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N N N CANADIAN DOLLAR FUT JUNE 24 / N/A 999999999 28 NC USD -11900 -0.0256655529 N/A DFE US N 1 Chicago Mercantile Exchange N/A Long CANADIAN DOLLAR FUT JUNE 24 / CANADIAN DOLLAR FUT JUNE 24 / 2024-06-19 2082220 USD -11900 N N N CAC40 10 EUR FUT APR APRIL 2024 / N/A 999999999 34 NC 73729.64 0.1590178132 Long DE FR N 1 Euronext Derivatives Paris N/A Long CAC40 10 EUR FUT APR APRIL 2024 / CAC 2024-04-20 2727650 EUR 73729.64 N N N CANADIAN GVT BND 10Y JUN 2024 / N/A 999999999 -34 NC -20079.73 -0.0433073423 N/A DIR CA N 1 Montreal Exchange N/A Short CANADIAN GVT BND 10Y JUN 2024 / CANADIAN GVT BND 10Y JUN 2024 / 2024-06-20 -4064360 CAD -20079.73 N N N MSCI EAFE INDEX JUNE 2024 / N/A 999999999 28 NC USD 43260 0.0933018336 Long DE US N 1 ICE Futures US Indices N/A Long MSCI EAFE INDEX JUNE 2024 / MXEA 2024-06-22 3256680 USD 43260 N N N UMB MONEY MARKET FIDUCIARY / N/A SF8888528 11818964.63 PA USD 11818964.63 25.4907783367 Long STIV CORP US N 1 N N N NIKKEI 225 (SGX) JUN 24 / N/A 999999999 24 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999999999 65 NC USD -11765 -0.0253743891 N/A DCO SG N 1 Singapore Exchange (was SIMEX) N/A Long SGX IRON ORE 62% APR 24 / SGX IRON ORE 62% APR 24 / 2024-05-01 674440 USD -11765 N N N SWEDISH KRONA / N/A 999999999 -1265238.55 OU Currency -118202.41 -0.2549353117 Short STIV SE N 1 N N N SUNFLOWER SEED MAY 24 / N/A 999999999 9 NC 2798.31 0.0060353087 N/A DCO ZA N 1 South African Futures Exchange N/A Long SUNFLOWER SEED MAY 24 / SUNFLOWER SEED MAY 24 / 2024-05-24 4303000 ZAR 2798.31 N N N WHEAT FUTURE MAY 2024 / N/A 999999999 -21 NC USD 2625 0.0056615190 N/A DCO US N 1 Chicago Board of Trade N/A Short WHEAT FUTURE MAY 2024 / WHEAT FUTURE MAY 2024 / 2024-05-15 -590887.50 USD 2625 N N N GASOLINE RBOB FUT MAY 2024 / N/A 999999999 5 NC USD -4116 -0.0088772618 N/A DCO US N 1 New York Mercantile Exchange N/A Long GASOLINE RBOB FUT MAY 2024 / GASOLINE RBOB FUT MAY 2024 / 2024-05-01 575442 USD -4116 N N N SOUTH AFRICAN RAND / N/A 999999999 -1092849.54 OU Currency -57700.61 -0.1244468958 Short STIV ZA N 1 N N N 2024-04-04 INVESTMENT MANAGERS SERIES TRUST II /s/ Terrance P. Gallagher Terrance P. Gallagher President