# EDGAR Filing Document

**Accession Number:** 0001208133
**File Stem:** 0000940400-26-008398
**Filing Date:** 2026-2
**Character Count:** 143904
**Document Hash:** 61fb808b49d25be18effc36503a522d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008398.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008398

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MERGER FUND VL
- **CENTRAL INDEX KEY:** 0001208133

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21279
- **FILM NUMBER:** 26684151

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

## Series and Classes Contracts Data

### The Merger Fund VL (Series ID: S000005160)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000014130 | The Merger Fund VL | MERVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Merger Fund VL

- **b. Investment Company Act file number:** 811-21279

- **c. CIK number of Registrant:** 0001208133

- **d. LEI of Registrant:** WL4YANUDQ0FQJ0MXSM49

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301

  - **Telephone number:** 800-243-1574

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

- **a. Name of Series:** The Merger Fund VL

- **b. EDGAR series identifier (if any):** S000005160

- **c. LEI of Series:** WL4YANUDQ0FQJ0MXSM49

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $26624649.09

**Total Liabilities:** $2130734.46

**Net Assets:** $24493914.63

**Cash Not Reported:** $1858275.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014130 | 0.50%                | 0.41%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-49541.89               | $30457.68                                  |
| Month 2  | $34575.35                | $-152452.36                                |
| Month 3  | $-74825.65               | $286440.69                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                          | KENVUE INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         3 | NC      | $18.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -64 | NC      | $-22080.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3237 | NS      | $33114.51     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II                               | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2082 | NS      | $21319.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| McKinley Acquisition Corp                                | McKinley Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2089 | NS      | $20827.33     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                     | Chart Industries Inc                                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      4687 | NS      | $966600.01    | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Haymaker Acquisition Corp 4                              | Haymaker Acquisition Corp 4                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19366 | NS      | $220385.08    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners V Inc                             | Cantor Equity Partners V Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3758 | NS      | $38519.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Highview Merger Corp                                     | Highview Merger Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1419 | NS      | $14190.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                | Jackson Acquisition Co II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10834 | NS      | $2600.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6804 | NS      | $1190.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                 | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50196.35     | 0.20%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | ELECTRONIC ARTS INC                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-12.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITHAX Acquisition Corp III                               | ITHAX Acquisition Corp III                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2060 | NS      | $20517.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW PROVIDENCE ACQUISITION-A                             | New Providence Acquisition Corp III                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3638 | NC      | $1838.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                                  | Siddhi Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11711 | NS      | $120271.97    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Commerce Partners Corp                            | Social Commerce Partners Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $10470.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9423 | NS      | $1507.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                            | Crane Harbor Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1302 | NS      | $14022.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pantages Capital Acquisition C                           | Pantages Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5037 | NS      | $1008.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fact II Acquisition Corp                                 | Fact II Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11340 | NS      | $118162.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                              | A Paradise Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       838 | NS      | $8606.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                            | Crane Harbor Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2546 | NS      | $2036.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | ELECTRONIC ARTS INC                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -2 | NC      | $-18.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                   | Tavia Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8747 | NS      | $91318.68     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                      | TreeHouse Foods Inc                                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      4643 | NS      | $109528.37    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106328 | PA      | $107617.40    | 0.44%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7632 | NS      | $77617.44     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumsphere Acquisition Corp                           | Quantumsphere Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2089 | NS      | $20910.89     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Acquisition Corp                                 | Bayview Acquisition Corp                                      | CUSIP: 07323B118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2923 | NS      | $496.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                             | Target Global Acquisition I Corp                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |      1600 | NC      | $16.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graf Global Corp                                         | Graf Global Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $25876.53     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                           | Frontier Communications Parent Inc                            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28275 | NS      | $1076429.25   | 4.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING TONTINE SPAR                                    | PERSHING TONTINE SPAR                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1848 | NS      | $831.60       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | KENVUE INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -3 | NC      | $-459.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quartzsea Acquisition Corp                               | Quartzsea Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $9870.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDEL FINANCIAL II INC                                   | Aldel Financial II Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3734 | NC      | $1530.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III Inc                           | Cantor Equity Partners III Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       419 | NS      | $4273.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVARD AVE ACQUISITION CORP                             | HARVARD AVE ACQUISITION CORP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1240 | NS      | $12338.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                             | Alchemy Investments Acquisition Corp 1                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2148 | NC      | $451.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition C                           | Republic Digital Acquisition Co                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $6696.06      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                             | Wintergreen Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2106 | NS      | $21375.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp                                  | Cayson Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1811 | NS      | $19305.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Co                           | Activate Energy Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2897 | NS      | $28970.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                | Warner Bros Discovery Inc                                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     30425 | NS      | $876848.50    | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -12 | NC      | $-204.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| McKinley Acquisition Corp                                | McKinley Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       832 | NS      | $8369.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6945 | NS      | $9549.38      | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Lightwave Acquisition Corp                               | Lightwave Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6220 | NS      | $62511.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DUNE ACQUISITION CORP II                                 | Dune Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4050 | NC      | $1038.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                  | Avidity Biosciences Inc                                       | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8305 | NS      | $599039.65    | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech SPAC Partners                            | Archimedes Tech SPAC Partners II Co                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7157 | NS      | $74146.52     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                             | Wintergreen Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        38 | NS      | $4.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eureka Acquisition Corp                                  | Eureka Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       418 | NS      | $4593.82      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                              | Live Oak Acquisition Corp V                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4579 | NS      | $47163.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Investment Corp I                                 | Origin Investment Corp I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      3737 | NS      | $37893.18     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | EXACT SCIENCES CORP                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -9 | NC      | $-27.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                                        | Silverbox Corp IV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2408 | NS      | $25476.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rising Dragon Acquisition Corp                           | Rising Dragon Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4842 | NS      | $50550.48     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners I Inc                             | Cantor Equity Partners I Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1059 | NS      | $11034.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FACT II ACQUISITION CORP                                 | Fact II Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2548 | NC      | $891.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp                                   | Emmis Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $221.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                         | Coeur Mining Inc                                              | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Short            | EC               | CORP              | US        |    -12006 | NS      | $-214066.98   | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| COPLEY ACQUISITION CORP-A                                | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      3573 | NS      | $612.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp                                  | Cayson Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1811 | NS      | $412.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp II                           | Roman DBDR Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2106 | NS      | $21965.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                            | Crane Harbor Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       410 | NS      | $4126.65      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -81 | NC      | $-9072.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Meshflow Acquisition Corp                                | Meshflow Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2888 | NS      | $28880.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3704 | NS      | $793.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Co                           | Thayer Ventures Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2371 | NS      | $497.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Cor                           | Silver Pegasus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1048 | NS      | $10888.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneBridge Acquisition II Cor                           | StoneBridge Acquisition II Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       738 | NS      | $7343.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Drive Acquisition Co                            | American Drive Acquisition Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1319 | NS      | $13176.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2148 | NS      | $343.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE CVR                             | ACROPOLIS INFRASTRUCTURE CVR                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3967 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIGHTWAVE ACQUISITION CORP-A                             | Lightwave Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2065 | NC      | $393.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Woods Acquisition Corp                               | Oak Woods Acquisition Corp                                    | CUSIP: 67190B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9906 | NS      | $119862.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -18 | NC      | $-4860.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5798 | NS      | $59197.58     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Leapfrog Acquisition Corp                                | Leapfrog Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       959 | NS      | $9594.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart Holdings                                       | Lionheart Holdings                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3332 | NS      | $35585.76     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition II Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4141 | NS      | $40995.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                       | Union Pacific Corp                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |       -74 | NS      | $-17117.68    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Pantages Capital Acquisition C                           | Pantages Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5037 | NS      | $52183.32     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                   | BERTO ACQUISITION CORP                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       321 | NC      | $118.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-Act III Acquisition Corp                              | GP-Act III Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13490 | NS      | $144343.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Acquisition Corp                               | Centurion Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8128 | NS      | $86807.04     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                            | Clearwater Analytics Holdings Inc                             | CUSIP: 185123106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -600 | NS      | $-14472.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -16 | NC      | $-4560.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                            | Clearwater Analytics Holdings Inc                             | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $14472.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      7069 | NS      | $71114.14     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KEEN VISION ACQUISITION CORP                             | Keen Vision Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6597 | NC      | $336.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition                           | CSLM Digital Asset Acquisition Corp III Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3333 | NS      | $33163.35     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corp                                       | Apex Treasury Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4174 | NS      | $41280.86     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital GSS Investment Co                           | Bain Capital GSS Investment Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2090 | NS      | $21359.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC-CL A                                | Gores Holdings X Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1091 | NC      | $742.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Cor                           | Silver Pegasus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2914 | NS      | $29402.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                              | Hologic Inc                                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2637 | NS      | $196430.13    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER ACQUISITION CORP II-A                             | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1041 | NC      | $364.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -22 | NC      | $-5940.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LAUNCH TWO ACQUISITION- CL A                             | Launch Two Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1573 | NC      | $496.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Asset Acquisition Corp                              | Real Asset Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1874 | NS      | $19114.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURION ACQUISITION CORP                               | Centurion Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       626 | NC      | $200.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co                               | Chenghe Acquisition III Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      2288 | NS      | $22948.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    114123 | PA      | $113409.71    | 0.46%             | 2029-04-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Agriculture & Natural Solution                           | Agriculture & Natural Solutions Acquisition Corp              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24814 | NS      | $277172.38    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWHOLD INVESTMENT CORP II-A                             | NewHold Investment Corp III                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       896 | NC      | $322.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5438 | NS      | $55358.84     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Launch Two Acquisition Corp                              | Launch Two Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6286 | NS      | $66003.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp                            | Cohen Circle Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1764 | NS      | $18275.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | EXACT SCIENCES CORP                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -2 | NC      | $-6.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -10 | NC      | $-3510.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Black Hawk Acquisition Corp                              | Black Hawk Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $152.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM Acquisition Corp I                                   | SIM Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10780 | NS      | $114160.20    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    129000 | PA      | $142648.35    | 0.58%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11620 | NS      | $117943.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ZALATORIS ACQUISITION CORP                               | ZALATORIS ACQUISITION CORP                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3001 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Instruments Fund | Goldman Sachs Financial Square Treasury Instruments Fund      | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |    512623 | NS      | $512623.00    | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp                                     | ESH Acquisition Corp                                          | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3862 | NS      | $791.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Cloud Star Acquisition Corp                           | DT Cloud Star Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1025 | NS      | $11131.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp II                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       648 | NS      | $341.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lake Superior Acquisition Corp                           | Lake Superior Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1671 | NS      | $16609.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | TECK RESOURCES LTD                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -106 | NC      | $-91690.00    | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| A Paradise Acquisition Corp                              | A Paradise Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      4522 | NS      | $45446.10     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                             | BEST SPAC I Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       418 | NS      | $4234.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp                           | Crown Reserve Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5029 | NS      | $49988.26     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV Acquisition Corp                                  | GSR IV Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5373 | NS      | $55341.90     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP I-CL A                             | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       605 | NC      | $484.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners IV Inc                            | Cantor Equity Partners IV Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1659 | NS      | $17054.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimei Health Technology Co Ltd                           | Aimei Health Technology Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3362 | NS      | $1344.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                           | DREYFUS GOVERNMENT CASH MANAGE                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     32249 | NS      | $32249.37     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                   | Tavia Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5000 | NS      | $1046.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       635 | NS      | $152.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -24 | NC      | $-2280.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                                | TEGNA Inc                                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     10801 | NS      | $209647.41    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                 | Tevogen Bio Holdings Inc                                      | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               | CORP              | US        |      1068 | NC      | $45.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition Corp                       | Newbury Street II Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2521 | NC      | $582.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       434 | NS      | $4383.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp III                                   | Legato Merger Corp III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5402 | NS      | $58773.76     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT                                         | City Office REIT Inc                                          | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | CA        |        50 | NS      | $1266.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                              | NewHold Investment Corp III                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4233 | NS      | $43853.88     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                   | Liberty Broadband Corp                                        | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      4681 | NS      | $225998.68    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp II                           | Blue Water Acquisition Corp III                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1663 | NS      | $17162.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                                               | AKOUOS INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4144 | NS      | $3108.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        19 | NC      | $874.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM ACQUISITION CORP I-A                                 | SIM Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1902 | NC      | $409.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                           | Cantaloupe Inc                                                | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     12155 | NS      | $129086.10    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                             | BEST SPAC I Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       418 | NS      | $63.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK ACQUISITION CORP-A                              | Live Oak Acquisition Corp V                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       940 | NC      | $925.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC                                     | GORES HOLDINGS X INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4367 | NS      | $44936.43     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NMP Acquisition Corp                                     | NMP Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4148 | NS      | $41562.96     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       581 | NS      | $5949.44      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL CAPITAL CORP XI                                | CHURCHILL CAPITAL CORP XI                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $4492.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2821 | NS      | $29028.09     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    490875 | PA      | $487532.13    | 1.99%             | 2030-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -26 | NC      | $-2912.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital8 Corp                                         | GigCapital8 Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9018 | NS      | $89188.02     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                        | ProAssurance Corp                                             | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     17494 | NS      | $422655.04    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV Ventures Acquisition Corp                            | EQV Ventures Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4134 | NS      | $41381.34     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3373 | NS      | $540.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                   | BERTO ACQUISITION CORP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3647 | NS      | $36980.58     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                          | Sealed Air Corp                                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      7473 | NS      | $309606.39    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lake Superior Acquisition Corp                           | Lake Superior Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2133 | NS      | $21585.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2729 | NS      | $27672.06     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                           | Rocket Cos Inc                                                | CUSIP: 77311W101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -70644 | NS      | $-1367661.58  | -5.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                           | Rocket Cos Inc                                                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70644 | NS      | $1367661.58   | 5.58%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | HKD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTENERGY ACQUISITION CORP-A                             | AltEnergy Acquisition Corp                                    | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       800 | NC      | $20.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Cor                           | New Providence Acquisition Corp III                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10916 | NS      | $111998.16    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                             | Cadence Bank                                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      2832 | NS      | $121322.88    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                                      | Exact Sciences Corp                                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      6500 | NS      | $660140.00    | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp                           | Crown Reserve Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2085 | NS      | $21037.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITION II CORP                           | IRON HORSE ACQUISITION II CORP                                | CUSIP: 46283H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1319 | NS      | $13110.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indigo Acquisition Corp                                  | Indigo Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2089 | NS      | $21057.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IB Acquisition Corp                                      | IB Acquisition Corp                                           | CUSIP: 44934N116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4303 | NS      | $296.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment C                           | Vine Hill Capital Investment Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       775 | NS      | $8346.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commscope Inc                                            | COMMSCOPE LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216000 | PA      | $216101.52    | 0.88%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1729.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BTC Development Corp                                     | BTC Development Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       418 | NS      | $4238.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitcoin Infrastructure Acquisi                           | Bitcoin Infrastructure Acquisition Corp Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1822 | NS      | $18147.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                      | Electronic Arts Inc                                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      5217 | NS      | $1065989.61   | 4.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA ACQUISITION -CLASS A                              | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1095 | NC      | $897.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp II                           | AA Mission Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4001 | NS      | $39809.95     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN ACQUISITION CORP-CL A                              | Titan Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6282 | NC      | $2198.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Wellness Acquisitio                           | Integrated Wellness Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $7233.48      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp                             | IRON HORSE ACQUISITIONS CORP                                  | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |       465 | NS      | $2562.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kochav Defense Acquisition Cor                           | Kochav Defense Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9640 | NS      | $2313.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEDDARTECH HOLDINGS INC                                  | LeddarTech Holdings Inc                                       | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      2213 | NC      | $0.89         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-871.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Acquisition Corp I                             | Perimeter Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1272 | NS      | $13559.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                    | Blue Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1033 | NS      | $10867.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starry Sea Acquisition Corp                              | Starry Sea Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3134 | NS      | $31434.02     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co                               | Chenghe Acquisition III Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |        17 | NS      | $169.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                              | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       863 | NC      | $250.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIBBON ACQUISITION CORP                                  | RIBBON ACQUISITION CORP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1890 | NS      | $19637.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                    | Norfolk Southern Corp                                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3453 | NS      | $996950.16    | 4.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                             | Dayforce Inc                                                  | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4721 | NS      | $326504.36    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                              | Endeavor Group Holdings Inc                                   | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56060 | NS      | $1697496.80   | 6.93%             |  |  |  | No            |                  3 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                             | Iron Horse Acquisitions Corp                                  | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |      2326 | NC      | $209.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $91.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Valley Acquisition Cor                           | Silicon Valley Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1466 | NS      | $14579.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3005 | NS      | $30831.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6925 | NS      | $1385.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamix Corp III                                         | Dynamix Corp III                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       419 | NS      | $4210.95      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D Boral ARC Acquisition I Corp                           | D Boral ARC Acquisition I Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8108 | NS      | $81323.24     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Syniverse Holdings Inc.                                  | Syniverse Holdings LLC/DE                                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |     67725 | PA      | $65040.38     | 0.27%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| INHIBRX INC                                              | INHIBRX INC                                                   | CUSIP: 457CVR017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2449 | NS      | $2755.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kochav Defense Acquisition Cor                           | Kochav Defense Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12089 | NS      | $122582.46    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                                        | Altaba Inc Escrow                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    348047 | NS      | $469863.45    | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                                     | Dye & Durham Ltd                                              | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    435000 | PA      | $295522.89    | 1.21%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-835.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bluerock Acquisition Corp                                | Bluerock Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2060 | NS      | $20600.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LIBERTY INC                                          | GCI LIBERTY INC ESCROW SHARE                                  | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1015 | NS      | $126.88       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Blue Acquisition Corp                                    | Blue Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2341 | NS      | $23901.61     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ILEARNINGENGINES INC                                     | iLearningEngines Holdings Inc                                 | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5381 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armada Acquisition Corp II                               | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7139 | NS      | $73103.36     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Daedalus Special Acquisition C                           | Daedalus Special Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1586 | NS      | $15939.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AI Infrastructure Acquisition                            | AI Infrastructure Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2195 | NS      | $21818.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C                           | Inflection Point Acquisition Corp IV                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $8136.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7244 | NS      | $73526.60     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp                           | ChampionsGate Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $5125.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | HKD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $134.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4473.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51666.07     | 0.21%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1043 | NS      | $10492.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2866 | NS      | $28831.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                             | Comerica Inc                                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      6190 | NS      | $538096.70    | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                             | Comerica Inc                                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |        -4 | NS      | $-347.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GRAF GLOBAL CORP-CL A                                    | Graf Global Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1202 | NC      | $543.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       712 | NS      | $7233.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                   | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1727 | NS      | $17891.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II- A                              | CARTESIAN GROWTH CORP II                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       873 | NC      | $235.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp II                             | Andretti Acquisition Corp II                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13560 | NS      | $142922.40    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-896.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                | Brighthouse Financial Inc                                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       265 | NS      | $17169.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumsphere Acquisition Corp                           | Quantumsphere Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $8459.58      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LaFayette Acquisition Corp                               | LaFayette Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1690 | NS      | $16933.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                            | Confluent Inc                                                 | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      7185 | NS      | $217274.40    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10419 | NS      | $105336.09    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICULTURE & NATURAL SOLUTI                             | Agriculture & Natural Solutions Acquisition Corp              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1654 | NC      | $552.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3005 | NS      | $601.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                                   | Titan Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12564 | NS      | $128906.64    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                       | Teck Resources Ltd                                            | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     13670 | NS      | $654656.30    | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition VI Corp                           | M3-Brigade Acquisition VI Corp                                | CUSIP: 000000000<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |       415 | NS      | $4191.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-886.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition II Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4207 | NS      | $42070.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                   | Goal Acquisitions Corp                                        | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8032 | NC      | $0.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2046 | NS      | $20725.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                  | Big River Steel LLC / BRS Finance Corp                        | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $93674.62     | 0.38%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Copley Acquisition Corp                                  | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      8053 | NS      | $82060.07     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT Acquisition Corp                                     | 1RT Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       226 | NS      | $2341.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                                              | ABIOMED Inc                                                   | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $1465.20      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| EXACT SCIENCES CORP                                      | Exact Sciences Corp                                           | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $138240.00    | 0.56%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                               | Kenvue Inc                                                    | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       300 | NS      | $5175.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Calisa Acquisition Corp                                  | Calisa Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $1379.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-169.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Translational Development Acqu                           | Translational Development Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1637 | NS      | $17172.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                | Jackson Acquisition Co II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10834 | NS      | $112890.28    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dt Cloud Acquisition Corp                                | Dt Cloud Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1554 | NS      | $357.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Globa Terra Acquisition Corp                             | Globa Terra Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     11391 | NS      | $115049.10    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Flag Ship Acquisition Corp                               | Flag Ship Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       436 | NS      | $4691.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                              | Roman DBDR Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1705 | NC      | $988.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Acquisition Corp I                                | Viking Acquisition Corp I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $6292.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET SPECIALTY PROD                                   | Calumet Specialty Products Partners LP / Calumet Finance Corp | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $223846.51    | 0.91%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8630 | NS      | $2071.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS Inc                                               | TaskUS Inc                                                    | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |      5158 | NS      | $60812.82     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $340.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emmis Acquisition Corp                                   | Emmis Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $14507.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AI Infrastructure Acquisition                            | AI Infrastructure Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3346 | NS      | $34062.28     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureCrest Acquisition Corp                             | FutureCrest Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $849.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition                           | CSLM Digital Asset Acquisition Corp III Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3325 | NS      | $33649.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CALISA ACQUISITION CORP                                  | CALISA ACQUISITION CORP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2472 | NS      | $24546.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2148 | NS      | $22210.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                 | Dune Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6001 | NS      | $61150.19     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp                                 | Voyager Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15231 | NS      | $162514.77    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition                            | Newbury Street II Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9346 | NS      | $97759.16     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OTG Acquisition Corp I                                   | OTG Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1039 | NS      | $10587.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $152.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1467 | NS      | $308.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Gold Inc                                             | New Gold Inc                                                  | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |     24219 | NS      | $210947.49    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                              | Corner Growth Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       895 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Solarius Capital Acquisition C                           | Solarius Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5320 | NS      | $53466.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13796 | NS      | $140167.36    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp                                         | GigCapital7 Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4427 | NS      | $46660.58     | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| MOBIUS MERGER SUB                                        | Mobius Merger Sub Inc                                         | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $9015.66      | 0.04%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5621 | NS      | $56603.47     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Launchpad Cadenza Acquisition                            | Launchpad Cadenza Acquisition Corp I                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2941 | NS      | $29351.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp II                            | Pyrophyte Acquisition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2089 | NS      | $21015.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $112.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Mission Acquisition Corp                              | AA Mission Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33255 | NS      | $354830.85    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1263 | NS      | $12756.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7452 | NS      | $77500.80     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                               | Galata Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1455 | NS      | $14608.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1675 | NS      | $16967.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp II                           | Blue Water Acquisition Corp III                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3350 | NS      | $35342.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vendome Acquisition Corp I                               | Vendome Acquisition Corp I                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4271 | NS      | $43008.97     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                   | Palo Alto Networks Inc                                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |      -391 | NS      | $-72022.20    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE ESCROW                                   | PERSHING SQUARE ESCROW                                        | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7392 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TEGNA INC                                                | TEGNA Inc                                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42621.35     | 0.17%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $364.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCM III Acquisition Corp                                 | HCM III Acquisition Corp                                      | CUSIP: 000000000<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | US        |       209 | NS      | $2140.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV Ventures Acquisition Corp                            | EQV Ventures Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1737 | NS      | $18221.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                           | Air Lease Corp                                                | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      2876 | NS      | $184725.48    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                             | 26 Capital Acquisition Corp                                   | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       900 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CyberArk Software Ltd                                    | CyberArk Software Ltd                                         | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      2469 | NS      | $1101322.14   | 4.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Co                           | Thayer Ventures Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4461 | NS      | $45145.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                             | Archimedes Tech SPAC Partners II Co                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1297 | NC      | $712.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corp                                       | Apex Treasury Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1258 | NS      | $12592.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp III                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1655 | NS      | $17096.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER ACQUISITION CORP                                 | Voyager Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2090 | NC      | $480.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $100.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SilverBox Corp V                                         | SilverBox Corp V                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       828 | NS      | $8313.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp IX                                | Churchill Capital Corp IX                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $10013.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-995.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | CAD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-870.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-200.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-55.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CHARTER COMMUNICATIONS INC                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $36212.93     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-30.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CHARTER COMMUNICATIONS INC                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4577.37      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1966.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $50.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $20.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-352.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $266.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | TECK RESOURCES LTD                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       106 | NC      | $212.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $74.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $244.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $51.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $898.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $676.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1043.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1645.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $366.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS CYBERARK SOFTWARE LTD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-25426.18    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $187.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | USD/GBP FORWARD                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2781.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $740.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $97.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS CONFLUENT INC                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $4227.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-339.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PALO ALTO NETWORKS INC                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $184237.47    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-685.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS DAYFORCE INC                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $580.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PALO ALTO NETWORKS INC                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $52767.58     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1294.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3884.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | AIR LEASE CORP                                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -8 | NC      | $-80.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $161.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS FIFTH THIRD BANCORP                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $11697.94     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3548.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $142.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4955.99     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $110.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $43.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $160.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $574.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        26 | NC      | $26.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $93.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $74.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $280.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $258.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HUNTINGTON BANCSHARES INC/OH                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $3038.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $22.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $244.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $397.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $174.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $135.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | AIR LEASE CORP                                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -9 | NC      | $-90.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $340.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1732.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $222.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $99.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1353.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                    | TRS BRISTOL-MYERS SQUIBB CO                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $7060.62      | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS DAYFORCE INC                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $315.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $219662.93    | 0.90%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Harvard Ave Acquisition Corp                             | Harvard Ave Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5017 | NS      | $50220.17     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Era Acquisition Corp I                             | Fifth Era Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       717 | NS      | $7349.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Merger Fund VL

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer