# EDGAR Filing Document

**Accession Number:** 0001518042
**File Stem:** 0000910472-26-004958
**Filing Date:** 2026-3
**Character Count:** 117533
**Document Hash:** a522303209f2890d3f565e6dabc4f81a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-004958.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000910472-26-004958

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN LIGHTS FUND TRUST II
- **CENTRAL INDEX KEY:** 0001518042

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22549
- **FILM NUMBER:** 26818037

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022

## Series and Classes Contracts Data

### Invenomic Fund (Series ID: S000057713)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000186112 | Invenomic Fund Institutional Class shares       | BIVIX           |
| C000186113 | Invenomic Fund Investor Class shares            | BIVRX           |
| C000211283 | Invenomic Fund Super Institutional Class shares | BIVSX           |

## Nport-Ex

i

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** | **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 111.2%** |  |
|  | **ADVERTISING & MARKETING - 1.5%** |  |
| 192611 | Omnicom Group, Inc.<sup>(a)</sup> | $14838752 |
|  | **APPAREL & TEXTILE PRODUCTS - 3.0%** |  |
| 96907 | Oxford Industries, Inc. | 3571023 |
| 277015 | Puma S.E. | 7109351 |
| 298455 | PVH Corporation<sup>(a)</sup> | 18611653 |
| 178374 | Unifi, Inc.<sup>(b)</sup> | 688524 |
|  |  | 29980551 |
|  | **ASSET MANAGEMENT - 1.0%** |  |
| 607725 | WisdomTree, Inc.<sup>(a)</sup> | 9845145 |
|  | **AUTOMOTIVE - 0.6%** |  |
| 445633 | Dauch Corporation<sup>(b)</sup> | 3551695 |
| 46639 | Miller Industries, Inc. | 1910800 |
|  |  | 5462495 |
|  | **BANKING - 2.8%** |  |
| 465836 | First Foundation, Inc.<sup>(b)</sup> | 2925450 |
| 38382 | M&T Bank Corporation<sup>(a)</sup> | 8504300 |
| 85378 | Popular, Inc. | 11400525 |
| 135156 | WesBanco, Inc. | 4769655 |
|  |  | 27599930 |
|  | **BIOTECH & PHARMA - 3.9%** |  |
| 175705 | Hikma Pharmaceuticals PLC | 3676098 |
| 5024021 | Iovance Biotherapeutics, Inc.<sup>(a),(b)</sup> | 12811254 |
| 196506 | Lexaria Bioscience Corporation<sup>(b)</sup> | 154002 |
| 1668698 | Viatris, Inc.<sup>(a)</sup> | 21843256 |
|  |  | 38484610 |
|  | **CABLE & SATELLITE - 0.2%** |  |
| 68816 | Comcast Corporation, Class A<sup>(a)</sup> | 2047276 |
|  | **CHEMICALS - 6.0%** |  |
| 137646 | AdvanSix, Inc. | 2180313 |
| 324869 | American Vanguard Corporation<sup>(b)</sup> | 1650335 |
| 103402 | Arkema S.A. | 6235759 |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 111.2% (Continued)** |  |
|  | **CHEMICALS - 6.0% (Continued)** |  |
| 116661 | Eastman Chemical Company<sup>(a)</sup> | $8086940 |
| 539919 | Ecovyst, Inc.<sup>(a),(b)</sup> | 5728541 |
| 724797 | Mativ Holdings, Inc.<sup>(a)</sup> | 8733803 |
| 287206 | Mosaic Company (The)<sup>(a)</sup> | 7898165 |
| 281782 | Olin Corporation<sup>(a)</sup> | 5863883 |
| 270504 | Orion S.A. | 1671715 |
| 47100 | PPG Industries, Inc. | 5446173 |
| 923468 | Tronox Holdings PLC, Class A | 5596216 |
|  |  | 59091843 |
|  | **COMMERCIAL SUPPORT SERVICES - 6.3%** |  |
| 215773 | ABM Industries, Inc.<sup>(a)</sup> | 9934189 |
| 897338 | Alight, Inc., Class A | 1372927 |
| 178475 | CoreCivic, Inc.<sup>(b)</sup> | 3307142 |
| 189544 | Forrester Research, Inc.<sup>(b)</sup> | 1537202 |
| 2163802 | Legalzoom.com, Inc.<sup>(a),(b)</sup> | 19236200 |
| 475286 | Resources Connection, Inc. | 2153046 |
| 313553 | Securitas A.B., Class B | 5177743 |
| 239843 | Sodexo S.A. | 12270905 |
| 317876 | TrueBlue, Inc.<sup>(b)</sup> | 1703815 |
| 886806 | Vestis Corporation<sup>(a)</sup> | 5790843 |
|  |  | 62484012 |
|  | **CONSTRUCTION MATERIALS - 1.8%** |  |
| 148271 | Owens Corning<sup>(a)</sup> | 17768797 |
|  | **CONSUMER SERVICES - 1.2%** |  |
| 1485629 | Coursera, Inc.<sup>(a),(b)</sup> | 9002912 |
| 320203 | KinderCare Learning Companies, Inc.<sup>(b)</sup> | 1495348 |
| 223803 | Udemy, Inc.<sup>(b)</sup> | 1076492 |
|  |  | 11574752 |
|  | **CONTAINERS & PACKAGING - 3.5%** |  |
| 237995 | Clearwater Paper Corporation<sup>(b)</sup> | 4003076 |
| 65229 | Gerresheimer A.G. | 1950991 |
| 111559 | Myers Industries, Inc.<sup>(a)</sup> | 2305925 |
| 554002 | Sonoco Products Company<sup>(a)</sup> | 26592095 |
|  |  | 34852087 |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 111.2% (Continued)** |  |
|  | **E-COMMERCE DISCRETIONARY - 0.4%** |  |
| 70113 | Etsy, Inc.<sup>(b)</sup> | $3713184 |
|  | **ELECTRIC UTILITIES - 0.7%** |  |
| 172495 | Avista Corporation<sup>(a)</sup> | 7122319 |
|  | **ELECTRICAL EQUIPMENT - 2.2%** |  |
| 34989 | Generac Holdings, Inc.<sup>(b)</sup> | 5879552 |
| 418851 | Sensata Technologies Holding PLC | 14488056 |
| 26003 | Vontier Corporation | 975113 |
|  |  | 21342721 |
|  | **ENGINEERING & CONSTRUCTION - 0.3%** |  |
| 200138 | Mistras Group, Inc.<sup>(b)</sup> | 2829951 |
|  | **ENTERTAINMENT CONTENT - 0.0%<sup>(c)</sup>** |  |
| 2746 | Versant Media Group, Inc.<sup>(a),(b)</sup> | 89465 |
|  | **FOOD - 5.3%** |  |
| 672794 | Dole PLC | 10717608 |
| 258832 | Flowers Foods, Inc. | 2958450 |
| 76049 | Fresh Del Monte Produce, Inc. | 3016103 |
| 494323 | Herbalife Ltd.<sup>(b)</sup> | 8522129 |
| 133478 | Ingredion, Inc.<sup>(a)</sup> | 15763752 |
| 32633 | John B Sanfilippo & Son, Inc. | 2640010 |
| 706546 | Nomad Foods Ltd. | 8973134 |
|  |  | 52591186 |
|  | **HEALTH CARE FACILITIES & SERVICES - 2.3%** |  |
| 1471963 | Acadia Healthcare Company, Inc.<sup>(a),(b)</sup> | 19783183 |
| 1480483 | Accendra Health, Inc.<sup>(b)</sup> | 3271867 |
|  |  | 23055050 |
|  | **HOME & OFFICE PRODUCTS - 1.2%** |  |
| 949845 | Leggett & Platt, Inc.<sup>(a)</sup> | 11084691 |
| 446314 | Purple Innovation, Inc.<sup>(b)</sup> | 306841 |
|  |  | 11391532 |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 111.2% (Continued)** |  |
|  | **HOME CONSTRUCTION - 0.3%** |  |
| 83733 | Forestar Group, Inc.<sup>(b)</sup> | $2178733 |
| 8545 | Mohawk Industries, Inc.<sup>(b)</sup> | 1011557 |
|  |  | 3190290 |
|  | **HOUSEHOLD PRODUCTS – 2.7%** |  |
| 198684 | Central Garden & Pet Company, Class A<sup>(b)</sup> | 6093638 |
| 314958 | Coty, Inc., Class A<sup>(a),(b)</sup> | 998417 |
| 388135 | Edgewell Personal Care Company<sup>(a)</sup> | 7553107 |
| 509151 | Helen of Troy Ltd.<sup>(b)</sup> | 8431540 |
| 35254 | Interparfums, Inc.<sup>(a)</sup> | 3439733 |
|  |  | 26516435 |
|  | **INDUSTRIAL SUPPORT SERVICES - 0.2%** |  |
| 110102 | Titan Machinery, Inc.<sup>(b)</sup> | 1791360 |
|  | **INTERNET MEDIA & SERVICES - 6.4%** |  |
| 355793 | Fiverr International Ltd.<sup>(b)</sup> | 5959533 |
| 2381408 | Getty Images Holdings, Inc.<sup>(a),(b)</sup> | 3119644 |
| 1574705 | Lyft, Inc., Class A<sup>(a),(b)</sup> | 26565273 |
| 112973 | Maplebear, Inc.<sup>(b)</sup> | 4198077 |
| 150891 | Pinterest, Inc., Class A<sup>(b)</sup> | 3339218 |
| 341915 | Shutterstock, Inc.<sup>(a)</sup> | 6787013 |
| 351205 | Snap, Inc., Class A<sup>(b)</sup> | 2433851 |
| 551333 | Upwork, Inc.<sup>(a),(b)</sup> | 11043200 |
|  |  | 63445809 |
|  | **LEISURE FACILITIES & SERVICES - 5.4%** |  |
| 239708 | Jack in the Box, Inc. | 5026677 |
| 1207212 | Penn Entertainment, Inc.<sup>(a),(b)</sup> | 15500602 |
| 1088568 | Six Flags Entertainment Corporation<sup>(a),(b)</sup> | 19605110 |
| 130326 | United Parks & Resorts, Inc.<sup>(b)</sup> | 4906774 |
| 15261 | Vail Resorts, Inc. | 2030781 |
| 856657 | Wendy's Company (The)<sup>(a)</sup> | 6673358 |
|  |  | 53743302 |
|  | **LEISURE PRODUCTS - 0.3%** |  |
| 7355 | Shimano, Inc. | 837858 |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 111.2% (Continued)** |  |
|  | **LEISURE PRODUCTS - 0.3% (Continued)** |  |
| 136377 | Spin Master Corporation<sup>(d)</sup> | $1863925 |
|  |  | 2701783 |
|  | **MACHINERY – 1.6%** |  |
| 4478 | Albany International Corporation, Class A | 248484 |
| 43867 | GrafTech International Ltd.<sup>(b)</sup> | 662830 |
| 51701 | Hurco Companies, Inc.<sup>(b)</sup> | 855135 |
| 30190 | Regal Rexnord Corporation | 4875685 |
| 126287 | Tennant Company<sup>(a)</sup> | 9609178 |
|  |  | 16251312 |
|  | **MEDICAL EQUIPMENT & DEVICES – 11.6%** |  |
| 33996 | Align Technology, Inc.<sup>(a),(b)</sup> | 5542368 |
| 314359 | Baxter International, Inc.<sup>(a)</sup> | 6309185 |
| 403678 | CONMED Corporation<sup>(a)</sup> | 15497198 |
| 2167230 | Dentsply Sirona, Inc.<sup>(a)</sup> | 27025357 |
| 707648 | Enovis Corporation<sup>(a),(b)</sup> | 15596562 |
| 793572 | Integra LifeSciences Holdings Corporation<sup>(a),(b)</sup> | 8840392 |
| 629137 | Quanterix Corporation<sup>(b)</sup> | 3988729 |
| 191674 | Teleflex, Inc.<sup>(a)</sup> | 20005015 |
| 132937 | Zimmer Biomet Holdings, Inc.<sup>(a)</sup> | 11574825 |
|  |  | 114379631 |
|  | **METALS & MINING - 4.0%** |  |
| 631392 | Eldorado Gold Corporation<sup>(b)</sup> | 27099344 |
| 256983 | Equinox Gold Corporation<sup>(b)</sup> | 3674857 |
| 2623630 | Osisko Development Corporation<sup>(b)</sup> | 8789161 |
|  |  | 39563362 |
|  | **OIL & GAS PRODUCERS - 1.8%** |  |
| 83115 | Chord Energy Corporation<sup>(a)</sup> | 8331447 |
| 64807 | ConocoPhillips<sup>(a)</sup> | 6754834 |
| 67938 | Ovintiv, Inc. | 2953265 |
|  |  | 18039546 |
|  | **REAL ESTATE SERVICES - 0.1%** |  |
| 153049 | REX Holdings, Inc., Class A<sup>(b)</sup> | 1190721 |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 111.2% (Continued)** |  |
|  | **RETAIL - CONSUMER STAPLES - 0.2%** |  |
| 181120 | OptimizeRx Corporation<sup>(a),(b)</sup> | $1948851 |
|  | **RETAIL - DISCRETIONARY - 2.1%** |  |
| 758504 | Caleres, Inc.<sup>(a)</sup> | 9268919 |
| 19749 | HUGO BOSS A.G. | 819752 |
| 85670 | J Jill, Inc. | 1337309 |
| 204570 | Lovesac Company (The)<sup>(b)</sup> | 2724872 |
| 28796 | Macy's, Inc. | 576496 |
| 124995 | Sally Beauty Holdings, Inc.<sup>(a),(b)</sup> | 1902424 |
| 349554 | Sleep Number Corporation<sup>(b)</sup> | 4068808 |
|  |  | 20698580 |
|  | **SEMICONDUCTORS - 0.8%** |  |
| 411014 | Vishay Intertechnology, Inc.<sup>(a)</sup> | 8281932 |
|  | **SOFTWARE - 15.6%** |  |
| 2249940 | 8x8, Inc.<sup>(a),(b)</sup> | 3734900 |
| 283632 | Akamai Technologies, Inc.<sup>(a),(b)</sup> | 27554849 |
| 314337 | BILL Holdings, Inc.<sup>(a),(b)</sup> | 13569928 |
| 3804281 | Clarivate PLC<sup>(b)</sup> | 10081345 |
| 199556 | Concentrix Corporation<sup>(a)</sup> | 7453417 |
| 1003543 | DoubleVerify Holdings, Inc.<sup>(a),(b)</sup> | 10858335 |
| 199499 | Five9, Inc.<sup>(b)</sup> | 3523152 |
| 273493 | Lightspeed Commerce, Inc.<sup>(b)</sup> | 2953724 |
| 421464 | Rapid7, Inc.<sup>(a),(b)</sup> | 5023851 |
| 648399 | RingCentral, Inc., Class A<sup>(a),(b)</sup> | 16780566 |
| 41240 | Salesforce, Inc.<sup>(a)</sup> | 8754840 |
| 177129 | Sprout Social, Inc., Class A<sup>(b)</sup> | 1603017 |
| 470187 | TeamViewer A.G.<sup>(b),(d)</sup> | 3156141 |
| 496381 | UiPath, Inc., Class A<sup>(a),(b)</sup> | 6249437 |
| 216359 | Viant Technology, Inc., Class A<sup>(a),(b)</sup> | 2557363 |
| 133990 | Wix.com Ltd.<sup>(b)</sup> | 11635692 |
| 17113 | Workday, Inc., Class A<sup>(b)</sup> | 3005556 |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 111.2% (Continued)** |  |
|  | **SOFTWARE - 15.6% (Continued)** |  |
| 418016 | Ziff Davis, Inc.<sup>(a),(b)</sup> | $15976572 |
|  |  | 154472685 |
|  | **SPECIALTY FINANCE - 0.2%** |  |
| 179924 | PRA Group, Inc.<sup>(b)</sup> | 2301228 |
|  | **STEEL - 1.3%** |  |
| 9105 | Olympic Steel, Inc. | 437859 |
| 423654 | Ryerson Holding Corporation<sup>(a)</sup> | 11955516 |
|  |  | 12393375 |
|  | **TECHNOLOGY HARDWARE - 3.1%** |  |
| 65378 | Crane NXT Company | 3302897 |
| 460656 | Ingram Micro Holding Corporation<sup>(a)</sup> | 9729055 |
| 589607 | Kornit Digital Ltd.<sup>(b)</sup> | 7635411 |
| 896170 | Stratasys Ltd.<sup>(b)</sup> | 9589018 |
|  |  | 30256381 |
|  | **TECHNOLOGY SERVICES - 7.2%** |  |
| 200518 | Dlocal Ltd. | 2698972 |
| 312777 | Endava PLC - ADR<sup>(b)</sup> | 1976751 |
| 109037 | Fidelity National Information Services, Inc.<sup>(a)</sup> | 6024294 |
| 217485 | Fiserv, Inc.<sup>(a),(b)</sup> | 13860319 |
| 337008 | Global Payments, Inc.<sup>(a)</sup> | 24176954 |
| 11936 | John Wiley & Sons, Inc., Class A | 372761 |
| 256826 | LiveRamp Holdings, Inc.<sup>(a),(b)</sup> | 6253713 |
| 300842 | PayPal Holdings, Inc.<sup>(a)</sup> | 15851365 |
|  |  | 71215129 |
|  | **TELECOMMUNICATIONS - 1.6%** |  |
| 346340 | Verizon Communications, Inc.<sup>(a)</sup> | 15419057 |
|  | **WHOLESALE - CONSUMER STAPLES - 0.5%** |  |
| 63436 | Sysco Corporation | 5319109 |
|  | **TOTAL COMMON STOCKS (Cost $1,111,275,742)** | 1099285536 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** | **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Expiration Date** | **Exercise Price** | | **Fair Value** |
| | **WARRANT — 0.0%<sup>(c)</sup>** | **WARRANT — 0.0%<sup>(c)</sup>** | | | |
|  | **BIOTECH & PHARMA - 0.0%<sup>(c)</sup>** |  |  |  |  |
| 320380 | Lexaria Bioscience Corporation Warrants | 05/12/2028 | $0.95 |  | $128697 |
|  | **TOTAL WARRANT (Cost $3,204)** |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 3.2%** |  |  |  |  |
|  | **MONEY MARKET FUNDS - 3.2%** |  |  |  |  |
| 31152173 | First American Government Obligations Fund, Class X, 3.61% (Cost $31,152,173)<sup>(e)</sup> | First American Government Obligations Fund, Class X, 3.61% (Cost $31,152,173)<sup>(e)</sup> |  |  | 31152173 |
| **Contracts<sup>(f)</sup>** |  |  |  |  |  |
|  | **EQUITY OPTIONS PURCHASED - 0.2%** | **Expiration Date** | **Exercise Price** | **Notional Value** |  |
|  | **PUT OPTIONS PURCHASED - 0.2%** |  |  |  |  |
| 89 | AutoZone, Inc. | 03/20/2026 | $3500 | $32968181 | $667945 |
| 40 | AutoZone, Inc. | 03/20/2026 | 3800 | 14817160 | 823800 |
| 1199 | O'Reilly Automotive, Inc. | 02/20/2026 | 95 | 11799359 | 185845 |
| 803 | O'Reilly Automotive, Inc. | 03/20/2026 | 96 | 7902323 | 240900 |
|  | **TOTAL PUT OPTIONS PURCHASED** (Cost - $1,550,408) | **TOTAL PUT OPTIONS PURCHASED** (Cost - $1,550,408) |  |  | 1918490 |
|  | **TOTAL INVESTMENTS - 114.6% (Cost $1,143,981,527)** | **TOTAL INVESTMENTS - 114.6% (Cost $1,143,981,527)** |  |  | $113248489**6** |
|  | **LIABILITIES IN EXCESS OF OTHER A**SSETS - (14.6)% | **LIABILITIES IN EXCESS OF OTHER A**SSETS - (14.6)% |  |  | (144123786) |
|  | **NET ASSETS - 100.0%** |  |  |  | $988361110 |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS SOLD SHORT — (91.1)%** |  |
|  | **ADVERTISING & MARKETING - (1.0)%** |  |
| (20352) | AppLovin Corporation, Class A | $(9628735) |
|  | **AEROSPACE & DEFENSE - (9.4)%** |  |
| (25586) | AeroVironment, Inc. | (7122887) |
| (95002) | Archer Aviation, Inc., Class A | (683064) |
| (16752) | HEICO Corporation | (5543404) |
| (1369067) | Joby Aviation, Inc. | (14471038) |
| (174364) | Karman Holdings, Inc. | (18098984) |
| (162239) | Kratos Defense & Security Solutions, Inc. | (16712239) |
| (171656) | Loar Holdings, Inc. | (11772168) |
| (58790) | Ondas, Inc. | (609064) |
| (227675) | Rocket Lab Corporation | (18229938) |
|  |  | (93242786) |
|  | **APPAREL & TEXTILE PRODUCTS - (0.3)%** |  |
| (65285) | On Holding A.G. | (2954146) |
|  | **ASSET MANAGEMENT - (7.0)%** |  |
| (99467) | Ares Management Corporation, Class A | (14887226) |
| (90351) | Blackstone, Inc. | (12867789) |
| (518107) | Blue Owl Capital, Inc. | (7066979) |
| (158088) | Robinhood Markets, Inc., Class A | (15726595) |
| (194329) | StepStone Group, Inc., Class A | (13737117) |
| (78405) | TPG, Inc. | (4618839) |
|  |  | (68904545) |
|  | **AUTOMOTIVE - (2.4)%** |  |
| (223792) | Aurora Innovation, Inc. | (939926) |
| (384084) | QuantumScape Corporation | (3399143) |
| (43883) | Tesla, Inc. | (18887683) |
|  |  | (23226752) |
|  | **BANKING - (0.9)%** |  |
| (75146) | Coastal Financial Corporation | (7197484) |
| (74937) | ConnectOne Bancorp, Inc. | (1994823) |
|  |  | (9192307) |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS SOLD SHORT — (91.1)% (Continued)** |  |
|  | **BEVERAGES - (0.2)%** |  |
| (24314) | Monster Beverage Corporation | $(1963599) |
|  | **BIOTECH & PHARMA - (0.5)%** |  |
| (63131) | Ionis Pharmaceuticals, Inc. | (5219040) |
|  | **COMMERCIAL SUPPORT SERVICES - (1.7)%** |  |
| (134626) | Innodata, Inc. | (7463665) |
| (144540) | Rollins, Inc. | (9155164) |
|  |  | (16618829) |
|  | **E-COMMERCE DISCRETIONARY - (0.7)%** |  |
| (438113) | Figs, Inc., Class A | (4736001) |
| (76584) | Revolve Group, Inc. | (2117548) |
|  |  | (6853549) |
|  | **ELECTRIC UTILITIES - (1.3)%** |  |
| (7751) | Constellation Energy Corporation | (2175551) |
| (139840) | Oklo, Inc. | (11134061) |
|  |  | (13309612) |
|  | **ELECTRICAL EQUIPMENT - (3.9)%** |  |
| (123822) | Bloom Energy Corporation, Class A | (18742936) |
| (51828) | Camtek Ltd. | (7594357) |
| (1445) | GE Vernova, Inc. | (1049605) |
| (20814) | nLight, Inc. | (949327) |
| (23291) | Powell Industries, Inc. | (10331655) |
|  |  | (38667880) |
|  | **ENGINEERING & CONSTRUCTION - (10.1)%** |  |
| (17489) | Comfort Systems USA, Inc. | (19974188) |
| (170126) | Construction Partners, Inc., Class A | (18693445) |
| (52355) | Dycom Industries, Inc. | (19077638) |
| (31746) | IES Holdings, Inc. | (12072686) |
| (63688) | Installed Building Products, Inc. | (18351060) |
| (16796) | Sterling Infrastructure, Inc. | (6011456) |
| (11782) | TopBuild Corporation | (5514565) |
|  |  | (99695038) |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS SOLD SHORT — (91.1)% (Continued)** |  |
|  | **HEALTH CARE FACILITIES & SERVICES - (1.5)%** |  |
| (25162) | Medpace Holdings, Inc. | $(14656362) |
|  | **HOME & OFFICE PRODUCTS - (0.3)%** |  |
| (31415) | Somnigroup International, Inc. | (2759808) |
|  | **INSTITUTIONAL FINANCIAL SERVICES - (1.0)%** |  |
| (30699) | Coinbase Global, Inc., Class A | (5978324) |
| (156940) | Galaxy Digital, Inc. | (4437468) |
|  |  | (10415792) |
|  | **INSURANCE - (0.3)%** |  |
| (49586) | Goosehead Insurance, Inc., Class A | (3066398) |
|  | **INTERNET MEDIA & SERVICES - (0.6)%** |  |
| (630367) | Opendoor Technologies, Inc. | (3246390) |
| (8502) | Reddit, Inc., Class A | (1532656) |
| (1939) | Spotify Technology S.A. | (970179) |
|  |  | (5749225) |
|  | **LEISURE FACILITIES & SERVICES - (2.0)%** |  |
| (19027) | Planet Fitness, Inc., Class A | (1732218) |
| (160834) | Red Rock Resorts, Inc., Class A | (10153450) |
| (10442) | Royal Caribbean Cruises Ltd. | (3389995) |
| (48332) | Shake Shack, Inc., Class A | (4280765) |
|  |  | (19556428) |
|  | **MACHINERY - (2.9)%** |  |
| (103199) | CECO Environmental Corporation | (6958709) |
| (28874) | Kadant, Inc. | (9269709) |
| (4534) | Power Solutions International, Inc. | (324906) |
| (218346) | Symbotic, Inc. | (11871472) |
|  |  | (28424796) |
|  | **MEDICAL EQUIPMENT & DEVICES - (5.1)%** |  |
| (76155) | Establishment Labs Holdings, Inc. | (5189963) |
| (77406) | Guardant Health, Inc. | (8827380) |
| (27710) | Intuitive Surgical, Inc. | (13971936) |
| (4788) | Natera, Inc. | (1106698) |
| (21559) | Sectra A.B. | (532921) |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS SOLD SHORT— (91.1)% (Continued)** |  |
|  | **MEDICAL EQUIPMENT & DEVICES - (5.1)% (Continued)** |  |
| (83942) | TransMedics Group, Inc. | $(11246129) |
| (42220) | West Pharmaceutical Services, Inc. | (9757886) |
|  |  | (50632913) |
|  | **METALS & MINING - (0.6)%** |  |
| (42928) | Cameco Corporation | (5296886) |
| (33729) | Uranium Energy Corporation | (581488) |
|  |  | (5878374) |
|  | **RETAIL - DISCRETIONARY - (5.0)%** |  |
| (22266) | Boot Barn Holdings, Inc. | (3974036) |
| (11775) | Carvana Company | (4723070) |
| (1441) | Dillard's, Inc., Class A | (875494) |
| (90312) | JB Hi-Fi Ltd. | (5103990) |
| (350938) | National Vision Holdings, Inc. | (9247216) |
| (41428) | Patrick Industries, Inc. | (5226971) |
| (97153) | Williams-Sonoma, Inc. | (19882361) |
|  |  | (49033138) |
|  | **SEMICONDUCTORS - (5.4)%** |  |
| (38928) | Allegro MicroSystems, Inc. | (1436832) |
| (32214) | Analog Devices, Inc. | (10014688) |
| (16031) | Astera Labs, Inc. | (2414589) |
| (49805) | Impinj, Inc. | (6878071) |
| (24070) | Lattice Semiconductor Corporation | (1938116) |
| (15917) | Nova Ltd. | (7287439) |
| (105661) | NVIDIA Corporation | (20194988) |
| (4600) | Rambus, Inc. | (523618) |
| (8033) | SiTime Corporation | (2916863) |
|  |  | (53605204) |
|  | **SOFTWARE - (8.9)%** |  |
| (19782) | Cadence Design Systems, Inc. | (5862594) |
| (92807) | Cloudflare, Inc., Class A | (16459321) |
| (122954) | Coreweave, Inc., Class A | (11458083) |
| (8634) | Crowdstrike Holdings, Inc., Class A | (3811091) |
| (108643) | HUB24 Ltd. | (7678932) |
| (90144) | IonQ, Inc. | (3603957) |
| (124526) | Palantir Technologies, Inc., Class A | (18254266) |

---

---

| | | |
|:---|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** | **January 31, 2026** |
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS SOLD SHORT— (91.1)% (Continued)** |  |
|  | **SOFTWARE - (8.9)% (Continued)** |  |
| (159664) | Pro Medicus Ltd. | $(20473108) |
|  |  | (87601352) |
|  | **SPECIALTY FINANCE - (2.5)%** |  |
| (18717) | American Express Company | (6591566) |
| (27601) | Credit Acceptance Corporation | (13751922) |
| (8993) | Dave, Inc. | (1472064) |
| (111101) | SoFi Technologies, Inc. | (2534214) |
|  |  | (24349766) |
|  | **TECHNOLOGY HARDWARE - (11.4)%** |  |
| (30186) | Celestica, Inc. | (8481964) |
| (90326) | Credo Technology Group Holding Ltd. | (11316041) |
| (244433) | D-Wave Quantum, Inc. | (5186868) |
| (38743) | Fabrinet | (18962374) |
| (7986) | InterDigital, Inc. | (2606950) |
| (53401) | Lumentum Holdings, Inc. | (20924649) |
| (157885) | Rigetti Computing, Inc. | (2868770) |
| (49324) | Seagate Technology Holdings PLC | (20108901) |
| (19434) | TTM Technologies, Inc. | (1908419) |
| (15232) | Vicor Corporation | (2401629) |
| (72525) | Western Digital Corporation | (18147931) |
|  |  | (112914496) |
|  | **TECHNOLOGY SERVICES - (0.6)%** |  |
| (1914) | Fair Isaac Corporation | (2800507) |
| (11402) | Figure Technology Solutions, Inc. | (648546) |
| (16238) | Jack Henry & Associates, Inc. | (2910012) |
|  |  | (6359065) |
|  | **TELECOMMUNICATIONS - (1.9)%** |  |
| (170684) | AST SpaceMobile, Inc. | (18981767) |
|  | **TRANSPORTATION & LOGISTICS - (1.6)%** |  |
| (45400) | Old Dominion Freight Line, Inc. | (7863280) |
| (51733) | XPO, Inc. | (7662175) |
|  |  | (15525455) |
|  | **WHOLESALE - DISCRETIONARY - (0.1)%** |  |
| (264227) | ThredUp, Inc. | (1342273) |
|  | **TOTAL SECURITIES SOLD SHORT - (Proceeds - $864,473,943)** | $(900329430) |

---

---

| | |
|:---|:---|
| **INVENOMIC FUND** | **INVENOMIC FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2026** | **January 31, 2026** |
| A.B. | - Aktiebolag |
| ADR | - American Depositary Receipt |
| A.G. | - Aktiengesellschaft |
| Ltd. | - Limited Company |
| PLC | - Public Limited Company |
| S.A. | - Société Anonyme |
| S.E. | - Societas Europeae |
| <sup>(a)</sup> | All or a portion of the security is segregated as collateral for short sales. |
| <sup>(b)</sup> | Non-income producing security. |
| <sup>(c)</sup> | Percentage rounds to less than 0.1%. |
| <sup>(d)</sup> | Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of January 31, 2026 the total market value of 144A securities is 5,020,066 or 0.5% of net assets. |
| <sup>(e)</sup> | Rate disclosed is the seven day effective yield as of January 31, 2026. |
| <sup>(f)</sup> | Each option contract allows the holder of the option to purchase or sell 100 shares of the underlying security. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHERN LIGHTS FUND TRUST II

- **b. Investment Company Act file number:** 811-22549

- **c. CIK number of Registrant:** 0001518042

- **d. LEI of Registrant:** 549300TH7YXW5G2QY588

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Invenomic Fund

- **b. EDGAR series identifier (if any):** S000057713

- **c. LEI of Series:** 549300WBCPRL59QG8F92

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $1905139935.21

**Total Liabilities:** $916778825.19

**Net Assets:** $988361110.02

**Cash Not Reported:** $756735355.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186112 | 7.31%                | 5.38%                | -3.11%               |
| Class ID C000186113 | 7.28%                | 5.34%                | -3.17%               |
| Class ID C000211283 | 7.31%                | 5.39%                | -3.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10873237.92             | $57825251.11                               |
| Month 2  | $9000219.52              | $38900060.05                               |
| Month 3  | $8108730.78              | $-42021765.61                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABM Industries Inc.                         | ABM INDUSTRIES            | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    215773 | NS      | $9934188.92   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc.                        | AST SPACEMOBILE           | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |   -170684 | NS      | $-18981767.64 | -1.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.             | ACADIA HEALTHCAR          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |   1471963 | NS      | $19783182.72  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advansix Inc                                | ADVANSIX INC              | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    137646 | NS      | $2180312.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                         | AEROVIRONMENT IN          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |    -25586 | NS      | $-7122886.54  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                   | AKAMAI TECHNOLOG          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |    283632 | NS      | $27554848.80  | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                  | ALBANY INTL CORP          | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      4478 | NS      | $248484.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                       | ALIGN TECHNOLOGY          | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     33996 | NS      | $5542367.88   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                  | ALIGHT INC-CL A           | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    897338 | NS      | $1372927.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                    | ALLEGRO MICROSYS          | CUSIP: 01749D105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -38928 | NS      | $-1436832.48  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc.                                   | OKLO INC                  | CUSIP: 02156V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -139840 | NS      | $-11134060.80 | -1.13%            |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc. | AMER AXLE & MFG           | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    445633 | NS      | $3551695.01   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                    | AMERICAN EXPRESS          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |    -18717 | NS      | $-6591565.89  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                     | AMER VANGUARD             | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |    324869 | NS      | $1650334.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                         | ANALOG DEVICES            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |    -32214 | NS      | $-10014688.32 | -1.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Applovin Corp.                              | APPLOVIN CO-CL A          | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |    -20352 | NS      | $-9628734.72  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                         | ARCHER AVIATIO-A          | CUSIP: 03945R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -95002 | NS      | $-683064.38   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                 | ARES MANAGEM- A           | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -99467 | NS      | $-14887225.89 | -1.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                             | ASTERA LABS INC           | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Short            | EC               | CORP              | US        |    -16031 | NS      | $-2414589.22  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                       | AURORA INNOVATIO          | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Short            | EC               | CORP              | US        |   -223792 | NS      | $-939926.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                          | AVISTA CORP               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    172495 | NS      | $7122318.55   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                  | BAXTER INTL INC           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    314359 | NS      | $6309185.13   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                           | BILL HOLDINGS IN          | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |    314337 | NS      | $13569928.29  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                              | BLACKSTONE INC            | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |    -90351 | NS      | $-12867789.42 | -1.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                    | BLOOM ENERGY C-A          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |   -123822 | NS      | $-18742936.14 | -1.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                        | BLUE OWL CAPITAL          | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -518107 | NS      | $-7066979.48  | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                      | BOOT BARN HOLDIN          | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Short            | EC               | CORP              | US        |    -22266 | NS      | $-3974035.68  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                    | CECO ENVIRONMNTL          | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Short            | EC               | CORP              | US        |   -103199 | NS      | $-6958708.57  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                | CADENCE DESIGN            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Short            | EC               | CORP              | US        |    -19782 | NS      | $-5862593.52  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                 | CALERES INC               | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    758504 | NS      | $9268918.88   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corporation                          | CAMECO CORP               | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |    -42928 | NS      | $-5296885.92  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                  | CARVANA CO                | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |    -11775 | NS      | $-4723070.25  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc.                              | CELESTICA INC             | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Short            | EC               | CORP              | CA        |    -30186 | NS      | $-8481964.14  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                | CENTRAL GARDEN-A          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    198684 | NS      | $6093638.28   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                | CLEARWATER                | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |    237995 | NS      | $4003075.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                              | CLOUDFLARE INC-A          | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |    -92807 | NS      | $-16459321.45 | -1.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp.                     | COASTAL FINANCIAL CORP/WA | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Short            | EC               | CORP              | US        |    -75146 | NS      | $-7197483.88  | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                         | COINBASE GLOBA-A          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |    -30699 | NS      | $-5978323.26  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                          | ENOVIS CORP               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    707648 | NS      | $15596561.92  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                    | COMFORT SYSTEMS           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Short            | EC               | CORP              | US        |    -17489 | NS      | $-19974186.90 | -2.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                         | COMCAST CORP-A            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     68816 | NS      | $2047276.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                            | CONCENTRIX CORP           | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |    199556 | NS      | $7453416.60   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                          | CONMED CORP               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |    403678 | NS      | $15497198.42  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Connectone Bancorp Inc.                     | CONNECTONE BANCORP INC    | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Short            | EC               | CORP              | US        |    -74937 | NS      | $-1994822.94  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                              | CONOCOPHILLIPS            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     64807 | NS      | $6754833.61   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                  | CONSTELLATION EN          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |     -7751 | NS      | $-2175550.68  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc.                  | CONSTRUCTION P-A          | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Short            | EC               | CORP              | US        |   -170126 | NS      | $-18693444.88 | -1.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc                               | CORECIVIC INC             | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    178475 | NS      | $3307141.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Inc.                              | COREWEAVE I-CL A          | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Short            | EC               | CORP              | US        |   -122954 | NS      | $-11458083.26 | -1.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                   | COTY INC-CL A             | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    314958 | NS      | $998416.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                | COURSERA                  | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |   1485629 | NS      | $9002911.74   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                | CRANE NXT CO              | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     65378 | NS      | $3302896.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation of Michigan   | CREDIT ACCEPTANC          | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27601 | NS      | $-13751922.24 | -1.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                    | CROWDSTRIKE HO-A          | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |     -8634 | NS      | $-3811090.77  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                    | DAVE INC                  | CUSIP: 23834J201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8993 | NS      | $-1472064.17  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                         | DENTSPLY SIRONA           | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |   2167230 | NS      | $27025358.10  | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillards, Inc.                              | DILLARDS INC-A            | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Short            | EC               | CORP              | US        |     -1441 | NS      | $-875493.96   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                   | DOUBLEVERIFY HOL          | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1003543 | NS      | $10858335.26  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc.                         | D-WAVE QUANTUM I          | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Short            | EC               | CORP              | US        |   -244433 | NS      | $-5186868.26  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                      | DYCOM INDS                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Short            | EC               | CORP              | US        |    -52355 | NS      | $-19077638.45 | -1.93%            |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                    | EASTMAN CHEMICAL          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    116661 | NS      | $8086940.52   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                 | ECOVYST INC               | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    539919 | NS      | $5728540.59   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                   | EDGEWELL PERSONA          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    388135 | NS      | $7553107.10   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 Inc.                                    | 8X8 INC                   | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |   2249940 | NS      | $3734900.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp                          | ELDORADO GOLD             | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |    631392 | NS      | $27099344.64  | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Endava PLC                                  | ENDAVA PLC- SPON ADR      | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |    312777 | NS      | $1976750.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp.                                | VESTIS CORP               | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |    886806 | NS      | $5790843.18   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                           | EQUINOX GOLD COR          | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |    256983 | NS      | $3674856.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                    | ETSY INC                  | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     70113 | NS      | $3713184.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS Inc                                    | FIGS INC-CLASS A          | CUSIP: 30260D103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -438113 | NS      | $-4736001.53  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                      | FAIR ISAAC CORP           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |     -1914 | NS      | $-2800507.38  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc  | FIDELITY NATIONA          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    109037 | NS      | $6024294.25   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Funds Inc.                   | FRST AM-GV OB-X           | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |  31152173 | PA      | $31152172.83  | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc.                       | FIRST FOUNDATION          | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |    465836 | NS      | $2925450.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                 | FISERV INC                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    217485 | NS      | $13860319.05  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                  | FIVE9 INC                 | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |    199499 | NS      | $3523152.34   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                         | FLOWERS FOODS             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    258832 | NS      | $2958449.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc.                         | FORESTAR GROUP            | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     83733 | NS      | $2178732.66   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc.                     | FORRESTER RESEAR          | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |    189544 | NS      | $1537201.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Figure Technology Solutions Inc.            | FIGURE TECHNOL-A          | CUSIP: 349381103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11402 | NS      | $-648545.76   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                             | GE VERNOVA INC            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Short            | EC               | CORP              | US        |     -1445 | NS      | $-1049604.65  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                       | GENERAC HOLDINGS          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     34989 | NS      | $5879551.56   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Holdings Inc                   | GETTY IMAGES HOL          | CUSIP: 374275105<br>LEI: 5299006106S5HZKYQM32 | Long             | EC               | CORP              | US        |   2381408 | NS      | $3119644.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                         | GLOBAL PAYMENTS           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    337008 | NS      | $24176953.92  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                     | GOOSEHEAD INSU-A          | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Short            | EC               | CORP              | US        |    -49586 | NS      | $-3066398.24  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Graftech Intl Ltd                           | GRAFTECH INTERNA          | CUSIP: 384313607<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     43867 | NS      | $662830.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                         | GUARDANT HEALTH           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |    -77406 | NS      | $-8827380.24  | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                  | HEICO CORP                | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |    -16752 | NS      | $-5543404.32  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                | JACK HENRY                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |    -16238 | NS      | $-2910011.98  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Companies Inc.                        | HURCO COMPANIES           | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     51701 | NS      | $855134.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                           | IES HOLDINGS INC          | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Short            | EC               | CORP              | US        |    -31746 | NS      | $-12072686.34 | -1.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                  | IMPINJ INC                | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Short            | EC               | CORP              | US        |    -49805 | NS      | $-6878070.50  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingram Micro Holding Corporation            | INGRAM MICRO HOL          | CUSIP: 457152106<br>LEI: 9845008639BC538AB065 | Long             | EC               | CORP              | US        |    460656 | NS      | $9729054.72   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                      | INGREDION INC             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    133478 | NS      | $15763751.80  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc                                | INNODATA INC              | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Short            | EC               | CORP              | US        |   -134626 | NS      | $-7463665.44  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc             | INSTALLED BUILDI          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Short            | EC               | CORP              | US        |    -63688 | NS      | $-18351060.32 | -1.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation   | INTEGRA LIFESCIE          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    793572 | NS      | $8840392.08   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                            | INTERPARFUMS INC          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35254 | NS      | $3439732.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                          | INTERDIGITAL INC          | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Short            | EC               | CORP              | US        |     -7986 | NS      | $-2606949.84  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                     | INTUITIVE SURGIC          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Short            | EC               | CORP              | US        |    -27710 | NS      | $-13971936.20 | -1.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                 | IONIS PHARMACEUT          | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |    -63131 | NS      | $-5219039.77  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionq Inc                                    | IONQ INC                  | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Short            | EC               | CORP              | US        |    -90144 | NS      | $-3603957.12  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                 | IOVANCE BIOTHERA          | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |   5024021 | NS      | $12811253.55  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill Inc                                  | J. JILL INC               | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |     85670 | NS      | $1337308.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                        | JACK IN THE BOX           | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |    239708 | NS      | $5026676.76   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                              | ZIFF DAVIS INC            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    418016 | NS      | $15976571.52  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                  | KADANT INC                | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Short            | EC               | CORP              | US        |    -28874 | NS      | $-9269708.96  | -0.94%            |  |  |  | No            |                  1 | On Loan: No      |
| Karman Holdings Inc.                        | KARMAN HOLDINGS           | CUSIP: 485924104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -174364 | NS      | $-18098983.20 | -1.83%            |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Companies Inc           | KINDERCARE LEARN          | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    320203 | NS      | $1495348.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.   | KRATOS DEFENSE &          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |   -162239 | NS      | $-16712239.39 | -1.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Puma SE                                     | PUMA SE                   | CUSIP: D62318148<br>LEI: 529900GRZ2BQY5ZM9N49 | Long             | EC               | CORP              | DE        |    277015 | NS      | $7109350.81   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation           | LATTICE SEMICOND          | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Short            | EC               | CORP              | US        |    -24070 | NS      | $-1938116.40  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc.                        | LEGGETT & PLATT           | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    949845 | NS      | $11084691.15  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LegalZoom.Com Inc.                          | LEGALZOOMCOM INC          | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |   2163802 | NS      | $19236199.78  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| LEXARIA BIOSCIENCE CORP                     | LEXARIA BIOSCIEN WT       | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |    320380 | NS      | $128696.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lexaria Bioscience Corporation              | LEXARIA BIOSCIEN          | CUSIP: 52886N406<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196506 | NS      | $154001.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightspeed Commerce Inc                     | LIGHTSPEED COMME          | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | CA        |    273493 | NS      | $2953724.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Liveramp Holdings Inc                       | LIVERAMP HOLDING          | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    256826 | NS      | $6253713.10   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc                           | LOAR HOLDINGS IN          | CUSIP: 53947R105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -171656 | NS      | $-11772168.48 | -1.19%            |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                         | LOVESAC CO/THE            | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204570 | NS      | $2724872.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                      | LUMENTUM HOL              | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -53401 | NS      | $-20924647.84 | -2.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                    | LYFT INC-A                | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |   1574705 | NS      | $26565273.35  | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                        | M&T BANK CORP             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     38382 | NS      | $8504299.74   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                | SECURITAS AB-B SHS        | CUSIP: W7912C118<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |    313553 | NS      | $5177743.11   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                | MACY'S INC                | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     28796 | NS      | $576495.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                              | MAPLEBEAR INC             | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112973 | NS      | $4198076.68   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                       | MEDPACE HOLDINGS          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Short            | EC               | CORP              | US        |    -25162 | NS      | $-14656361.76 | -1.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc. (Tennessee)          | MILLER INDS/TENN          | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |     46639 | NS      | $1910799.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                           | MISTRAS GROUP IN          | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |    200138 | NS      | $2829951.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                     | MOHAWK INDS               | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      8545 | NS      | $1011557.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                       | MONSTER BEVERAGE          | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Short            | EC               | CORP              | US        |    -24314 | NS      | $-1963598.64  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                          | MOSAIC CO/THE             | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    287206 | NS      | $7898165.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                       | MYERS INDS INC            | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    111559 | NS      | $2305924.53   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO Medicus Ltd.                            | PRO MEDICUS LTD           | CUSIP: Q77301101<br>LEI: 98450085A903D1BMFF27 | Short            | EC               | CORP              | AU        |   -159664 | NS      | $-20473107.93 | -2.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc.                                 | NATERA INC                | CUSIP: 632307104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4788 | NS      | $-1106698.32  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                | NATIONAL VISION           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Short            | EC               | CORP              | US        |   -350938 | NS      | $-9247216.30  | -0.94%            |  |  |  | No            |                  1 | On Loan: No      |
| Nlight Inc.                                 | NLIGHT INC                | CUSIP: 65487K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -20814 | NS      | $-949326.54   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JB Hi-Fi Ltd.                               | JB HI-FI LTD              | CUSIP: Q5029L101<br>LEI: 529900TPC8H040Y3ZQ65 | Short            | EC               | CORP              | AU        |    -90312 | NS      | $-5103989.69  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                | NVIDIA CORP               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |   -105661 | NS      | $-20194986.93 | -2.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                          | CHORD ENERGY COR          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     83115 | NS      | $8331447.60   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.              | OLD DOMINION FRT          | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |    -45400 | NS      | $-7863280.00  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc.                                | SHIMANO INC               | CUSIP: J72262108<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |      7355 | NS      | $837858.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                            | OLIN CORP                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    281782 | NS      | $5863883.42   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc.                          | OLYMPIC STEEL             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      9105 | NS      | $437859.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                           | OMNICOM GROUP             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    192611 | NS      | $14838751.44  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ondas Inc.                                  | ONDAS INC                 | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Short            | EC               | CORP              | US        |    -58790 | NS      | $-609064.40   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc.                  | OPENDOOR TECHNOL          | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |   -630367 | NS      | $-3246390.05  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                            | OPTIMIZERX CORP           | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181120 | NS      | $1948851.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Osisko Development Corp                     | OSISKO DEVELOPME          | CUSIP: 68828E809<br>LEI: 984500A8CC57F67DJ124 | Long             | EC               | CORP              | CA        |   2623630 | NS      | $8789160.50   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                 | OVINTIV INC               | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     67938 | NS      | $2953264.86   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Accendra Health Inc.                        | ACCENDRA HEALTH           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |   1480483 | NS      | $3271867.43   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                               | OWENS CORNING             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    148271 | NS      | $17768796.64  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                     | OXFORD INDS INC           | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     96907 | NS      | $3571022.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                        | PPG INDS INC              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     47100 | NS      | $5446173.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                              | PRA GROUP INC             | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    179924 | NS      | $2301227.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                   | PVH CORP                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    298455 | NS      | $18611653.80  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                   | PALANTIR TECHN-A          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |   -124526 | NS      | $-18254266.34 | -1.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc.                     | PATRICK INDS INC          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |    -41428 | NS      | $-5226970.76  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                        | PAYPAL HOLDINGS           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    300842 | NS      | $15851364.98  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo S.A.                                 | SODEXO SA                 | CUSIP: F84941123<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |    239843 | NS      | $12270904.91  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc                      | PENN ENTERTAINME          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1207212 | NS      | $15500602.08  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                               | PINTEREST INC -A          | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150891 | NS      | $3339217.83   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc.                         | PLANET FITNESS-A          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |    -19027 | NS      | $-1732218.08  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                               | POPULAR INC               | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     85378 | NS      | $11400524.34  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                      | POWELL INDS INC           | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Short            | EC               | CORP              | US        |    -23291 | NS      | $-10331654.69 | -1.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International, Inc.         | POWER SOLUTIONS INTERNATI | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Short            | EC               | CORP              | US        |     -4534 | NS      | $-324906.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation, Inc.                     | PURPLE INNOVATIO          | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    446314 | NS      | $306840.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corporation                       | QUANTERIX CORP            | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    629137 | NS      | $3988728.58   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corporation                    | QUANTUMSCAPE COR          | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -384084 | NS      | $-3399143.40  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                 | RAMBUS INC                | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Short            | EC               | CORP              | US        |     -4600 | NS      | $-523618.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                 | RAPID7 INC                | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |    421464 | NS      | $5023850.88   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                        | RE/MAX HOLDINGS           | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |    153049 | NS      | $1190721.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                        | RED ROCK RESOR-A          | CUSIP: 75700L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -160834 | NS      | $-10153450.42 | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                  | REDDIT INC-A              | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Short            | EC               | CORP              | US        |     -8502 | NS      | $-1532655.54  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                   | REGAL REXNORD CO          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     30190 | NS      | $4875685.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc.                   | RESOURCES CONNEC          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    475286 | NS      | $2153045.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                           | REVOLVE GROUP IN          | CUSIP: 76156B107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -76584 | NS      | $-2117547.60  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                       | RIGETTI COMPUTIN          | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Short            | EC               | CORP              | US        |   -157885 | NS      | $-2868770.45  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Ringcentral Inc                             | RINGCENTRAL IN-A          | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |    648399 | NS      | $16780566.12  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                       | ROBINHOOD MARK-A          | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |   -158088 | NS      | $-15726594.24 | -1.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp.                            | ROCKET LAB CORP           | CUSIP: 773121108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -227675 | NS      | $-18229937.25 | -1.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                 | ROLLINS INC               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Short            | EC               | CORP              | US        |   -144540 | NS      | $-9155163.60  | -0.93%            |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corporation                 | RYERSON HOLDING           | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |    423654 | NS      | $11955515.88  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                             | SALESFORCE INC            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     41240 | NS      | $8754839.60   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                  | SALLY BEAUTY HOL          | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    124995 | NS      | $1902423.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanfilippo(John B)                          | JOHN B SANFILIPP          | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     32633 | NS      | $2640009.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                          | MATIV INC                 | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    724797 | NS      | $8733803.85   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                  | UNITED PARKS & R          | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |    130326 | NS      | $4906773.90   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                             | SHAKE SHACK IN-A          | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |    -48332 | NS      | $-4280765.24  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                            | SHUTTERSTOCK INC          | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |    341915 | NS      | $6787012.75   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                          | SITIME CORP               | CUSIP: 82982T106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8033 | NS      | $-2916862.63  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.               | SIX FLAGS ENTERT          | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |   1088568 | NS      | $19605109.68  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                    | SLEEP NUMBER COR          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |    349554 | NS      | $4068808.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                    | SNAP INC - A              | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    351205 | NS      | $2433850.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofi Technologies Inc                       | SOFI TECHNOLOGIE          | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |   -111101 | NS      | $-2534213.81  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                     | SONOCO PRODUCTS           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    554002 | NS      | $26592096.00  | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc.                          | SPROUT SOCIAL-A           | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |    177129 | NS      | $1603017.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                         | STEPSTONE GROU-A          | CUSIP: 85914M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -194329 | NS      | $-13737117.01 | -1.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                 | STERLING INFRAST          | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Short            | EC               | CORP              | US        |    -16796 | NS      | $-6011456.36  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Symbotic Inc                                | SYMBOTIC INC              | CUSIP: 87151X101<br>LEI: 529900UN9QT55OG9I235 | Short            | EC               | CORP              | US        |   -218346 | NS      | $-11871472.02 | -1.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                           | SYSCO CORP                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     63436 | NS      | $5319108.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                     | TPG INC                   | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |    -78405 | NS      | $-4618838.55  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                        | TTM TECHNOLOGIES          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Short            | EC               | CORP              | US        |    -19434 | NS      | $-1908418.80  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                       | TELEFLEX INC              | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |    191674 | NS      | $20005015.38  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.               | SOMNIGROUP INTER          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |    -31415 | NS      | $-2759807.75  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                  | TENNANT CO                | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |    126287 | NS      | $9609177.83   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                   | TESLA INC                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |    -43883 | NS      | $-18887682.03 | -1.91%            |  |  |  | No            |                  1 | On Loan: No      |
| ThredUP Inc.                                | THREDUP- CLASS A          | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Short            | EC               | CORP              | US        |   -264227 | NS      | $-1342273.16  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc.                        | TITAN MACHINERY           | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |    110102 | NS      | $1791359.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Topbuild Corporation                        | TOPBUILD COR              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |    -11782 | NS      | $-5514565.10  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                      | TRANSMEDICS GROU          | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Short            | EC               | CORP              | US        |    -83942 | NS      | $-11246129.45 | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Trueblue Inc                                | TRUEBLUE INC              | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    317876 | NS      | $1703815.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                  | UDEMY INC                 | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |    223803 | NS      | $1076492.43   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc.                                 | UIPATH INC -CL A          | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |    496381 | NS      | $6249436.79   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                 | UNIFI INC                 | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |    178374 | NS      | $688523.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                  | UPWORK INC                | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    551333 | NS      | $11043199.99  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                        | URANIUM ENERGY            | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |    -33729 | NS      | $-581487.96   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                          | VAIL RESORTS              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     15261 | NS      | $2030781.27   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                 | VERIZON COMMUNIC          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    346340 | NS      | $15419056.80  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc.                    | VERSANT MEDIA GR          | CUSIP: 925283103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2746 | NS      | $89464.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                 | VIATRIS INC               | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |   1668698 | NS      | $21843256.82  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                        | VIANT TECHNOLO-A          | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216359 | NS      | $2557363.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                  | VICOR CORP                | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Short            | EC               | CORP              | US        |    -15232 | NS      | $-2401629.44  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                | VISHAY INTERTECH          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    411014 | NS      | $8281932.10   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                         | VONTIER CORP              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     26003 | NS      | $975112.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendys Company                          | WENDY'S CO/THE            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    856657 | NS      | $6673358.03   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc                                | WESBANCO INC              | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135156 | NS      | $4769655.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated   | WEST PHARMACEUT           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |    -42220 | NS      | $-9757886.40  | -0.99%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                       | WESTERN DIGITAL           | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |    -72525 | NS      | $-18147930.75 | -1.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Wiley John & Sons Inc.                      | WILEY JOHN&SON-A          | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     11936 | NS      | $372761.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                        | WILLIAMS-SONOMA           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |    -97153 | NS      | $-19882361.45 | -2.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                            | WISDOMTREE INC            | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    607725 | NS      | $9845145.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                 | WORKDAY INC-A             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     17113 | NS      | $3005556.19   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                     | XPO INC                   | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Short            | EC               | CORP              | US        |    -51733 | NS      | $-7662174.63  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                  | ZIMMER BIOMET HO          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    132937 | NS      | $11574824.59  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | AZO US 03/20/26 P3500     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |        89 | NC      | $667945.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                         | AZO US 03/20/26 P3800     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |        40 | NC      | $823800.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                   | HIKMA PHARMACEUT          | CUSIP: G4576K104<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |    175705 | NS      | $3676098.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                   | ARKEMA                    | CUSIP: F0392W125<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |    103402 | NS      | $6235758.66   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerresheimer AG                             | Gerresheimer AG           | CUSIP: D2852S109<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |     65229 | NS      | $1950990.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hugo Boss AG                                | HUGO BOSS AG              | CUSIP: D34902102<br>LEI: 529900LFVU534EBRXD13 | Long             | EC               | CORP              | DE        |     19749 | NS      | $819752.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB24 Ltd.                                  | HUB24 LTD                 | CUSIP: Q4970M176<br>LEI: 529900O2RAS904TFIR32 | Short            | EC               | CORP              | AU        |   -108643 | NS      | $-7678931.73  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Teamviewer SE                               | TEAMVIEWER AG             | CUSIP: D8T895100<br>LEI: 3912000FZ0R0KEK9JS42 | Long             | EC               | CORP              | DE        |    470187 | NS      | $3156141.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sectra AB                                   | SECTRA AB-B               | CUSIP: W8T81N157<br>LEI: 549300R9ZBT8YSFFK266 | Short            | EC               | CORP              | SE        |    -21559 | NS      | $-532920.95   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Digital Inc.                         | GALAXY DIGITAL I          | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Short            | EC               | CORP              | US        |   -156940 | NS      | $-4437468.33  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Spin Master Corporation                     | SPIN MASTER -SVC          | CUSIP: 848510103<br>LEI: 254900ACUT127TXKWO71 | Long             | EC               | CORP              | CA        |    136377 | NS      | $1863924.83   | 0.19%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Clarivate PLC                               | CLARIVATE PLC             | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |   3804281 | NS      | $10081344.65  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd          | CREDO TECHNOLOGY          | CUSIP: G25457105<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |    -90326 | NS      | $-11316041.28 | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Dole PLC                                    | DOLE PLC                  | CUSIP: G27907107<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |    672794 | NS      | $10717608.42  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DLocal Limited                              | DLOCAL LTD                | CUSIP: G29018101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    200518 | NS      | $2698972.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Hldgs Inc                | ESTABLISHMENT LA          | CUSIP: G31249108<br>LEI: 549300BCBQ714JNJ7V58 | Short            | EC               | CORP              | VG        |    -76155 | NS      | $-5189963.25  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                    | FABRINET                  | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               | CORP              | KY        |    -38743 | NS      | $-18962373.92 | -1.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                | FRESH DEL MONTE           | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     76049 | NS      | $3016103.34   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen Of Troy Corp                          | HELEN OF TROY             | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    509151 | NS      | $8431540.56   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd.                              | HERBALIFE LTD             | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |    494323 | NS      | $8522128.52   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc.                          | JOBY AVIATION IN          | CUSIP: G65163100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |  -1369067 | NS      | $-14471038.19 | -1.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd.                            | NOMAD FOODS               | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |    706546 | NS      | $8973134.20   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC             | SEAGATE TECHNOLO          | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |    -49324 | NS      | $-20108901.56 | -2.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC            | SENSATA TECHNOLO          | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |    418851 | NS      | $14488056.09  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                         | TRONOX HOLDING            | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |    923468 | NS      | $5596216.08   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| On Holding AG                               | ON HOLDING AG-A           | CUSIP: H5919C104<br>LEI: 506700FB3467B9W95526 | Short            | EC               | CORP              | CH        |    -65285 | NS      | $-2954146.25  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Orion S.A.                                  | ORION SA                  | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    270504 | NS      | $1671714.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                     | SPOTIFY TECHNOLO          | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |     -1939 | NS      | $-970178.65   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Limited                              | CAMTEK LTD                | CUSIP: M20791105<br>LEI: 5493000H80W07HCKGS43 | Short            | EC               | CORP              | IL        |    -51828 | NS      | $-7594356.84  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Fiverr International Ltd                    | FIVERR INTERNATI          | CUSIP: M4R82T106<br>LEI: 549300Z8OREY6THCPF67 | Long             | EC               | CORP              | IL        |    355793 | NS      | $5959532.75   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Kornit Digital Limited                      | KORNIT DIGITAL L          | CUSIP: M6372Q113<br>LEI: 5299006DPCQWP3VTFK34 | Long             | EC               | CORP              | IL        |    589607 | NS      | $7635410.65   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                    | NOVA LTD                  | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Short            | EC               | CORP              | IL        |    -15917 | NS      | $-7287439.28  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd                               | STRATASYS LTD             | CUSIP: M85548101<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | IL        |    896170 | NS      | $9589019.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Limited                             | WIX.COM LTD               | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |    133990 | NS      | $11635691.60  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | ORLY US 02/20/26 P95      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |      1199 | NC      | $185845.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                         | ORLY US 03/20/26 P96      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |       803 | NC      | $240900.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                       | ROYAL CARIBBEAN           | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | LR        |    -10442 | NS      | $-3389995.30  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** NORTHERN LIGHTS FUND TRUST II

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer