# EDGAR Filing Document

**Accession Number:** 0001587982
**File Stem:** 0001193125-26-236010
**Filing Date:** 2026-5
**Character Count:** 75516
**Document Hash:** b78c9abf9b335bf0e8759e9cbf77f7a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-236010.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0001193125-26-236010

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22894
- **FILM NUMBER:** 261012115

**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

### First Trust Merger Arbitrage Fund (Series ID: S000048195)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000152358 | Class A Shares | VARAX           |
| C000152359 | Class I Shares | VARBX           |
| C000248222 | Class C Shares | VARCX           |

## 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:** First Trust Merger Arbitrage Fund

- **b. EDGAR series identifier (if any):** S000048195

- **c. LEI of Series:** 549300T1RVAXYLDWYR96

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1710039662.83

**Total Liabilities:** $129446207.74

**Net Assets:** $1580593455.09

**Cash Not Reported:** $90735724.42

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000152358 | 0.39%                | 0.00%                | 0.48%                |
| Class ID C000152359 | 0.38%                | 0.00%                | 0.47%                |
| Class ID C000248222 | 0.19%                | 0.00%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7824137.80              | $-2425533.46                               |
| Month 2  | $10452608.88             | $-9777371.00                               |
| Month 3  | $5970953.58              | $2328522.91                                |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** SPX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| M EVO GLOBAL ACQUISITIO-CL A                | M Evo Global Acquisition Corp. II                       | CUSIP: G6071J110<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |    214051 | NC      | $69566.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp              | Mountain Lake Acquisition Corp. II                      | CUSIP: G6301L125<br>LEI: N/A                  | Long             |  | CORP              | US        |    515308 | NS      | $5117008.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp              | Mountain Lake Acquisition Corp. - Class A               | CUSIP: G6301B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    840990 | NS      | $8855624.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Metals Acquisition Corp II                  | Metals Acquisition Corp. II                             | CUSIP: G60420125<br>LEI: N/A                  | Long             |  | CORP              | KY        |    299964 | NS      | $3026636.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Muzero Acquisition Corp                     | Muzero Acquisition Corp. - Class A                      | CUSIP: G8775A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215704 | NS      | $2126841.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MUZERO ACQUISITION CORP-CL A                | Muzero Acquisition Corp.                                | CUSIP: G8775A114<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |    107852 | NC      | $24805.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                  | MSILF Government Portfolio - Class Institutional        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |       510 | PA      | $509.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safeguard Acquisition Corp                  | Safeguard Acquisition Corp. - Class A                   | CUSIP: G77676107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    258888 | NS      | $2575935.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                          | Banco Santander S.A. - ADR                              | CUSIP: 05964H105<br>LEI: 5493006QMFDDMYWIAM13 | Short            |  | CORP              | ES        |   -877016 | NS      | $-9892740.48  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                           | Silverbox Corp. IV - Class A                            | CUSIP: G81354105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    372735 | NS      | $3988264.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp V                            | SilverBox Corp. V - Class A                             | CUSIP: G8148S107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172638 | NS      | $1712568.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SC II Acquisition Corp                      | SC II Acquisition Corp. - Class A                       | CUSIP: G7866D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    582567 | NS      | $5814018.66   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                     | Siddhi Acquisition Corp. - Class A                      | CUSIP: G8118C124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1092719 | NS      | $11342423.22  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                             | Sealed Air Corp.                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |   2000719 | NS      | $84130233.95  | 5.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc                        | SEMrush Holdings, Inc. - Class A                        | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |    539415 | NS      | $6440615.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM Acquisition Corp I                      | SIM Acquisition Corp. I - Class A                       | CUSIP: G8431T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1171086 | NS      | $12565752.78  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB MONEY MARKET II SPECIAL   /             | UMB MONEY MARKET II SPECIAL   /                         | CUSIP: SF8888628<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10225192 | PA      | $10225191.98  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarius Capital Acquisition C              | Solarius Capital Acquisition Corp. - Class A            | CUSIP: G82617104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85806 | NS      | $873505.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                  | Soulpower Acquisition Corp. - Class A                   | CUSIP: G82745103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    879500 | NS      | $9014875.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Valley Acquisition Cor              | Silicon Valley Acquisition Corp. - Class A              | CUSIP: G81306121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303378 | NS      | $3000408.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON VALLEY ACQUISIT-CL A                | Silicon Valley Acquisition Corp.                        | CUSIP: G81306113<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |    151689 | NC      | $42472.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp              | Spring Valley Acquisition Corp. IV - Class A            | CUSIP: G8377G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    428892 | NS      | $4250319.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRING VALLEY ACQUISITIO-A                  | Spring Valley Acquisition Corp. IV                      | CUSIP: G8377G113<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |    107223 | NC      | $84706.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV Acquisition Corp                     | GSR IV Acquisition Corp. - Class A                      | CUSIP: G4R12K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    302936 | NS      | $3038448.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings X Inc                        | Gores Holdings X, Inc. - Class A                        | CUSIP: G4002F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    339839 | NS      | $3473154.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp                | Globa Terra Acquisition Corp. - Class A                 | CUSIP: G3933N116<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    407455 | NS      | $4176413.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                        | Chart Industries, Inc.                                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    539901 | NS      | $111624531.75 | 7.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM IV Acquisition Corp                     | HCM IV Acquisition Corp.                                | CUSIP: G4365S128<br>LEI: N/A                  | Long             |  | CORP              | US        |    428312 | NS      | $4291686.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hall Chadwick Acquisition Corp              | Hall Chadwick Acquisition Corp. - Class A               | CUSIP: G42386105<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    431446 | NS      | $4284258.78   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings, Inc.         | Clearwater Analytics Holdings, Inc.                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -8566 | NC      | $-21415.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals, Inc.            | Day One Biopharmaceuticals, Inc.                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      -388 | NC      | $-970.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                | Two Harbors Investment Corp.                            | CUSIP: 999999999<br>LEI: 549300ZUIBT6KH4HU823 | N/A              | DE               |  | US        |      -148 | NC      | $-740.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals, Inc.                 | Terns Pharmaceuticals, Inc.                             | CUSIP: 999999999<br>LEI: 254900S1ZDQMF4MYP709 | N/A              | DE               |  | US        |       -16 | NC      | $-120.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals, Inc.                 | Terns Pharmaceuticals, Inc.                             | CUSIP: 999999999<br>LEI: 254900S1ZDQMF4MYP709 | N/A              | DE               |  | US        |     -4293 | NC      | $-53662.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Artius II Acquisition Inc                   | Artius II Acquisition, Inc. - Class A                   | CUSIP: G0509J115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    313581 | NS      | $3239291.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc. CONTINGENT VALUE RHT   /      | ABIOMED, Inc. CONTINGENT VALUE RHT   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    287741 | NC      | $293495.82    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Arcellx Inc                                 | Arcellx, Inc.                                           | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203574 | NS      | $23374366.68  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Co              | Activate Energy Acquisition Corp. - Class A             | CUSIP: G0081J103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    172592 | NS      | $1706934.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLARS  /                         | CANADIAN DOLLARS  /                                     | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | CA        |       -95 | OU      | $-68.36       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III Inc              | Cantor Equity Partners III, Inc. - Class A              | CUSIP: G1828A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1036601 | NS      | $10687356.31  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Acquisition Corp                  | Cambridge Acquisition Corp. - Class A                   | CUSIP: G1871M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257280 | NS      | $2539353.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMBRIDGE ACQUISITION CORP-A                | Cambridge Acquisition Corp.                             | CUSIP: G1871M116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     85760 | NC      | $24012.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp               | Cohen Circle Acquisition Corp. II - Class A             | CUSIP: G2254C121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164578 | NS      | $1681987.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS CIRCLE CAPITAL CO-A                | Columbus Circle Capital Corp. II                        | CUSIP: G2296M129<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |    165469 | NC      | $51295.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp               | Crane Harbor Acquisition Corp. II - Class A             | CUSIP: G25014104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    516883 | NS      | $5117141.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                | Cal Redwood Acquisition Corp. - Class A                 | CUSIP: G17564108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    327136 | NS      | $3320430.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                          | Coterra Energy, Inc.                                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    232878 | NS      | $8183332.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart Holdings                          | Lionheart Holdings - Class A                            | CUSIP: G5501C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1938207 | NS      | $20835725.25  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                          | CVB Financial Corp.                                     | CUSIP: 126600105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -899946 | NS      | $-17449952.94 | -1.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings               | Clearwater Analytics Holdings, Inc. - Class A           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1795770 | NS      | $42469960.50  | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Asset Acquisition Corp              | Digital Asset Acquisition Corp. - Class A               | CUSIP: G2868C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    731139 | NS      | $7486863.36   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc              | Day One Biopharmaceuticals, Inc.                        | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1230028 | NS      | $26371800.32  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                     | DigitalBridge Group, Inc.                               | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     19986 | NS      | $308184.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit              | Drugs Made In America Acquisition Corp.                 | CUSIP: G2847J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1929288 | NS      | $20257524.00  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit              | Drugs Made In America Acquisition II Corp.              | CUSIP: G2851K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    913211 | NS      | $9113845.78   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamix Corp III                            | Dynamix Corp. III - Class A                             | CUSIP: G2949T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303437 | NS      | $3010095.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp II              | Roman DBDR Acquisition Corp. II                         | CUSIP: G7633M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    375130 | NS      | $3927611.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Daedalus Special Acquisition C              | Daedalus Special Acquisition Corp. - Class A            | CUSIP: G2616C108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    149484 | NS      | $1481386.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DAEDALUS SPECIAL ACQUIS-CL A                | Daedalus Special Acquisition Corp.                      | CUSIP: G2616C116<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     37371 | NC      | $14574.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                           | Devon Energy Corp.                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |   -163015 | NS      | $-8202914.80  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Insight Digital Partners II                 | Insight Digital Partners II - Class A                   | CUSIP: G4814G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    469164 | NS      | $4672873.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                         | Electronic Arts, Inc.                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    340205 | NS      | $69357593.35  | 4.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ACQUISITION CORP III                  | HELIX ACQUISITION Corp. III - Class A                   | CUSIP: G4444S107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101878 | NS      | $1049343.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                 | Hologic, Inc.                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |   1118672 | NS      | $84560416.48  | 5.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                      | Heritage Commerce Corp.                                 | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |   1381127 | NS      | $17236464.96  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Highview Merger Corp                        | Highview Merger Corp. - Class A                         | CUSIP: G4569C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214874 | NS      | $2159483.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYMAKER ACQUISITION TENDERED SHARE   /     | HAYMAKER ACQUISITION TENDERED SHARE   /                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230759 | NS      | $2644498.14   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Idea Acquisition Corp                       | Idea Acquisition Corp.                                  | CUSIP: G4727U126<br>LEI: N/A                  | Long             |  | CORP              | US        |    430561 | NS      | $4266859.51   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Invest Green Acquisition Corp               | Invest Green Acquisition Corp. - Class A                | CUSIP: G4924G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    427056 | NS      | $4244936.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In              | International Money Express, Inc.                       | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145435 | NS      | $2297873.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C              | Inflection Point Acquisition Corp. III - Class A        | CUSIP: G47875102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    432085 | NS      | $4411587.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C              | Inflection Point Acquisition Corp. VI                   | CUSIP: G4790S123<br>LEI: N/A                  | Long             |  | CORP              | US        |     85883 | NS      | $869135.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                    | Dune Acquisition Corp. II                               | CUSIP: G2867S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    584860 | NS      | $6041603.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Iris Acquisition Corp II                    | Iris Acquisition Corp. II - Class A                     | CUSIP: G4940M109<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |    344836 | NS      | $3386289.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIS ACQUISITION CORP I-CL A                | Iris Acquisition Corp. II                               | CUSIP: G4940M117<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |    172418 | NC      | $34569.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisition II Corp              | Iron Horse Acquisition II Corp.                         | CUSIP: 46283H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    516918 | NS      | $5101980.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                 | NewHold Investment Corp. III - Class A                  | CUSIP: G6486E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    768067 | NS      | $7980216.13   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr              | National Storage Affiliates Trust - REIT                | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             |  | CORP              | US        |   1550470 | NS      | $58514737.80  | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| New America Acquisition I Corp              | New America Acquisition I Corp. - Class A               | CUSIP: 023634108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26666 | NS      | $266926.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT Acquisition Corp                        | 1RT Acquisition Corp. - Class A                         | CUSIP: G6757R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246528 | NS      | $2499793.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Onestream Inc                               | Onestream, Inc.                                         | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |   1526891 | NS      | $36645384.00  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OTG Acquisition Corp I                      | OTG Acquisition Corp. I - Class A                       | CUSIP: G6791A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69971 | NS      | $703908.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit              | Oyster Enterprises II Acquisition Corp. - Class A       | CUSIP: G6861F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125106 | NS      | $1278583.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                  | Pioneer Acquisition I Corp. - Class A                   | CUSIP: G7117W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    412498 | NS      | $4190979.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp II               | Pyrophyte Acquisition Corp. II - Class A                | CUSIP: G7309T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214568 | NS      | $2164991.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                     | ProCap Acquisition Corp. - Class A                      | CUSIP: G7257A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215276 | NS      | $2193662.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp                  | Pyrophyte Acquisition Corp. - Class A                   | CUSIP: G7308P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    538832 | NS      | $6363605.92   | 0.40%             |  |  |  | No            |                  3 | On Loan: No      |
| Peakstone Realty Trust                      | Peakstone Realty Trust - REIT                           | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             |  | CORP              | US        |     37730 | NS      | $788179.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp IV                    | Plum Acquisition Corp. IV                               | CUSIP: G7134A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254968 | NS      | $2692462.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp II                | Andretti Acquisition Corp. II - Class A                 | CUSIP: G26745102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    534420 | NS      | $5694245.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pono Capital Four Inc                       | Pono Capital Four, Inc.                                 | CUSIP: G71702123<br>LEI: N/A                  | Long             |  | CORP              | KY        |    171840 | NS      | $1713244.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                              | Public Storage - REIT                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            |  | CORP              | US        |   -217068 | NS      | $-58799379.84 | -3.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Real Asset Acquisition Corp                 | Real Asset Acquisition Corp. - Class A                  | CUSIP: G73944103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    352714 | NS      | $3699969.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Acquisition Corp                      | Rithm Acquisition Corp. - Class A                       | CUSIP: G75751100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    293004 | NS      | $3047241.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Capital Acquisition Corp              | Range Capital Acquisition Corp.                         | CUSIP: G7375C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    644211 | NS      | $6777099.72   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Ventures Acquisition III              | Texas Ventures Acquisition III Corp. - Class A          | CUSIP: G8772L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    536129 | NS      | $5570380.31   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                 | Two Harbors Investment Corp. - REIT                     | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             |  | CORP              | US        |    924984 | NS      | $10563317.28  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER ACQUISITION TENDERED SHARE   /      | VOYAGER ACQUISITION TENDERED SHARE   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    505248 | NS      | $5411206.08   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Acquisition Corp I                   | Viking Acquisition Corp. I - Class A                    | CUSIP: G9582G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    558354 | NS      | $5544455.22   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VINE HILL CAP INVT C TENDERED SECURITY   /  | VINE HILL CAP INVT C TENDERED SECURITY   /              | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    643428 | NS      | $6871811.04   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Vine Hill Capital Investment C              | Vine Hill Capital Investment Corp. II - Class A         | CUSIP: G9709D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303308 | NS      | $3002749.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VINE HILL CAPITAL INVES-CL A                | Vine Hill Capital Investment Corp. II                   | CUSIP: G9709D117<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |    114873 | NC      | $40217.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vendome Acquisition Corp I                  | Vendome Acquisition Corp. I - Class A                   | CUSIP: G9580A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    900280 | NS      | $9119836.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                       | Veris Residential, Inc. - REIT                          | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             |  | CORP              | US        |   2055493 | NS      | $38787152.91  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                      | Webster Financial Corp.                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    426814 | NS      | $29629427.88  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                        | Wen Acquisition Corp. - Class A                         | CUSIP: G9R39C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    448814 | NS      | $4568926.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP               | Western Midstream Partners LP                           | CUSIP: 958669103<br>LEI: N/A                  | Long             |  | CORP              | US        |         4 | NS      | $171.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willow Lane Acquisition Corp I              | Willow Lane Acquisition Corp. II                        | CUSIP: G9675K129<br>LEI: 254900YWN0P6HYIZTW16 | Long             |  | CORP              | US        |     94228 | NS      | $951702.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                  | Armada Acquisition Corp. II - Class A                   | CUSIP: G0R38G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    382749 | NS      | $3946142.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp II              | AA Mission Acquisition Corp. II - Class A               | CUSIP: G1000S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215174 | NS      | $2158195.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lafayette Digital Acquisition               | Lafayette Digital Acquisition Corp. I                   | CUSIP: G5345D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    429464 | NS      | $4234515.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LAFAYETTE DIGITAL ACQUISITIO                | Lafayette Digital Acquisition Corp. I                   | CUSIP: G5345D115<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |    172395 | NC      | $39823.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURION CL A CL A   /                     | CENTURION CL A CL A   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    193720 | NS      | $1.94         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CENTURION CL B CL B   /                     | CENTURION CL B CL B   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    242151 | NS      | $2.42         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alussa Energy Acquisition Corp              | Alussa Energy Acquisition Corp. II - Class A            | CUSIP: G0233J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172512 | NS      | $1721669.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Agriculture & Natural Solution              | Agriculture & Natural Solutions Acquisition Corp.       | CUSIP: G0131Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1189474 | NS      | $13417266.72  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                 | A Paradise Acquisition Corp. - Class A                  | CUSIP: G04819101<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     43124 | NS      | $438571.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                 | Apellis Pharmaceuticals, Inc.                           | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |    299779 | NS      | $12060109.17  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corp                          | Apex Treasury Corp. - Class A                           | CUSIP: G04104108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    563400 | NS      | $5628366.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech SPAC Partners               | Archimedes Tech SPAC Partners III Co.                   | CUSIP: G0453R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171728 | NS      | $1691520.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                | Archimedes Tech SPAC Partners III Co.                   | CUSIP: G0453R113<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     42932 | NC      | $23612.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Art Technology Acquisition Cor              | Art Technology Acquisition Corp. - Class A              | CUSIP: G0579E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57104 | NS      | $559619.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ART TECHNOLOGY ACQUISIT-CL A                | Art Technology Acquisition Corp.                        | CUSIP: G0579E111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     14276 | NC      | $4311.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition              | Axiom Intelligence Acquisition Corp. 1 - Class A        | CUSIP: G0750N104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    453182 | NS      | $4590733.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| D Boral ARC Acquisition I Corp              | D Boral ARC Acquisition I Corp. - Class A               | CUSIP: G2616F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    405218 | NS      | $4100806.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital GSS Investment Co              | Bain Capital GSS Investment Corp.                       | CUSIP: G0R78B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128245 | NS      | $1296787.79   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BTC Development Corp                        | BTC Development Corp. - Class A                         | CUSIP: G0701G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    635939 | NS      | $6353030.61   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TGE Value Creative Solutions C              | TGE Value Creative Solutions Corp. - Class A            | CUSIP: G8773E100<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    344668 | NS      | $3405319.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Spade Acquisition III Co              | Black Spade Acquisition III Co. - Class A               | CUSIP: G1154S103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    303196 | NS      | $2983448.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK SPADE ACQUISITION-CL A                | Black Spade Acquisition III Co.                         | CUSIP: G1154S111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |    115502 | NC      | $40425.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                        | Blue Foundry Bancorp                                    | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |    857308 | NS      | $11350757.92  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Acquisition Corp                   | Bluerock Acquisition Corp. - Class A                    | CUSIP: G1352R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    286905 | NS      | $2840359.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp II              | Blue Water Acquisition Corp. III - Class A              | CUSIP: G1368E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206326 | NS      | $2123094.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trailblazer Acquisition Corp                | Trailblazer Acquisition Corp. - Class A                 | CUSIP: G9009S103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172110 | NS      | $1729705.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueport Acquisition Ltd                    | Blueport Acquisition Ltd. - Class A                     | CUSIP: G1196A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86256 | NS      | $863422.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                            | Coeur Mining, Inc.                                      | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |         1 | NS      | $18.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners IV Inc               | Cantor Equity Partners IV, Inc. - Class A               | CUSIP: G1828E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    859811 | NS      | $8761474.09   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners I Inc                | Cantor Equity Partners I, Inc. - Class A                | CUSIP: G1827K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    353476 | NS      | $3711498.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners VI Inc               | Cantor Equity Partners VI, Inc. - Class A               | CUSIP: G1828R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171517 | NS      | $1735752.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners V Inc                | Cantor Equity Partners V, Inc. - Class A                | CUSIP: G1828S109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    521724 | NS      | $5269412.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Charlton Aria Acquisition Corp              | Charlton Aria Acquisition Corp. - Class A               | CUSIP: G9877L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    716459 | NS      | $7572971.63   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kensington Capital Acquisition              | Kensington Capital Acquisition Corp. VI                 | CUSIP: G5235S123<br>LEI: N/A                  | Long             |  | CORP              | US        |     65816 | NS      | $660792.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II              | K&F Growth Acquisition Corp. II - Class A               | CUSIP: G52258111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85590 | NS      | $893559.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition              | CSLM Digital Asset Acquisition Corp. III Ltd. - Class A | CUSIP: G2584S101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    343986 | NS      | $3453619.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAKacquisition Corp                        | KRAKacquisition Corp. - Class A                         | CUSIP: G5315G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214556 | NS      | $2115522.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAKACQUISITION CORP-CL A                   | KRAKacquisition Corp.                                   | CUSIP: G5315G114<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     53639 | NC      | $32183.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| K2 Capital Acquisition Corp                 | K2 Capital Acquisition Corp. - Class A                  | CUSIP: G5226B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    301985 | NS      | $2980591.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| K2 Capital Acquisition Corp                 | K2 Capital Acquisition Corp.                            | CUSIP: G5226B113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    301985 | NC      | $63416.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                 | Kennedy-Wilson Holdings, Inc.                           | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |   1900398 | NS      | $20562306.36  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LaFayette Acquisition Corp                  | LaFayette Acquisition Corp.                             | CUSIP: G53426105<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    258482 | NS      | $2574480.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp IV                       | Legato Merger Corp. IV                                  | CUSIP: G7318R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150256 | NS      | $1489036.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp IV                       | Legato Merger Corp. IV                                  | CUSIP: G7318R121<br>LEI: N/A                  | Long             |  | CORP              | US        |         1 | NS      | $9.98         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp III                      | Legato Merger Corp. III                                 | CUSIP: G5451A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1181914 | NS      | $12989234.86  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Leapfrog Acquisition Corp                   | Leapfrog Acquisition Corp.                              | CUSIP: G5414D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86296 | NS      | $856487.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAPFROG ACQUISITION CL A                   | Leapfrog Acquisition Corp.                              | CUSIP: G5414D111<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     43148 | NC      | $9082.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                 | Live Oak Acquisition Corp. V - Class A                  | CUSIP: G5509P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    947683 | NS      | $9855903.20   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Launch One Acquisition Corp                 | Launch One Acquisition Corp.                            | CUSIP: G5S86M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1866241 | NS      | $19931453.88  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Melar Acquisition Corp I                    | Melar Acquisition Corp. I - Class A                     | CUSIP: G6004G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1275345 | NS      | $13760972.55  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                 | Masimo Corp.                                            | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |    402119 | NS      | $71524906.53  | 4.53%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition VI Corp              | M3-Brigade Acquisition VI Corp. - Class A               | CUSIP: G63221108<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |    343728 | NS      | $3454466.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Yorkville Acquisition Corp                  | Yorkville Acquisition Corp. - Class A                   | CUSIP: G98659116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    262128 | NS      | $2650114.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| YORKVILLE ACQUISITION CORP-A                | Yorkville Acquisition Corp.                             | CUSIP: G98659124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49396 | NC      | $17041.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meshflow Acquisition Corp                   | Meshflow Acquisition Corp. - Class A                    | CUSIP: G6032N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    646050 | NS      | $6389434.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| M Evo Global Acquisition Corp               | M Evo Global Acquisition Corp. II - Class A             | CUSIP: G6071J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    514974 | NS      | $5067344.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp              | ChampionsGate Acquisition Corp. - Class A               | CUSIP: G2124S108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    425657 | NS      | $4358727.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombier Acquisition Corp III              | Colombier Acquisition Corp. III - Class A               | CUSIP: G2284A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    343032 | NS      | $3450901.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIER ACQ III-CL A                      | Colombier Acquisition Corp. III                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     42879 | NC      | $28728.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp I              | Columbus Circle Capital Corp. II - Class A              | CUSIP: G2296M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    514680 | NS      | $5059304.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTURECREST ACQUISITION-CL A                | FutureCrest Acquisition Corp.                           | CUSIP: G3730U115<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     86059 | NC      | $50774.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Era Acquisition Corp I                | Fifth Era Acquisition Corp. I - Class A                 | CUSIP: G3415K101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    372349 | NS      | $3831471.21   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp               | FIGX Capital Acquisition Corp. - Class A                | CUSIP: G3473K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    209438 | NS      | $2121606.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Future Money Acquisition Corp               | Future Money Acquisition Corp.                          | CUSIP: G3700S124<br>LEI: N/A                  | Long             |  | CORP              | US        |    513282 | NS      | $5122554.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                     | Amicus Therapeutics, Inc.                               | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |   1132483 | NS      | $16375704.18  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                       | Fulton Financial Corp.                                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Short            | EC               | CORP              | US        |   -557251 | NS      | $-11334485.34 | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp                            | GigCapital7 Corp. - Class A                             | CUSIP: G38648104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233289 | NS      | $2484527.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital9 Corp                            | GigCapital9 Corp.                                       | CUSIP: G3865B106<br>LEI: N/A                  | Long             |  | CORP              | US        |     51802 | NS      | $520092.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & COM TENDERED SHARE   / | GREAT LAKES DREDGE & COM TENDERED SHARE   /             | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    299752 | NS      | $5095784.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GP-Act III Acquisition Corp                 | GP-Act III Acquisition Corp. - Class A                  | CUSIP: G4035N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1897607 | NS      | $20570059.88  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-ACT III ACQ CORP. CLASS A UNITS   /      | GP-ACT III ACQ CORP. CLASS A UNITS   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    196235 | NS      | $1.96         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Exceptionalism Acquis              | American Exceptionalism Acquisition Corp. A - Class A   | CUSIP: G0273J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43030 | NS      | $466014.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIMEI HEALTH TECHNOL TENDERED SHARES   /    | AIMEI HEALTH TECHNOL TENDERED SHARES   /                | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    649911 | NS      | $7389488.07   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                              | Air Lease Corp.                                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    818224 | NS      | $53135466.56  | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Acquisition Corp                  | Centurion Acquisition Corp.                             | CUSIP: G20315100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2479407 | NS      | $26715610.43  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                 | Enhabit, Inc.                                           | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    139577 | NS      | $1966639.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV Ventures Acquisition Corp               | EQV Ventures Acquisition Corp. II - Class A             | CUSIP: G3106Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    515292 | NS      | $5199296.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Global Acquisition C              | Evolution Global Acquisition Corp. - Class A            | CUSIP: G3226F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303621 | NS      | $3027101.37   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureCrest Acquisition Corp                | FutureCrest Acquisition Corp. - Class A                 | CUSIP: G3730U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    302991 | NS      | $3048089.46   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-ACT III ACQ Corp. CLASS B UNITS   /      | GP-ACT III ACQ Corp. CLASS B UNITS   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    245295 | NS      | $2.45         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Graf Global Corp                            | Graf Global Corp. - Class A                             | CUSIP: G4036C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    908218 | NS      | $9727014.78   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II                  | Gesher Acquisition Corp. II - Class A                   | CUSIP: G3852D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    404792 | NS      | $4193645.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                  | Sizzle Acquisition Corp. II - Class A                   | CUSIP: G8193F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    333100 | NS      | $3417606.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                      | Titan Acquisition Corp. - Class A                       | CUSIP: G8901A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    294320 | NS      | $3040325.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                      | BERTO ACQUISITION Corp.                                 | CUSIP: G1051H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    294240 | NS      | $3015960.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                      | Tavia Acquisition Corp.                                 | CUSIP: G86880104<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    431985 | NS      | $4566081.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Translational Development Acqu              | Translational Development Acquisition Corp.             | CUSIP: G9008W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257696 | NS      | $2721269.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisition II Corp              | Iron Horse Acquisition II Corp.                         | CUSIP: 46283H129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    508252 | NC      | $60990.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHAX Acquisition Corp III                  | ITHAX Acquisition Corp. III - Class A                   | CUSIP: G4977S102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    258442 | NS      | $2558575.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tailwind 2.0 Acquisition Corp               | Tailwind 2.0 Acquisition Corp. - Class A                | CUSIP: G8662J111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344990 | NS      | $3429200.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                   | Terns Pharmaceuticals, Inc.                             | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |    772121 | NS      | $40706219.12  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartacus Acquisition Corp II               | Spartacus Acquisition Corp. II                          | CUSIP: G8303R126<br>LEI: N/A                  | Long             |  | CORP              | US        |    128670 | NS      | $1290560.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                        | Tri Pointe Homes, Inc.                                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1345991 | NS      | $62898159.43  | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                   | Jackson Acquisition Co. II - Class A                    | CUSIP: G4992A110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    477663 | NS      | $5058451.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                    | Jena Acquisition Corp. II - Class A                     | CUSIP: G5093B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183044 | NS      | $1870709.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition C              | Republic Digital Acquisition Co. - Class A              | CUSIP: G7515A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    292586 | NS      | $2990228.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RF Acquisition Corp II                      | RF Acquisition Corp. II                                 | CUSIP: G75389109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    469553 | NS      | $5132214.29   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Renatus Tactical Acquisition C              | Renatus Tactical Acquisition Corp. I - Class A          | CUSIP: G7490F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    274904 | NS      | $2826013.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Space Asset Acquisition Corp                | Space Asset Acquisition Corp. - Class A                 | CUSIP: G8375S101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171642 | NS      | $1725002.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-20

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

**Signature:** /s/ Scott Schulenburg

**Name of Signer:** Scott Schulenburg

**Title:** President