | 484 | 0.04% |
| IFLL 3 Month SONIA Index | March 2028 | (11) | (3534591) | 5337 | 0.40% |
| CBT 2 year US Treasury Notes | June 2026 | (17) | (3469836) | 6372 | 0.48% |
| CBT Soybean Oil Future | May 2026 | (82) | (3391548) | (99675) | -7.49% |
| IFLL 3 Month SONIA Index | March 2029 | (10) | (3140872) | 113 | 0.01% |
| LIF 3 month Euro (EURIBOR) | March 2027 | (11) | (2949902) | 7758 | 0.58% |
| SFE 3 year Australian Treasury Bond | June 2026 | (41) | (2930745) | 2857 | 0.21% |
| KCB Hard Red Winter Wheat Future | May 2026 | (90) | (2896786) | (102513) | -7.70% |
| CME CAD/USD | June 2026 | (40) | (2890594) | 40609 | 3.05% |
| LIF 3 month Euro (EURIBOR) | March 2028 | (8) | (2338422) | 2753 | 0.21% |
| EUX Euro-BOBL | June 2026 | (15) | (1941954) | 1974 | 0.15% |
| EUX 3 year Italian Bond Future | June 2026 | (16) | (1922681) | (2960) | -0.22% |
| IFLL 3 Month SONIA Index | June 2027 | (6) | (1760034) | 331 | 0.02% |
| CME SOFR 3month | December 2027 | (7) | (1700942) | (363) | -0.03% |
| CME SOFR 3month | September 2027 | (7) | (1699310) | 1217 | 0.09% |
| CME SOFR 3month | June 2027 | (7) | (1698126) | 3035 | 0.23% |
| LIF 3 month Euro (EURIBOR) | March 2029 | (6) | (1636736) | 1527 | 0.11% |
| CME CHF/USD | June 2026 | (10) | (1591262) | 32889 | 2.47% |
| LIF 3 month Euro (EURIBOR) | June 2028 | (6) | (1589059) | 614 | 0.05% |
| EUX Euro-BUND | June 2026 | (11) | (1582251) | (695) | -0.05% |
| CBT 10 year US Treasury Notes | June 2026 | (14) | (1554529) | (2928) | -0.22% |
| LIF 3 month Euro (EURIBOR) | June 2027 | (5) | (1522805) | 1232 | 0.09% |
| LIF Long Gilt Future | June 2026 | (13) | (1483569) | (2443) | -0.18% |
| CME SOFR 3month | December 2026 | (6) | (1413934) | 1741 | 0.13% |
| LIF 3 month Euro (EURIBOR) | September 2027 | (4) | (1165162) | 1884 | 0.14% |
| EUX Euro-OAT Future | June 2026 | (8) | (1113715) | (2118) | -0.16% |
| SFE 10 year Australian Treasury Bond Future | June 2026 | (15) | (1111923) | 18 | 0.00% |
| SGX Mini Japanese Goverment Bond Future | June 2026 | (14) | (1110677) | 10516 | 0.79% |
| CME SOFR 3month | June 2028 | (5) | (1098636) | (312) | -0.02% |
| CME Lean Hog Future | July 2026 | (25) | (1093538) | 15236 | 1.14% |
| LIF 3 month Euro (EURIBOR) | December 2026 | (4) | (1049679) | 3610 | 0.27% |
| CME NZD/USD | June 2026 | (17) | (959428) | 22602 | 1.70% |
| LIF 3 month Euro (EURIBOR) | September 2026 | (3) | (940633) | 3659 | 0.27% |
| LIF 3 month Euro (EURIBOR) | September 2028 | (3) | (935637) | 60 | 0.00% |
| LIF 3 month Euro (EURIBOR) | December 2027 | (3) | (930626) | 933 | 0.07% |
| CME SOFR 3month | September 2028 | (4) | (900211) | (17) | 0.00% |
| CME Lean Hog Future | June 2026 | (21) | (866279) | 14308 | 1.08% |
| EUX 10 year Italian Bond | June 2026 | (6) | (760633) | (2345) | -0.18% |
| NYM Palladium | June 2026 | (5) | (736489) | 95593 | 7.18% |
| CME SOFR 3month | December 2028 | (3) | (697450) | (115) | -0.01% |
|  |  |  | $(131378012) | $56615 |  |

---

**FORWARD FOREIGN CURRENCY CONTRACTS**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | |  | |  | | Percentage |
|  |  | |  | |  | | of Custom Swap's |
|  |  | |  | |  | Unrealized | Unrealized |
|  |  | Currency Units to | Currency Units to | |  | Appreciation | Appreciation |
| Settlement Date | Counterparty | Receive/(Deliver) | Receive/(Deliver) | In Exchange For | In Exchange For | (Depreciation) | (Depreciation) |
| 3/31/2026 | Deutsche Bank | (808971) | USD | 702090 | EUR | 601 | 0.05% |
| 5/5/2026 | Deutsche Bank | 3748309 | BRO | (711521) | USD | 2948 | 0.22% |

---

^ These investments are not direct holdings of the Fund. The holdings were determined based on the absolute notional values of the positions within the underlying swap basket.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** INVESTMENT MANAGERS SERIES TRUST II

- **b. Investment Company Act file number:** 811-22894

- **c. CIK number of Registrant:** 0001587982

- **d. LEI of Registrant:** 549300SU7ER9OFETRU41

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

  - **Street Address 1:** 235 WEST GALENA STREET

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 532123948

  - **Telephone number:** 4142992000

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

- **a. Name of Series:** Abraham Fortress Fund

- **b. EDGAR series identifier (if any):** S000073686

- **c. LEI of Series:** 549300F82XPXG18CT107

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $95644320.34

**Total Liabilities:** $198945.97

**Net Assets:** $95445374.37

**Amount of Assets Invested in Other Investment Companies:** $20094303.19

**Cash Not Reported:** $651746.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 290.169003245400 | **1-Year:** 10.440353799600 | **5-Year:** 5233.554459700024 | **10-Year:** 7255.294431166976 | **30-Year:** 0.000000000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230760 | 7.35%                | 4.31%                | -3.89%               |
| Class ID C000230762 | 7.44%                | 4.31%                | -3.89%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-34.30                  | $822171.38                                 |
| Month 2  | $-131.50                 | $1134227.81                                |
| Month 3  | $-453.73                 | $-2846123.55                               |

**Designated Index Information**

- **Index Name:** MSCI ACWI (All Counry World Index)

- **Index Identifier:** BBG000RS9JG0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1499850.00   | 1.57%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249799.25    | 0.26%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                 | American Express Co.                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       316 | NS      | $95583.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                        | AutoZone, Inc.                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         8 | NS      | $27022.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                       | Boeing Co.                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       240 | NS      | $47767.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                | Bank of America Corp.                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      3337 | NS      | $162678.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                        | Embecta Corp.                                  | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |        23 | NS      | $203.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                 | Emerson Electric Co.                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       243 | NS      | $31837.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                   | EOG Resources, Inc.                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       239 | NS      | $34552.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                         | Equinix, Inc. - REIT                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             |  | CORP              | US        |        37 | NS      | $36268.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                   | Eversource Energy                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3105 | NS      | $215114.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                      | Eaton Corp. PLC                                | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       163 | NS      | $58300.21     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                        | Entergy Corp.                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2472 | NS      | $277753.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                          | Evergy, Inc.                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      2967 | NS      | $243056.64    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp           | Edwards Lifesciences Corp.                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       255 | NS      | $20420.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                         | Exelon Corp.                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      4679 | NS      | $229364.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                       | Ford Motor Co.                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      1629 | NS      | $18798.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc           | L3Harris Technologies, Inc.                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        80 | NS      | $27612.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                           | Linde PLC                                      | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |       208 | NS      | $103118.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                      | Eli Lilly & Co.                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       390 | NS      | $358710.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                | Lockheed Martin Corp.                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       112 | NS      | $67691.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                 | Alliant Energy Corp.                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      3249 | NS      | $233148.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                      | Lowe's Cos., Inc.                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       275 | NS      | $64977.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                   | Lam Research Corp.                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       570 | NS      | $121786.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                      | Mastercard, Inc. - Class A                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       401 | NS      | $200363.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD       | Marriott International, Inc. - Class A         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       133 | NS      | $43500.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                     | McDonald's Corp.                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       305 | NS      | $94790.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc            | Microchip Technology, Inc.                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       226 | NS      | $14601.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                        | Moody's Corp.                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        76 | NS      | $33155.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc          | Mondelez International, Inc. - Class A         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       569 | NS      | $32797.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                       | Medtronic PLC                                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       548 | NS      | $47484.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc               | Qnity Electronics, Inc.                        | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       105 | NS      | $12114.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                        | QUALCOMM, Inc.                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       457 | NS      | $58852.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc       | Regeneron Pharmaceuticals, Inc.                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        44 | NS      | $33996.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                      | Royal Gold, Inc.                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2502 | NS      | $636702.17    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                      | Rheinmetall A.G. - ADR                         | CUSIP: 76206K107<br>LEI: 5299001OU9CSE29O6S05 | Long             |  | CORP              | DE        |      2077 | NS      | $697892.77    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc              | Roper Technologies, Inc.                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        43 | NS      | $15215.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc               | Republic Services, Inc.                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       129 | NS      | $28253.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                            | RTX Corp.                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       610 | NS      | $117669.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                      | Starbucks Corp.                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       478 | NS      | $42824.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The             | Charles Schwab Corp.                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       771 | NS      | $72458.58     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHF CURRENCY FUT JUN 26   /         | CHF CURRENCY FUT JUN 26   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |        35 | NC      | $-170314.20   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The             | Sherwin-Williams Co.                           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       107 | NS      | $34298.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                             | SLB Ltd.                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       572 | NS      | $29395.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                        | Synopsys, Inc.                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        63 | NS      | $24978.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                      | Solventum Corp.                                | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        58 | NS      | $3787.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc            | Simon Property Group, Inc. - REIT              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             |  | CORP              | US        |       134 | NS      | $24995.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                      | S&P Global, Inc.                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       144 | NS      | $61248.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc            | Constellation Brands, Inc. - Class A           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        77 | NS      | $11550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                        | Stryker Corp.                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       154 | NS      | $50602.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                            | AT&T, Inc.                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      2912 | NS      | $84418.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                 | TE Connectivity PLC                            | CUSIP: G87052109<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | IE        |       133 | NS      | $27799.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                     | Southern Co.                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2471 | NS      | $238500.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp               | Truist Financial Corp.                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       544 | NS      | $25007.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                         | Target Corp.                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       195 | NS      | $23634.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                     | TJX Cos., Inc.                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       486 | NS      | $77614.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc        | Thermo Fisher Scientific, Inc.                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       161 | NS      | $79136.33     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                     | T-Mobile US, Inc.                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       509 | NS      | $106905.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc              | T. Rowe Price Group, Inc.                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        92 | NS      | $8292.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                           | Tesla, Inc.                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1169 | NS      | $434575.75    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC              | Trane Technologies PLC                         | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        97 | NS      | $40423.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc               | Texas Instruments, Inc.                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       377 | NS      | $73190.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc              | UnitedHealth Group, Inc.                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       384 | NS      | $103906.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                  | Union Pacific Corp.                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       262 | NS      | $63566.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc           | United Parcel Service, Inc. - Class B          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       354 | NS      | $34826.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1687923.20   | 1.77%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2249775.00   | 2.36%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10300000 | PA      | $10248118.90  | 10.74%            | 2026-05-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc             | Versant Media Group, Inc.                      | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |        74 | NS      | $2739.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc          | Verizon Communications, Inc.                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1712 | NS      | $85942.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11150000 | PA      | $11135393.50  | 11.67%            | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                          | AbbVie, Inc.                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       721 | NS      | $156810.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                 | Abbott Laboratories                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       721 | NS      | $74025.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                       | Accenture PLC - Class A                        | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       269 | NS      | $53340.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                           | Adobe, Inc.                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       194 | NS      | $47157.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                  | Analog Devices, Inc.                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       214 | NS      | $68081.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUD USD CURNCY FUT JUNE 26   /      | AUD USD CURNCY FUT JUNE 26   /                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |        79 | NC      | $-192176.98   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc       | Automatic Data Processing, Inc.                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       172 | NS      | $34946.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                         | Waters Corp.                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        15 | NS      | $4455.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc           | Warner Bros Discovery, Inc.                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       704 | NS      | $19331.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                | WEC Energy Group, Inc.                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1918 | NS      | $222046.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                    | Wells Fargo & Co.                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1626 | NS      | $129445.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc            | Baxter International, Inc.                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       204 | NS      | $3427.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co               | Becton Dickinson & Co.                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       116 | NS      | $18238.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                        | Autodesk, Inc.                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        90 | NS      | $21546.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                         | Ameren Corp.                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      2099 | NS      | $230722.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc      | American Electric Power Co., Inc.              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1925 | NS      | $252329.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I      | American International Group, Inc.             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       339 | NS      | $25509.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T      | Bank of New York Mellon Corp.                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       337 | NS      | $39978.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                | Booking Holdings, Inc.                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        17 | NS      | $71575.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                | Align Technology, Inc.                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        32 | NS      | $5485.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc               | Applied Materials, Inc.                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       362 | NS      | $123727.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                       | Blackrock, Inc.                                | CUSIP: 09290D101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        62 | NS      | $59626.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co             | Bristol-Myers Squibb Co.                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       905 | NS      | $54888.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc              | Berkshire Hathaway, Inc. - Class B             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       913 | NS      | $437509.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp              | Boston Scientific Corp.                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       581 | NS      | $36457.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp                         | B2Gold Corp.                                   | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |     86145 | NS      | $390236.85    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                       | Citigroup, Inc.                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       809 | NS      | $91748.69     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                 | Cal-Maine Foods, Inc.                          | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      9236 | NS      | $731029.40    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                 | Carrier Global Corp.                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       353 | NS      | $19877.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc          | Advanced Micro Devices, Inc.                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       666 | NS      | $135484.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                           | Amgen, Inc.                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       230 | NS      | $80925.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                     | Caterpillar, Inc.                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       221 | NS      | $156569.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                           | Chubb Ltd.                                     | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       176 | NS      | $57363.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                    | Crown Castle, Inc. - REIT                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             |  | CORP              | US        |       176 | NS      | $14310.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc          | Cadence Design Systems, Inc.                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       113 | NS      | $31399.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp           | Constellation Energy Corp.                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       962 | NS      | $268638.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc          | Charter Communications, Inc. - Class A         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        83 | NS      | $17918.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                     | Cigna Group                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       135 | NS      | $36011.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                | Colgate-Palmolive Co.                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       344 | NS      | $29319.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WTI CRUDE FUTURE MAY 2026   /       | WTI CRUDE FUTURE MAY 2026   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        36 | NC      | $603233.28    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                       | Clorox Co.                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     10401 | NS      | $1077855.63   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                        | Comcast Corp. - Class A                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1863 | NS      | $53486.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                       | CME Group, Inc.                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       147 | NS      | $43416.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc          | Chipotle Mexican Grill, Inc.                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $17605.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                     | CMS Energy Corp.                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2858 | NS      | $221723.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                        | Centene Corp.                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       238 | NS      | $7792.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp          | Capital One Financial Corp.                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       174 | NS      | $31742.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                      | ConocoPhillips                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       538 | NS      | $71016.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp               | Costco Wholesale Corp.                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       181 | NS      | $180353.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The              | Campbell's Co.                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     32681 | NS      | $727805.87    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                      | Salesforce, Inc.                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       402 | NS      | $75041.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                   | Cisco Systems, Inc.                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1720 | NS      | $133454.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                            | CSX Corp.                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       904 | NS      | $37109.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                 | American Tower Corp. - REIT                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             |  | CORP              | US        |       186 | NS      | $32099.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                      | Amazon.com, Inc.                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      4140 | NS      | $862237.80    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                         | Cintas Corp.                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       168 | NS      | $28415.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions      | Cognizant Technology Solutions Corp. - Class A | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       214 | NS      | $13128.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                     | CVS Health Corp.                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       538 | NS      | $38639.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                        | Chevron Corp.                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       786 | NS      | $162623.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                 | Dominion Energy, Inc.                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       330 | NS      | $20400.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRAHAM FORTRESS FUND TRS   /       | ABRAHAM FORTRESS FUND TRS   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |    785849 | NC      | $-3780460.88  | -3.96%            |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc               | DuPont de Nemours, Inc.                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       211 | NS      | $9663.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                          | Deere & Co.                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       125 | NS      | $70412.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                 | Arista Networks, Inc.                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       500 | NS      | $61390.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                             | Aon PLC - Class A                              | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |        90 | NS      | $29050.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                 | Dollar General Corp.                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        94 | NS      | $11160.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                        | Danaher Corp.                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       291 | NS      | $55173.60     | 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        |        90 | NS      | $26144.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                       | Amphenol Corp. - Class A                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       488 | NS      | $61658.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                | Waste Management, Inc.                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       171 | NS      | $39294.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                         | Walmart, Inc.                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3393 | NS      | $421682.04    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                           | Aptiv PLC                                      | CUSIP: G3265R107<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | IE        |       110 | NS      | $7638.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                   | Atmos Energy Corp.                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1315 | NS      | $242906.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                  | Walt Disney Co.                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       741 | NS      | $71417.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc            | Digital Realty Trust, Inc. - REIT              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             |  | CORP              | US        |       119 | NS      | $21444.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc               | Anglogold Ashanti Plc                          | CUSIP: G0378L100<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      4243 | NS      | $413098.48    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                        | Broadcom, Inc.                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1680 | NS      | $519976.80    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                       | DTE Energy Co.                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1507 | NS      | $220353.54    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                    | Duke Energy Corp.                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       314 | NS      | $41115.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                          | Dexcom, Inc.                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       160 | NS      | $10048.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                            | eBay, Inc.                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       255 | NS      | $23210.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                    | Exxon Mobil Corp.                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1978 | NS      | $335587.48    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                          | Zoetis, Inc.                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       193 | NS      | $22814.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                | Freeport-McMoRan, Inc.                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       599 | NS      | $35209.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                          | FedEx Corp.                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       108 | NS      | $38467.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc         | American Water Works Co., Inc.                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1427 | NS      | $194200.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                          | Ecolab, Inc.                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       117 | NS      | $31124.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                    | FirstEnergy Corp.                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      4971 | NS      | $251830.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information       | Fidelity National Information Services, Inc.   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       248 | NS      | $11633.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc             | Consolidated Edison, Inc.                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2011 | NS      | $227604.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The            | Estee Lauder Cos., Inc. - Class A              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       147 | NS      | $10550.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                          | Fiserv, Inc.                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       269 | NS      | $15010.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                  | Franco-Nevada Corp.                            | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      2780 | NS      | $686799.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                 | Elevance Health, Inc.                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        99 | NS      | $28982.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                            | KLA Corp.                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        62 | NS      | $91289.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                 | Kimberly-Clark Corp.                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       137 | NS      | $13216.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                    | Coca-Cola Co.                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1761 | NS      | $133924.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                       | Kroger Co.                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     14905 | NS      | $1078525.80   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I      | PNC Financial Services Group, Inc.             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       172 | NS      | $35791.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                            | PPL Corp.                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      5685 | NS      | $217167.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                      | Public Storage - REIT                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             |  | CORP              | US        |        71 | NS      | $19232.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                 | PayPal Holdings, Inc.                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       479 | NS      | $21665.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                        | Fortinet, Inc.                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       335 | NS      | $27376.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp               | General Dynamics Corp.                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       114 | NS      | $39127.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                 | General Electric Co.                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       448 | NS      | $127128.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc      | GE HealthCare Technologies, Inc.               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       149 | NS      | $10605.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                      | GE Vernova, Inc.                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       112 | NS      | $97764.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                 | Gilead Sciences, Inc.                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       511 | NS      | $71218.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                   | General Motors Co.                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       592 | NS      | $44104.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                        | Alphabet, Inc. - Class A                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5440 | NS      | $1564326.40   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                           | GRAIL, Inc.                                    | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |        10 | NS      | $516.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The         | Goldman Sachs Group, Inc.                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       142 | NS      | $120130.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                  | HCA Healthcare, Inc.                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       127 | NS      | $60101.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                  | Home Depot, Inc.                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       426 | NS      | $140107.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc         | Honeywell International, Inc.                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       281 | NS      | $63514.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                          | Humana, Inc.                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        52 | NS      | $9016.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                 | International Business Machines Corp.          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       366 | NS      | $88714.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc       | Intercontinental Exchange, Inc.                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       230 | NS      | $36174.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc              | IDEXX Laboratories, Inc.                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        35 | NS      | $19666.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                        | Illumina, Inc.                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        64 | NS      | $7888.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                          | Intel Corp.                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      1658 | NS      | $73167.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                          | Intuit, Inc.                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       115 | NS      | $49723.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                  | IQVIA Holdings, Inc.                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        78 | NS      | $13302.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc              | Intuitive Surgical, Inc.                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       146 | NS      | $67304.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc             | Illinois Tool Works, Inc.                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       128 | NS      | $33317.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International      | Johnson Controls International plc             | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       287 | NS      | $37582.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                   | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1073 | NS      | $262284.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                 | JPMorgan Chase & Co.                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1205 | NS      | $354462.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JPY YEN CURR FUT JUNE 2026   /      | JPY YEN CURR FUT JUNE 2026   /                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |       -70 | NC      | $45509.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                   | Kinross Gold Corp.                             | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     13346 | NS      | $407319.92    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                  | Kraft Heinz Co.                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       499 | NS      | $11222.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                         | MetLife, Inc.                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       343 | NS      | $24256.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                  | Meta Platforms, Inc. - Class A                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1134 | NS      | $648795.42    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EAFE INDEX JUNE 2026   /       | MSCI EAFE INDEX JUNE 2026   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |       133 | NC      | $-207163.26   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| UMB MONEY MARKET FIDUCIARY   /      | UMB MONEY MARKET FIDUCIARY   /                 | CUSIP: SF8888528<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        10 | PA      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                               | 3M Co.                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       235 | NS      | $34129.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp               | Monster Beverage Corp.                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       432 | NS      | $31302.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                    | Altria Group, Inc.                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       749 | NS      | $49426.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                      | Merck & Co., Inc.                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1030 | NS      | $123898.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                         | Moderna, Inc.                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       165 | NS      | $8382.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc            | Marsh & McLennan Cos., Inc.                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       206 | NS      | $35730.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                      | Morgan Stanley                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       732 | NS      | $120465.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                            | MSCI, Inc.                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        34 | NS      | $18326.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                      | Microsoft Corp.                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3061 | NS      | $1133090.37   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials In      | Solstice Advanced Materials, Inc.              | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |        70 | NS      | $5331.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc              | Motorola Solutions, Inc.                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        69 | NS      | $29943.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc               | Micron Technology, Inc.                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       457 | NS      | $154392.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                  | NextEra Energy, Inc.                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       800 | NS      | $74304.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                        | Newmont Corp.                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       325 | NS      | $35181.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                         | Netflix, Inc.                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1810 | NS      | $174031.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                            | NIKE, Inc. - Class B                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       645 | NS      | $34068.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp               | Northrop Grumman Corp.                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        65 | NS      | $44345.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                      | ServiceNow, Inc.                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       405 | NS      | $42342.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp               | Norfolk Southern Corp.                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        99 | NS      | $28413.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                         | NVIDIA Corp.                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     10190 | NS      | $1777136.00   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV               | NXP Semiconductors N.V.                        | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       108 | NS      | $21260.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc       | Old Dominion Freight Line, Inc.                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        94 | NS      | $18367.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                         | Oracle Corp.                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1089 | NS      | $160202.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc             | O'Reilly Automotive, Inc.                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       405 | NS      | $37385.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                         | Paychex, Inc.                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       147 | NS      | $13541.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou      | Public Service Enterprise Group, Inc.          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      2455 | NS      | $198732.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                         | PepsiCo, Inc.                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       564 | NS      | $87583.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                          | Pfizer, Inc.                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2288 | NS      | $64247.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The             | Procter & Gamble Co.                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       987 | NS      | $142562.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                | Progressive Corp.                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       238 | NS      | $47181.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                        | Prologis, Inc. - REIT                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             |  | CORP              | US        |       302 | NS      | $39918.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In      | Philip Morris International, Inc.              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       635 | NS      | $104990.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                          | U.S. Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       605 | NS      | $31466.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                            | Visa, Inc. - Class A                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       888 | NS      | $268389.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                        | Veralto Corp.                                  | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        97 | NS      | $8576.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc          | Vertex Pharmaceuticals, Inc.                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       104 | NS      | $46440.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499598.50    | 0.52%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4250000 | PA      | $4228592.75   | 4.43%             | 2026-05-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7100000 | PA      | $7090699.00   | 7.43%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                       | United States Treasury Bill                    | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7415340.00   | 7.77%             | 2026-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note                    | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4765040.00   | 4.99%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4675000 | PA      | $4773979.10   | 5.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note                    | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4725000 | PA      | $4777603.43   | 5.01%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4775000 | PA      | $4776494.58   | 5.00%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONTRA WALGREENS BOOSDAP RIGHTS   / | CONTRA WALGREENS BOOSDAP RIGHTS   /            | CUSIP: 931CVR013<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       352 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc            | Agilent Technologies, Inc.                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       123 | NS      | $14019.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                           | Apple, Inc.                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6739 | NS      | $1710290.81   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-22

**Name of Applicant:** INVESTMENT MANAGERS SERIES TRUST II

**Signature:** /s/ Maureen Quill

**Name of Signer:** Maureen Quill

**Title:** President