# EDGAR Filing Document

**Accession Number:** 0001994489
**File Stem:** 0001410368-26-067343
**Filing Date:** 2026-6
**Character Count:** 112383
**Document Hash:** c350297f13d5a7702c121af484ebb523
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067343.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067343

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**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:** 261127113

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $3324924907.63

**Total Liabilities:** $9672158.46

**Net Assets:** $3315252749.17

**Amount of Assets Invested in Other Investment Companies:** $597703483.81

**Cash Not Reported:** $361250764.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4452.68000000 | **1-Year:** -19853.74000000 | **5-Year:** -7956.18000000 | **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 | 2.64%                | 10.28%               | 4.14%                |
| Class ID C000247205 | 2.64%                | 10.34%               | 4.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1391.80                | $-181155.86                                |
| Month 2  | $-22042.66               | $-1110629.84                               |
| Month 3  | $-5721.92                | $264150.91                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ICE Futures Canada, Inc.                     | CANOLA FUTR (WCE) JUL26                                                                             | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |       169 | NC      | $114957.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | LEAN HOGS FUTURE JUL26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        -1 | NC      | $2817.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC       | SILVER OPTION JUN26C 130                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCO              |  | US        |        25 | NC      | $4500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                                                                          | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3110274.81   | 0.09%             | 2028-03-03      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                     | Caterpillar Financial Services Corp                                                                 | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   8930000 | PA      | $8945993.81   | 0.27%             | 2027-05-14      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                          | PayPal Holdings Inc                                                                                 | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   5795000 | PA      | $5806140.37   | 0.18%             | 2028-03-06      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC       | HG COPPER FUT OPT JUL26P 500                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCO              |  | US        |        66 | NC      | $354.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE JUN26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       454 | NC      | $924327.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COCOA FUTURE SEP26                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        67 | NC      | $176338.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                                                      | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $8195313.65   | 0.25%             | 2029-03-13      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                  | LIVE CATTLE FUTR AUG26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       280 | NC      | $369709.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | LIVE CATTLE FUTR JUN26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       336 | NC      | $2763950.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    749000 | PA      | $743833.70    | 0.02%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME TIN FUTURE SEP26                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-11103.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | BRENT CRUDE FUTR AUG26                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       339 | NC      | $1610998.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                      | Corebridge Global Funding                                                                           | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   6335000 | PA      | $6355781.71   | 0.19%             | 2026-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | LOW SU GASOIL G JUL26                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       844 | NC      | $10980274.70  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49000000 | PA      | $48458894.96  | 1.46%             | 2026-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                  | GOLD 100 OZ FUTR JUN26                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       496 | NC      | $-14062831.59 | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | CATTLE FEEDER FUT AUG26                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        67 | NC      | $135804.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                              | Chevron USA Inc                                                                                     | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $6269822.73   | 0.19%             | 2027-02-26      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE MAY26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        23 | NC      | $74055.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC       | LIVE CATTLE OPTN JUN26P 200                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCO              |  | US        |       575 | NC      | $11500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                                                         | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2376632.90   | 0.07%             | 2028-08-03      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR SEP26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -344 | NC      | $-2009529.85  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Minneapolis Grain Exchange                   | MIAX RED WHEAT FUTJUL26                                                                             | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |        79 | NC      | $303751.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85334000 | PA      | $85164635.90  | 2.57%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                  | LEAN HOGS FUTURE AUG26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       -14 | NC      | $15427.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COTTON NO.2 FUTR DEC26                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       264 | NC      | $1668785.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN OIL FUTR DEC26                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       726 | NC      | $3105578.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COTTON NO.2 FUTR JUL26                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |      -100 | NC      | $-305597.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR NOV26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       704 | NC      | $298960.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE JUL26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -344 | NC      | $-116049.59   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19189000 | PA      | $18950553.26  | 0.57%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  22710000 | PA      | $22569002.47  | 0.68%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | COCOA FUTURE - IC JUL26                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        84 | NC      | $285968.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE JUL26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $1508.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  70950000 | PA      | $69870119.01  | 2.11%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COTTON NO.2 FUTR JUL26                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       592 | NC      | $2024406.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                       | Morgan Stanley Bank NA                                                                              | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  12580000 | PA      | $12602079.91  | 0.38%             | 2028-05-26      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                               | Mastercard Inc                                                                                      | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3023030.27   | 0.09%             | 2028-03-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                     | Caterpillar Financial Services Corp                                                                 | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $5268102.66   | 0.16%             | 2028-11-14      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | GASOLINE RBOB FUT JUL26                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       194 | NC      | $2759067.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR JUN26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      1417 | NC      | $12303569.20  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC BANK NA                                  | PNC Bank NA                                                                                         | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   9305000 | PA      | $9313078.97   | 0.28%             | 2028-07-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                  | RAPESEED  EURO    AUG26 XPAR 20260731                                                               | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |       166 | NC      | $224133.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                                                     | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9645000 | PA      | $9678625.46   | 0.29%             | 2028-04-28      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | BRENT CRUDE FUTR SEP26                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       502 | NC      | $1626288.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 122110000 | PA      | $121783508.39 | 3.67%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7804281   TRS USD R F   .13950 MQCP338E TRS / Short: 7804281   TRS USD P E MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |  11860831 | OU      | $-290374.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                       | SUGAR 11 (WORLD) JUL26                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       -11 | NC      | $-6558.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE DEC26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       142 | NC      | $624431.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797UK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68218000 | PA      | $67082686.71  | 2.02%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE JUN26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -432 | NC      | $-234521.05   | -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        |   9490000 | PA      | $9587772.05   | 0.29%             | 2028-03-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13864000 | PA      | $13652985.62  | 0.41%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN MEAL FUTR DEC26                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       740 | NC      | $378186.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COCOA FUTURE JUL26                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       299 | NC      | $560924.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7788791   TRS USD R E MQCP338E TRS / Short: 7788791   TRS USD P F   .13950 MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        | 619996352 | OU      | $32935171.01  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                                                        | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2729874.80   | 0.08%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | BRENT CRUDE FUTR SEP26                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -2 | NC      | $-24562.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                                                 | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5523956.84   | 0.17%             | 2028-01-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME TIN FUTURE JUN26                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-25006.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                                                            | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6554334.22   | 0.20%             | 2026-08-07      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93472000 | PA      | $93022944.62  | 2.81%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR MAY26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      1316 | NC      | $12009020.24  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  26940000 | PA      | $26848626.52  | 0.81%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC       | CRUDE OIL FUT OPT SEP26C 120                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCO              |  | US        |       507 | NC      | $1723800.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK NA CINCINNATI                        | US Bank NA/Cincinnati OH                                                                            | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2307308.50   | 0.07%             | 2027-10-22      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC       | SILVER OPTION JUN26C 150                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCO              |  | US        |        43 | NC      | $5375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | SUGAR 11 (WORLD) OCT26                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       123 | NC      | $-11286.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7874082   TRS USD R E MQCP338E TRS / Short: 7874082   TRS USD P F   .13950 MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |    638139 | OU      | $36533.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN MEAL FUTR SEP26                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       326 | NC      | $-302728.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                      | John Deere Capital Corp                                                                             | CUSIP: 24422EYJ2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $4547589.74   | 0.14%             | 2029-03-09      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| RBC Dominion Securities, Inc.                | Long: 331154542 TRS USD R E BCOMF3T RE / Short: 331154542 TRS USD P V 01MTBILL 331154542 PV +12 BPS | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DCO              |  | US        | 183871944 | OU      | $7675514.46   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE SEP26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        95 | NC      | $959079.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                | Amphenol Corp                                                                                       | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4111387.40   | 0.12%             | 2027-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                        | Athene Global Funding                                                                               | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3316926.98   | 0.10%             | 2028-09-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME TIN FUTURE SEP26                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         5 | NC      | $-35166.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | GOLD 100 OZ FUTR AUG26                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       231 | NC      | $-1492839.88  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5935000 | PA      | $5927332.69   | 0.18%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR JUN26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |     -1340 | NC      | $-1538987.50  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | LOW SU GASOIL G MAY26                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       121 | NC      | $1180162.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22809497.67  | 0.69%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                       | SUGAR 11 (WORLD) JUL26                                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |      5165 | NC      | $306370.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797UK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  60000000 | PA      | $59001454.20  | 1.78%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                     | Principal Life Global Funding II                                                                    | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4821530.21   | 0.15%             | 2028-08-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC       | GOLD FUT OPT(CMX) JUN26C 6000                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCO              |  | US        |       120 | NC      | $14400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE SEP26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       372 | NC      | $3125569.97   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE JUL26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -317 | NC      | $5679.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE MAY26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -258 | NC      | $-2980195.47  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | CORN FUTURE DEC26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      1430 | NC      | $68113.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE MAY26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -441 | NC      | $-1228500.56  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  96780000 | PA      | $96315052.42  | 2.91%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                                                 | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13240000 | PA      | $13291241.85  | 0.40%             | 2028-02-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | CORN FUTURE JUL26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      3435 | NC      | $1826559.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | WHITE SUGAR (ICE) AUG26                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       132 | NC      | $94739.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE JUL26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       284 | NC      | $3125234.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30634000 | PA      | $30274150.37  | 0.91%             | 2026-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | KC HRW WHEAT FUT SEP26                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       286 | NC      | $886130.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME TIN FUTURE JUL26                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $47607.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE JUL26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       315 | NC      | $-226630.85   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                       | NextEra Energy Capital Holdings Inc                                                                 | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7968000 | PA      | $8001795.79   | 0.24%             | 2028-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE JUL26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -10 | NC      | $18727.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                               | PLATINUM (OSE) FEB27                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DCO              |  | JP        |        58 | NC      | $-125922.33   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO                             | Georgia Power Co                                                                                    | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $6019047.30   | 0.18%             | 2026-09-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                  | Long: 331154541 TRS USD R E BCOMF3T RE / Short: 331154541 TRS USD P V 01MTBILL 331154541 PV +11 BPS | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        | 143762352 | OU      | $6002403.49   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | PLATINUM FUTURE OCT26                                                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        14 | NC      | $-98095.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                              | Chevron USA Inc                                                                                     | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4594383.86   | 0.14%             | 2028-08-13      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE SEP26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       637 | NC      | $697175.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101784000 | PA      | $101014470.21 | 3.05%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                     | Virginia Electric and Power Co                                                                      | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7460549.78   | 0.23%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                      | John Deere Capital Corp                                                                             | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2337771.02   | 0.07%             | 2027-07-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC       | HG COPPER FUT OPT JUL26P 475                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCO              |  | US        |        97 | NC      | $339.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  19530000 | PA      | $19518305.83  | 0.59%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7795892   TRS USD R F   .13950 MQCP338E TRS / Short: 7795892   TRS USD P E MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |   3711578 | OU      | $-214447.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15905000 | PA      | $15806252.06  | 0.48%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | 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        |   5415000 | PA      | $5411320.99   | 0.16%             | 2027-11-18      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | GASOLINE RBOB FUT JUN26                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       141 | NC      | $5224135.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE JUN26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -426 | NC      | $-349838.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                          | General Electric Co                                                                                 | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   9835000 | PA      | $9831476.32   | 0.30%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE JUN26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       426 | NC      | $-911956.81   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE SEP26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       290 | NC      | $775007.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE JUL26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -215 | NC      | $-1306131.18  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR JUL26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      1694 | NC      | $-780898.34   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                      | John Deere Capital Corp                                                                             | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3240527.18   | 0.10%             | 2027-06-11      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                          | Abbott Laboratories                                                                                 | CUSIP: 002824BY5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  10325000 | PA      | $10342123.60  | 0.31%             | 2029-03-09      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | WHEAT FUTURE(CBT) JUL26                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       870 | NC      | $1516868.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR SEP26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      1726 | NC      | $797374.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Endex Derivatives                        | TTF NAT GAS F DEC26                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        35 | NC      | $244975.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Dominion Securities, Inc.                | Long: 331154565 TRS USD R E CRBFTR RE / Short: 331154565 TRS USD P V 01MTBILL 331154565 PV +29 BPS  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DCO              |  | US        |  24773381 | OU      | $1488199.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                                                                                   | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1812258.63   | 0.05%             | 2026-08-03      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE JUN26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -355 | NC      | $-4007434.90  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN FUTURE NOV26                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       682 | NC      | $791068.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                  | Southern Co/The                                                                                     | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1623003.10   | 0.05%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                       | Morgan Stanley Bank NA                                                                              | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3022472.44   | 0.09%             | 2027-10-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | BRENT CRUDE FUTR NOV26                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        14 | NC      | $106385.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN OIL FUTR JUL26                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       900 | NC      | $4049934.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | PALLADIUM FUTURE JUN26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        32 | NC      | $-274385.51   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                  | Truist Bank                                                                                         | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  11530000 | PA      | $11543879.81  | 0.35%             | 2028-07-24      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                         | Fifth Third Bank NA                                                                                 | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   6590000 | PA      | $6592034.66   | 0.20%             | 2028-01-28      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | NY HARB ULSD FUT JUL26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       360 | NC      | $5521096.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd. | IODEX IO FUT JUN26                                                                                  | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |      2048 | NC      | $148939.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE SEP26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -23 | NC      | $-5190.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15400000 | PA      | $15219100.20  | 0.46%             | 2026-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE SEP26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -76 | NC      | $-593402.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | LEAN HOGS FUTURE OCT26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        67 | NC      | $-52564.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE SEP26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -31 | NC      | $90306.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE JUN26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       339 | NC      | $3433024.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | CORN FUTURE SEP26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       124 | NC      | $92740.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR JUL26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -592 | NC      | $84876.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE JUN26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       375 | NC      | $938990.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14865557.85  | 0.45%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                  | SILVER FUTURE JUL26                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       214 | NC      | $281437.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS CAPITAL CORP                        | Novartis Capital Corp                                                                               | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $5688586.11   | 0.17%             | 2028-11-05      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                       | BP Capital Markets America Inc                                                                      | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $5919587.09   | 0.18%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                  | MILL WHEAT EURO SEP26                                                                               | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |      2092 | NC      | $524030.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                        | Athene Global Funding                                                                               | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4592134.49   | 0.14%             | 2027-01-07      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                  | LIVE CATTLE FUTR JUN26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       -29 | NC      | $-240878.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 219410000 | PA      | $217751168.25 | 6.57%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN FUTURE JUL26                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      1533 | NC      | $179830.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                                                          | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7426985.82   | 0.22%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  40000000 | PA      | $39928284.80  | 1.20%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7830662   TRS USD R F   .13950 MQCP338E TRS / Short: 7830662   TRS USD P E MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |    961288 | OU      | $-58904.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                  | LIVE CATTLE FUTR OCT26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        36 | NC      | $74420.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE MAY26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       509 | NC      | $1250113.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                                                | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14535000 | PA      | $14578514.74  | 0.44%             | 2027-09-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797UF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45196000 | PA      | $44602934.47  | 1.35%             | 2026-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN MEAL FUTR JUL26                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      1325 | NC      | $-310299.95   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE MAY26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       231 | NC      | $-380838.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                  | Walmart Inc                                                                                         | CUSIP: 931142FR9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3487321.32   | 0.11%             | 2029-04-30      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | NY HARB ULSD FUT SEP26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        45 | NC      | $1023538.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | BRENT CRUDE FUTR JUL26                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       936 | NC      | $15493527.26  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | COPPER FUTURE DEC26                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       254 | NC      | $-622774.29   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | CATTLE FEEDER FUT MAY26                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        15 | NC      | $101412.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40235000 | PA      | $40210908.09  | 1.21%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN OIL FUTR JUL26                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -44 | NC      | $-194445.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | CATTLE FEEDER FUT SEP26                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         6 | NC      | $16949.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7905431   TRS USD R F   .13950 MQCP338E TRS / Short: 7905431   TRS USD P E MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |  16468504 | OU      | $-466137.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | NY HARB ULSD FUT JUL26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -198 | NC      | $-3054445.67  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                  | Long: 331154564 TRS USD R E CRBFTR RE / Short: 331154564 TRS USD P V 01MTBILL 331154564 PV +24 BPS  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  56039299 | OU      | $3360146.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $89130091.50  | 2.69%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  65000000 | PA      | $64565306.65  | 1.95%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797UH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56183000 | PA      | $55362386.61  | 1.67%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                            | State Street Corp                                                                                   | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   7590000 | PA      | $7603659.65   | 0.23%             | 2027-10-22      | Floating      | 4.29%                 | 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      | $5603953.38   | 0.17%             | 2027-02-05      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME NICKEL FUTURE MAY26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       284 | NC      | $3347330.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR JUN26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       592 | NC      | $-458773.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | UK NATURAL GAS FUTJUN26                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       115 | NC      | $372717.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                                                           | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2822821.65   | 0.09%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | NATURAL GAS FUTR SEP26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       385 | NC      | $-1281924.75  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  26990000 | PA      | $26803833.78  | 0.81%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                 | Alphabet Inc                                                                                        | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6285000 | PA      | $6305652.01   | 0.19%             | 2028-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                  | COPPER FUTURE JUL26                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -21 | NC      | $-53178.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Endex Derivatives                        | TTF NAT GAS F JUN26                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        15 | NC      | $53623.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | SILVER FUTURE SEP26                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        39 | NC      | $-434313.47   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | WHEAT FUTURE(CBT) SEP26                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       269 | NC      | $428853.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | LOW SU GASOIL G JUN26                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        71 | NC      | $1241055.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR MAY26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |     -1172 | NC      | $-4377727.76  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  21720000 | PA      | $21691940.37  | 0.65%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE JUL26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      1295 | NC      | $12878539.22  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME PRI ALUM FUTR JUL26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       968 | NC      | $1693112.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | COPPER FUTURE SEP26                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       105 | NC      | $302740.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE JUN26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       362 | NC      | $5032392.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                     | Constellation Energy Generation LLC                                                                 | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1573681.84   | 0.05%             | 2028-01-08      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | KC HRW WHEAT FUT JUL26                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -60 | NC      | $-193355.22   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7914782   TRS USD R F   .13950 MQCP338E TRS / Short: 7914782   TRS USD P E MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |   2675879 | OU      | $-12603.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME TIN FUTURE JUN26                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        18 | NC      | $23980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                  | GOLD 100 OZ FUTR AUG26                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -9 | NC      | $103393.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE MAY26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -231 | NC      | $381081.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                               | Eli Lilly & Co                                                                                      | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3239594.36   | 0.10%             | 2028-10-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                              | CVS Health Corp                                                                                     | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1564203.25   | 0.05%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                  | LEAN HOGS FUTURE JUN26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       488 | NC      | $-769306.56   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                                                       | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $6243580.86   | 0.19%             | 2028-05-07      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                  | COPPER FUTURE JUL26                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       117 | NC      | $521019.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                                                 | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6835000 | PA      | $6862868.69   | 0.21%             | 2028-04-22      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7898711   TRS USD R F   .13950 MQCP338E TRS / Short: 7898711   TRS USD P E MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |   3347161 | OU      | $-123627.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | NY HARB ULSD FUT JUN26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        84 | NC      | $735440.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | PLATINUM FUTURE JUL26                                                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        29 | NC      | $-286598.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5520000 | PA      | $5474279.44   | 0.17%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12602000 | PA      | $12489050.67  | 0.38%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE JUL26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       383 | NC      | $769306.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797UJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12776000 | PA      | $12572932.63  | 0.38%             | 2026-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7821132   TRS USD R F   .13950 MQCP338E TRS / Short: 7821132   TRS USD P E MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |   1263856 | OU      | $-92020.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC Financial Services Group Inc/The                                                                | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2344148.98   | 0.07%             | 2029-01-26      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                  | GOLD 100 OZ FUTR DEC26                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        23 | NC      | $-201319.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN MEAL FUTR JUL26                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -57 | NC      | $36919.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | WTI CRUDE FUTURE JUL26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -11 | NC      | $-156664.42   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | PLATINUM FUTURE JUL26                                                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -11 | NC      | $13403.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                               | Amazon.com Inc                                                                                      | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1873316.81   | 0.06%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN OIL FUTR SEP26                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       234 | NC      | $1173147.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE JUN26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -383 | NC      | $-636856.46   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| European Energy Exchange AG                  | PHELIX DE BASE Y JAN27                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | DE        |        31 | NC      | $995744.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  51260000 | PA      | $50976229.77  | 1.54%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME COPPER FUTURE MAY26                                                                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -23 | NC      | $-57232.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  40600000 | PA      | $40037423.66  | 1.21%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 171152000 | PA      | $168780422.04 | 5.09%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                                                            | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5406112.06   | 0.16%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COFFEE 'C' FUTURE SEP26                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        31 | NC      | $-185829.32   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15140000 | PA      | $15078012.15  | 0.45%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd. | IODEX IO FUT JUL26                                                                                  | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |       258 | NC      | $106529.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UnitedHealth Group Inc                                                                              | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $9135275.95   | 0.28%             | 2026-07-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | WHITE SUGAR (ICE) OCT26                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        47 | NC      | $63521.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | COFF ROBUSTA 10TN JUL26                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       121 | NC      | $111885.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | FCOJ-A FUTURE JUL26                                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -9 | NC      | $-13684.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | KC HRW WHEAT FUT JUL26                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       477 | NC      | $1621764.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME LEAD FUTURE SEP26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       599 | NC      | $19140.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                       | COFFEE 'C' FUTURE JUL26                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       632 | NC      | $-1450789.86  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                                                         | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5364000 | PA      | $5399035.02   | 0.16%             | 2028-04-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | COFF ROBUSTA 10TN SEP26                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        31 | NC      | $-76199.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                        | LME ZINC FUTURE SEP26                                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -111 | NC      | $-263899.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | WHEAT FUTURE(CBT) JUL26                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -58 | NC      | $-128900.79   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANK NA CINCINNATI                        | US Bank NA/Cincinnati OH                                                                            | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10039437.60  | 0.30%             | 2028-05-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                          | Long: 7838131   TRS USD R F   .13950 MQCP338E TRS / Short: 7838131   TRS USD P E MQCP338E TRS       | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DIR              |  | US        |  14405788 | OU      | $-991228.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                 | GASOLINE RBOB FUT SEP26                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       282 | NC      | $5578187.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Endex Derivatives                        | ECX EMISSION DEC26                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |       420 | NC      | $-368606.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                             | Duke Energy Corp                                                                                    | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11190381.41  | 0.34%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                           | LOW SU GASOIL G SEP26                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        68 | NC      | $1660433.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                           | COCOA FUTURE - IC JUL26                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       -54 | NC      | $-151372.86   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | LIVE CATTLE FUTR AUG26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       -13 | NC      | $-27839.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | LEAN HOGS FUTURE JUL26                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       255 | NC      | $1071.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                       | Bank of New York Mellon Corp/The                                                                    | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  11883000 | PA      | $11903022.86  | 0.36%             | 2028-06-09      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC       | SILVER OPTION JUN26P 50                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCO              |  | US        |       221 | NC      | $64090.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                       | SOYBEAN FUTURE AUG26                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       198 | NC      | $515103.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                 | PALLADIUM FUTURE SEP26                                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        10 | NC      | $86518.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                  | Citibank NA                                                                                         | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   8485000 | PA      | $8492431.93   | 0.26%             | 2027-11-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797TW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 401969000 | PA      | $397811020.61 | 12.00%            | 2026-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                                                 | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15167000 | PA      | $15104901.60  | 0.46%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                        | LME TIN FUTURE JUL26                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $34452.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                     | Marsh & McLennan Cos Inc                                                                            | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5105650.39   | 0.15%             | 2027-11-08      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** Harbor Funds II

**Signature:** Ryan Elve

**Name of Signer:** Ryan Elve

**Title:** Vice President, Harbor Funds