# EDGAR Filing Document

**Accession Number:** 0001587982
**File Stem:** 0001145549-23-012594
**Filing Date:** 2023-2
**Character Count:** 81627
**Document Hash:** 128de0c3d67dc167a3b45defeef665a3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-012594.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-012594

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Investment Managers Series Trust II
- **CENTRAL INDEX KEY:** 0001587982
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22894
- **FILM NUMBER:** 23679800

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 532123948

  - **Telephone number:** 4142992000

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $49037053.76

**Total Liabilities:** $78353.93

**Net Assets:** $48958699.83

**Amount of Assets Invested in Other Investment Companies:** $9429232.80

**Cash Not Reported:** $905652.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 778.705919954850 | **1-Year:** 142.803564515150 | **5-Year:** 3474.316366739803 | **10-Year:** 652.357278835197 | **30-Year:** 0.000000000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230760 | 4.18%                | 0.93%                | -3.32%               |
| Class ID C000230762 | 4.18%                | 0.93%                | -3.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12757.55               | $770651.49                                 |
| Month 2  | $-22665.63               | $1003407.81                                |
| Month 3  | $-9854.16                | $-790193.42                                |

**Designated Index Information**

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

- **Index Identifier:** BBG000RS9JG0

### Schedule of Portfolio Investments

| Name                           | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $688149.70    | 1.41%             | 2023-05-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1277992.30   | 2.61%             | 2023-05-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9540000 | PA      | $9436491.00   | 19.27%            | 2023-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $791320.00    | 1.62%             | 2023-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796YW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $984906.00    | 2.01%             | 2023-05-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3640263.50   | 7.44%             | 2023-05-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4616363.50   | 9.43%             | 2023-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $294409.50    | 0.60%             | 2023-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796ZP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5196422.10   | 10.61%            | 2023-06-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                    | CUSIP: 912796ZQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $782883.20    | 1.60%             | 2023-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note                    | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $1909599.75   | 3.90%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note                    | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $1949325.75   | 3.98%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note                    | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $1944931.50   | 3.97%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1918282.00   | 3.92%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies, Inc.                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       123 | NS      | $18406.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple, Inc.                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6689 | NS      | $869101.77    | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie, Inc.                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       721 | NS      | $116520.81    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       721 | NS      | $79158.59     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC - Class A                        | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       269 | NS      | $71779.96     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe, Inc.                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       194 | NS      | $65286.82     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices, Inc.                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       214 | NS      | $35102.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing, Inc.                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       172 | NS      | $41083.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk, Inc.                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        90 | NS      | $16818.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                    | Ameren Corp.                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1565 | NS      | $139159.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp. - Class A | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       214 | NS      | $12238.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group, Inc.                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       749 | NS      | $34236.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co., Inc.                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1030 | NS      | $114278.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                    | Moderna, Inc.                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       165 | NS      | $29637.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       732 | NS      | $62234.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI, Inc.                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        34 | NS      | $15815.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp.                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3061 | NS      | $734089.02    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions, Inc.                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        69 | NS      | $17781.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology, Inc.                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       457 | NS      | $22840.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy, Inc.                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $66880.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp.                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       325 | NS      | $15340.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix, Inc.                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       181 | NS      | $53373.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co., Inc.              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1775 | NS      | $168536.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I | American International Group, Inc.             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       339 | NS      | $21438.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE, Inc. - Class B                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       645 | NS      | $75471.45     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp.                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        65 | NS      | $35464.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow, Inc.                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        81 | NS      | $31449.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp.                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        99 | NS      | $24395.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp.                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1019 | NS      | $148916.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV          | NXP Semiconductors N.V.                        | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       108 | NS      | $17067.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc  | Old Dominion Freight Line, Inc.                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        47 | NS      | $13337.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp.                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1089 | NS      | $89014.86     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc           | Align Technology, Inc.                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        32 | NS      | $6748.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc          | Applied Materials, Inc.                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       362 | NS      | $35251.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices, Inc.                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       666 | NS      | $43136.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen, Inc.                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       230 | NS      | $60407.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp. - REIT                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             |  | CORP              | US        |       186 | NS      | $39405.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com, Inc.                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      4140 | NS      | $347760.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc            | Arista Networks, Inc.                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       125 | NS      | $15168.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC - Class A                              | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |        90 | NS      | $27012.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals, Inc.               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        90 | NS      | $27743.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp. - Class A                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       244 | NS      | $18578.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive, Inc.                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        27 | NS      | $22788.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex, Inc.                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       147 | NS      | $16987.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou | Public Service Enterprise Group, Inc.          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      2100 | NS      | $128667.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo, Inc.                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       564 | NS      | $101892.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer, Inc.                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2288 | NS      | $117237.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co.                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       987 | NS      | $149589.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp.                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       238 | NS      | $30870.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                   | Prologis, Inc. - REIT                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             |  | CORP              | US        |       302 | NS      | $34044.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International, Inc.              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       635 | NS      | $64268.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group, Inc.             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       172 | NS      | $27165.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                       | PPL Corp.                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4624 | NS      | $135113.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage - REIT                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             |  | CORP              | US        |        71 | NS      | $19893.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co   | Pioneer Natural Resources Co.                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       100 | NS      | $22839.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings, Inc.                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       479 | NS      | $34114.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM, Inc.                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       457 | NS      | $50242.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals, Inc.                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        44 | NS      | $31745.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies, Inc.                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        43 | NS      | $18579.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services, Inc.                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       129 | NS      | $16639.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp     | Raytheon Technologies Corp.                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       610 | NS      | $61561.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp.                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       478 | NS      | $47417.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp.                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       771 | NS      | $64193.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co.                           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       107 | NS      | $25394.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd               | Schlumberger Ltd.                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       572 | NS      | $30579.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys, Inc.                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        63 | NS      | $20115.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co.                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2471 | NS      | $176454.11    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group, Inc. - REIT              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             |  | CORP              | US        |       134 | NS      | $15742.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global, Inc.                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       144 | NS      | $48231.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands, Inc. - Class A           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        77 | NS      | $17844.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp.                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       154 | NS      | $37651.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T, Inc.                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      2912 | NS      | $53609.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd            | TE Connectivity Ltd.                           | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |       133 | NS      | $15268.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp.                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       544 | NS      | $23408.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp.                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       195 | NS      | $29062.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos., Inc.                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       486 | NS      | $38685.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific, Inc.                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       161 | NS      | $88661.09     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US, Inc.                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       509 | NS      | $71260.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc         | T. Rowe Price Group, Inc.                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        92 | NS      | $10033.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla, Inc.                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1169 | NS      | $143997.42    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                         | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        97 | NS      | $16304.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments, Inc.                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       377 | NS      | $62287.94     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Euro Curr 9am     Mar23P .9    | Euro Curr 9am     Mar23P .9                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |       500 | NC      | $6250.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group, Inc.                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       384 | NS      | $203589.12    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                      | Aptiv PLC                                      | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       110 | NS      | $10244.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp              | Atmos Energy Corp.                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1315 | NS      | $147372.05    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp.                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       262 | NS      | $54252.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service, Inc. - Class B          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       354 | NS      | $61539.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                     | U.S. Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       605 | NS      | $26384.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa, Inc. - Class A                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       888 | NS      | $184490.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals, Inc.                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       104 | NS      | $30033.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications, Inc.                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1712 | NS      | $67452.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc   | Walgreens Boots Alliance, Inc.                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       352 | NS      | $13150.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery, Inc.                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       704 | NS      | $6673.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc           | WEC Energy Group, Inc.                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1438 | NS      | $134826.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co.                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1626 | NS      | $67137.54     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management, Inc.                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       171 | NS      | $26826.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart, Inc.                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1131 | NS      | $160364.49    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy, Inc.                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2043 | NS      | $143234.73    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp.                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1726 | NS      | $190377.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis, Inc.                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       193 | NS      | $28284.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc        | Activision Blizzard, Inc.                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       318 | NS      | $24342.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom, Inc.                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       168 | NS      | $93933.84     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co., Inc.                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       745 | NS      | $113552.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co.                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       316 | NS      | $46689.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone, Inc.                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         8 | NS      | $19729.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co.                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       240 | NS      | $45717.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp.                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      3337 | NS      | $110521.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc       | Baxter International, Inc.                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       204 | NS      | $10397.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co        | Becton, Dickinson and Co.                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       116 | NS      | $29498.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corp.                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       337 | NS      | $15340.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings, Inc.                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        17 | NS      | $34259.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                  | BlackRock, Inc.                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        62 | NS      | $43935.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co.                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       905 | NS      | $65114.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway, Inc. - Class B             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       913 | NS      | $282025.70    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp.                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       581 | NS      | $26882.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup, Inc.                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       809 | NS      | $36591.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp.                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       353 | NS      | $14561.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar, Inc.                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       221 | NS      | $52942.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                      | Chubb Ltd.                                     | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       176 | NS      | $38825.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle, Inc. - REIT                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             |  | CORP              | US        |       176 | NS      | $23872.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems, Inc.                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       113 | NS      | $18152.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp.                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       962 | NS      | $82934.02     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications, Inc. - Class A         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        83 | NS      | $28145.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                     | Cigna Corp.                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       135 | NS      | $44730.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co.                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       344 | NS      | $27103.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp. - Class A                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1863 | NS      | $65149.11     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                  | CME Group, Inc.                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       147 | NS      | $24719.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill, Inc.                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $15262.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                | CMS Energy Corp.                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2144 | NS      | $135779.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp.                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       238 | NS      | $19518.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp.                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       174 | NS      | $16175.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       538 | NS      | $63484.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp.                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       181 | NS      | $82626.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                 | Salesforce, Inc.                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       402 | NS      | $53301.18     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems, Inc.                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1720 | NS      | $81940.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                       | CSX Corp.                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       904 | NS      | $28005.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp.                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $18968.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp.                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       538 | NS      | $50136.22     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp.                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       786 | NS      | $141079.14    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy, Inc.                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       330 | NS      | $20235.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRAHAM FORTRESS FUND TRS   /  | ABRAHAM FORTRESS FUND TRS   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |    389793 | NC      | $-1621762.51  | -3.31%            |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours, Inc.                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       211 | NS      | $14480.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co.                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       125 | NS      | $53595.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp.                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        94 | NS      | $23147.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp.                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       291 | NS      | $77237.22     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co.                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       741 | NS      | $64378.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust, Inc. - REIT              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             |  | CORP              | US        |       119 | NS      | $11932.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                  | DTE Energy Co.                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1158 | NS      | $136099.74    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp.                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       314 | NS      | $32338.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                     | Dexcom, Inc.                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       160 | NS      | $18118.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay, Inc.                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       255 | NS      | $10574.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab, Inc.                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       117 | NS      | $17030.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc        | Consolidated Edison, Inc.                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1628 | NS      | $155164.68    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos., Inc. - Class A              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       147 | NS      | $36472.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health, Inc.                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        99 | NS      | $50784.03     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                   | Embecta Corp.                                  | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |        23 | NS      | $581.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co.                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       243 | NS      | $23342.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc              | EOG Resources, Inc.                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       239 | NS      | $30955.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix, Inc. - REIT                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             |  | CORP              | US        |        37 | NS      | $24236.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      1522 | NS      | $127604.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P 500 EMINI FUT MAR 2023   / | S&P 500 EMINI FUT MAR 2023   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |        33 | NC      | $-179897.12   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp. PLC                                | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       163 | NS      | $25582.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp.                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1236 | NS      | $139050.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy, Inc.                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      2031 | NS      | $127810.83    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp.                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       255 | NS      | $19025.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp.                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2888 | NS      | $124848.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co.                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      1629 | NS      | $18945.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan, Inc.                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       599 | NS      | $22762.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                     | FedEx Corp.                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       108 | NS      | $18705.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp.                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      3369 | NS      | $141295.86    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services, Inc.   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       248 | NS      | $16826.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv, Inc.                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       269 | NS      | $27187.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet, Inc.                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       335 | NS      | $16378.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD 100 OZ FUTR FEB 2023   /  | GOLD 100 OZ FUTR FEB 2023   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        26 | NC      | $105207.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp.                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       114 | NS      | $28284.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co.                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       448 | NS      | $37537.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences, Inc.                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       511 | NS      | $43869.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co.                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       592 | NS      | $19914.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet, Inc. - Class A                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5440 | NS      | $479971.20    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group, Inc.                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       142 | NS      | $48759.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare, Inc.                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       127 | NS      | $30474.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot, Inc.                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       426 | NS      | $134556.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc    | Honeywell International, Inc.                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       281 | NS      | $60218.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana, Inc.                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        52 | NS      | $26633.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                            | International Business Machines Corp.          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       366 | NS      | $51565.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange, Inc.                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       230 | NS      | $23595.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories, Inc.                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        35 | NS      | $14278.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina, Inc.                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        64 | NS      | $12940.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp.                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      1658 | NS      | $43820.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit, Inc.                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       115 | NS      | $44760.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings, Inc.                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        78 | NS      | $15981.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical, Inc.                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       146 | NS      | $38741.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works, Inc.                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       128 | NS      | $28198.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc             | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       287 | NS      | $18368.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1073 | NS      | $189545.45    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co.                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1205 | NS      | $161590.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co.                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       499 | NS      | $20314.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp.                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        62 | NS      | $23375.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp.                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       137 | NS      | $18597.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co.                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1761 | NS      | $112017.21    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies, Inc.                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        80 | NS      | $16656.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                      | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |       208 | NS      | $67845.44     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co.                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       390 | NS      | $142677.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp.                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       112 | NS      | $54486.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp.                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2283 | NS      | $126044.43    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos., Inc.                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       275 | NS      | $54791.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp.                             | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        57 | NS      | $23957.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard, Inc. - Class A                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       401 | NS      | $139439.73    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD  | Marriott International, Inc. - Class A         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       133 | NS      | $19802.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp.                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       305 | NS      | $80376.65     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc       | Microchip Technology, Inc.                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       226 | NS      | $15876.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp.                                  | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        76 | NS      | $21175.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International, Inc. - Class A         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       569 | NS      | $37923.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       548 | NS      | $42590.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                    | MetLife, Inc.                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       343 | NS      | $24822.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms, Inc. - Class A                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1134 | NS      | $136465.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EAFE INDEX MAR 23   /     | MSCI EAFE INDEX MAR 23   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |        46 | NC      | $-48733.12    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos., Inc.                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       206 | NS      | $34088.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB MONEY MARKET FIDUCIARY   / | UMB MONEY MARKET FIDUCIARY   /                 | CUSIP: SF8888528<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        10 | PA      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                          | 3M Co.                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       235 | NS      | $28181.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp.                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       216 | NS      | $21930.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

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

**Signature:** /s/ Terrance P. Gallagher

**Name of Signer:** Terrance P. Gallagher

**Title:** President