First Trust Multi-Strategy Fund

Fund Profile

Fund profile

Tickers

FTMAX, FTMIX, FTMCX

Fund manager

Investment Managers Series Trust II

Total assets

$757.70 mm

Liabilities

$226.83 mm

Net assets

$530.87 mm

Number of holdings

293.00

Top 200 of 293 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
SPX 09/30/24 C4500 09/24 4500.0 CAL /	180.65 mm	1.43 k contracts	34.03	Equity derivative	Long	USA
SPX 12/31/24 C5000 12/24 5000.0 CAL /	126.00 mm	1.51 k contracts	23.73	Equity derivative	Long	USA
MSILF Government Portfolio - Class Institutional	79.99 mm	79.99 mm principal	15.07	Short-term investment vehicle	Long	USA
SPX 12/31/24 P6000 12/24 6000.0 PUT /	38.13 mm	1.51 k contracts	7.18	Equity derivative	Long	USA
AGR Avangrid, Inc.	10.35 mm	289.25 k shares	1.95	Common equity	Long	USA
MRO Marathon Oil Corp	8.40 mm	315.58 k shares	1.58	Common equity	Long	USA
SQSP Squarespace, Inc.	7.34 mm	158.12 k shares	1.38	Common equity	Long	USA
SRCL Stericycle Inc	7.29 mm	119.47 k shares	1.37	Common equity	Long	USA
SMAR Smartsheet Inc	7.10 mm	128.21 k shares	1.34	Common equity	Long	USA
K Kellogg Company	5.10 mm	63.23 k shares	0.96	Common equity	Long	USA
HCP HashiCorp, Inc.	5.07 mm	149.79 k shares	0.96	Common equity	Long	USA
NVEI Nuvei Corp	3.94 mm	118.05 k shares	0.74	Common equity	Long	Canada
RCM R1 RCM Inc.	3.76 mm	265.38 k shares	0.71	Common equity	Long	USA
ENV Envestnet, Inc.	3.19 mm	50.99 k shares	0.60	Common equity	Long	USA
PRFT Perficient, Inc.	3.06 mm	40.59 k shares	0.58	Common equity	Long	USA
PETQ PetIQ, Inc.	3.06 mm	99.29 k shares	0.58	Common equity	Long	USA
ANSC Agriculture & Natural Solutions Acquisition Corporation Warrant	2.84 mm	273.95 k shares	0.53	Common equity	Long	USA
AACT Ares Acquisition Corporation II	2.63 mm	243.04 k shares	0.50	Common equity	Long	USA
AAM American Axle & Manufacturing Holdings, Inc.	2.63 mm	262.62 k shares	0.50	Common equity	Long	USA
Stelco Holdings, Inc.	2.63 mm	53.34 k shares	0.50	Common equity	Long	Canada
ALFUW Centurion Acquisition Corp.	2.24 mm	223.84 k shares	0.42	Common equity	Long	USA
GPAT GP-Act III Acquisition Corp. Class A Ordinary Share	2.22 mm	221.06 k shares	0.42	Common equity	Long	USA
CHUY Chuy's Holdings, Inc.	2.07 mm	55.35 k shares	0.39	Common equity	Long	USA
Elmwood CLO IV Ltd.	2.01 mm	2.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HPS Loan Management 13-2018 Ltd.	2.01 mm	2.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta VII Funding Ltd.	2.00 mm	2.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CBAM 2017-4 Ltd.	2.00 mm	2.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 86 CLO Ltd.	2.00 mm	2.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle Global Market Strategies CLO 2012-4 Ltd.	2.00 mm	2.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO 2023-4 Ltd.	2.00 mm	2.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle Global Market Strategies CLO 2014-4-R Ltd.	2.00 mm	2.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Octagon Investment Partners 18-R Ltd.	1.98 mm	2.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEGT Legato Merger Corp. III	1.96 mm	192.64 k shares	0.37	Common equity	Long	USA
Dryden 36 Senior Loan Fund	1.96 mm	1.96 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LPAA Launch One Acquisition Corp.	1.91 mm	191.38 k shares	0.36	Common equity	Long	USA
BlueMountain Fuji U.S. Clo II Ltd.	1.87 mm	1.90 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HONDU HCM II Acquisition Corp. Unit	1.87 mm	186.88 k shares	0.35		Long	USA
GRAF Graf Global Corp.	1.85 mm	185.07 k shares	0.35	Common equity	Long	USA
CUB Lionheart Holdings	1.82 mm	182.40 k shares	0.34	Common equity	Long	USA
Regatta XIV Funding Ltd.	1.80 mm	1.80 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XX	1.76 mm	1.75 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MBAV M3-Brigade Acquisition V Corp. Warrant	1.76 mm	175.59 k shares	0.33	Common equity	Long	USA
CARLYLE U.S. CLO 2017-4 Ltd.	1.71 mm	1.70 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SIMA Sonics & Materials, Inc.	1.64 mm	163.95 k shares	0.31	Common equity	Long	USA
Heroux-Devtek, Inc.	1.55 mm	65.13 k shares	0.29	Common equity	Long	Canada
AIMCO CLO 22 Ltd.	1.51 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Jersey
Carlyle Global Market Strategies CLO 2014-2R Ltd.	1.51 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XV	1.51 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Galaxy Xxiv Clo Ltd.	1.51 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2020-3 Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 5 Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HPS Loan Management 8-2016 Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXIX	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2014-6 Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2017-IV Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2014-1 Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUND POINT CLO XVII Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Long Point Park CLO Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2018-1 Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXX	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bain Capital Credit CLO 2018-2	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Management U.S. CLO 5 Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Aimco CLO 11 Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta VIII Funding Ltd.	1.50 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2013-III-R Ltd.	1.48 mm	1.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARES L CLO Ltd.	1.45 mm	1.45 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XIV Funding Ltd.	1.39 mm	1.40 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NETD Nabors Energy Transition Corp. II Class A Ordinary Shares	1.38 mm	129.64 k shares	0.26	Common equity	Long	USA
Upland CLO Ltd.	1.34 mm	1.34 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2016-1 Ltd.	1.33 mm	1.33 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MACI Melar Acquisition Corp. I Warrant	1.31 mm	131.15 k shares	0.25	Common equity	Long	USA
Sound Point Clo XX Ltd.	1.31 mm	1.35 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Magnetite XXXV Ltd.	1.28 mm	1.25 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2018-3 Ltd.	1.26 mm	1.25 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings Clo Ltd. 2015-II	1.25 mm	1.25 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2018-2 Ltd.	1.25 mm	1.25 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XV Funding Ltd.	1.25 mm	1.25 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Symphony CLO 38 Ltd.	1.24 mm	1.23 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Bermuda
HYAC Haymaker Acquisition Corp. 4	1.14 mm	107.37 k shares	0.22	Common equity	Long	USA
Apidos CLO XXIV	1.14 mm	1.15 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VCIC Vine Hill Capital Investment Corp.	1.13 mm	113.06 k shares	0.21		Long	USA
OZLM XX Ltd.	1.12 mm	1.12 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Magnetite XXV Ltd.	1.11 mm	1.10 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bristol Park CLO Ltd.	1.05 mm	1.05 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle U.S. CLO 2023-5 Ltd.	1.04 mm	1.00 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 12 Ltd.	1.04 mm	1.00 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KKR CLO 44 Ltd.	1.03 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Empower CLO 2023-2 Ltd.	1.03 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
720 East CLO 2023-II Ltd.	1.03 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 3 Ltd.	1.03 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XXVI Funding Ltd.	1.02 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Signal Peak CLO 5 Ltd.	1.02 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2023-30 Ltd.	1.02 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Jersey
Post CLO 2024-1 Ltd.	1.02 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2023-30 Ltd.	1.02 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Jersey
Trinitas CLO XXV Ltd.	1.02 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Bermuda
VACHU Voyager Acquisition Corp Unit	1.01 mm	101.77 k shares	0.19	Common equity	Long	USA
OCP CLO 2020-20 Ltd.	1.01 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2022-4 Ltd.	1.01 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Hartwick Park CLO Ltd.	1.01 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Jersey
Voya CLO 2021-2 Ltd.	1.01 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2019-16 Ltd.	1.01 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Mountain CLO 1 Ltd.	1.01 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XV Funding Ltd.	1.01 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dewolf Park CLO Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dewolf Park CLO Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XIII Funding Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Galaxy XXVI CLO Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flatiron CLO 20 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Magnetite XX Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Southwick Park CLO LLC	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OZLM XXI Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OZLM XXII Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings CLO Ltd. 2019-III	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle Global Market Strategies CLO 2015-4 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cedar Funding V CLO Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Alinea CLO 2018-1 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BlueMountain Fuji U.S. Clo I Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CBAM 2017-1 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 41 Senior Loan Fund	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eaton Vance Clo 2015-1 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Annisa CLO Ltd. 2016-2	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta VII Funding Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXVIII	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crestline Denali CLO XIV Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cedar Funding VII Clo Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2018-II Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 28 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 9 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2019-1 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2019-1 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 6 Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XVI Funding Ltd.	1.00 mm	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 27 Ltd.	999.88 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Mountain View Clo XV Ltd.	999.87 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2013-3 Ltd.	999.80 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2014-III Ltd.	999.27 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bryant Park Funding 2024-23 Ltd.	998.96 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle Global Market Strategies CLO 2014-3-R Ltd.	998.74 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Marble Point CLO XII Ltd.	998.52 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Verdelite Static CLO 2024-1 Ltd.	998.11 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Jersey
Voya CLO 2015-3 Ltd.	997.89 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HPS Loan Management 13-2018 Ltd.	997.62 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HPS Loan Management 8-2016 Ltd.	996.25 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cedar Funding VII Clo Ltd.	995.36 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 36 Senior Loan Fund	995.29 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE U.S. CLO 2019-1 Ltd.	995.15 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Marathon CLO XII Ltd.	993.26 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Octagon Investment Partners 37 Ltd.	989.28 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2015-I Ltd.	985.72 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE U.S. CLO 2017-5 Ltd.	982.94 k	1.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Newark BSL CLO 2 Ltd.	980.11 k	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sound Point CLO XVIII Ltd.	978.09 k	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bain Capital Credit CLO 2020-3 Ltd.	970.39 k	970.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 45 Senior Loan Fund	950.00 k	950.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RENE Cartesian Growth Corporation II	935.32 k	81.62 k shares	0.18	Common equity	Long	USA
OZLM XX Ltd.	935.01 k	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AY Atlantica Sustainable Infrastructure plc	860.87 k	39.17 k shares	0.16	Common equity	Long	UK
RFAI RF Acquisition Corp II Right	847.88 k	83.78 k shares	0.16	Common equity	Long	Singapore
SVII Spring Valley Acquisition Corp. II	839.77 k	74.78 k shares	0.16	Common equity	Long	USA
MCAA Mountain & Co. I Acquisition Corp.	836.28 k	71.17 k shares	0.16	Common equity	Long	USA
Myers Park CLO Ltd.	803.06 k	800.00 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Galaxy XXI CLO Ltd.	803.03 k	800.00 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flatiron CLO 24 Ltd.	775.99 k	750.00 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Jersey
Octagon 60 Ltd.	755.12 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 106 CLO Ltd.	754.28 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2017-1 Ltd.	753.32 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXXIII	753.19 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ares XXXIIR CLO Ltd.	753.05 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings CLO Ltd. 2018-III	752.85 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2013-III-R Ltd.	752.68 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Upland CLO Ltd.	752.64 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXXI	752.38 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Galaxy Xxviii Clo Ltd.	751.46 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LCM XXV Ltd.	750.49 k	750.27 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2014-5 Ltd.	749.03 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crestline Denali CLO XVII Ltd.	746.70 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle Global Market Strategies CLO 2014-4-R Ltd.	729.56 k	750.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2013-1 Ltd.	717.29 k	716.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BSII Black Spade Acquisition II Co	693.48 k	69.63 k shares	0.13		Long	Hong Kong
Mercer Park Opportunities Corp.	687.98 k	71.59 k shares	0.13	Common equity	Long	Cayman Islands
CEP Cantor Equity Partners, Inc. Class A Ordinary Shares	684.48 k	68.31 k shares	0.13	Common equity	Long	USA
PHYTF Pyrophyte Acquisition Corp.	638.15 k	55.44 k shares	0.12	Common equity	Long	USA
CHEB Chenghe Acquisition II Co.	631.70 k	63.04 k shares	0.12	Common equity	Long	Singapore
ALCYW Alchemy Investments Acquisition Corp 1	613.39 k	56.35 k shares	0.12	Common equity	Long	USA
OZLM XXIII Ltd.	590.00 k	590.00 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SLMUF Slam Corp.	579.94 k	52.06 k shares	0.11	Common equity	Long	USA
IPXX Inflection Point Acquisition Corp. II	558.32 k	51.99 k shares	0.11	Common equity	Long	USA
SPKL Spark I Acquisition Corp. Warrant	551.24 k	52.50 k shares	0.10	Common equity	Long	USA
FSHP Flag Ship Acquisition Corp. Ordinary Shares	529.21 k	52.82 k shares	0.10	Common equity	Long	USA
Shackleton 2015-VII-R CLO Ltd.	526.14 k	525.00 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SKGR SK Growth Opportunities Corporation	524.76 k	46.36 k shares	0.10	Common equity	Long	USA
HPS Loan Management 2023-17 Ltd.	514.41 k	500.00 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Jersey
Symphony CLO 34-PS Ltd.	511.56 k	500.00 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Bermuda
NEPH Nephros, Inc.	506.63 k	70.96 k shares	0.10	Common equity	Long	USA
APIDOS CLO XLI Ltd.	505.76 k	500.00 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Jersey
Regatta VIII Funding Ltd.	503.02 k	500.00 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AIMCO CLO 10 Ltd.	502.43 k	500.00 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Magnetite XV Ltd.	501.74 k	500.00 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BKHA Black Hawk Acquisition Corporation Units	501.27 k	49.00 k shares	0.09	Common equity	Long	USA