# EDGAR Filing Document

**Accession Number:** 0001994489
**File Stem:** 0001752724-25-162340
**Filing Date:** 2025-6
**Character Count:** 246782
**Document Hash:** c012b5730bfe82e65ee17f773c68bcef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-162340.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-162340

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Harbor Funds II
- **CENTRAL INDEX KEY:** 0001994489

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23907
- **FILM NUMBER:** 251087958

**BUSINESS ADDRESS:**
- **STREET 1:** 111 SOUTH WACKER DRIVE, 34TH FLOOR
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3124434400

**MAIL ADDRESS:**
- **STREET 1:** 111 SOUTH WACKER DRIVE, 34TH FLOOR
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60453

## Series and Classes Contracts Data

### Embark Commodity Strategy Fund (Series ID: S000083502)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000247204 | Retirement Class    | ECSQX           |
| C000247205 | Institutional Class | ECSWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Harbor Funds II

- **b. Investment Company Act file number:** 811-23907

- **c. CIK number of Registrant:** 0001994489

- **d. LEI of Registrant:** 254900WWDYXJKVLQ1N29

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

  - **Street Address 1:** 111 SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-443-4400

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

- **a. Name of Series:** Embark Commodity Strategy Fund

- **b. EDGAR series identifier (if any):** S000083502

- **c. LEI of Series:** 25490082W643WV8PS604

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3081038351.68

**Total Liabilities:** $62038451.53

**Net Assets:** $3018999900.15

**Amount of Assets Invested in Other Investment Companies:** $423487741.34

**Delayed Delivery Securities:** $6335000.00

**Cash Not Reported:** $405331952.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3417.99000000 | **1-Year:** -27409.96000000 | **5-Year:** -9160.53000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000247204 | -0.09%               | 3.94%                | -4.13%               |
| Class ID C000247205 | -0.09%               | 3.92%                | -4.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $44216.32                | $-2920.36                                  |
| Month 2  | $175613.92               | $-832302.46                                |
| Month 3  | $-10246.61               | $-932045.20                                |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity TR USD Index

- **Index Identifier:** DJ65T

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $4414.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COTTON NO.2 FUTR DEC25                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        77 | NC      | $-48013.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $13634.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-921.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -21 | NC      | $44318.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-22045.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR FINL SERVICE                     | Caterpillar Financial Services Corp                                                               | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  10975000 | PA      | $10961089.19  | 0.36%             | 2027-05-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-759.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 5862882   TRS USD R F   .14100 MQCP338E TRS / Short: 5862882   TRS USD P E MQCP338E TRS     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |   9696663 | OU      | $-379367.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                          | PayPal Holdings Inc                                                                               | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4917641.42   | 0.16%             | 2028-03-06      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR OCT25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       332 | NC      | $-951461.99   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -35 | NC      | $348976.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | ALUMINUM FUTURES AUG25                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -3 | NC      | $1100.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -39 | NC      | $238605.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -18 | NC      | $298856.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -19 | NC      | $46915.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        24 | NC      | $184655.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | LEAN HOGS FUTURE JUN25                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       697 | NC      | $666200.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-14960.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE JUL25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       178 | NC      | $-500077.08   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE JUL25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -147 | NC      | $613036.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1671.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-21808.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 261850000 | PA      | $258449979.87 | 8.56%             | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $-2957.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $-2925.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE SEP25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       529 | NC      | $2615113.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -11 | NC      | $78111.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-1328.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | SILVER FUTURE SEP25                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        90 | NC      | $-266148.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797ND5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33540000 | PA      | $33540000.00  | 1.11%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -20 | NC      | $191767.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797LB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 186870000 | PA      | $186564052.70 | 6.18%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3596.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2209000 | PA      | $2189266.85   | 0.07%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN FUTURE NOV25                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       509 | NC      | $-762595.26   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE MAY25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -118 | NC      | $93415.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $22310.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  22000000 | PA      | $21871254.24  | 0.72%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        19 | NC      | $-135169.23   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $20952.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-1460.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-2397.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        63 | NC      | $-110108.98   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3391.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-3933.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $2548.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                              | Chevron USA Inc                                                                                   | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   7680000 | PA      | $7665534.11   | 0.25%             | 2027-02-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $13949.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  25000000 | PA      | $24638564.75  | 0.82%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -11 | NC      | $17983.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $-163582.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-10036.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN OIL FUTR SEP25                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       128 | NC      | $83352.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $-78763.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 144220000 | PA      | $142931672.64 | 4.73%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1098693.68   | 0.04%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | CORN FUTURE JUL25                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      1630 | NC      | $-364371.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                         | Keurig Dr Pepper Inc                                                                              | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   6335000 | PA      | $6340712.21   | 0.21%             | 2026-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | NY HARB ULSD FUT JUL25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -93 | NC      | $324917.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $-22312.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16287000 | PA      | $16027866.99  | 0.53%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $14597.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | PLATINUM FUTURE JUL25                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        30 | NC      | $-46518.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | GASOLINE RBOB FUT JUL25                                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       208 | NC      | $-1887005.86  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE JUN25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       597 | NC      | $-4513158.92  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $2034.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -58 | NC      | $-120428.47   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -18 | NC      | $148846.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $4960.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Endex Derivatives                        | TTF NAT GAS F JUN25                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |       381 | NC      | $-495690.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                     | RTX Corp                                                                                          | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6132000 | PA      | $6117386.89   | 0.20%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $6686.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $3097.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR SEP25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -289 | NC      | $3011568.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd. | SGX IRON ORE 62 JUN25                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |       898 | NC      | $-128366.95   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -46 | NC      | $-412036.59   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-39681.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -57 | NC      | $361064.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7800000 | PA      | $7711324.29   | 0.26%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-24341.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE OCT25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-88023.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | LOW SU GASOIL G JUN25                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -8 | NC      | $16425.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $-14938.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -41 | NC      | $7143.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $3120.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        34 | NC      | $-153684.42   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -9 | NC      | $67474.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                               | Mastercard Inc                                                                                    | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2560140.07   | 0.08%             | 2028-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                  | Walmart Inc                                                                                       | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5485000 | PA      | $5494750.63   | 0.18%             | 2027-04-28      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| European Energy Exchange AG                  | PHELIX DE BASE Y JAN26                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | DE        |         3 | NC      | $-119581.43   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC       | CRUDE OIL FUT OPT JUN25P 55                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCO              |  | US        |       408 | NC      | $612000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-8675.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE DEC25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         8 | NC      | $-13256.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $-11845.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  42044000 | PA      | $41532179.89  | 1.38%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -14 | NC      | $118560.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        41 | NC      | $-274982.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        28 | NC      | $-178669.38   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | GOLD 100 OZ FUTR DEC25                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        88 | NC      | $1979364.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-16127.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                      | John Deere Capital Corp                                                                           | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   8315000 | PA      | $8315395.30   | 0.28%             | 2026-03-06      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $13245.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-42976.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $44786.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $36193.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -20 | NC      | $183062.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        19 | NC      | $-50364.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1315000 | PA      | $1305357.76   | 0.04%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -9 | NC      | $-813.64      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        18 | NC      | $-23332.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                                                   | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7395000 | PA      | $7404046.16   | 0.25%             | 2028-04-28      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ICE Endex Derivatives                        | TTF NAT GAS F DEC25                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |       285 | NC      | $-1964321.25  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $1510.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN OIL FUTR DEC25                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       123 | NC      | $401522.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COFFEE 'C' FUTURE SEP25                                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        45 | NC      | $402004.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $36465.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd. | SGX IRON ORE 62 JUL25                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |        87 | NC      | $-2953.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $23947.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-38168.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $-50432.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -37 | NC      | $202520.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $-14039.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                                                          | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9545000 | PA      | $9311754.75   | 0.31%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-1899.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $-79303.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE SEP25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       663 | NC      | $-5503916.17  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE SEP25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       170 | NC      | $-738203.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $32400.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE MAY25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       118 | NC      | $-158166.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE SEP25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $4051.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        24 | NC      | $-201736.04   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                                                       | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2717103.23   | 0.09%             | 2028-03-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -21 | NC      | $148296.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  35470000 | PA      | $35181349.04  | 1.17%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $745.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $21748.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-7729.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $49054.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -20 | NC      | $32906.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-5901.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3399000 | PA      | $3329749.15   | 0.11%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-213358.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $3466.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -9 | NC      | $-20043.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        17 | NC      | $-18774.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | UK NATURAL GAS FUTJUN25                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       140 | NC      | $-408085.86   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        16 | NC      | $-128983.58   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN MEAL FUTR SEP25                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        85 | NC      | $-66109.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -18 | NC      | $22377.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-51417.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $-9845.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-1881.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                                               | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4438784.13   | 0.15%             | 2028-01-23      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE JUN25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -698 | NC      | $-4731267.89  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $4111.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $-29105.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $-32141.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE SEP25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -140 | NC      | $160948.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Dominion Securities, Inc.                | Long: 331153416 TRS USD R E BCOMF3T INDEX / Short: 331153416 TRS USD P V 01MTBILL USB3MTA +12 BPS | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DCO              |  | US        | 188969666 | OU      | $-10087179.95 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-657.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    716000 | PA      | $708429.24    | 0.02%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                                                          | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6558041.57   | 0.22%             | 2026-08-07      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $60118.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -26 | NC      | $-16744.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | GASOLINE RBOB FUT JUN25                                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       119 | NC      | $-302391.27   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -14 | NC      | $-10898.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -17 | NC      | $18825.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK NA CINCINNATI                        | US Bank NA/Cincinnati OH                                                                          | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2591589.62   | 0.09%             | 2027-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $-8221.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | COPPER FUTURE JUL25                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        61 | NC      | $197635.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $33073.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                                                                        | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  10715000 | PA      | $10704128.45  | 0.35%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                                                                       | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   7089000 | PA      | $7100543.30   | 0.24%             | 2026-02-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -19 | NC      | $29849.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 123200000 | PA      | $122693938.75 | 4.06%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -38 | NC      | $222452.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $3693.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | COCOA FUTURE - IC JUL25                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        33 | NC      | $321069.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2728.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $-110078.38   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15076000 | PA      | $14791075.36  | 0.49%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                  | MILL WHEAT EURO SEP25                                                                             | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |       407 | NC      | $-149053.89   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-134.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $12177.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $45797.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $289849.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        17 | NC      | $-9986.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2915.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 5962361   TRS USD R F   .14100 MQCP338E TRS / Short: 5962361   TRS USD P E MQCP338E TRS     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |   6339223 | OU      | $41626.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COTTON NO.2 FUTR JUL25                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       421 | NC      | $-220561.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-20145.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -21 | NC      | $20082.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $7795.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-824.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         8 | NC      | $-79869.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE JUL25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -100 | NC      | $292559.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-23847.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-1322.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | KC HRW WHEAT FUT DEC25                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       754 | NC      | $-1542651.24  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR JUN25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |     -1319 | NC      | $3864465.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        16 | NC      | $-111982.08   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $-192609.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $2839.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $-2782.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COCOA FUTURE JUL25                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       144 | NC      | $998508.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE JUL25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -126 | NC      | $-63846.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        15 | NC      | $-70047.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -29 | NC      | $67934.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | WHEAT FUTURE(CBT) JUL25                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       708 | NC      | $-933336.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  91000000 | PA      | $90551244.42  | 3.00%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                  | MILK FUTURE JUN25                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        89 | NC      | $28715.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -20 | NC      | $27701.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-3006.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $41400.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-652.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -8 | NC      | $80984.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3653000 | PA      | $3637994.79   | 0.12%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE JUN25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -559 | NC      | $1257706.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE JUN25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       193 | NC      | $-548403.77   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5970411.72   | 0.20%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                       | FCOJ-A FUTURE SEP25                                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         4 | NC      | $-11054.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -24 | NC      | $-179218.91   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 5934461   TRS USD R F   .14100 MQCP338E TRS / Short: 5934461   TRS USD P E MQCP338E TRS     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |   2508477 | OU      | $25890.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -15 | NC      | $92630.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | COCOA FUTURE - IC JUL25                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       -34 | NC      | $-68063.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $-82817.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR MAY25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      1210 | NC      | $-8185158.99  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | WHEAT FUTURE(CBT) DEC25                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        65 | NC      | $-105216.73   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-32853.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -21 | NC      | $39548.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $2030.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                                              | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9835000 | PA      | $9676376.89   | 0.32%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                                                          | CUSIP: 00206RHT2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4435663.03   | 0.15%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                                                         | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5331209.43   | 0.18%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                       | Goldman Sachs Bank USA/New York NY                                                                | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  11670000 | PA      | $11648159.60  | 0.39%             | 2027-05-21      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-59480.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $22127.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -21 | NC      | $89647.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -14 | NC      | $23893.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE MAY25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -180 | NC      | $588016.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                                               | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  12090000 | PA      | $12123760.36  | 0.40%             | 2028-02-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-25969.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR SEP25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       547 | NC      | $396300.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-8365.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-12578.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                                               | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7945000 | PA      | $7931809.08   | 0.26%             | 2027-09-22      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $7740.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | Long: 331153414 TRS USD R E BCOMF3T INDEX / Short: 331153414 TRS USD P V 01MTBILL USB3MTA +11 BPS | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        | 169281812 | OU      | $-9034757.60  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -21 | NC      | $24020.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -41 | NC      | $276621.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $5868.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        29 | NC      | $-61452.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -9 | NC      | $19177.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        24 | NC      | $-65067.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -14 | NC      | $-4480.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $2175.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $9573.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE MAY25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       180 | NC      | $-508883.43   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE JUN25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       340 | NC      | $-17265.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -14 | NC      | $22505.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4638972.33   | 0.15%             | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -15 | NC      | $38228.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | CORN FUTURE SEP25                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       190 | NC      | $-124279.70   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $217938.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        31 | NC      | $-261962.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $-50633.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE JUL25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       453 | NC      | $-5873878.33  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NY HARB ULSD FUT SEP25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       265 | NC      | $-2841267.49  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                       | NextEra Energy Capital Holdings Inc                                                               | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2938189.64   | 0.10%             | 2028-02-04      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94500000 | PA      | $94190211.98  | 3.12%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RBC Dominion Securities, Inc.                | Long: 331153417 TRS USD R E CRBFTR INDEX / Short: 331153417 TRS USD P V 01MTBILL USB3MTA +29 BPS  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DCO              |  | US        |  29610323 | OU      | $-2000737.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        28 | NC      | $-257574.02   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN FUTURE JUL25                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      1473 | NC      | $-253466.67   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $1373.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $1493.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        31 | NC      | $-189038.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NY HARB ULSD FUT JUN25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       142 | NC      | $-594432.07   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -23 | NC      | $190529.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-2124.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                               | CRUDE PALM OIL FU JUL25                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | MY        |       183 | NC      | $-145619.97   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO                             | Georgia Power Co                                                                                  | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5353064.68   | 0.18%             | 2026-09-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE MAY25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       145 | NC      | $-1816935.31  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  35575000 | PA      | $35060677.64  | 1.16%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                       | SUGAR 11 (WORLD) OCT25                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       242 | NC      | $-330206.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $12548.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $-37289.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | LOW SU GASOIL G JUL25                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       693 | NC      | $-3705684.95  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | COPPER FUTURE SEP25                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       478 | NC      | $-2787195.26  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $-22139.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $938.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | FCOJ-A FUTURE JUL25                                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       107 | NC      | $61480.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        38 | NC      | $-224698.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -48 | NC      | $4740.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        72 | NC      | $-538983.36   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                                                                                | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4872545.97   | 0.16%             | 2025-12-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | WHEAT FUTURE(CBT) SEP25                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       101 | NC      | $-209969.84   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -9 | NC      | $11072.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COCOA FUTURE SEP25                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -2 | NC      | $-7721.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  49600000 | PA      | $49075544.98  | 1.63%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        31 | NC      | $232965.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CON EDISON CO OF NY INC                      | Consolidated Edison Co of New York Inc                                                            | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3486126.20   | 0.12%             | 2027-11-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -14 | NC      | $77393.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        19 | NC      | $-26816.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-183.21      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR MAY25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |     -1210 | NC      | $3159197.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN MEAL FUTR JUL25                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      1204 | NC      | $-940846.04   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | CORN FUTURE DEC25                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      2536 | NC      | $-923963.41   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -34 | NC      | $186808.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-7898.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $39663.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-13592.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                          | General Electric Co                                                                               | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   7060000 | PA      | $7048766.20   | 0.23%             | 2026-05-05      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -22 | NC      | $-10536.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $-21799.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $983.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $406.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                      | John Deere Capital Corp                                                                           | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3234938.11   | 0.11%             | 2027-06-11      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98835000 | PA      | $97711376.51  | 3.24%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $10257.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $12270.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $1259.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -16 | NC      | $128225.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -21 | NC      | $229595.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $-20712.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $8151.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $29730.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $3918.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $9291.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $23404.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                                                                                 | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1810212.15   | 0.06%             | 2026-08-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ICE Endex Derivatives                        | CARBON EMISSIONS FUTURES                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |       430 | NC      | $-2402244.80  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        36 | NC      | $-306373.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | LIVE CATTLE FUTR JUN25                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       868 | NC      | $3662833.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                                       | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2612575.71   | 0.09%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -20 | NC      | $7701.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $-8596.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                       | Morgan Stanley Bank NA                                                                            | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  14375000 | PA      | $14325418.04  | 0.47%             | 2027-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -62 | NC      | $468449.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        58 | NC      | $113875.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -19 | NC      | $143038.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NY HARB ULSD FUT JUL25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        64 | NC      | $-61346.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -9 | NC      | $10847.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | GASOLINE RBOB FUT SEP25                                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        42 | NC      | $-191438.49   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        48 | NC      | $4566.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $-198944.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-8919.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | KC HRW WHEAT FUT JUL25                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       193 | NC      | $-453063.49   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12184000 | PA      | $12016977.46  | 0.40%             | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -14 | NC      | $20056.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -41 | NC      | $233107.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE OCT25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $100485.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANK NA                          | Fifth Third Bank NA                                                                               | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   6590000 | PA      | $6539268.60   | 0.22%             | 2028-01-28      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-164.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $-10362.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE JUL25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      1547 | NC      | $-5093388.37  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        62 | NC      | $-462187.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $-97836.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $43995.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-6399.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | KC HRW WHEAT FUT SEP25                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        60 | NC      | $-158596.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-27203.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COFFEE 'C' FUTURE JUL25                                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       609 | NC      | $8810164.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        18 | NC      | $-299748.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-93586.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $-51104.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | PALLADIUM FUTURE JUN25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        18 | NC      | $-96024.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $-36578.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $17662.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $24875.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $16727.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        19 | NC      | $-182479.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $5990.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -36 | NC      | $308925.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR JAN26                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -332 | NC      | $486896.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $28094.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        65 | NC      | $11795.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | LEAN HOGS FUTURE OCT25                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        65 | NC      | $40932.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3647000 | PA      | $3635044.48   | 0.12%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR SEP25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -108 | NC      | $17491.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $39501.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $-26088.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | BRENT CRUDE FUTR JUL25                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |      1154 | NC      | $-11947524.68 | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-247105.66   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR JUL25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      1827 | NC      | $-1117426.53  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $-30903.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                                                        | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10848000 | PA      | $10848581.13  | 0.36%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -19 | NC      | $-8542.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        48 | NC      | $-10135.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $1957.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                        | Athene Global Funding                                                                             | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6655000 | PA      | $6641746.10   | 0.22%             | 2027-01-07      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        15 | NC      | $-32586.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $-21200.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28638000 | PA      | $28359711.38  | 0.94%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -21 | NC      | $-269537.79   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $2761.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $-7013.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR JAN26                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       303 | NC      | $553884.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        23 | NC      | $-91315.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE JUL25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       121 | NC      | $-118938.97   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                                                          | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2672483.28   | 0.09%             | 2026-04-10      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        19 | NC      | $7181.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -23 | NC      | $434362.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21410000 | PA      | $21036360.82  | 0.70%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  97260000 | PA      | $96546841.05  | 3.20%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        23 | NC      | $-193425.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -20 | NC      | $157190.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $80422.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | KC HRW WHEAT FUT JUL25                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -108 | NC      | $229600.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                                                       | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3533533.35   | 0.12%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $15675.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $-5.52        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -25 | NC      | $158559.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                                              | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4886188.64   | 0.16%             | 2027-09-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                  | GOLD 100 OZ FUTR JUN25                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      1095 | NC      | $35713066.71  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-16983.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $13345.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -28 | NC      | $252136.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -72 | NC      | $524887.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR JUL25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       764 | NC      | $-1752939.24  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-451.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $25923.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-1302.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $15217.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE MAY25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -542 | NC      | $6398411.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72000000 | PA      | $71822012.41  | 2.38%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME TIN FUTURE JUN25                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-374220.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COTTON NO.2 FUTR DEC25                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |      -170 | NC      | $-2919.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $-45712.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $1087.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $46476.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR JUN25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      1326 | NC      | $-4998566.44  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $8182.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-11963.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1635.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-4889.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $-4733.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE JUN25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -189 | NC      | $320895.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -19 | NC      | $182625.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                                                   | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4947242.33   | 0.16%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN MEAL FUTR DEC25                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       100 | NC      | $-148760.28   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -17 | NC      | $10086.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98703000 | PA      | $98622392.22  | 3.27%             | 2025-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                       | TCI Communications Inc                                                                            | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5412387.18   | 0.18%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN FUTURE AUG25                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       163 | NC      | $269234.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $-119775.91   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        36 | NC      | $-195367.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-41379.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $94668.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  88414000 | PA      | $87201989.94  | 2.89%             | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $-30382.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -24 | NC      | $199314.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $-14247.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        15 | NC      | $-27441.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE JUN25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       711 | NC      | $-2931302.46  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                                                                                 | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7175883.02   | 0.24%             | 2027-10-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                     | New York Life Global Funding                                                                      | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   5605000 | PA      | $5581058.24   | 0.18%             | 2027-02-05      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $19347.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $2621.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $3438690.28   | 0.11%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        18 | NC      | $-137271.84   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR SEP25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       651 | NC      | $-907047.72   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $-459.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -31 | NC      | $265382.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-18980.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797LB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  29230000 | PA      | $29182144.06  | 0.97%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | BRENT CRUDE FUTR AUG25                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       527 | NC      | $-2212117.24  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -16 | NC      | $112051.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE SEP25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       376 | NC      | $-416998.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        46 | NC      | $363221.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | CATTLE FEEDER FUT AUG25                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        42 | NC      | $130351.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | SILVER FUTURE JUL25                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       547 | NC      | $129202.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO                             | Georgia Power Co                                                                                  | CUSIP: 373334KU4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7650452.88   | 0.25%             | 2025-05-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -21 | NC      | $28856.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        17 | NC      | $-30963.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $-26036.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-460.71      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        23 | NC      | $-434934.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE OCT25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -11 | NC      | $27249.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                                                                             | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   8945000 | PA      | $8864561.28   | 0.29%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $-19144.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $-35914.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -15 | NC      | $30827.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | SUGAR 11 (WORLD) JUL25                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |      4114 | NC      | $-4394657.21  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $-24937.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $-1439.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $30031.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE JUL25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -342 | NC      | $2280999.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        16 | NC      | $-80314.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                                       | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3442526.92   | 0.11%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $-27704.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-149244.48   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        22 | NC      | $7358.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -11 | NC      | $80290.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $3022.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                  | RAPESEED EURO AUG25                                                                               | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |       260 | NC      | $-207721.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE JUN25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       274 | NC      | $-9286.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | COPPER FUTURE DEC25                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        67 | NC      | $-827905.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        35 | NC      | $-335411.17   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | Long: 331153415 TRS USD R E CRBFTR INDEX / Short: 331153415 TRS USD P V 01MTBILL USB3MTA +24 BPS  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  27907732 | OU      | $-1885231.77  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $22856.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | LIVE CATTLE FUTR OCT25                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        49 | NC      | $76921.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -18 | NC      | $137544.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -15 | NC      | $73130.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $370.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                                  | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6775000 | PA      | $6654812.92   | 0.22%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -48 | NC      | $-3928.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE SEP25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -14 | NC      | $-7543.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $4591.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111783000 | PA      | $109590423.41 | 3.63%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -17 | NC      | $29551.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-537.21      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-42091.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $37404.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | CORN FUTURE JUL25                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -49 | NC      | $-10456.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $14974.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $18160.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                                                        | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2470889.61   | 0.08%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ICE Futures Canada, Inc.                     | CANOLA FUTR (WCE) JUL25                                                                           | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |       230 | NC      | $42424.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-6974.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        34 | NC      | $-179537.77   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $26487.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $49426.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-21517.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -65 | NC      | $-25316.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -15 | NC      | $-39541.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-4912.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -23 | NC      | $98718.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -34 | NC      | $158898.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-43969.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -63 | NC      | $121566.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         8 | NC      | $-45214.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE JUN25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -274 | NC      | $-256711.62   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $-4827.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -5 | NC      | $21479.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | LOW SU GASOIL G SEP25                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        60 | NC      | $-266999.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $429.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -31 | NC      | $181832.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | WHITE SUGAR (ICE) AUG25                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       327 | NC      | $-675382.17   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -32 | NC      | $173700.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        18 | NC      | $-149039.34   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                                               | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    952000 | PA      | $954138.38    | 0.03%             | 2027-04-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR JUN25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       369 | NC      | $-2302703.59  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN OIL FUTR JUL25                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      1810 | NC      | $2340227.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                   | Intel Corp                                                                                        | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   8163000 | PA      | $8166838.00   | 0.27%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | LOW SU GASOIL G JUN25                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       152 | NC      | $-357654.48   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-16654.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE MAY25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -145 | NC      | $948743.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $24386.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE SEP25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -66 | NC      | $379324.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE SEP25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       210 | NC      | $305851.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -36 | NC      | $194532.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -28 | NC      | $186343.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $79167.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         8 | NC      | $-54973.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE OCT25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $-55319.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-1245.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                     | New York Life Global Funding                                                                      | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6439602.69   | 0.21%             | 2026-08-28      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                      | Bristol-Myers Squibb Co                                                                           | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   6830000 | PA      | $6830259.54   | 0.23%             | 2026-02-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM HG FUTURES                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -76 | NC      | $491870.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $-15518.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $-3254.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-3114.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 5798242   TRS USD R F   .14100 MQCP338E TRS / Short: 5798242   TRS USD P E MQCP338E TRS     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |   2874349 | OU      | $83126.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE MAY25                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       542 | NC      | $-5997623.44  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UnitedHealth Group Inc                                                                            | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   9635000 | PA      | $9626124.05   | 0.32%             | 2026-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $5651.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $-29547.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $1222.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | COFF ROBUSTA 10TN JUL25                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        66 | NC      | $26239.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $22163.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        39 | NC      | $-242057.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $-12271.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $-14580.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        57 | NC      | $-359362.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $-25167.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $14842.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        25 | NC      | $-159756.73   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $-74937.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24686000 | PA      | $24311216.90  | 0.81%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $-68697.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                              | CVS Health Corp                                                                                   | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2736517.55   | 0.09%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797NE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11117000 | PA      | $11107921.08  | 0.37%             | 2025-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        41 | NC      | $-16408.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        13 | NC      | $-14908.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-13820.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -31 | NC      | $-231371.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                                      | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6760000 | PA      | $6708283.09   | 0.22%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        26 | NC      | $13085.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $-44261.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $7102.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $55062.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-1652.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $25373.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR JUL25                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -201 | NC      | $1349216.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE SEP25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -173 | NC      | $1313765.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -13 | NC      | $119734.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-29936.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                               | PLATINUM (OSE) FEB26                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DCO              |  | JP        |        17 | NC      | $698.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $741.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | GASOLINE RBOB FUT JUL25                                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -176 | NC      | $131607.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $-77095.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -8 | NC      | $44686.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $-27353.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NY HARB ULSD FUT JUN25                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -24 | NC      | $114902.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC BANK NA                                  | PNC Bank NA                                                                                       | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   6225000 | PA      | $6219799.95   | 0.21%             | 2027-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  35053000 | PA      | $34468874.00  | 1.14%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        32 | NC      | $-172348.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $-18338.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $2553.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $20541.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        41 | NC      | $-231108.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $5133.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 5783212   TRS USD R E MQCP338E TRS / Short: 5783212   TRS USD P F   .14100 MQCP338E TRS     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        | 569425954 | OU      | $-8051230.76  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM HG FUTURES                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        76 | NC      | $-492976.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $5641.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ALUMINUM FUTURES 3 MONTHS                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -24 | NC      | $62076.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        15 | NC      | $-96906.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp                                                                                       | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8701000 | PA      | $8694906.95   | 0.29%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        15 | NC      | $37339.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | BRENT CRUDE FUTR NOV25                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       221 | NC      | $-1807865.56  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -16 | NC      | $79345.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $8557.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | ZINC FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -8 | NC      | $54826.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                  | Citibank NA                                                                                       | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  14945000 | PA      | $14959508.31  | 0.50%             | 2027-11-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Minneapolis Grain Exchange                   | RED WHEAT FUT MGE JUL25                                                                           | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |       174 | NC      | $-221507.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LEAD FUTURES 3 MONTHS                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $2634.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | NICKEL FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-13117.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  81010000 | PA      | $79721096.88  | 2.64%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | COPPER FUTURES 3 MONTHS                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $-181291.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                     | Marsh & McLennan Cos Inc                                                                          | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5094539.43   | 0.17%             | 2027-11-08      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                               | CUSIP: 912797PJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90246000 | PA      | $90044525.81  | 2.98%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-29

**Name of Applicant:** Harbor Funds II

**Signature:** Ryan Elve

**Name of Signer:** Ryan Elve

**Title:** Vice President, Harbor Funds