# EDGAR Filing Document

**Accession Number:** 0001587982
**File Stem:** 0001145549-23-014047
**Filing Date:** 2023-3
**Character Count:** 64201
**Document Hash:** 0804c9c6c0bb80b82de839cef3ccc38b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-014047.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001145549-23-014047

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22894
- **FILM NUMBER:** 23691312

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

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

## Series and Classes Contracts Data

### First Trust Multi-Strategy Fund (Series ID: S000055376)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000174208 | Class A Shares | OMOAX           |
| C000174209 | Class I Shares | OMOIX           |
| C000239642 | Class C Shares | OMOCX           |

## Nport-Ex

#### First Trust Multi-Strategy Fund

#### SCHEDULE OF INVESTMENTS

#### As of December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Principal<br> Amount |  | Value |
|  | **ASSET-BACKED SECURITIES — 4.7%** |  |
|  | Carvana Auto Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$100000 | Series 2021-N1, Class E, 2.88%, 1/10/2028<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$86125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | Series 2022-N1, Class E, 6.01%, 12/11/2028<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | Palmer Square Loan Funding Ltd.<br> Series 2020-1A, Class SUB, 0.000%, 2/19/2028<sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | Upstart Securitization Trust<br> Series 2021-5, Class C, 4.15%, 11/20/2031<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167122 |
|  | Veros Automobile Receivables Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | Series 2020-1, Class D, 5.64%, 2/16/2027<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | Series 2022-1, Class D, 7.23%, 7/16/2029<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352498 | Western Mortgage Reference Notes<br> Series 2021-CL2, Class M4, 9.28% (30-Day SOFR Average+535 basis points), 7/25/2059<sup>1,2,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327489 |
|  | **TOTAL ASSET-BACKED SECURITIES** |  |
|  | (Cost $1,553,246) | **1287459** |
|  | **COLLATERALIZED MORTGAGE OBLIGATIONS — 10.8%** |  |
|  | Alternative Loan Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31488 | Series 2005-3CB, Class 1A4, 5.25%, 3/25/2035<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731202 | Series 2006-HY10, Class 1X, 0.47%, 5/25/2036<sup>2,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220270 | Series 2006-6CB, Class 2A3, 5.75%, 5/25/2036<sup>2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | Arivo Acceptance Auto Loan Receivables Trust<br> Series 2022-1A, Class D, 7.38%, 9/17/2029<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | Bellemeade Re Ltd.<br> Series 2022-1, Class M2, 8.53% (30-Day SOFR Average+460 basis points), 1/26/2032<sup>1,2,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361305 | CSMC Mortgage-Backed Trust<br> Series 2006-6, Class 1A4, 6.00%, 7/25/2036<sup>2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861767 | CSMC Trust<br> Series 2017-RPL3, Class B5, 4.41%, 8/1/2057<sup>1,2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278415 | DSLA Mortgage Loan Trust<br> Series 2006-AR2, Class 2A1A, 4.54% (1-Month USD Libor+20 basis points), 10/19/2036<sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182528 | Freddie Mac Structured Agency Credit Risk Debt Notes<br> Series 2018-SPI3, Class B, 4.16%, 8/25/2048<sup>1,2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63829 | HarborView Mortgage Loan Trust<br> Series 2006-14, Class 2A1A, 4.64% (1-Month USD Libor+30 basis points), 1/25/2047<sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 | IndyMac INDA Mortgage Loan Trust<br> Series 2007-AR2, Class A1, 3.43%, 6/25/2037<sup>2,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447704 | JP Morgan Mortgage Trust<br> Series 2005-A8, Class 3A1, 3.93%, 11/25/2035<sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | Lendingpoint Asset Securitization Trust<br> Series 2022-B, Class C, 8.45%, 10/15/2029<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94955 |

---

------

#### First Trust Multi-Strategy Fund

#### SCHEDULE OF INVESTMENTS - Continued

#### As of December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Principal<br> Amount |  | Value |
|  | **COLLATERALIZED MORTGAGE OBLIGATIONS (Continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$530369 | MASTR Alternative Loan Trust<br> Series 2007-HF1, Class 4A1, 7.00%, 10/25/2047<sup>2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$258366 |
|  | RALI Trust |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100565 | Series 2006-QS6, Class 1A2, 6.00%, 6/25/2036<sup>2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205457 | Series 2007-QS5, Class A1, 5.50%, 3/25/2037<sup>2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190437 | Wells Fargo Alternative Loan<br> Series 2005-1, Class 3A1, 5.50%, 2/25/2035<sup>2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186403 |
|  | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** |  |
|  | (Cost $3,650,425) | **2935592** |

---

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  |  |
|  | **COMMON STOCKS — 17.5%** |  |
|  | **COMPUTER DATA SECURITY — 0.0%** |  |
| 192 | KnowBe4, Inc. - Class A\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4758** |
|  | **ENTERPRISE SOFTWARE/SERVICE — 0.4%** |  |
| 1413 | Coupa Software, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**111867** |
|  | **MEDICAL INFORMATION SYSTEMS — 0.1%** |  |
| 2223 | 1Life Healthcare, Inc.\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**37146** |
|  | **MEDICAL INSTRUMENTS — 0.0%** |  |
| 332 | Apollo Endosurgery, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3310** |
|  | **MEDICAL-BIOMEDICAL/GENERICS — 0.6%** |  |
| 1333 | Horizon Therapeutics PLC\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**151695** |
|  | **REITS-SINGLE TENANT — 1.2%** |  |
| 9878 | STORE Capital Corp.<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**316689** |
|  | **SPECIFIED PURPOSE ACQUISITIONS — 15.2%** |  |
| 905 | Adara Acquisition Corp. - Class A\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9213 |
| 10000 | Ares Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100700 |
| 1950 | Armada Acquisition Corp. I\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19890 |
| 82 | Atlantic Coastal Acquisition Corp. - Class A\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
| 7449 | Aurora Acquisition Corp. - Class A\*<sup>,4,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75161 |
| 10000 | Aurora Technology Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102300 |
| 8500 | Better World Acquisition Corp.\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88825 |
| 10000 | BYTE Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100800 |
| 425 | Capitalworks Emerging Markets Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 |
| 7566 | Cartesian Growth Corp. - Class A\*<sup>,4,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76114 |
| 10000 | Cartica Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103200 |
| 3600 | Catcha Investment Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36324 |

---

------

#### First Trust Multi-Strategy Fund

#### SCHEDULE OF INVESTMENTS - Continued

#### As of December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 869 | Consilium Acquisition Corp. I Ltd. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8803 |
| 10000 | Constellation Acquisition Corp. I - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101100 |
| 5167 | Crown PropTech Acquisitions - Class A\*<sup>,4,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52239 |
| 11823 | dMY Technology Group, Inc. VI - Class A\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118821 |
| 2049 | Enterprise 4.0 Technology Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21084 |
| 10000 | ESGEN Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103400 |
| 10000 | European Biotech Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |
| 10022 | Far Peak Acquisition Corp. - Class A\*<sup>,4,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100621 |
| 10000 | Fortress Capital Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |
| 10000 | Freedom Acquisition I Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |
| 9965 | FTAC Athena Acquisition Corp. - Class A\*<sup>,4,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100746 |
| 9000 | FTAC Zeus Acquisition Corp. - Class A\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90900 |
| 8972 | Global Partner Acquisition Corp. II - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90707 |
| 10257 | HH&L Acquisition Co. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103698 |
| 96 | Independence Holdings Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
| 8232 | InterPrivate III Financial Partners, Inc. - Class A\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83143 |
| 10000 | Jack Creek Investment Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101300 |
| 10000 | Kernel Group Holdings, Inc. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |
| 10000 | Kismet Acquisition II Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |
| 10000 | Lazard Growth Acquisition Corp. I\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101100 |
| 10000 | Lead Edge Growth Opportunities Ltd. \*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |
| 10000 | Leo Holdings Corp. II - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100900 |
| 4500 | M3-Brigade Acquisition II Corp. - Class A\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45090 |
| 10000 | M3-Brigade Acquisition III Corp. - Class A\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101400 |
| 10000 | Macondray Capital Acquisition Corp. I - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101900 |
| 10000 | Noble Rock Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |
| 4500 | Northern Star Investment Corp. II - Class A\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45450 |
| 10267 | Pathfinder Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102670 |
| 10000 | Patria Latin American Opportunity Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103400 |
| 9000 | Phoenix Biotech Acquisition Corp. - Class A\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92340 |
| 10000 | Pontem Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101100 |
| 8507 | Quantum FinTech Acquisition Corp.\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85495 |
| 10000 | RMG Acquisition Corp. III - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |
| 10000 | Ross Acquisition Corp. II - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101200 |
| 10000 | Slam Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |
| 3000 | Social Capital Suvretta Holdings Corp. II - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30210 |
| 10000 | Social Capital Suvretta Holdings Corp. IV - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100500 |
| 9000 | Sustainable Development Acquisition I Corp. - Class A\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90540 |
| 10000 | TCV Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 |

---

------

#### First Trust Multi-Strategy Fund

#### SCHEDULE OF INVESTMENTS - Continued

#### As of December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 593 | Twin Ridge Capital Acquisition Corp. - Class A\*<sup>,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5983 |
|  |  | **4114548** |
|  | **TOTAL COMMON STOCKS** |  |
|  | (Cost $4,710,234) | **4740013** |

---

---

| | | |
|:---|:---|:---|
| Principal<br> Amount |  |  |
|  | **CORPORATE BONDS — 1.1%** |  |
|  | **FINANCIALS — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$300000 | ConnectOne Bancorp, Inc.<br> 5.21% (3-Month USD Libor+284 basis points), 2/1/2028<sup>2,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**298387** |
|  | **TOTAL CORPORATE BONDS** |  |
|  | (Cost $300,000) | **298387** |

---

---

| | | |
|:---|:---|:---|
| Number<br> of Contracts |  |  |
|  | **PURCHASED OPTIONS CONTRACTS — 76.4%** |  |
|  | **CALL OPTIONS — 76.4%** |  |
|  | S&P 500 Index |  |
| 73 | Exercise Price: $1,000.00, Notional Amount: $7,300,000,<br> Expiration Date: March 17, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20728715 |
|  | **TOTAL CALL OPTIONS** |  |
|  | (Cost $21,011,560) | **20728715** |
|  | **PUT OPTIONS — 0.0%** |  |
|  | S&P 500 Index |  |
| 73 | Exercise Price: $2,000.00, Notional Amount: $14,600,000,<br> Expiration Date: March 17, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 |
|  | **TOTAL PUT OPTIONS** |  |
|  | (Cost $32,816) | **6570** |
|  | **TOTAL PURCHASED OPTIONS CONTRACTS** |  |
|  | (Cost $21,044,376) | **20735285** |

---

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  |  |
|  | **RIGHTS — 0.0%** |  |
| 1014 | ABIOMED, Inc., Expiration Date: March 14, 2023\*<sup>,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034 |
|  | **TOTAL RIGHTS** |  |
|  | (Cost $1,034) | **1034** |

---

------

#### First Trust Multi-Strategy Fund

#### SCHEDULE OF INVESTMENTS - Continued

#### As of December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **SHORT-TERM INVESTMENTS — 28.6%** |  |
| 7749231 | Morgan Stanley Institutional Liquidity Fund - Government Portfolio - Institutional Class 4.05%<sup>4,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7749231 |
|  | **TOTAL SHORT-TERM INVESTMENTS** |  |
|  | (Cost $7,749,231) | **7749231** |
|  | **TOTAL INVESTMENTS — 139.1%** |  |
|  | (Cost $39,008,546) | **37747001** |
|  | Liabilities in Excess of Other Assets — (39.1)% | (10619602) |
|  | **TOTAL NET ASSETS — 100.0%** | &nbsp;&nbsp;&nbsp;&nbsp;**$27127399** |

---

---

| | | |
|:---|:---|:---|
| Number<br> of Contracts |  |  |
|  | **WRITTEN OPTIONS CONTRACTS — (50.8)%** |  |
|  | **CALL OPTIONS — (49.8)%** |  |
|  | 1life Healthcare, Inc. |  |
| (2) | Exercise Price: $17.50, Notional Amount: $(3500),<br> Expiration Date: January 20, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20) |
|  | Coupa Software, Inc. |  |
| (3) | Exercise Price: $80.00, Notional Amount: $(24000),<br> Expiration Date: January 20, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) |
|  | Horizon Therapeutics Public Ltd. Co. |  |
| (11) | Exercise Price: $115.00, Notional Amount: $(126500),<br> Expiration Date: January 20, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192) |
|  | KnowBe4, Inc. |  |
| (1) | Exercise Price: $25.00, Notional Amount: $(2500),<br> Expiration Date: February 17, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
|  | S&P 500 Index |  |
| (73) | Exercise Price: $2,000.00, Notional Amount: $(14600000),<br> Expiration Date: March 17, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;(13502810) |
|  | **TOTAL CALL OPTIONS** |  |
|  | (Proceeds $13,884,815) | **(13503048)** |
|  | **PUT OPTIONS — (1.0)%** |  |
|  | S&P 500 Index |  |
| (12) | Exercise Price: $4,000.00, Notional Amount: $(4800000),<br> Expiration Date: January 20, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(199920) |
| (3) | Exercise Price: $3,925.00, Notional Amount: $(1177500),<br> Expiration Date: January 20, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34335) |
| (3) | Exercise Price: $3,800.00, Notional Amount: $(1140000),<br> Expiration Date: January 20, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16110) |
| (3) | Exercise Price: $3,950.00, Notional Amount: $(1185000),<br> Expiration Date: January 20, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39150) |

---

------

#### First Trust Multi-Strategy Fund

#### SCHEDULE OF INVESTMENTS - Continued

#### As of December 31, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Number<br> of Contracts |  | Value |
|  | **WRITTEN OPTIONS CONTRACTS (Continued)** |  |
|  | **PUT OPTIONS (Continued)** |  |
| (73) | Exercise Price: $1,000.00, Notional Amount: $(7300000),<br> Expiration Date: March 17, 2023\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(730) |
|  | **TOTAL PUT OPTIONS** |  |
|  | (Proceeds $324,981) | **(290245)** |
|  | **TOTAL WRITTEN OPTIONS CONTRACTS** |  |
|  | (Proceeds $14,209,796) | &nbsp;&nbsp;**$(13793293)** |

---

PLC — Public Limited Company

---

| |
|:---|
| \* Non-income producing security. |
| <sup>1</sup> Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities are restricted and may be resold in transactions exempt from registration normally to qualified institutional buyers. The total value of these securities is $2,519,632, which represents 9.29% of the total net assets of the Fund. |
| <sup>2</sup> Callable. |
| <sup>3</sup> Variable rate security. |
| <sup>4</sup> All or a portion of this security is segregated as collateral for written options contracts. The market value of the securities pledged as collateral was $2,897,511, which represents 10.68% of the total net assets of the Fund. |
| <sup>5</sup> Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
| <sup>6</sup> Foreign security denominated in U.S. Dollars. |
| <sup>7</sup> The rate is the annualized seven-day yield at period end. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 532123948

  - **Telephone number:** 4142992000

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

- **a. Name of Series:** First Trust Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000055376

- **c. LEI of Series:** 549300WVZTHJWP7HCR03

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

- **a. Date of fiscal year-end:** 2023-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $41351316.76

**Total Liabilities:** $14252523.24

**Net Assets:** $27098793.52

**Cash Not Reported:** $2193955.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174208 | 0.09%                | 0.99%                | -0.07%               |
| Class ID C000174209 | 0.13%                | 1.02%                | -0.04%               |
| Class ID C000239642 |  | 0.91%                | -0.16%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-231775.74              | $57782.25                                  |
| Month 2  | $-213935.53              | $182029.84                                 |
| Month 3  | $40553.03                | $4662.82                                   |

**Designated Index Information**

- **Index Name:** Bloomberg US Corporate High Yield Total Return Index

- **Index Identifier:** LF98TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Arivo Acceptance Auto Loan Rec             | Arivo Acceptance Auto Loan Receivables Trust 2022-1       | CUSIP: 04047EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $46552.60     | 0.17%             | 2029-09-17      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BELLEMEADE RE LT                           | Bellemeade Re 2022-1 Ltd.                                 | CUSIP: 078774AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    250000 | PA      | $202799.00    | 0.75%             | 2032-01-26      | Floating      | 8.53%                 | Yes           |                  2 | On Loan: No      |
| SPX 03/17/23 C2000 03/23 2000.0 CAL   /    | SPX 03/17/23 C2000 03/23 2000.0 CAL   /                   | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |       -73 | NC      | $-13502810.00 | -49.83%           |  |  |  | No            |                  1 | On Loan: No      |
| SPX 03/17/23 C1000 03/23 1000.0 CAL   /    | SPX 03/17/23 C1000 03/23 1000.0 CAL   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |        73 | NC      | $20728715.00  | 76.49%            |  |  |  | No            |                  1 | On Loan: No      |
| SPX 03/17/23 P1000 03/23 1000.0 PUT   /    | SPX 03/17/23 P1000 03/23 1000.0 PUT   /                   | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |       -73 | NC      | $-730.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPX 03/17/23 P2000 03/23 2000.0 PUT   /    | SPX 03/17/23 P2000 03/23 2000.0 PUT   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |        73 | NC      | $6570.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software, Inc.                       | Coupa Software, Inc.                                      | CUSIP: 999999999<br>LEI: 549300Q95ICR2GFL2K37 | N/A              | DE               |  | US        |        -3 | NC      | $-22.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust               | CSMC 2017-RPL3 Trust                                      | CUSIP: 12651YAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861767 | PA      | $751617.42    | 2.77%             | 2057-08-01      | Variable      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan T             | Alternative Loan Trust 2005-3CB                           | CUSIP: 12667FX26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31488 | PA      | $26638.73     | 0.10%             | 2035-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T             | Alternative Loan Trust 2006-HY10                          | CUSIP: 12668BA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4731202 | PA      | $64244.99     | 0.24%             | 2036-05-25      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T             | Alternative Loan Trust 2006-6CB                           | CUSIP: 12668BSH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220270 | PA      | $94454.62     | 0.35%             | 2036-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust             | Carvana Auto Receivables Trust 2022-N1                    | CUSIP: 14686GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90600.40     | 0.33%             | 2028-12-11      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust             | Carvana Auto Receivables Trust 2021-N1                    | CUSIP: 14687DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $86125.40     | 0.32%             | 2028-01-10      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                   | Horizon Therapeutics Plc                                  | CUSIP: 999999999<br>LEI: 529900P0GSQ79OOZEV53 | N/A              | DE               |  | US        |       -11 | NC      | $-192.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4, Inc.                              | KnowBe4, Inc.                                             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1 | NC      | $-2.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPX 01/20/23 P3925 01/23 3925.0 PUT   /    | SPX 01/20/23 P3925 01/23 3925.0 PUT   /                   | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |        -3 | NC      | $-34335.00    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC                     | ConnectOne Bancorp, Inc.                                  | CUSIP: 20786WAD9<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298386.90    | 1.10%             | 2028-02-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust               | CSMC Mortgage-Backed Trust 2006-6                         | CUSIP: 22942JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361305 | PA      | $193841.64    | 0.72%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                   | DSLA Mortgage Loan Trust 2006-AR2                         | CUSIP: 23332QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278415 | PA      | $189935.51    | 0.70%             | 2036-10-19      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                        | Freddie Mac Structured Agency Credit Risk Debt Notes      | CUSIP: 3137G1DF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    182528 | PA      | $136249.40    | 0.50%             | 2048-08-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| 1Life Healthcare, Inc.                     | 1Life Healthcare, Inc.                                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2 | NC      | $-20.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HarborView Mortgage Loan Trust             | HarborView Mortgage Loan Trust 2006-14                    | CUSIP: 41162NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63829 | PA      | $54722.57     | 0.20%             | 2047-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| IndyMac INDA Mortgage Loan Tru             | IndyMac INDA Mortgage Loan Trust 2007-AR2                 | CUSIP: 456679AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1272 | PA      | $959.26       | 0.00%             | 2037-06-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                   | JP Morgan Mortgage Trust 2005-A8                          | CUSIP: 466247YV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447704 | PA      | $393080.59    | 1.45%             | 2035-11-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat             | Lendingpoint 2022-B Asset Securitization Trust            | CUSIP: 52606WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94955.50     | 0.35%             | 2029-10-15      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust              | MASTR Alternative Loan Trust 2007-HF1                     | CUSIP: 55291YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530369 | PA      | $258365.66    | 0.95%             | 2047-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPX 01/20/23 P3800 01/23 3800.0 PUT   /    | SPX 01/20/23 P3800 01/23 3800.0 PUT   /                   | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |        -3 | NC      | $-16110.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| SPX 01/20/23 P3950 01/23 3950.0 PUT   /    | SPX 01/20/23 P3950 01/23 3950.0 PUT   /                   | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |        -3 | NC      | $-39150.00    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| SPX 01/20/23 P4000 01/20/23 4000.0 PUT   / | SPX 01/20/23 P4000 01/20/23 4000.0 PUT   /                | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |       -12 | NC      | $-199920.00   | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd             | Palmer Square Loan Funding 2020-1 Ltd.                    | CUSIP: 69701DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $325336.50    | 1.20%             | 2028-02-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, In             | RALI Series 2006-QS6 Trust                                | CUSIP: 74922EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100564 | PA      | $81441.42     | 0.30%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In             | RALI Series 2007-QS5 Trust                                | CUSIP: 74923JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205457 | PA      | $159330.12    | 0.59%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust               | Upstart Securitization Trust 2021-5                       | CUSIP: 91679JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $167121.40    | 0.62%             | 2031-11-20      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust               | Veros Automobile Receivables Trust 2020-1                 | CUSIP: 92511FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148854.75    | 0.55%             | 2027-02-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust               | Veros Auto Receivables Trust 2022-1                       | CUSIP: 92512VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $141931.20    | 0.52%             | 2029-07-16      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T             | Wells Fargo Alternative Loan 2005-1 Trust                 | CUSIP: 94981FAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190437 | PA      | $186403.24    | 0.69%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                      | Western Mortgage Reference Notes Series 2021-CL2          | CUSIP: 95763PER8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352498 | PA      | $327489.26    | 1.21%             | 2059-07-25      | Floating      | 9.28%                 | Yes           |                  2 | On Loan: No      |
| Ares Acquisition Corp                      | Ares Acquisition Corp. - Class A                          | CUSIP: G33032106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $100700.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp I                  | Armada Acquisition Corp. I                                | CUSIP: 04208V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1950 | NS      | $19890.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc. CONTINGENT VALUE RHT   /     | ABIOMED, Inc. CONTINGENT VALUE RHT   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1014 | NC      | $1034.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition C             | Atlantic Coastal Acquisition Corp. - Class A              | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |        82 | NS      | $821.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp                 | Independence Holdings Corp. - Class A                     | CUSIP: G4761A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $968.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adara Acquisition Corp                     | Adara Acquisition Corp. - Class A                         | CUSIP: 00653H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $9212.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sports Ventures Acquisition Co             | Sports Ventures Acquisition Corp. - Class A               | CUSIP: G8372A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8077 | NS      | $81739.24     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Endosurgery Inc                     | Apollo Endosurgery, Inc.                                  | CUSIP: 03767D108<br>LEI: 549300OD82W5UIMD4H13 | Long             | EC               | CORP              | US        |       332 | NS      | $3310.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Technology Acquisition              | Aurora Technology Acquisition Corp. - Class A             | CUSIP: G06984119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $102300.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR  /                       | AUSTRALIAN DOLLAR  /                                      | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | AU        |        -1 | OU      | $-0.42        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Acquisition Corp                    | Aurora Acquisition Corp. - Class A                        | CUSIP: G0698L103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7449 | NS      | $75160.41     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bite Acquisition Corp                      | Bite Acquisition Corp.                                    | CUSIP: 09175K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $100600.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Better World Acquisition Corp              | Better World Acquisition Corp.                            | CUSIP: 08772B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $88825.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BYTE Acquisition Corp                      | BYTE Acquisition Corp. - Class A                          | CUSIP: G1R25Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $100800.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Catcha Investment Corp                     | Catcha Investment Corp. - Class A                         | CUSIP: G1962Y102<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      3600 | NS      | $36324.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp                   | Cartica Acquisition Corp. - Class A                       | CUSIP: G1995D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $103200.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitalworks Emerging Markets              | Capitalworks Emerging Markets Acquisition Corp. - Class A | CUSIP: G1889L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       425 | NS      | $4390.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corner Growth Acquisition Corp             | Corner Growth Acquisition Corp. - Class A                 | CUSIP: G2425N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $100600.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                         | Coupa Software, Inc.                                      | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      1413 | NS      | $111867.21    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                | Crown PropTech Acquisitions - Class A                     | CUSIP: G25741102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5167 | NS      | $52238.37     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Consilium Acquisition Corp I L             | Consilium Acquisition Corp. I Ltd.                        | CUSIP: G2365L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       869 | NS      | $8802.97      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Acquisition Corp             | Constellation Acquisition Corp. I - Class A               | CUSIP: G2R18K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101100.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| dMY Technology Group Inc VI                | dMY Technology Group, Inc. VI                             | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11823 | NS      | $118821.15    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdin             | Social Capital Suvretta Holdings Corp. II - Class A       | CUSIP: G8253U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $30210.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdin             | Social Capital Suvretta Holdings Corp. IV - Class A       | CUSIP: G8253Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $100500.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| D & Z Media Acquisition Corp               | D & Z Media Acquisition Corp. - Class A                   | CUSIP: 23305Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $90360.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition              | Macondray Capital Acquisition Corp. I - Class A           | CUSIP: G5853A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101900.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| European Biotech Acquisition C             | European Biotech Acquisition Corp. - Class A              | CUSIP: G3167F102<br>LEI: 984500Y57CDE4CE7CC20 | Long             | EC               | CORP              | NL        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acqu             | Enterprise 4.0 Technology Acquisition Corp.               | CUSIP: G3137C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2049 | NS      | $21084.21     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN Acquisition Corp                     | ESGEN Acquisition Corp. - Class A                         | CUSIP: G3R95N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $103400.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Figure Acquisition Corp I                  | Figure Acquisition Corp. I - Class A                      | CUSIP: 302438106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $100500.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Acquisition I Corp                 | Freedom Acquisition I Corp. - Class A                     | CUSIP: G3663X110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Capital Acquisition C             | Fortress Capital Acquisition Corp. - Class A              | CUSIP: G36427105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Peak Acquisition Corp                  | Far Peak Acquisition Corp. - Class A                      | CUSIP: G3312L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10022 | NS      | $100620.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Athena Acquisition Corp               | FTAC Athena Acquisition Corp. - Class A                   | CUSIP: G37283101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9965 | NS      | $100746.15    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp                      | Cartesian Growth Corp. - Class A                          | CUSIP: G19276107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7566 | NS      | $76113.96     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Partner Acquisition Cor             | Global Partner Acquisition Corp. II - Class A             | CUSIP: G3934P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8972 | NS      | $90706.92     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HH&L Acquisition Co                        | HH&L Acquisition Co. - Class A                            | CUSIP: G39714103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     10257 | NS      | $103698.27    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                   | Horizon Therapeutics Plc                                  | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |      1333 | NS      | $151695.40    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| InterPrivate III Financial Par             | InterPrivate III Financial Partners, Inc. - Class A       | CUSIP: 46064R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8232 | NS      | $83143.20     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Iris Acquisition Corp                      | Iris Acquisition Corp.                                    | CUSIP: 89601Y101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10000 | NS      | $100800.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Creek Investment Corp                 | Jack Creek Investment Corp. - Class A                     | CUSIP: G4989X115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101300.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp                | Kismet Acquisition Two Corp. - Class A                    | CUSIP: G52807107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                | KnowBe4, Inc. - Class A                                   | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $4757.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kernel Group Holdings Inc                  | Kernel Group Holdings, Inc. - Class A                     | CUSIP: G5259L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lead Edge Growth Opportunities             | Lead Edge Growth Opportunities Ltd. - Class A             | CUSIP: G54085108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Growth Acquisition Corp             | Lazard Growth Acquisition Corp. I                         | CUSIP: G54035103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101100.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Leo Holdings Corp II                       | Leo Holdings Corp. II - Class A                           | CUSIP: G5463R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $100900.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition II Corp             | M3-Brigade Acquisition II Corp. - Class A                 | CUSIP: 553800103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $45090.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition III Cor             | M3-Brigade Acquisition III Corp. - Class A                | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101400.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                 | MSILF Government Portfolio - Class Institutional USD INC  | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   7783262 | PA      | $7783262.10   | 28.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Noble Rock Acquisition Corp                | Noble Rock Acquisition Corp. - Class A                    | CUSIP: G6546R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp              | Northern Star Investment Corp. II - Class A               | CUSIP: 66573W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $45450.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniLit Acquisition Corp                   | OmniLit Acquisition Corp. - Class A                       | CUSIP: 68218C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $102800.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                       | 1Life Healthcare, Inc.                                    | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2223 | NS      | $37146.33     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Biotech Acquisition Co             | Phoenix Biotech Acquisition Corp. - Class A               | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $92340.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathfinder Acquisition Corp                | Pathfinder Acquisition Corp. - Class A                    | CUSIP: G04119106<br>LEI: 549300MY5MYSR79R7L50 | Long             | EC               | CORP              | US        |     10267 | NS      | $102670.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Latin American Opportun             | Patria Latin American Opportunity Acquisition Corp.       | CUSIP: G69454109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10000 | NS      | $103400.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pontem Corp                                | Pontem Corp. - Class A                                    | CUSIP: G71707106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101100.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Parabellum Acquisition Corp                | Parabellum Acquisition Corp. - Class A                    | CUSIP: 69901P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101868.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum FinTech Acquisition Co             | Quantum FinTech Acquisition Corp.                         | CUSIP: 74767A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8507 | NS      | $85495.35     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG Acquisition Corp III                   | RMG Acquisition Corp. III - Class A                       | CUSIP: G76088106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp II                   | Ross Acquisition Corp. II - Class A                       | CUSIP: G7641C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101200.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sustainable Development Acquis             | Sustainable Development Acquisition I Corp. - Class A     | CUSIP: 86934L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $90540.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp                                  | Slam Corp. - Class A                                      | CUSIP: G8210L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                         | STORE Capital Corp. - REIT                                | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             |  | CORP              | US        |      9878 | NS      | $316688.68    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TCV Acquisition Corp                       | TCV Acquisition Corp. - Class A                           | CUSIP: G8704C124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $101000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TLG Acquisition One Corp                   | TLG Acquisition One Corp. - Class A                       | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $91080.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Ridge Capital Acquisition             | Twin Ridge Capital Acquisition Corp. - Class A            | CUSIP: G9151L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593 | NS      | $5983.37      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Zeus Acquisition Corp                 | FTAC Zeus Acquisition Corp. - Class A                     | CUSIP: 30320F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $90900.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-06

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

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

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

**Title:** President