NPORT-P
false
0001587982
XXXXXXXX
S000055376
C000174209
C000174208
INVESTMENT MANAGERS SERIES TRUST II
811-22894
0001587982
549300SU7ER9OFETRU41
235 WEST GALENA STREET
MILWAUKEE
532123948
4142992000
First Trust Multi-Strategy Fund
S000055376
549300WVZTHJWP7HCR03
2022-09-30
2022-03-31
N
33389976.780000000000
2049865.650000000000
31340111.130000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
2291130.690000000000
N
ALLEGIANCE BANK TEXAS
54930083ZNK6KPUJ7R29
Allegiance Bank/Texas
01748DAZ9
300000
PA
USD
301105.80
0.9607681311
Long
DBT
CORP
US
Y
2
2027-12-15
Variable
5.25
N
N
N
N
N
N
Mimecast Ltd
254900ELSYFSTT9X2740
Mimecast Ltd
999999999
-6
NC
USD
-105
-0.0003350339
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
MIMECAST LTD ORD SHS
MIMECAST LTD ORD SHS
100
80.000000000000
USD
2022-06-17
XXXX
136.32
N
N
N
Mimecast Ltd
254900ELSYFSTT9X2740
Mimecast Ltd
999999999
-5
NC
USD
-50
-0.0001595400
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
MIMECAST LTD ORD SHS
MIMECAST LTD ORD SHS
100
80.000000000000
USD
2022-11-18
XXXX
90.15
N
N
N
Mimecast Ltd
254900ELSYFSTT9X2740
Mimecast Ltd
999999999
-23
NC
USD
-230
-0.0007338838
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
MIMECAST LTD ORD SHS
MIMECAST LTD ORD SHS
100
80.000000000000
USD
2022-05-20
XXXX
660.93
N
N
N
Mimecast Ltd
254900ELSYFSTT9X2740
Mimecast Ltd
999999999
-4
NC
USD
-20
-0.0000638160
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
MIMECAST LTD ORD SHS
MIMECAST LTD ORD SHS
100
80.000000000000
USD
2022-12-16
XXXX
108.80
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-A Trust
05952DAB4
39017.80
PA
USD
38144.93
0.1217128103
Long
ABS-MBS
CORP
US
N
2
2047-02-20
Floating
0.768570
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-7
07386HVS7
141493.91
PA
USD
104507.97
0.3334639420
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
2.874120
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd.
078774AD8
250000
PA
USD
233033.75
0.7435638918
Long
ABS-MBS
CORP
BM
Y
2
2032-01-26
Floating
4.6990
N
N
N
N
N
N
BELLEMEADE RE LT
254900I4ZKD8IMM1O953
Bellemeade Re 2019-2 Ltd.
07877BAG5
250000
PA
USD
246525.25
0.7866125585
Long
ABS-MBS
CORP
BM
Y
2
2029-04-25
Floating
3.556570
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-RPL3 Trust
12651YAU6
893964.19
PA
USD
874385.48
2.7899884476
Long
ABS-MBS
CORP
US
Y
2
2057-08-01
Variable
4.364990
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-D
12658VAE1
250000
PA
USD
237252.25
0.7570242780
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
4.06
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-3CB
12667FX26
34380.75
PA
USD
32676.77
0.1042650100
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.25
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-HY10
12668BA86
5366952.8340
PA
USD
69738.19
0.2225205575
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
0.4756
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-6CB
12668BSH7
227087.13
PA
USD
121328.57
0.3871350982
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.75
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAF3
100000
PA
USD
97753.40
0.3119114658
Long
ABS-O
CORP
US
Y
2
2028-12-11
Fixed
6.01
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N1
14687DAE2
100000
PA
USD
95595
0.3050244449
Long
ABS-O
CORP
US
Y
2
2028-01-10
Fixed
2.88
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2021-PRM2
17291HAQ7
250000
PA
USD
246028.25
0.7850267313
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
4.1470
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-6
17312VAD0
363929.84
PA
USD
300194.81
0.9578613450
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
2.974460
N
N
N
N
N
N
CONNECTONE BANCORP INC
549300E2M5ZYAZKUK134
ConnectOne Bancorp, Inc.
20786WAD9
300000
PA
USD
303188.10
0.9674123322
Long
DBT
CORP
US
N
2
2028-02-01
Variable
5.20
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-6
22942JAD5
394569.77
PA
USD
269348.32
0.8594363909
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2006-AR2
23332QAC7
292466.24
PA
USD
226859.34
0.7238625896
Long
ABS-MBS
CORP
US
N
2
2036-10-19
Floating
0.648570
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1DF1
183097.2850
PA
USD
165088.02
0.5267627141
Long
ABS-MBS
CORP
US
Y
2
2048-08-25
Variable
4.137420
N
N
N
N
N
N
Foursight Capital Automobile R
N/A
Foursight Capital Automobile Receivables Trust 2020-1
35105FAH9
250000
PA
USD
249291
0.7954375113
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
4.62
N
N
N
N
N
N
Multifamily Structured Credit
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAB7
100000
PA
USD
95313.20
0.3041252777
Long
ABS-MBS
CORP
US
Y
2
2051-01-25
Floating
3.8490
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KPP8
250000
PA
USD
223320.25
0.7125700642
Long
ABS-MBS
CORP
US
Y
2
2041-12-25
Floating
7.0990
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust 2006-OH1
39539GAA0
214979.7850
PA
USD
205680.19
0.6562841757
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.636570
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone CRE Notes 2021-HC2 Ltd.
39809XAJ7
250000
PA
USD
241060.25
0.7691748411
Long
ABS-CBDO
CORP
KY
Y
2
2039-12-15
Floating
4.396570
N
N
N
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
999999999
-59
NC
USD
-3245
-0.0103541432
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
HOUGHTON MIFFLIN HAR COM
HOUGHTON MIFFLIN HAR COM
100
22.500000000000
USD
2023-01-20
XXXX
-1053.48
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
999999999
-1
NC
USD
-20
-0.0000638160
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
HOUGHTON MIFFLIN HAR COM
HOUGHTON MIFFLIN HAR COM
100
25.000000000000
USD
2023-01-20
XXXX
-0.30
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
999999999
-43
NC
USD
-1505
-0.0048021527
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
HOUGHTON MIFFLIN HAR COM
HOUGHTON MIFFLIN HAR COM
100
22.500000000000
USD
2022-06-17
XXXX
-419.67
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
999999999
-3
NC
USD
-60
-0.0001914479
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
HOUGHTON MIFFLIN HAR COM
HOUGHTON MIFFLIN HAR COM
100
25.000000000000
USD
2022-06-17
XXXX
-12.16
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
999999999
-34
NC
USD
-1530
-0.0048819227
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
HOUGHTON MIFFLIN HAR COM
HOUGHTON MIFFLIN HAR COM
100
22.500000000000
USD
2022-09-16
XXXX
-594.69
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
999999999
-1
NC
USD
-20
-0.0000638160
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
HOUGHTON MIFFLIN HAR COM
HOUGHTON MIFFLIN HAR COM
100
25.000000000000
USD
2022-09-16
XXXX
-0.54
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
999999999
-4
NC
USD
-80
-0.0002552639
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
HOUGHTON MIFFLIN HAR COM
HOUGHTON MIFFLIN HAR COM
100
22.500000000000
USD
2022-04-14
XXXX
-0.75
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
999999999
-58
NC
USD
-1740
-0.0055519905
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
HOUGHTON MIFFLIN HAR COM
HOUGHTON MIFFLIN HAR COM
100
22.500000000000
USD
2022-05-20
XXXX
-848.73
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
999999999
-3
NC
USD
-45
-0.0001435860
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
HOUGHTON MIFFLIN HAR COM
HOUGHTON MIFFLIN HAR COM
100
25.000000000000
USD
2022-05-20
XXXX
2.69
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-13
41162KAA1
107451.57
PA
USD
84572.98
0.2698553928
Long
ABS-MBS
CORP
US
N
2
2046-11-19
Floating
0.628570
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-14
41162NAC1
69229.3860
PA
USD
64447.37
0.2056386135
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
0.598570
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd.
43730VAD0
250000
PA
USD
233805
0.7460247956
Long
ABS-MBS
CORP
BM
Y
2
2034-01-25
Floating
3.3490
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-10
45254NLM7
176515.9170
PA
USD
170332.03
0.5434952968
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.156570
N
N
N
N
N
N
INDEPENDENT BANK GRP INC
N/A
Independent Bank Group, Inc.
45384BAB2
300000
PA
USD
300765
0.9596807068
Long
DBT
CORP
US
N
2
2027-12-31
Variable
5
N
N
N
N
N
N
IndyMac INDA Mortgage Loan Tru
N/A
IndyMac INDA Mortgage Loan Trust 2007-AR2
456679AA7
1468.7130
PA
USD
1265.24
0.0040371267
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Variable
3.262420
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-A8
466247YV9
516950.86
PA
USD
486031
1.5508273024
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.602380
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2007-A2
466278AA6
106603.9580
PA
USD
71558.01
0.2283272376
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.816570
N
N
N
N
N
N
Pine Island Acquisition Corp
N/A
Pine Island Acquisition Corp
999999999
-1
NC
USD
-2.50
-0.0000079770
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
PINE IS ACQUISITION CL A
PINE IS ACQUISITION CL A
100
10.000000000000
USD
2022-04-14
XXXX
7.43
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2007-HF1
55291YAG2
530473.0880
PA
USD
327494.99
1.0449707362
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Fixed
7
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2005-5
576434T20
227480.57
PA
USD
151675.17
0.4839650037
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.75
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAX4
250000
PA
USD
245104
0.7820776352
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Floating
4.3970
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-WMC2
59020U6H3
491623.6740
PA
USD
164653.62
0.5253766310
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.936570
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
999999999
-8
NC
USD
-80
-0.0002552639
N/A
DE
US
N
1
NYSEAmerican
N/A
Call
Written
CITRIX SYSTEMS INC COM
CITRIX SYSTEMS INC COM
100
105.000000000000
USD
2022-06-17
XXXX
140.98
N
N
N
Monroe Capital MML CLO
254900N1X9F88IDW7908
Monroe Capital Mml Clo X Ltd.
61034WAG6
1000000
PA
USD
999921
3.1905470783
Long
ABS-CBDO
CORP
KY
Y
2
2031-08-20
Floating
7.379570
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-13ARX
61750PAB4
442775.59
PA
USD
175897.47
0.5612534980
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.796570
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd.
67389JAB4
250000
PA
USD
241861.75
0.7717322667
Long
ABS-MBS
CORP
BM
Y
2
2034-04-25
Floating
2.9990
N
N
N
N
N
N
Oaktown Re Ltd
2549008N2FD0KB1Y5E03
Oaktown Re III Ltd.
67400KAC4
250000
PA
USD
246104.50
0.7852700298
Long
ABS-MBS
CORP
US
Y
2
2029-07-25
Floating
3.006570
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-1 Ltd.
69701DAC2
500000
PA
USD
425893.50
1.3589406184
Long
ABS-CBDO
CORP
KY
Y
2
2028-02-20
Variable
0
N
N
N
N
N
N
PENNANTPARK FLOATING RAT
529900BH3IP6381K4L72
PennantPark Floating Rate Capital Ltd.
70806AAA4
230000
PA
USD
226174.41
0.7216771155
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.25
N
N
N
N
N
N
Anaplan Inc
N/A
Anaplan Inc
999999999
-2
NC
USD
-18
-0.0000574344
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
ANAPLAN INC COM
ANAPLAN INC COM
100
67.500000000000
USD
2022-05-20
XXXX
0.93
N
N
N
Anaplan Inc
N/A
Anaplan Inc
999999999
-4
NC
USD
-96
-0.0003063167
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
ANAPLAN INC COM
ANAPLAN INC COM
100
65.000000000000
USD
2022-04-14
XXXX
69.95
N
N
N
Anaplan Inc
N/A
Anaplan Inc
999999999
-12
NC
USD
-60
-0.0001914479
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
ANAPLAN INC COM
ANAPLAN INC COM
100
70.000000000000
USD
2022-04-14
XXXX
-6.36
N
N
N
Anaplan Inc
N/A
Anaplan Inc
999999999
-1
NC
USD
-25
-0.0000797700
N/A
DE
US
N
1
CHICAGO
N/A
Call
Written
ANAPLAN INC COM
ANAPLAN INC COM
100
67.500000000000
USD
2022-08-19
XXXX
-15.54
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS6 Trust
74922EAB5
110350.03
PA
USD
104884.72
0.3346660756
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS15 Trust
74922YAA3
151484.19
PA
USD
143871.20
0.4590641029
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.50
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS5 Trust
74923JAA5
233738.8990
PA
USD
214032.37
0.6829343046
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.50
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2005-QS13 Trust
761118HA9
367791.48
PA
USD
312348.39
0.9966409778
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
1.156570
N
N
N
N
N
N
Genworth Mortgage Insurance Co
N/A
Traingle Re 2021-1 Ltd.
89600FAB9
95708.79
PA
USD
95697.97
0.3053530015
Long
ABS-MBS
CORP
BM
Y
2
2033-08-25
Floating
3.456570
N
N
N
N
N
N
Anaplan Inc
N/A
Anaplan Inc
999999999
-2
NC
USD
-80
-0.0002552639
N/A
DE
US
N
1
CHICAGO
N/A
Put
Written
ANAPLAN INC COM
ANAPLAN INC COM
100
65.000000000000
USD
2022-05-20
XXXX
80.98
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-5
91679JAC1
200000
PA
USD
182989.80
0.5838836986
Long
ABS-O
CORP
US
Y
2
2031-11-20
Fixed
4.15
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Automobile Receivables Trust 2020-1
92511FAD7
150000
PA
USD
150042.60
0.4787558008
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
5.64
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust 2022-1
92512VAD1
150000
PA
USD
150664.95
0.4807415946
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
5.64
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAE1
234000
PA
USD
234739.67
0.7490071398
Long
ABS-MBS
CORP
US
Y
2
2059-07-25
Variable
4.4520
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2005-1 Trust
94981FAJ1
312089.05
PA
USD
280146.74
0.8938919803
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50
N
N
N
N
N
N
Western Alliance Bank
N/A
Western Mortgage Reference Notes Series 2021-CL2
95763PER8
382472.56
PA
USD
377251.43
1.2037335427
Long
ABS-MBS
CORP
US
Y
2
2059-07-25
Floating
5.4490
N
N
N
N
N
N
Armada Acquisition Corp I
N/A
Armada Acquisition Corp I
04208V103
1102
NS
USD
10821.64
0.0345296797
Long
EC
CORP
US
N
1
N
N
N
Atlantic Coastal Acquisition C
549300DD1GOILOBIY455
Atlantic Coastal Acquisition Corp
048453104
82
NS
USD
801.14
0.0025562768
Long
EC
CORP
US
N
1
N
N
N
ArcLight Clean Transition Corp
N/A
ArcLight Clean Transition Corp II
G0R21B104
7504
NS
USD
74439.68
0.2375220678
Long
EC
CORP
US
N
1
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215207
405
NS
USD
59251.50
0.1890596359
Long
EC
CORP
US
N
1
N
N
N
26 Capital Acquisition Corp
N/A
26 Capital Acquisition Corp
90138P100
7508
NS
USD
74179.04
0.2366904179
Long
EC
CORP
US
N
1
N
N
N
Adit EdTech Acquisition Corp
N/A
Adit EdTech Acquisition Corp
007024102
7500
NS
USD
74100
0.2364382171
Long
EC
CORP
US
N
1
N
N
N
Altimeter Growth Corp 2
N/A
Altimeter Growth Corp 2
G0371B109
254
NS
USD
2494.28
0.0079587465
Long
EC
CORP
US
N
1
N
N
N
Sports Ventures Acquisition Co
N/A
Sports Ventures Acquisition Corp
G8372A103
3323
NS
USD
32864.47
0.1048639230
Long
EC
CORP
US
N
1
N
N
N
One Equity Partners Open Water
N/A
One Equity Partners Open Water I Corp
68237L105
173
NS
USD
1690.21
0.0053931206
Long
EC
CORP
US
N
1
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704105
6798
NS
USD
135892.02
0.4336041421
Long
EC
CORP
US
N
1
N
N
N
Apollo Strategic Growth Capita
N/A
Apollo Strategic Growth Capital
G0411R106
8000
NS
USD
79600
0.2539876125
Long
EC
CORP
US
N
1
N
N
N
Alpha Capital Acquisition Co
N/A
Alpha Capital Acquisition Co
G0316P130
7588
NS
USD
75121.20
0.2396966612
Long
EC
CORP
US
N
1
N
N
N
Pine Island Acquisition Corp
N/A
Pine Island Acquisition Corp
722615101
123
NS
USD
1209.09
0.0038579633
Long
EC
CORP
US
N
1
N
N
N
Anaplan Inc
N/A
Anaplan Inc
03272L108
5480
NS
USD
356474
1.1374369367
Long
EC
CORP
US
N
1
N
N
N
CC Neuberger Principal Holding
N/A
CC Neuberger Principal Holdings II
G3166T103
124
NS
USD
1230.08
0.0039249382
Long
EC
CORP
US
N
1
N
N
N
Quantum FinTech Acquisition Co
N/A
Quantum FinTech Acquisition Corp
74767A105
7507
NS
USD
74169.16
0.2366588928
Long
EC
CORP
US
N
1
N
N
N
AUSTRALIAN DOLLAR /
N/A
AUSTRALIAN DOLLAR /
999999999
-0.61
OU
Currency
-0.46
-0.0000014678
Short
STIV
AU
N
1
N
N
N
Aurora Acquisition Corp
N/A
Aurora Acquisition Corp
G0698L103
7449
NS
USD
73447.14
0.2343550720
Long
EC
CORP
GB
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
-78
NS
USD
-8572.98
-0.0273546573
Short
EC
CORP
US
N
1
N
N
N
Royce Micro-Cap Trust Inc
254900D3WFIV4SD8EF19
Royce Micro-Cap Trust, Inc.
780915104
0.8860
NS
USD
9.32
0.0000297382
Long
RF
US
N
1
N
N
N
Benessere Capital Acquisition
N/A
Benessere Capital Acquisition Corp
08179B103
7490
NS
USD
76772.50
0.2449656279
Long
EC
CORP
US
N
1
N
N
N
BOA Acquisition Corp
N/A
BOA Acquisition Corp
05601A109
6152
NS
USD
60904.80
0.1943349842
Long
EC
CORP
US
N
1
N
N
N
Simmons First National Corp
549300IVR5AJKUVOGN05
Simmons First National Corp
828730200
-6031
NS
USD
-158132.82
-0.5045700679
Short
EC
CORP
US
N
1
N
N
N
Silver Crest Acquisition Corp
N/A
Silver Crest Acquisition Corp
G81355102
289
NS
USD
2840.87
0.0090646456
Long
EC
CORP
HK
N
1
N
N
N
Blue Safari Group Acquisition
N/A
Blue Safari Group Acquisition Corp
G1195R106
231
NS
USD
2321.55
0.0074075998
Long
EC
CORP
HK
N
1
N
N
N
Bridgetown Holdings Ltd
N/A
Bridgetown Holdings Ltd
G1355U113
200
NS
USD
1972
0.0062922559
Long
EC
CORP
HK
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
9636
NS
USD
901544.16
2.8766463407
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
-3301
NS
USD
-149634.33
-0.4774530932
Short
EC
CORP
US
N
1
N
N
N
Spirit of Texas Bancshares Inc
N/A
Spirit of Texas Bancshares Inc
84861D103
5973
NS
USD
156970.44
0.5008611468
Long
EC
CORP
US
N
1
N
N
N
SVF Investment Corp 3
N/A
SVF Investment Corp 3
G8601N108
7634
NS
USD
75652.94
0.2413933368
Long
EC
CORP
US
N
1
N
N
N
Cornerstone Building Brands In
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925D109
9268
NS
USD
225397.76
0.7191989813
Long
EC
CORP
US
N
1
N
N
N
Crown PropTech Acquisitions
N/A
Crown PropTech Acquisitions
G25741102
3392
NS
USD
33512.96
0.1069331243
Long
EC
CORP
US
N
1
N
N
N
Tuatara Capital Acquisition Co
N/A
Tuatara Capital Acquisition Corp
G9118J101
7429
NS
USD
73472.81
0.2344369798
Long
EC
CORP
US
N
1
N
N
N
Tuscan Holdings Corp II
549300PT0K8ZAABWJU18
Tuscan Holdings Corp. II
90070A103
2464
NS
USD
27744.64
0.0885275738
Long
EC
CORP
US
N
1
N
N
N
TriState Capital Holdings Inc
5493003JKSPN0881WX29
TriState Capital Holdings Inc
89678F100
313
NS
USD
10400.99
0.0331874701
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
-1233
NS
USD
-189561.42
-0.6048524181
Short
EC
CORP
US
N
1
N
N
N
Social Capital Suvretta Holdin
N/A
Social Capital Suvretta Holdings Corp I
G8253T106
230
NS
USD
2274.70
0.0072581108
Long
EC
CORP
US
N
1
N
N
N
Social Capital Suvretta Holdin
N/A
Social Capital Suvretta Holdings Corp III
G8253W109
1162
NS
USD
11480.56
0.0366321611
Long
EC
CORP
US
N
1
N
N
N
Dynamics Special Purpose Corp
N/A
Dynamics Special Purpose Corp
268010105
8004
NS
USD
79039.50
0.2521991695
Long
EC
CORP
US
N
1
N
N
N
EJF Acquisition Corp
N/A
EJF Acquisition Corp
G2955B109
8123
NS
USD
80092.78
0.2555599745
Long
EC
CORP
US
N
1
N
N
N
Flagstar Bancorp Inc
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930705
17322
NS
USD
734452.80
2.3434913710
Long
EC
CORP
US
N
1
N
N
N
SPX FLOW Inc
5493003YXEKRBINIEM78
SPX FLOW Inc
78469X107
5551
NS
USD
478607.22
1.5271395115
Long
EC
CORP
US
N
1
N
N
N
Founder SPAC
N/A
Founder SPAC
G3661E106
7493
NS
USD
75304.65
0.2402820133
Long
EC
CORP
US
N
1
N
N
N
Far Peak Acquisition Corp
N/A
Far Peak Acquisition Corp
G3312L103
122
NS
USD
1212.68
0.0038694183
Long
EC
CORP
US
N
1
N
N
N
Ventoux CCM Acquisition Corp
N/A
Ventoux CCM Acquisition Corp
92280L101
4500
NS
USD
45472.50
0.1450936144
Long
EC
CORP
US
N
1
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387508
-700
NS
USD
-57057
-0.1820574272
Short
EC
CORP
US
N
1
N
N
N
Zynga Inc
549300XNQ0U2EL088Z74
Zynga Inc
98986T108
49345
NS
USD
455947.80
1.4548378533
Long
EC
CORP
US
N
1
N
N
N
FTAC Athena Acquisition Corp
N/A
FTAC Athena Acquisition Corp
G37283101
6965
NS
USD
68257
0.2177943777
Long
EC
CORP
US
N
1
N
N
N
Fintech Acquisition Corp V
N/A
Fintech Acquisition Corp V
31810Q107
818
NS
USD
8073.66
0.0257614275
Long
EC
CORP
US
N
1
N
N
N
GCP Applied Technologies Inc
5493007G654QKQVEKV09
GCP Applied Technologies Inc
36164Y101
-914
NS
USD
-28717.88
-0.0916329871
Short
EC
CORP
US
N
1
N
N
N
Cartesian Growth Corp
N/A
Cartesian Growth Corp
G19276107
7566
NS
USD
74676.42
0.2382774576
Long
EC
CORP
US
N
1
N
N
N
Hennessy Capital Investment Co
N/A
Hennessy Capital Investment Corp V
42589T107
3832
NS
USD
37476.96
0.1195814522
Long
EC
CORP
US
N
1
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
44157R109
27038
NS
USD
568068.38
1.8125921049
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust Inc
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946104
-3604
NS
USD
-99037.92
-0.3160101111
Short
CORP
US
N
1
N
N
N
Healthcare Trust of America In
549300L0I14L7I0VLX84
Healthcare Trust of America Inc
42225P501
3604
NS
USD
112949.36
0.3603987220
Long
CORP
US
N
1
N
N
N
Highland Transcend Partners I
N/A
Highland Transcend Partners I Corp
G44690108
7101
NS
USD
71010
0.2265786477
Long
EC
CORP
US
N
1
N
N
N
Haymaker Acquisition Corp III
N/A
Haymaker Acquisition Corp III
42087R108
7546
NS
USD
74554.48
0.2378883715
Long
EC
CORP
US
N
1
N
N
N
Horizon Acquisition Corp II
N/A
Horizon Acquisition Corp II
G46044106
43
NS
USD
426.13
0.0013596952
Long
EC
CORP
US
N
1
N
N
N
AEA-Bridges Impact Corp
N/A
AEA-Bridges Impact Corp
G01046104
7583
NS
USD
75071.70
0.2395387167
Long
EC
CORP
KY
N
1
N
N
N
InterPrivate III Financial Par
N/A
InterPrivate III Financial Partners Inc
46064R106
7232
NS
USD
71452.16
0.2279894915
Long
EC
CORP
US
N
1
N
N
N
Investors Bancorp Inc
N/A
Investors Bancorp Inc
46146L101
11115
NS
USD
165946.95
0.5295033872
Long
EC
CORP
US
N
1
N
N
N
Longview Acquisition Corp II
549300KFRIOC6K28E041
Longview Acquisition Corp II
54319Q105
4500
NS
USD
43920
0.1401398987
Long
EC
CORP
US
N
1
N
N
N
Lux Health Tech Acquisition Co
N/A
Lux Health Tech Acquisition Corp
55068A100
4000
NS
USD
39440
0.1258451185
Long
EC
CORP
US
N
1
N
N
N
M3-Brigade Acquisition II Corp
N/A
M3-Brigade Acquisition II Corp
553800103
4500
NS
USD
43965
0.1402834847
Long
EC
CORP
US
N
1
N
N
N
Mimecast Ltd
254900ELSYFSTT9X2740
Mimecast Ltd
G14838109
8003
NS
USD
636718.68
2.0316414239
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
-801
NS
USD
-135769.50
-0.4332132054
Short
EC
CORP
US
N
1
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
12162529.43
PA
USD
12162529.43
38.8081885847
Long
STIV
RF
US
N
1
N
N
N
Northern Star Investment Corp
N/A
Northern Star Investment Corp II
66573W107
4500
NS
USD
44010
0.1404270707
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445103
-69548
NS
USD
-745554.56
-2.3789148574
Short
EC
CORP
US
N
1
N
N
N
2022-04-14
INVESTMENT MANAGERS SERIES TRUST II
/s/ Terrance P. Gallagher
Terrance P. Gallagher
President