# EDGAR Filing Document

**Accession Number:** 0001587982
**File Stem:** 0001145549-23-014048
**Filing Date:** 2023-3
**Character Count:** 181179
**Document Hash:** 167c6e761fa6033c4d2ae97bd427b6d7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-014048.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001145549-23-014048

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22894
- **FILM NUMBER:** 23691313

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

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

## Series and Classes Contracts Data

### First Trust Merger Arbitrage Fund (Series ID: S000048195)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000152358 | Class A Shares | VARAX           |
| C000152359 | Class I Shares | VARBX           |

## Nport-Ex

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS — 72.5%** |  |
|  | **COMPUTER DATA SECURITY — 0.1%** |  |
| 52643 | KnowBe4, Inc. - Class A<sup>\*,1</sup> | $**1304494** |
|  | **E-COMMERCE/PRODUCTS — 0.0%** |  |
| 43 | Poshmark, Inc. - Class A<sup>\*</sup> | **769** |
|  | **ENERGY-ALTERNATE SOURCE — 1.3%** |  |
| 1272668 | Archaea Energy, Inc. - Class A<sup>\*</sup> | **33089368** |
|  | **ENTERPRISE SOFTWARE/SERVICE — 1.2%** |  |
| 393450 | Coupa Software, Inc.<sup>\*</sup> | **31149436** |
|  | **MEDICAL INFORMATION SYSTEMS — 0.4%** |  |
| 549850 | 1Life Healthcare, Inc.<sup>\*,1</sup> | **9187994** |
|  | **MEDICAL INSTRUMENTS — 0.2%** |  |
| 471257 | Apollo Endosurgery, Inc.<sup>\*,1</sup> | **4698432** |
|  | **MEDICAL-BIOMEDICAL/GENERICS — 1.7%** |  |
| 371929 | Horizon Therapeutics PLC<sup>\*,1</sup> | **42325520** |
|  | **REITS-SINGLE TENANT — 3.1%** |  |
| 2474804 | STORE Capital Corp.<sup>1</sup> | **79342216** |
|  | **SPECIFIED PURPOSE ACQUISITIONS — 64.5%** |  |
| 45000 | 10X Capital Venture Acquisition Corp. III - Class A<sup>\*</sup> | 459450 |
| 3200 | 7 Acquisition Corp. - Class A<sup>\*</sup> | 32960 |
| 100000 | A SPAC II Acquisition Corp. - Class A<sup>\*</sup> | 1023000 |
| 676601 | ABG Acquisition Corp. I - Class A<sup>\*</sup> | 6826904 |
| 421934 | Accretion Acquisition Corp.<sup>\*</sup> | 4253095 |
| 543572 | Achari Ventures Holdings Corp. I<sup>\*</sup> | 5549870 |
| 1078000 | Acropolis Infrastructure Acquisition Corp. - Class A<sup>\*</sup> | 10682980 |
| 414922 | Adara Acquisition Corp. - Class A<sup>\*</sup> | 4223906 |
| 556574 | Aesther Healthcare Acquisition Corp. - Class A<sup>\*,2</sup> | 5788370 |
| 651500 | Aetherium Acquisition Corp. - Class A<sup>\*,2</sup> | 6612725 |
| 700 | African Gold Acquisition Corp. - Class A<sup>\*</sup> | 7035 |
| 16100 | AfterNext HealthTech Acquisition Corp. - Class A<sup>\*</sup> | 161322 |
| 214983 | Agile Growth Corp. - Class A<sup>\*</sup> | 2169178 |
| 5730 | Ahren Acquisition Corp. - Class A<sup>\*</sup> | 59019 |
| 32807 | Alpha Partners Technology Merger Corp.<sup>\*</sup> | 329710 |
| 16169 | Alpha Star Acquisition Corp.<sup>\*</sup> | 165894 |
| 20633 | ALSP Orchid Acquisition Corp. I - Class A<sup>\*</sup> | 211282 |
| 97276 | AltEnergy Acquisition Corp. - Class A<sup>\*</sup> | 995133 |
| 81172 | Altimar Acquisition Corp. III - Class A<sup>\*</sup> | 817402 |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 45060 | Andretti Acquisition Corp. - Class A<sup>\*</sup> | $465245 |
| 54000 | Anthemis Digital Acquisitions I Corp. - Class A<sup>\*</sup> | 554040 |
| 358814 | Anzu Special Acquisition Corp. I - Class A<sup>\*</sup> | 3624021 |
| 560494 | Apollo Strategic Growth Capital II - Class A<sup>\*</sup> | 5616150 |
| 52600 | APx Acquisition Corp. I - Class A<sup>\*</sup> | 537046 |
| 374625 | Arctos NorthStar Acquisition Corp.<sup>\*</sup> | 3779966 |
| 3937482 | Ares Acquisition Corp. - Class A<sup>\*</sup> | 39650444 |
| 233669 | Armada Acquisition Corp. I<sup>\*</sup> | 2383424 |
| 109925 | Arogo Capital Acquisition Corp. - Class A<sup>\*</sup> | 1114640 |
| 502283 | Arrowroot Acquisition Corp. - Class A<sup>\*</sup> | 5047944 |
| 260911 | ARYA Sciences Acquisition Corp. IV - Class A<sup>\*</sup> | 2635201 |
| 249729 | ARYA Sciences Acquisition Corp. V - Class A<sup>\*</sup> | 2499787 |
| 363172 | Ascendant Digital Acquisition Corp. III - Class A<sup>\*</sup> | 3747935 |
| 183049 | Atlantic Coastal Acquisition Corp. - Class A<sup>\*</sup> | 1834151 |
| 284632 | Atlantic Coastal Acquisition Corp. II - Class A<sup>\*</sup> | 2900400 |
| 194358 | Ault Disruptive Technologies Corp.<sup>\*,2</sup> | 1996057 |
| 2906 | Aura FAT Projects Acquisition Corp. - Class A<sup>\*</sup> | 29961 |
| 970391 | Aurora Acquisition Corp. - Class A<sup>\*</sup> | 9791245 |
| 304432 | Aurora Technology Acquisition Corp. - Class A<sup>\*</sup> | 3114339 |
| 171091 | Authentic Equity Acquisition Corp. - Class A<sup>\*</sup> | 1728019 |
| 935922 | Avalon Acquisition, Inc. - Class A<sup>\*</sup> | 9593200 |
| 247953 | AXIOS Sustainable Growth Acquisition Corp. - Class A<sup>\*</sup> | 2553916 |
| 403503 | B Riley Principal 250 Merger Corp. - Class A<sup>\*</sup> | 4022925 |
| 343174 | Banner Acquisition Corp. - Class A<sup>\*</sup> | 3459194 |
| 1143700 | Banyan Acquisition Corp. - Class A<sup>\*</sup> | 11677177 |
| 502770 | Battery Future Acquisition Corp. - Class A<sup>\*</sup> | 5163448 |
| 299829 | Berenson Acquisition Corp. I - Class A<sup>\*</sup> | 3013281 |
| 1038690 | Better World Acquisition Corp.<sup>2</sup> | 10854310 |
| 140000 | BioPlus Acquisition Corp. - Class A<sup>\*</sup> | 1439200 |
| 36183 | Biotech Acquisition Co. - Class A<sup>\*</sup> | 365448 |
| 152100 | Black Mountain Acquisition Corp. - Class A<sup>\*</sup> | 1551420 |
| 321403 | Black Spade Acquisition Co. - Class A<sup>\*</sup> | 3217244 |
| 167050 | Blockchain Coinvestors Acquisition Corp. I - Class A<sup>\*</sup> | 1718944 |
| 145000 | Blockchain Moon Acquisition Corp.<sup>\*</sup> | 1477550 |
| 263463 | Blue Ocean Acquisition Corp. - Class A<sup>\*</sup> | 2708400 |
| 1052016 | BlueRiver Acquisition Corp. - Class A<sup>\*</sup> | 10604321 |
| 252 | Broad Capital Acquisition Corp.<sup>\*</sup> | 2575 |
| 38597 | Build Acquisition Corp. - Class A<sup>\*</sup> | 386742 |
| 50000 | Bullpen Parlay Acquisition Co. - Class A<sup>\*</sup> | 512000 |
| 47569 | BurTech Acquisition Corp. - Class A<sup>\*</sup> | 483301 |
| 1929091 | BYTE Acquisition Corp. - Class A<sup>\*,2</sup> | 19445237 |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 75195 | C5 Acquisition Corp. - Class A<sup>\*</sup> | $766237 |
| 102786 | Cactus Acquisition Corp. I Ltd. - Class A<sup>\*</sup> | 1054584 |
| 173263 | Capitalworks Emerging Markets Acquisition Corp. - Class A<sup>\*</sup> | 1789807 |
| 744270 | Carney Technology Acquisition Corp. II - Class A<sup>\*</sup> | 7621325 |
| 199998 | Cartesian Growth Corp II. - Class A<sup>\*</sup> | 2051979 |
| 941469 | Cartesian Growth Corp. - Class A<sup>\*</sup> | 9471178 |
| 594126 | Cartica Acquisition Corp. - Class A<sup>\*</sup> | 6131380 |
| 130854 | Cascadia Acquisition Corp. - Class A<sup>\*</sup> | 1324242 |
| 447001 | Catalyst Partners Acquisition Corp. - Class A<sup>\*</sup> | 4505770 |
| 766123 | Catcha Investment Corp. - Class A<sup>\*</sup> | 7730181 |
| 765049 | CC Neuberger Principal Holdings III - Class A<sup>\*</sup> | 7726995 |
| 517754 | CF Acquisition Corp. VII - Class A<sup>\*</sup> | 5281091 |
| 220387 | Chain Bridge I - Class A<sup>\*</sup> | 2265578 |
| 16847 | Chavant Capital Acquisition Corp.<sup>\*</sup> | 172665 |
| 28750 | Chenghe Acquisition Co. - Class A<sup>\*</sup> | 296125 |
| 601461 | Churchill Capital Corp. V - Class A<sup>\*</sup> | 5978522 |
| 64171 | Churchill Capital Corp. VI - Class A<sup>\*</sup> | 641389 |
| 1082110 | Churchill Capital Corp. VII - Class A<sup>\*</sup> | 10788637 |
| 180689 | Clean Earth Acquisitions Corp. - Class A<sup>\*</sup> | 1824959 |
| 19106 | Coliseum Acquisition Corp. - Class A<sup>\*</sup> | 192015 |
| 6639 | Colombier Acquisition Corp. - Class A<sup>\*</sup> | 65992 |
| 157370 | Colonnade Acquisition Corp. II - Class A<sup>\*</sup> | 1584716 |
| 116400 | Compass Digital Acquisition Corp. - Class A<sup>\*</sup> | 1166328 |
| 84084 | Concord Acquisition Corp. II - Class A<sup>\*</sup> | 836215 |
| 704614 | Concord Acquisition Corp. III - Class A<sup>\*</sup> | 7180017 |
| 225958 | Consilium Acquisition Corp. I Ltd. - Class A<sup>\*</sup> | 2288955 |
| 987147 | Constellation Acquisition Corp. I - Class A<sup>\*</sup> | 9980056 |
| 98566 | Corazon Capital V838 Monoceros Corp. - Class A<sup>\*</sup> | 995517 |
| 306359 | Corner Growth Acquisition Corp. II - Class A<sup>\*</sup> | 3149371 |
| 207 | Corsair Partnering Corp. - Class A<sup>\*</sup> | 2060 |
| 26500 | Counter Press Acquisition Corp. - Class A<sup>\*</sup> | 271890 |
| 54573 | Crescera Capital Acquisition Corp. - Class A<sup>\*</sup> | 557736 |
| 885048 | Crown PropTech Acquisitions - Class A<sup>\*</sup> | 8947835 |
| 806865 | Decarbonization Plus Acquisition Corp. IV - Class A<sup>\*</sup> | 8242126 |
| 56876 | Deep Lake Capital Acquisition Corp. - Class A<sup>\*</sup> | 573879 |
| 111500 | Denali Capital Acquisition Corp. - Class A<sup>\*</sup> | 1142875 |
| 916628 | DHC Acquisition Corp. - Class A<sup>\*</sup> | 9239610 |
| 150000 | DiamondHead Holdings Corp. - Class A<sup>\*</sup> | 1509000 |
| 44493 | Digital Transformation Opportunities Corp. - Class A<sup>\*</sup> | 446932 |
| 421432 | Direct Selling Acquisition Corp. - Class A<sup>\*</sup> | 4336535 |
| 101712 | Disruptive Acquisition Corp. I - Class A<sup>\*</sup> | 1025257 |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 698060 | dMY Technology Group, Inc. VI - Class A<sup>\*</sup> | $7015503 |
| 95600 | DP Cap Acquisition Corp. I - Class A<sup>\*</sup> | 980856 |
| 530611 | Dragoneer Growth Opportunities Corp. III - Class A<sup>\*</sup> | 5226518 |
| 287198 | East Resources Acquisition Co. - Class A<sup>\*</sup> | 2915060 |
| 993132 | EG Acquisition Corp. - Class A<sup>\*</sup> | 9901526 |
| 580000 | Elliott Opportunity II Corp. - Class A<sup>\*</sup> | 5846400 |
| 680894 | Emerging Markets Horizon Corp. - Class A<sup>\*</sup> | 6951928 |
| 47659 | Enphys Acquisition Corp. - Class A\* | 478020 |
| 793343 | Enterprise 4.0 Technology Acquisition Corp. - Class A<sup>\*</sup> | 8163499 |
| 1640506 | ESGEN Acquisition Corp. - Class A<sup>\*,2</sup> | 16962832 |
| 61960 | ESM Acquisition Corp. - Class A<sup>\*</sup> | 625176 |
| 224461 | European Biotech Acquisition Corp. - Class A<sup>\*</sup> | 2267056 |
| 487000 | EVe Mobility Acquisition Corp. - Class A<sup>\*</sup> | 5016100 |
| 23365 | Everest Consolidator Acquisition Corp. - Class A<sup>\*</sup> | 239024 |
| 30000 | Evergreen Corp. - Class A<sup>\*</sup> | 308400 |
| 300000 | ExcelFin Acquisition Corp. - Class A<sup>\*</sup> | 3060000 |
| 3615531 | Far Peak Acquisition Corp. - Class A<sup>\*,2</sup> | 36299931 |
| 833288 | FAST Acquisition Corp. II - Class A<sup>\*</sup> | 8341213 |
| 150000 | Fat Projects Acquisition Corp. - Class A<sup>\*</sup> | 1521000 |
| 155060 | Feutune Light Acquisition Corp. - Class A<sup>\*</sup> | 1576960 |
| 880 | FG Merger Corp.<sup>\*</sup> | 9425 |
| 1378600 | Fifth Wall Acquisition Corp. III - Class A<sup>\*</sup> | 13841144 |
| 50182 | Finnovate Acquisition Corp. - Class A<sup>\*</sup> | 514867 |
| 400300 | FinServ Acquisition Corp. II - Class A<sup>\*</sup> | 4015009 |
| 1000001 | Fintech Ecosystem Development Corp. - Class A<sup>\*,2</sup> | 10250010 |
| 1241208 | Fintech Evolution Acquisition Group - Class A<sup>\*</sup> | 12536201 |
| 385000 | First Light Acquisition Group, Inc. - Class A<sup>\*,2</sup> | 3915450 |
| 391809 | First Reserve Sustainable Growth Corp. - Class A<sup>\*</sup> | 3937680 |
| 73561 | Flame Acquisition Corp. - Class A<sup>\*</sup> | 739288 |
| 530635 | Focus Impact Acquisition Corp. - Class A<sup>\*</sup> | 5401864 |
| 494251 | Forest Road Acquisition Corp. II - Class A<sup>\*</sup> | 4959809 |
| 495994 | Fortress Capital Acquisition Corp. - Class A<sup>\*</sup> | 5009539 |
| 1137226 | Forum Merger IV Corp. - Class A<sup>\*</sup> | 11429121 |
| 277885 | Freedom Acquisition I Corp. - Class A<sup>\*</sup> | 2806638 |
| 376348 | Frontier Acquisition Corp. - Class A<sup>\*</sup> | 3793588 |
| 376676 | Frontier Investment Corp. - Class A<sup>\*</sup> | 3789361 |
| 931145 | FTAC Athena Acquisition Corp. - Class A<sup>\*</sup> | 9413876 |
| 4446720 | FTAC Hera Acquisition Corp. - Class A<sup>\*,2</sup> | 45000806 |
| 1132963 | FTAC Zeus Acquisition Corp. - Class A<sup>\*</sup> | 11442926 |
| 752424 | Fusion Acquisition Corp. II - Class A<sup>\*</sup> | 7554337 |
| 35842 | FutureTech II Acquisition Corp. - Class A<sup>\*</sup> | 370248 |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 685200 | G Squared Ascend I, Inc. - Class A<sup>\*</sup> | $6923946 |
| 56876 | G Squared Ascend II, Inc. - Class A<sup>\*</sup> | 576723 |
| 249400 | Galata Acquisition Corp. - Class A<sup>\*</sup> | 2546374 |
| 452292 | Games & Esports Experience Acquisition Corp. - Class A<sup>\*</sup> | 4645039 |
| 13050 | Generation Asia I Acquisition Ltd. - Class A<sup>\*</sup> | 132066 |
| 351641 | Genesis Growth Tech Acquisition Corp. - Class A<sup>\*</sup> | 3635968 |
| 1000 | Genesis Unicorn Capital Corp. - Class A<sup>\*</sup> | 10170 |
| 66666 | Gesher I Acquisition Corp. - Class A<sup>\*</sup> | 677327 |
| 5000 | Global Blockchain Acquisition Corp.<sup>\*</sup> | 50550 |
| 200006 | Global Partner Acquisition Corp. II - Class A<sup>\*</sup> | 2022061 |
| 90424 | Global Systems Dynamics, Inc.<sup>\*</sup> | 934080 |
| 288475 | Global Technology Acquisition Corp. I - Class A<sup>\*</sup> | 2965523 |
| 6000 | Globalink Investment, Inc.<sup>\*</sup> | 61200 |
| 1076886 | Goal Acquisitions Corp.<sup>\*</sup> | 10833473 |
| 908621 | GoGreen Investments Corp. - Class A<sup>\*</sup> | 9431486 |
| 253563 | Golden Arrow Merger Corp. - Class A<sup>\*</sup> | 2539433 |
| 750000 | Gores Holdings IX, Inc. - Class A<sup>\*</sup> | 7440000 |
| 200 | Graf Acquisition Corp. IV\* | 2016 |
| 1555911 | Green Visor Financial Technology Acquisition Corp. I - Class A<sup>\*,2</sup> | 16134797 |
| 985728 | GX Acquisition Corp. II - Class A<sup>\*</sup> | 9867137 |
| 2253 | Hawks Acquisition Corp. - Class A<sup>\*</sup> | 22507 |
| 5432 | Healthcare AI Acquisition Corp. - Class A<sup>\*</sup> | 55624 |
| 200 | Heartland Media Acquisition Corp.<sup>\*</sup> | 2034 |
| 1958054 | HH&L Acquisition Co. - Class A<sup>\*</sup> | 19795926 |
| 18200 | Home Plate Acquisition Corp. - Class A<sup>\*</sup> | 184184 |
| 542852 | Ibere Pharmaceuticals - Class A<sup>\*</sup> | 5477377 |
| 270536 | Iconic Sports Acquisition Corp. - Class A<sup>\*</sup> | 2789226 |
| 231078 | Inception Growth Acquisition Ltd.<sup>\*</sup> | 2340820 |
| 414016 | Independence Holdings Corp. - Class A<sup>\*</sup> | 4177421 |
| 24425 | Industrial Tech Acquisitions II, Inc. - Class A<sup>\*</sup> | 248647 |
| 12648 | Infinite Acquisition Corp. - Class A<sup>\*</sup> | 129642 |
| 90000 | InFinT Acquisition Corp.<sup>\*</sup> | 913500 |
| 41975 | Inflection Point Acquisition Corp. - Class A<sup>\*</sup> | 420590 |
| 44600 | Innovative International Acquisition Corp. - Class A<sup>\*</sup> | 459380 |
| 5 | Integral Acquisition Corp. I - Class A<sup>\*</sup> | 51 |
| 79890 | Integrated Rail and Resources Acquisition Corp. - Class A<sup>\*</sup> | 810884 |
| 774532 | Integrated Wellness Acquisition Corp. - Class A<sup>\*,2</sup> | 7985425 |
| 417652 | Intelligent Medicine Acquisition Corp. - Class A<sup>\*</sup> | 4293463 |
| 837239 | InterPrivate III Financial Partners, Inc. - Class A<sup>\*</sup> | 8456114 |
| 76869 | InterPrivate IV InfraTech Partners, Inc. - Class A<sup>\*</sup> | 777146 |
| 257234 | Investcorp Europe Acquisition Corp. I - Class A<sup>\*</sup> | 2649510 |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 288312 | Itiquira Acquisition Corp. - Class A<sup>\*</sup> | $2909068 |
| 65781 | IX Acquisition Corp. - Class A<sup>\*</sup> | 665704 |
| 1025411 | Jack Creek Investment Corp. - Class A<sup>\*</sup> | 10387413 |
| 250100 | Jackson Acquisition Co. - Class A<sup>\*</sup> | 2528511 |
| 25100 | Jaguar Global Growth Corp. I - Class A<sup>\*</sup> | 256773 |
| 118750 | Jatt Acquisition Corp. - Class A<sup>\*</sup> | 1212437 |
| 891245 | Jaws Juggernaut Acquisition Corp. - Class A<sup>\*</sup> | 8957012 |
| 1970022 | Jaws Mustang Acquisition Corp. - Class A<sup>\*</sup> | 19907072 |
| 733286 | Juniper II Corp. - Class A<sup>\*</sup> | 7457519 |
| 72200 | Jupiter Acquisition Corp. - Class A<sup>\*</sup> | 715502 |
| 2900 | Jupiter Wellness Acquisition Corp. - Class A<sup>\*</sup> | 30305 |
| 244915 | Kadem Sustainable Impact Corp. - Class A<sup>\*</sup> | 2456497 |
| 234178 | Kairos Acquisition Corp. - Class A<sup>\*</sup> | 2360514 |
| 465841 | Kernel Group Holdings, Inc. - Class A<sup>\*</sup> | 4704994 |
| 268228 | Khosla Ventures Acquisition Co. III - Class A<sup>\*</sup> | 2670210 |
| 16307 | Kimbell Tiger Acquisition Corp. - Class A<sup>\*</sup> | 167636 |
| 2134134 | Kismet Acquisition II Corp. - Class A<sup>\*,2</sup> | 21554753 |
| 1317867 | Kismet Acquisition III Corp. - Class A<sup>\*</sup> | 13178670 |
| 1199 | KnightSwan Acquisition Corp. - Class A<sup>\*</sup> | 12206 |
| 787991 | L Catterton Asia Acquisition Corp. - Class A<sup>\*</sup> | 7958709 |
| 662352 | Lakeshore Acquisition II Corp.<sup>\*,2</sup> | 6742743 |
| 105081 | LatAmGrowth SPAC - Class A<sup>\*</sup> | 1078131 |
| 15733 | LAVA Medtech Acquisition Corp. - Class A<sup>\*</sup> | 161735 |
| 1534945 | Lazard Growth Acquisition Corp. I<sup>\*</sup> | 15518294 |
| 614284 | LDH Growth Corp. I - Class A<sup>\*</sup> | 6185840 |
| 1523108 | Lead Edge Growth Opportunities Ltd. <sup>\*</sup> | 15383391 |
| 759037 | Learn CW Investment Corp. - Class A<sup>\*</sup> | 7666274 |
| 2123976 | Legato Merger Corp. II<sup>\*,2</sup> | 21494637 |
| 529867 | Leo Holdings Corp. II - Class A<sup>\*</sup> | 5346358 |
| 286626 | Levere Holdings Corp. - Class A<sup>\*</sup> | 2892056 |
| 801082 | LF Capital Acquisition Corp. II - Class A<sup>\*</sup> | 8219101 |
| 97250 | Liberty Resources Acquisition Corp. - Class A<sup>\*</sup> | 992923 |
| 68430 | Lionheart III Corp. - Class A<sup>\*</sup> | 699355 |
| 144047 | LIV Capital Acquisition Corp. II - Class A<sup>\*</sup> | 1477922 |
| 50000 | Live Oak Mobility Acquisition Corp. - Class A<sup>\*</sup> | 502750 |
| 237400 | Logistics Innovation Technologies Corp. - Class A<sup>\*</sup> | 2397740 |
| 743809 | M3-Brigade Acquisition II Corp. - Class A<sup>\*</sup> | 7452966 |
| 1245902 | M3-Brigade Acquisition III Corp. - Class A<sup>\*</sup> | 12633446 |
| 472119 | Macondray Capital Acquisition Corp. I - Class A<sup>\*</sup> | 4810893 |
| 110192 | Magnum Opus Acquisition Ltd. - Class A<sup>\*</sup> | 1110735 |
| 501707 | Marlin Technology Corp. - Class A<sup>\*</sup> | 5082292 |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 985728 | Mason Industrial Technology, Inc. - Class A<sup>\*</sup> | $9852351 |
| 116076 | Maxpro Capital Acquisition Corp. - Class A<sup>\*</sup> | 1206030 |
| 687685 | McLaren Technology Acquisition Corp. - Class A<sup>\*</sup> | 7021264 |
| 655086 | Medicus Sciences Acquisition Corp.<sup>\*,2</sup> | 6570513 |
| 328723 | MELI Kaszek Pioneer Corp. - Class A<sup>\*</sup> | 3277368 |
| 26005 | Metal Sky Star Acquisition Corp.<sup>\*</sup> | 264731 |
| 195530 | Moringa Acquisition Corp. - Class A<sup>\*</sup> | 1978764 |
| 349765 | Motive Capital Corp II - Class A<sup>\*</sup> | 3578096 |
| 30500 | Mountain & Co. I Acquisition Corp. - Class A<sup>\*</sup> | 316590 |
| 2114027 | MSD Acquisition Corp. - Class A<sup>\*</sup> | 21351673 |
| 94583 | Murphy Canyon Acquisition Corp. - Class A<sup>\*</sup> | 969476 |
| 259798 | Nabors Energy Transition Corp. - Class A<sup>\*</sup> | 2668125 |
| 1326668 | New Vista Acquisition Corp. - Class A<sup>\*</sup> | 13372813 |
| 73978 | Newbury Street Acquisition Corp.<sup>\*</sup> | 739780 |
| 143702 | Newcourt Acquisition Corp. - Class A<sup>\*</sup> | 1471508 |
| 150500 | NewHold Investment Corp. II - Class A<sup>\*</sup> | 1532090 |
| 1489057 | Noble Rock Acquisition Corp. - Class A<sup>\*,2</sup> | 15039476 |
| 1124964 | North Atlantic Acquisition Corp. - Class A<sup>\*</sup> | 11373386 |
| 40928 | Northern Genesis Acquisition Corp. III<sup>\*</sup> | 410917 |
| 1237421 | Northern Star Investment Corp. II - Class A<sup>\*</sup> | 12497952 |
| 301152 | Northern Star Investment Corp. III - Class A<sup>\*</sup> | 3026578 |
| 86756 | Northern Star Investment Corp. IV - Class A<sup>\*</sup> | 876236 |
| 106 | NorthView Acquisition Corp.<sup>\*</sup> | 1074 |
| 496505 | Nubia Brand International Corp. - Class A<sup>\*</sup> | 5332464 |
| 219004 | Onyx Acquisition Co. I - Class A<sup>\*</sup> | 2255741 |
| 245206 | Orion Biotech Opportunities Corp. - Class A<sup>\*</sup> | 2464320 |
| 71426 | Oxus Acquisition Corp. - Class A<sup>\*</sup> | 737831 |
| 375546 | Panacea Acquisition Corp. II - Class A<sup>\*</sup> | 3789259 |
| 109566 | Papaya Growth Opportunity Corp. I - Class A<sup>\*</sup> | 1117573 |
| 166810 | Pathfinder Acquisition Corp. - Class A<sup>\*</sup> | 1668100 |
| 475000 | Patria Latin American Opportunity Acquisition Corp. - Class A<sup>\*</sup> | 4911500 |
| 65563 | Pearl Holdings Acquisition Corp. - Class A<sup>\*</sup> | 670709 |
| 376816 | Pegasus Digital Mobility Acquisition Corp. - Class A<sup>\*</sup> | 3873668 |
| 302205 | PepperLime Health Acquisition Corp. - Class A<sup>\*</sup> | 3088535 |
| 190416 | Peridot Acquisition Corp. II - Class A<sup>\*</sup> | 1921297 |
| 417692 | Phoenix Biotech Acquisition Corp. - Class A<sup>\*</sup> | 4285520 |
| 639110 | Pine Technology Acquisition Corp. - Class A<sup>\*</sup> | 6455011 |
| 18820 | Pioneer Merger Corp. - Class A<sup>\*</sup> | 190835 |
| 1097442 | Pivotal Investment Corp. III - Class A<sup>\*</sup> | 11073190 |
| 319144 | Plum Acquisition Corp. I - Class A<sup>\*</sup> | 3216972 |
| 1173696 | Pontem Corp. - Class A<sup>\*</sup> | 11866067 |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 64517 | Portage Fintech Acquisition Corp. - Class A<sup>\*</sup> | $647106 |
| 31414 | Powered Brands - Class A<sup>\*</sup> | 317596 |
| 655052 | PowerUp Acquisition Corp. - Class A<sup>\*</sup> | 6747036 |
| 357275 | Priveterra Acquisition Corp. - Class A<sup>\*</sup> | 3592400 |
| 6800 | Project Energy Reimagined Acquisition Corp. - Class A<sup>\*</sup> | 68476 |
| 88900 | PROOF Acquisition Corp. I - Class A<sup>\*</sup> | 904113 |
| 918798 | Prospector Capital Corp. - Class A<sup>\*</sup> | 9279860 |
| 173061 | Pyrophyte Acquisition Corp. - Class A<sup>\*</sup> | 1787720 |
| 1159101 | Quantum FinTech Acquisition Corp.<sup>\*</sup> | 11648965 |
| 500000 | Revelstone Capital Acquisition Corp. - Class A<sup>\*</sup> | 5015000 |
| 638049 | RF Acquisition Corp. - Class A<sup>\*,2</sup> | 6450675 |
| 90000 | Rice Acquisition Corp. II - Class A<sup>\*</sup> | 915300 |
| 354651 | Rigel Resource Acquisition Corp. - Class A<sup>\*</sup> | 3649359 |
| 135700 | RMG Acquisition Corp. III - Class A<sup>\*</sup> | 1370570 |
| 25640 | ROC Energy Acquisition Corp.<sup>\*</sup> | 262682 |
| 1259952 | Rocket Internet Growth Opportunities Corp. - Class A<sup>\*</sup> | 12725515 |
| 334185 | Rose Hill Acquisition Corp. - Class A<sup>\*</sup> | 3458815 |
| 1668881 | Ross Acquisition Corp. II - Class A<sup>\*</sup> | 16889076 |
| 3453 | Roth CH Acquisition V Co.<sup>\*</sup> | 34910 |
| 1090255 | ScION Tech Growth II - Class A<sup>\*</sup> | 11022478 |
| 100000 | Screaming Eagle Acquisition Corp. - Class A<sup>\*</sup> | 994500 |
| 385722 | Sculptor Acquisition Corp. I - Class A<sup>\*</sup> | 3957508 |
| 229721 | SDCL EDGE Acquisition Corp. - Class A<sup>\*</sup> | 2310993 |
| 496232 | Seaport Calibre Materials Acquisition Corp. - Class A<sup>\*</sup> | 5096303 |
| 874177 | Seaport Global Acquisition II Corp. - Class A<sup>\*,2</sup> | 8916605 |
| 274910 | Semper Paratus Acquisition Corp.<sup>\*</sup> | 2839820 |
| 419016 | ShoulderUp Technology Acquisition Corp. - Class A<sup>\*</sup> | 4269773 |
| 23922 | SHUAA Partners Acquisition Corp. I - Class A<sup>\*</sup> | 246397 |
| 11713 | Signal Hill Acquisition Corp. - Class A<sup>\*</sup> | 119707 |
| 378204 | Silver Spike Acquisition Corp. II - Class A<sup>\*</sup> | 3816078 |
| 567637 | SILVERspac, Inc. - Class A<sup>\*</sup> | 5687723 |
| 442347 | Sizzle Acquisition Corp.<sup>\*</sup> | 4560598 |
| 200 | Skydeck Acquisition Corp. - Class A<sup>\*</sup> | 2012 |
| 3958076 | Slam Corp. - Class A<sup>\*,2</sup> | 39976568 |
| 935367 | Social Capital Suvretta Holdings Corp. II - Class A<sup>\*</sup> | 9419146 |
| 996093 | Social Capital Suvretta Holdings Corp. IV - Class A<sup>\*</sup> | 10010735 |
| 50000 | Sound Point Acquisition Corp. I Ltd. - Class A<sup>\*</sup> | 543500 |
| 8797 | Southport Acquisition Corp. - Class A<sup>\*</sup> | 89553 |
| 501956 | SportsMap Tech Acquisition Corp.<sup>\*</sup> | 5129990 |
| 1435 | Spree Acquisition Corp. 1 Ltd. - Class A<sup>\*</sup> | 14666 |
| 26297 | Springwater Special Situations Corp.<sup>\*</sup> | 266389 |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 400 | ST Energy Transition I Ltd. - Class A<sup>\*</sup> | $4088 |
| 1359578 | StoneBridge Acquisition Corp. - Class A<sup>\*,2</sup> | 13976462 |
| 14507 | Stratim Cloud Acquisition Corp. - Class A<sup>\*</sup> | 145940 |
| 10000 | Summit Healthcare Acquisition Corp. - Class A<sup>\*</sup> | 100800 |
| 270022 | Supernova Partners Acquisition Corp. III Ltd. - Class A<sup>\*</sup> | 2721822 |
| 1182427 | Sustainable Development Acquisition I Corp. - Class A<sup>\*</sup> | 11895216 |
| 1419643 | SVF Investment Corp. - Class A<sup>\*</sup> | 14352591 |
| 551099 | SVF Investment Corp. II - Class A<sup>\*</sup> | 5555078 |
| 336336 | Tailwind International Acquisition Corp. - Class A<sup>\*</sup> | 3393630 |
| 358641 | Talon 1 Acquisition Corp. - Class A<sup>\*</sup> | 3715521 |
| 150000 | Target Global Acquisition I Corp. - Class A<sup>\*</sup> | 1536000 |
| 47108 | TB S.A. Acquisition Corp. - Class A<sup>\*</sup> | 475320 |
| 466101 | TCV Acquisition Corp. - Class A<sup>\*</sup> | 4707620 |
| 709805 | Tech and Energy Transition Corp. - Class A<sup>\*</sup> | 7119344 |
| 883504 | Technology & Telecommunication Acquisition Corp. - Class A<sup>\*,2</sup> | 9095674 |
| 196715 | TG Venture Acquisition Corp. - Class A<sup>\*</sup> | 2000592 |
| 1320207 | Thrive Acquisition Corp. - Class A<sup>\*,2</sup> | 13650940 |
| 573000 | Thunder Bridge Capital Partners IV, Inc. - Class A<sup>\*</sup> | 5752920 |
| 577167 | Tio Tech - Class A<sup>\*</sup> | 5829387 |
| 450000 | TKB Critical Technologies I - Class A<sup>\*</sup> | 4639500 |
| 169750 | TLGY Acquisition Corp. - Class A<sup>\*</sup> | 1739937 |
| 106829 | TortoiseEcofin Acquisition Corp. III - Class A<sup>\*</sup> | 1062949 |
| 1463002 | TPG Pace Beneficial II Corp.<sup>\*</sup> | 14373995 |
| 197000 | Trajectory Alpha Acquisition Corp. - Class A<sup>\*</sup> | 1979850 |
| 248881 | Trine II Acquisition Corp. - Class A<sup>\*</sup> | 2564719 |
| 185073 | Tristar Acquisition I Corp. - Class A<sup>\*</sup> | 1871088 |
| 458320 | Twelve Seas Investment Co. II - Class A<sup>\*</sup> | 4619866 |
| 254603 | Twin Ridge Capital Acquisition Corp. - Class A<sup>\*</sup> | 2568944 |
| 46973 | two - Class A<sup>\*</sup> | 473018 |
| 178842 | TZP Strategies Acquisition Corp. - Class A<sup>\*</sup> | 1806304 |
| 1100 | UTA Acquisition Corp. - Class A<sup>\*</sup> | 11231 |
| 406592 | Vahanna Tech Edge Acquisition I Corp. - Class A<sup>\*</sup> | 4183832 |
| 355638 | Valor Latitude Acquisition Corp. - Class A<sup>\*</sup> | 3577718 |
| 66667 | Valuence Merger Corp. I - Class A<sup>\*</sup> | 696670 |
| 993919 | Vector Acquisition Corp. II - Class A<sup>\*</sup> | 10038582 |
| 414798 | Vision Sensing Acquisition Corp. - Class A<sup>\*</sup> | 4293159 |
| 6000 | VMG Consumer Acquisition Corp. - Class A<sup>\*</sup> | 60960 |
| 35519 | VPC Impact Acquisition Holdings II - Class A<sup>\*</sup> | 359097 |
| 2152314 | Warburg Pincus Capital Corp. I-A - Class A<sup>\*,2</sup> | 21738371 |
| 773439 | Warburg Pincus Capital Corp. I-B - Class A<sup>\*</sup> | 7804000 |
| 53528 | Waverley Capital Acquisition Corp. 1 - Class A<sup>\*</sup> | 536351 |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **SPECIFIED PURPOSE ACQUISITIONS (Continued)** |  |
| 14267 | Western Acquisition Ventures Corp.<sup>\*</sup> | $145238 |
| 128800 | World Quantum Growth Acquisition Corp. - Class A<sup>\*</sup> | 1312472 |
| 13700 | Worldwide Webb Acquisition Corp. - Class A<sup>\*</sup> | 139192 |
|  |  | **1636612347** |
|  | **TOTAL COMMON STOCKS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,815,145,626) | **1837710576** |
|  | **RIGHTS — 0.0%** |  |
| 287741 | ABIOMED, Inc., Expiration Date: March 14, 2023<sup>\*,1</sup> | 293496 |
|  | **TOTAL RIGHTS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $293,496) | **293496** |
|  | **SHORT-TERM INVESTMENTS — 28.0%** |  |
| 710635406 | Morgan Stanley Institutional Liquidity Fund - Government Portfolio - Institutional Class, 4.05%<sup>3</sup> | 710635406 |
|  | **TOTAL SHORT-TERM INVESTMENTS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $710,635,406) | **710635406** |
|  | **TOTAL INVESTMENTS — 100.5%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,526,074,528) | **2548639478** |
|  | Liabilities in Excess of Other Assets — (0.5)% | (11455869) |
|  | **TOTAL NET ASSETS — 100.0%** | $**2537183609** |

---

---

| | | |
|:---|:---|:---|
| Number<br> of Contracts |  |  |
|  | **WRITTEN OPTIONS CONTRACTS — (0.0)%** |  |
|  | **CALL OPTIONS — (0.0)%** |  |
|  | 1life Healthcare, Inc. |  |
| (449) | Exercise Price: $17.50, Notional Amount: $(785750),<br> Expiration Date: January 20, 2023<sup>\*</sup> | (4490) |
|  | Apollo Endosurgery, Inc. |  |
| (143) | Exercise Price: $10.00, Notional Amount: $(143000),<br> Expiration Date: April 21, 2023<sup>\*</sup> | (6793) |
|  | Coupa Software, Inc. |  |
| (613) | Exercise Price: $80.00, Notional Amount: $(4904000),<br> Expiration Date: January 20, 2023<sup>\*</sup> | (4598) |
| (109) | Exercise Price: $80.00, Notional Amount: $(872000),<br> Expiration Date: January 27, 2023<sup>\*</sup> | (4905) |
|  | Horizon Therapeutics Public Ltd. Co. |  |
| (3005) | Exercise Price: $115.00, Notional Amount: $(34557500),<br> Expiration Date: January 20, 2023<sup>\*</sup> | (52587) |
| (151) | Exercise Price: $115.00, Notional Amount: $(1736500),<br> Expiration Date: February 17, 2023<sup>\*</sup> | (8682) |

---

**First Trust Merger Arbitrage Fund**

**SCHEDULE OF INVESTMENTS - Continued**

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

---

| | | |
|:---|:---|:---|
| Number<br> of Contracts |  | Value |
|  | **WRITTEN OPTIONS CONTRACTS (Continued)** |  |
|  | **CALL OPTIONS (Continued)** |  |
|  | KnowBe4, Inc. |  |
| (202) | Exercise Price: $25.00, Notional Amount: $(505000),<br> Expiration Date: February 17, 2023<sup>\*</sup> | $(505) |
|  | STORE Capital Corp. |  |
| (17) | Exercise Price: $32.50, Notional Amount: $(55250),<br> Expiration Date: January 20, 2023<sup>\*</sup> | (85) |
|  | **TOTAL CALL OPTIONS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Proceeds $137,648) | **(82645)** |
|  | **TOTAL WRITTEN OPTIONS CONTRACTS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Proceeds $137,648) | $**(82645)** |

---

PLC — Public Limited Company

<sup>\*</sup> Non-income producing security.

<sup>1</sup> All or a portion of this security is segregated as collateral for written options contracts. The market value of the securities pledged as collateral was $108,974,487, which represents 4.30% of the total net assets of the Fund.

<sup>2</sup> Affiliated company.

<sup>3</sup> The rate is the annualized seven-day yield at period end.

 **Merger Arbitrage Fund**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description** | **Value Beginning of Period** | **Purchases** | **Sales Proceeds** | **Net Realized Gain (Loss)** | **Transfer Prior Year Unrealized Appreciation (Depreciation)** | **Change in Unrealized Appreciation (Depreciation)** | **Value End of Period** | **Dividend Income\*** |
| Aesther Healthcare Acquisition Corp. - Class A | $5671489 | $- | $- | $- | $(50092) | $166973 | $5788370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- |
| StoneBridge Acquisition Corp. - Class A<sup>(¹)</sup> | 775135 | 13100888 |  |  | (10648) | 111087 | 13976462 |  |
| Better World Acquisition Corp.<sup>(¹)</sup> | 10760828 |  |  |  | (42188) | 135671 | 10854311 |  |
| BYTE Acquisition Corp. - Class A<sup>(¹)</sup> | 29700 | 19354438 |  |  | (300) | 61399 | 19445237 |  |
| Ault Disruptive Technologies Corp.<sup>⁽¹⁾</sup> | 601514 | 1361655 |  |  | (5715) | 38603 | 1996057 |  |
| ESGEN Acquisition Corp. - Class A<sup>⁽¹⁾</sup> | 1784691 | 15147093 |  |  | (14081) | 45129 | 16962832 |  |
| Fintech Ecosystem Development Corp. - Class A | 10050010 |  |  |  | 19933 | 180067 | 10250010 |  |
| First Light Acquisition Group, Inc. - Class A | 3792250 |  |  |  | 23100 | 100100 | 3915450 |  |
| Far Peak Acquisition Corp. - Class A<sup>(¹)</sup> | 10252162 | 25900270 |  |  | 44130 | 103369 | 36299931 |  |
| Aetherium Acquisition Corp. - Class A | 6475910 |  |  |  | (13463) | 150278 | 6612725 |  |
| Green Visor Financial Technology Acquisition Corp. I - Class A<sup>(¹)</sup> |  | 16094847 |  |  |  | 39950 | 16134797 |  |
| FTAC Hera Acquisition Corp. - Class A<sup>(¹)</sup> | 3301641 | 41303793 |  |  | (32640) | 428012 | 45000806 | **-** |
| Kismet Acquisition II Corp. - Class A<sup>(¹)</sup> | 10627026 | 10732120 |  |  | (52851) | 248458 | 21554753 |  |
| Lakeshore Acquisition II Corp. | 6656638 |  |  |  | (22920) | 109025 | 6742743 |  |
| Legato Merger Corp. II | 21091082 |  |  |  | 79837 | 323718 | 21494637 |  |
| Medicus Sciences Acquisition Corp.<sup>(¹)</sup> | 3845091 | 2681491 |  |  | (6624) | 50555 | 6570513 |  |
| Noble Rock Acquisition Corp. - Class A<sup>(¹)</sup> | 775777 | 14197055 |  |  | (12418) | 79062 | 15039476 |  |
| RF Acquisition Corp. - Class A | 6297544 |  |  |  | 3631 | 149500 | 6450675 |  |
| Seaport Global Acquisition II Corp. - Class A | 8741770 |  |  |  | (55612) | 230447 | 8916605 |  |
| Slam Corp. - Class A<sup>(¹)</sup> | 5267284 | 34589793 |  |  | (40760) | 160251 | 39976568 |  |
| Technology & Telecommunication Acquisition Corp. - Class A⁽¹⁾<br>| 3145867 | 5822019 |  |  | (31147) | 158935 | 9095674 |  |
| Thrive Acquisition Corp. - Class A<sup>(¹)</sup> | 101500 | 13504019 |  |  | (1500) | 46921 | 13650940 |  |
| Integrated Wellness Acquisition Corp. - Class A<sup>(¹)</sup> | 505500 | 7467740 |  |  | (7500) | 19685 | 7985425 |  |
| Warburg Pincus Capital Corp. I-A - Class A<sup>(¹)</sup> | - | 21687373 | - | - | - | 50998 | 21738371 | - |
| **Total** | $**120550409** | $**242944594** | $**-** | $**-** | $**(229827)** | $**3188193** | $**366453368** | $**-** |

---

<sup>\*</sup> Net of foreign withholding taxes.

<sup>(¹)</sup> Not an affiliate at the beginning of the period.

 **Merger Arbitrage Fund**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Security Description** | **Shares Beginning of Period** | **Purchases** | **Sales** | **Stock Split** | **Shares End of Period** |
| Aesther Healthcare Acquisition Corp. - Class A | 556574 |  |  |  | 556574 |
| StoneBridge Acquisition Corp. - Class A<sup>(¹)</sup> | 76746 | 1282832 |  |  | 1359578 |
| Better World Acquisition Corp.<sup>(¹)</sup> | 1038690 |  |  |  | 1038690 |
| BYTE Acquisition Corp. - Class A<sup>(¹)</sup> | 3000 | 1926091 |  |  | 1929091 |
| Ault Disruptive Technologies Corp.⁽¹⁾ | 59674 | 134684 |  |  | 194358 |
| ESGEN Acquisition Corp. - Class A⁽¹⁾ | 176005 | 1464501 |  |  | 1640506 |
| Fintech Ecosystem Development Corp. - Class A | 1000001 |  |  |  | 1000001 |
| First Light Acquisition Group, Inc. - Class A | 385000 |  |  |  | 385000 |
| Far Peak Acquisition Corp. - Class A<sup>(¹)</sup> | 1036619 | 2578912 |  |  | 3615531 |
| Aetherium Acquisition Corp. - Class A | 651500 |  |  |  | 651500 |
| Green Visor Financial Technology Acquisition Corp. I - Class A<sup>(¹)</sup> |  | 1555911 |  |  | 1555911 |
| FTAC Hera Acquisition Corp. - Class A<sup>(¹)</sup> | 332659 | 4114061 |  |  | 4446720 |
| Kismet Acquisition II Corp. - Class A<sup>(¹)</sup> | 1070194 | 1063940 |  |  | 2134134 |
| Lakeshore Acquisition II Corp. | 662352 |  |  |  | 662352 |
| Legato Merger Corp. II | 2123976 |  |  |  | 2123976 |
| Medicus Sciences Acquisition Corp.<sup>(¹)</sup> | 388393 | 266693 |  |  | 655086 |
| Noble Rock Acquisition Corp. - Class A<sup>(¹)</sup> | 78046 | 1411011 |  |  | 1489057 |
| RF Acquisition Corp. - Class A | 638049 |  |  |  | 638049 |
| Seaport Global Acquisition II Corp. - Class A | 874177 |  |  |  | 874177 |
| Slam Corp. - Class A<sup>(¹)</sup> | 531512 | 3426564 |  |  | 3958076 |
| Technology & Telecommunication Acquisition Corp. - Class A<sup>(¹)</sup> | 311472 | 572032 |  |  | 883504 |
| Thrive Acquisition Corp. - Class A<sup>(¹)</sup> | 10000 | 1310207 |  |  | 1320207 |
| Integrated Wellness Acquisition Corp. - Class A<sup>(¹)</sup> | 50000 | 724532 |  |  | 774532 |
| Warburg Pincus Capital Corp. I-A - Class A<sup>(¹)</sup> | - | 2152314 |  |  | 2152314 |
| **Total** | **12054639** | **23984285** |  |  | **36038924** |

---

<sup>(¹)</sup> Not an affiliate at the beginning of the period.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 532123948

  - **Telephone number:** 4142992000

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

- **a. Name of Series:** First Trust Merger Arbitrage Fund

- **b. EDGAR series identifier (if any):** S000048195

- **c. LEI of Series:** 549300T1RVAXYLDWYR96

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2635774895.62

**Total Liabilities:** $101797127.65

**Net Assets:** $2533977767.97

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000152358 | 0.87%                | 0.48%                | 0.48%                |
| Class ID C000152359 | 0.75%                | 0.65%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5139431.69             | $22279048.87                               |
| Month 2  | $4398955.51              | $5852767.65                                |
| Month 3  | $23000754.38             | $-9354962.77                               |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** SPX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alpha Partners Technology Merg         | Alpha Partners Technology Merger Corp. - Class A               | CUSIP: G63290111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32807 | NS      | $329710.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APx Acquisition Corp I                 | APx Acquisition Corp. I                                        | CUSIP: G0440J109<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     52600 | NS      | $537046.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argus Capital Corp                     | Argus Capital Corp. - Class A                                  | CUSIP: 04026L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121020 | NS      | $1244085.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowroot Acquisition Corp             | Arrowroot Acquisition Corp. - Class A                          | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    502283 | NS      | $5047944.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ARYA Sciences Acquisition Corp         | ARYA Sciences Acquisition Corp. IV - Class A                   | CUSIP: G31659108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    260911 | NS      | $2635201.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARYA Sciences Acquisition Corp         | ARYA Sciences Acquisition Corp. V - Class A                    | CUSIP: G31658100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249729 | NS      | $2499787.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrea Acquisition Corp                | Astrea Acquisition Corp. - Class A                             | CUSIP: 04637C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20658 | NS      | $208645.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A SPAC II Acquisition Corp             | A SPAC II Acquisition Corp.                                    | CUSIP: G0543H109<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    100000 | NS      | $1023000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Technology Acquisition          | Aurora Technology Acquisition Corp. - Class A                  | CUSIP: G06984119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    304432 | NS      | $3114339.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp III           | Altimar Acquisition Corp. III - Class A                        | CUSIP: G0370U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81172 | NS      | $817402.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Acquisition Corp                | Aurora Acquisition Corp. - Class A                             | CUSIP: G0698L103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    970391 | NS      | $9791245.19   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalon Acquisition Inc                 | Avalon Acquisition, Inc. - Class A                             | CUSIP: 05338E101<br>LEI: 549300MQ0W8R6XMVEN12 | Long             | EC               | CORP              | US        |    935922 | NS      | $9593200.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Achari Ventures Holdings Corp          | Achari Ventures Holdings Corp. I                               | CUSIP: 00444X101<br>LEI: 549300WXLNJWTBJTI395 | Long             | EC               | CORP              | US        |    543572 | NS      | $5549870.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIOS SUSTAINABLE GROWTH ACQUI         | AXIOS SUSTAINABLE GROWTH ACQUISITION Corp. - Class A           | CUSIP: G0703K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    247953 | NS      | $2553915.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berenson Acquisition Corp I            | Berenson Acquisition Corp. I - Class A                         | CUSIP: 083690107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    299829 | NS      | $3013281.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blockchain Coinvestors Acquisi         | Blockchain Coinvestors Acquisition Corp. I - Class A           | CUSIP: G11765107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    167050 | NS      | $1718944.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Battery Future Acquisition Cor         | Battery Future Acquisition Corp. - Class A                     | CUSIP: G0888J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    502770 | NS      | $5163447.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Build Acquisition Corp                 | Build Acquisition Corp. - Class A                              | CUSIP: 12008J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38597 | NS      | $386741.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BioPlus Acquisition Corp               | BioPlus Acquisition Corp. - Class A                            | CUSIP: G11217117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140000 | NS      | $1439200.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Biotech Acquisition Co                 | Biotech Acquisition Co. - Class A                              | CUSIP: G1125A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36183 | NS      | $365448.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bite Acquisition Corp                  | Bite Acquisition Corp.                                         | CUSIP: 09175K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275481 | NS      | $2771338.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Belong Acquisition Corp                | Belong Acquisition Corp. - Class A                             | CUSIP: 08069M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $44132.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueRiver Acquisition Corp             | BlueRiver Acquisition Corp. - Class A                          | CUSIP: G1261Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1052016 | NS      | $10604321.28  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Mountain Acquisition Cor         | Black Mountain Acquisition Corp. - Class A                     | CUSIP: 09216A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152100 | NS      | $1551420.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blockchain Moon Acquisition Co         | Blockchain Moon Acquisition Corp.                              | CUSIP: 09370F109<br>LEI: 549300W5G04TQZZCFC27 | Long             | EC               | CORP              | US        |    145000 | NS      | $1477550.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Acquisition Corp                | Banner Acquisition Corp.                                       | CUSIP: 06654K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    343174 | NS      | $3459193.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ocean Acquisition Corp            | Blue Ocean Acquisition Corp. - Class A                         | CUSIP: G1330L105<br>LEI: 54930022IRZD99B5AQ81 | Long             | EC               | CORP              | US        |    263463 | NS      | $2708399.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullpen Parlay Acquisition Co          | Bullpen Parlay Acquisition Co. - Class A                       | CUSIP: G1792A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $512000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broad Capital Acquisition Corp         | Broad Capital Acquisition Corp.                                | CUSIP: 11125B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $2575.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Principal 250 Merger C         | B Riley Principal 250 Merger Corp. - Class A                   | CUSIP: 05602L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    403503 | NS      | $4022924.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BurTech Acquisition Corp               | BurTech Acquisition Corp. - Class A                            | CUSIP: 123013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47569 | NS      | $483301.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Spade Acquisition Co             | Black Spade Acquisition Co. - Class A                          | CUSIP: G11537100<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    321403 | NS      | $3217244.03   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Better World Acquisition Corp          | Better World Acquisition Corp.                                 | CUSIP: 08772B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1038690 | NS      | $10854310.50  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Banyan Acquisition Corp                | Banyan Acquisition Corp. - Class A                             | CUSIP: 06690B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1143700 | NS      | $11677177.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BYTE Acquisition Corp                  | BYTE Acquisition Corp. - Class A                               | CUSIP: G1R25Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1929091 | NS      | $19445237.28  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge I                         | Chain Bridge I - Class A                                       | CUSIP: G2061X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220387 | NS      | $2265578.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascadia Acquisition Corp              | Cascadia Acquisition Corp. - Class A                           | CUSIP: 14739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130854 | NS      | $1324242.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Acquisition Corp 1 Ltd          | Cactus Acquisition Corp. 1 Ltd.                                | CUSIP: G1745A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102786 | NS      | $1054584.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp V               | Churchill Capital Corp. V - Class A                            | CUSIP: 17144T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    601461 | NS      | $5978522.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp VI              | Churchill Capital Corp. VI - Class A                           | CUSIP: 17143W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64171 | NS      | $641389.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Digital Acquisition Co         | Compass Digital Acquisition Corp.                              | CUSIP: G2476C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116400 | NS      | $1166328.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Acquisition Corp VII                | CF Acquisition Corp. VII - Class A                             | CUSIP: 12521H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    517754 | NS      | $5281090.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Acquisition Corp IV                 | CF Acquisition Corp. IV - Class A                              | CUSIP: 12520T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189986 | NS      | $1907459.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Catcha Investment Corp                 | Catcha Investment Corp. - Class A                              | CUSIP: G1962Y102<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    766123 | NS      | $7730181.07   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition Co                 | Chenghe Acquisition Co. - Class A                              | CUSIP: G2086M107<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     28750 | NS      | $296125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp               | Cartica Acquisition Corp. - Class A                            | CUSIP: G1995D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    594126 | NS      | $6131380.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Colonnade Acquisition Corp II          | Colonnade Acquisition Corp. II - Class A                       | CUSIP: G2284B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157370 | NS      | $1584715.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chavant Capital Acquisition Co         | Chavant Capital Acquisition Corp.                              | CUSIP: G2058L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16847 | NS      | $172664.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombier Acquisition Corp             | Colombier Acquisition Corp. - Class A                          | CUSIP: 19533H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6639 | NS      | $65991.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Earth Acquisitions Corp          | Clean Earth Acquisitions Corp. - Class A                       | CUSIP: 184493104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180689 | NS      | $1824958.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitalworks Emerging Markets          | Capitalworks Emerging Markets Acquisition Corp. - Class A      | CUSIP: G1889L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173263 | NS      | $1789806.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp II            | Concord Acquisition Corp. II - Class A                         | CUSIP: 20607U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84084 | NS      | $836215.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp III           | Concord Acquisition Corp. III - Class A                        | CUSIP: 20607V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    704614 | NS      | $7180016.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Corner Growth Acquisition Corp         | Corner Growth Acquisition Corp. - Class A                      | CUSIP: G2425N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    564154 | NS      | $5675389.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Partnering Corp                | Corsair Partnering Corp. - Class A                             | CUSIP: G2540H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $2059.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                     | Coupa Software, Inc.                                           | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |    393450 | NS      | $31149436.50  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Counter Press Acquisition Corp         | Counter Press Acquisition Corp.                                | CUSIP: G2542B117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26500 | NS      | $271890.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Partners Acquisition          | Catalyst Partners Acquisition Corp. - Class A                  | CUSIP: G19550105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    447001 | NS      | $4505770.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions            | Crown PropTech Acquisitions - Class A                          | CUSIP: G25741102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    885048 | NS      | $8947835.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescera Capital Acquisition C         | Crescera Capital Acquisition Corp. - Class A                   | CUSIP: G26507106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54573 | NS      | $557736.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corazon Capital V838 Monoceros         | Corazon Capital V838 Monoceros Corp. - Class A                 | CUSIP: G24237102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98566 | NS      | $995516.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consilium Acquisition Corp I L         | Consilium Acquisition Corp. I Ltd.                             | CUSIP: G2365L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225958 | NS      | $2288954.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Acquisition Corp         | Constellation Acquisition Corp. I - Class A                    | CUSIP: G2R18K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    987147 | NS      | $9980056.17   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Carney Technology Acquisition          | Carney Technology Acquisition Corp. II - Class A               | CUSIP: 143636108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    744270 | NS      | $7621324.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp VII             | Churchill Capital Corp. VII - Class A                          | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1082110 | NS      | $10788636.70  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| C5 Acquisition Corp                    | C5 Acquisition Corp. - Class A                                 | CUSIP: 12530D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75195 | NS      | $766237.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Decarbonization Plus Acquisiti         | Decarbonization Plus Acquisition Corp. IV - Class A            | CUSIP: G2773W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    806865 | NS      | $8242125.98   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Capital Acquisition Cor         | Denali Capital Acquisition Corp. - Class A                     | CUSIP: G6256B106<br>LEI: 549300L7MIQ7V1UUZB95 | Long             | EC               | CORP              | US        |    111500 | NS      | $1142875.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dragoneer Growth Opportunities         | Dragoneer Growth Opportunities Corp. III - Class A             | CUSIP: G28315102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    530611 | NS      | $5226518.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DHC Acquisition Corp                   | DHC Acquisition Corp. - Class A                                | CUSIP: G2758T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    916628 | NS      | $9239610.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondHead Holdings Corp              | DiamondHead Holdings Corp. - Class A                           | CUSIP: 25278L105<br>LEI: 549300HWN3ECTEH7I380 | Long             | EC               | CORP              | US        |    150000 | NS      | $1509000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Disruptive Acquisition Corp I          | Disruptive Acquisition Corp. I - Class A                       | CUSIP: G2770Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101712 | NS      | $1025256.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Lake Capital Acquisition          | Deep Lake Capital Acquisition Corp.                            | CUSIP: G27029100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56876 | NS      | $573878.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Medicine Acquisition Corp         | Deep Medicine Acquisition Corp. - Class A                      | CUSIP: 243733102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    308331 | NS      | $3169642.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| dMY Technology Group Inc VI            | dMY Technology Group, Inc. VI                                  | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    698060 | NS      | $7015503.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdin         | Social Capital Suvretta Holdings Corp. II - Class A            | CUSIP: G8253U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    935367 | NS      | $9419145.69   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdin         | Social Capital Suvretta Holdings Corp. IV - Class A            | CUSIP: G8253Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    996093 | NS      | $10010734.65  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| D & Z Media Acquisition Corp           | D & Z Media Acquisition Corp. - Class A                        | CUSIP: 23305Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    432434 | NS      | $4341637.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DP Cap Acquisition Corp I              | DP Cap Acquisition Corp. I - Class A                           | CUSIP: G2R05B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95600 | NS      | $980856.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition          | Macondray Capital Acquisition Corp. I - Class A                | CUSIP: G5853A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    472119 | NS      | $4810892.61   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Direct Selling Acquisition Cor         | Direct Selling Acquisition Corp. - Class A                     | CUSIP: 25460L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    421432 | NS      | $4336535.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Transformation Opportu         | Digital Transformation Opportunities Corp. - Class A           | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44493 | NS      | $446932.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edify Acquisition Corp                 | Edify Acquisition Corp. - Class A                              | CUSIP: 28059Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199833 | NS      | $2020311.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| European Biotech Acquisition C         | European Biotech Acquisition Corp. - Class A                   | CUSIP: G3167F102<br>LEI: 984500Y57CDE4CE7CC20 | Long             | EC               | CORP              | NL        |    224461 | NS      | $2267056.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EG Acquisition Corp                    | EG Acquisition Corp. - Class A                                 | CUSIP: 26846A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    993132 | NS      | $9901526.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Accretion Acquisition Corp             | Accretion Acquisition Corp.                                    | CUSIP: 00438Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    421934 | NS      | $4253094.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acqu         | Enterprise 4.0 Technology Acquisition Corp.                    | CUSIP: G3137C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    793343 | NS      | $8163499.47   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity II Corp            | Elliott Opportunity II Corp. - Class A                         | CUSIP: G30092103<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |    580000 | NS      | $5846400.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiphany Technology Acquisitio         | Epiphany Technology Acquisition Corp. - Class A                | CUSIP: 29429X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1072078 | NS      | $10827987.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EQ Health Acquisition Corp             | EQ Health Acquisition Corp. - Class A                          | CUSIP: 26886A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    692764 | NS      | $6996916.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| East Resources Acquisition Co          | East Resources Acquisition Co. - Class A                       | CUSIP: 274681105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    287198 | NS      | $2915059.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN Acquisition Corp                 | ESGEN Acquisition Corp. - Class A                              | CUSIP: G3R95N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1640506 | NS      | $16962832.04  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ESM Acquisition Corp                   | ESM Acquisition Corp. - Class A                                | CUSIP: G3195H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61960 | NS      | $625176.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVe Mobility Acquisition Corp          | EVe Mobility Acquisition Corp. - Class A                       | CUSIP: G3218G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    487000 | NS      | $5016100.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Corp                         | Evergreen Corp. - Class A                                      | CUSIP: G3312W109<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     30000 | NS      | $308400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Acquisition Corp                   | Evo Acquisition Corp. - Class A                                | CUSIP: 30052G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252212 | NS      | $2542296.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Figure Acquisition Corp I              | Figure Acquisition Corp. I - Class A                           | CUSIP: 302438106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    474817 | NS      | $4771910.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Acquisition I Corp             | Freedom Acquisition I Corp. - Class A                          | CUSIP: G3663X110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277885 | NS      | $2806638.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fat Projects Acquisition Corp          | Fat Projects Acquisition Corp.                                 | CUSIP: G3400W102<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    150000 | NS      | $1521000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Capital Acquisition C         | Fortress Capital Acquisition Corp. - Class A                   | CUSIP: G36427105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    495994 | NS      | $5009539.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Ecosystem Development          | Fintech Ecosystem Development Corp. - Class A                  | CUSIP: 318136108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1000001 | NS      | $10250010.25  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Merger Corp                         | FG Merger Corp.                                                | CUSIP: 30324Y101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       880 | NS      | $9424.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Impact Acquisition Corp          | Focus Impact Acquisition Corp. - Class A                       | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    530635 | NS      | $5401864.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Investment Corp               | Frontier Investment Corp. - Class A                            | CUSIP: G36816109<br>LEI: 549300D3XEVQHIB48278 | Long             | EC               | CORP              | US        |    376676 | NS      | $3789360.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marlin Technology Corp                 | Marlin Technology Corp. - Class A                              | CUSIP: G58411102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    501707 | NS      | $5082291.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Light Acquisition Group          | First Light Acquisition Group, Inc. - Class A                  | CUSIP: 320703101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385000 | NS      | $3915450.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Feutune Light Acquisition Corp         | Feutune Light Acquisition Corp. - Class A                      | CUSIP: 31561T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155060 | NS      | $1576960.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flame Acquisition Corp                 | Flame Acquisition Corp. - Class A                              | CUSIP: 33850F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73561 | NS      | $739288.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Soar Technology Acquisition Co         | Soar Technology Acquisition Corp. - Class A                    | CUSIP: G82472112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185216 | NS      | $1929950.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Merger IV Corp                   | Forum Merger IV Corp. - Class A                                | CUSIP: 349875104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1137226 | NS      | $11429121.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Finnovate Acquisition Corp             | Finnovate Acquisition Corp. - Class A                          | CUSIP: G3R34K103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     50182 | NS      | $514867.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Peak Acquisition Corp              | Far Peak Acquisition Corp. - Class A                           | CUSIP: G3312L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3615531 | NS      | $36299931.24  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Acquisition Corp              | Frontier Acquisition Corp. - Class A                           | CUSIP: G36826108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    376348 | NS      | $3793587.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Reserve Sustainable Grow         | First Reserve Sustainable Growth Corp. - Class A               | CUSIP: 336169107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    391809 | NS      | $3937680.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Forest Road Acquisition Corp I         | Forest Road Acquisition Corp. II - Class A                     | CUSIP: 34619V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    494251 | NS      | $4959808.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Acquisition Corp II             | Fusion Acquisition Corp. II - Class A                          | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    752424 | NS      | $7554336.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FinServ Acquisition Corp II            | FinServ Acquisition Corp. II - Class A                         | CUSIP: 31809Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    400300 | NS      | $4015009.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Athena Acquisition Corp           | FTAC Athena Acquisition Corp. - Class A                        | CUSIP: G37283101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    931145 | NS      | $9413875.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Evolution Acquisition          | Fintech Evolution Acquisition Group - Class A                  | CUSIP: G3R19A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1241208 | NS      | $12536200.80  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureTech II Acquisition Corp         | FutureTech II Acquisition Corp. - Class A                      | CUSIP: 36119D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35842 | NS      | $370247.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Wall Acquisition Corp II         | Fifth Wall Acquisition Corp. III - Class A                     | CUSIP: G34142102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1378600 | NS      | $13841144.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FAST Acquisition Corp II               | FAST Acquisition Corp. II - Class A                            | CUSIP: 311874101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    833288 | NS      | $8341212.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Arrow Merger Corp               | Golden Arrow Merger Corp. - Class A                            | CUSIP: 380799106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253563 | NS      | $2539433.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Asia I Acquisition          | Generation Asia I Acquisition Ltd. - Class A                   | CUSIP: G38258102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13050 | NS      | $132066.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Blockchain Acquisition          | Global Blockchain Acquisition Corp.                            | CUSIP: 37961B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $50550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Games & Esports Experience Acq         | Games & Esports Experience Acquisition Corp. - Class A         | CUSIP: G3731J119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    452292 | NS      | $4645038.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Unicorn Capital Corp           | Genesis Unicorn Capital Corp. - Class A                        | CUSIP: 37187C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $10170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Acquisition Corp IV               | Graf Acquisition Corp. IV                                      | CUSIP: 384272100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $2016.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Growth Tech Acquisitio         | Genesis Growth Tech Acquisition Corp. - Class A                | CUSIP: G3R23D102<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    351641 | NS      | $3635967.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings IX Inc                  | Gores Holdings IX, Inc. - Class A                              | CUSIP: 38287A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    750000 | NS      | $7440000.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher I Acquisition Corp              | Gesher I Acquisition Corp. - Class A                           | CUSIP: G38537109<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     66666 | NS      | $677326.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp                  | Cartesian Growth Corp. - Class A                               | CUSIP: G19276107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    941469 | NS      | $9471178.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalink Investment Inc               | Globalink Investment, Inc.                                     | CUSIP: 37892F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $61200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp                | Galata Acquisition Corp. - Class A                             | CUSIP: G3R23A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249400 | NS      | $2546374.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aetherium Acquisition Corp             | Aetherium Acquisition Corp. - Class A                          | CUSIP: 00809J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    651500 | NS      | $6612725.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GoGreen Investments Corp               | GoGreen Investments Corp.                                      | CUSIP: G9461B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    908621 | NS      | $9431485.98   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Partner Acquisition Cor         | Global Partner Acquisition Corp. II - Class A                  | CUSIP: G3934P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200006 | NS      | $2022060.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Systems Dynamics Inc            | Global Systems Dynamics, Inc. - Class A                        | CUSIP: 37653T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90424 | NS      | $934079.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend II Inc                | G Squared Ascend II, Inc. - Class A                            | CUSIP: G42041106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56876 | NS      | $576722.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend I Inc                 | G Squared Ascend I, Inc. - Class A                             | CUSIP: G4204R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    685200 | NS      | $6923946.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Technology Acquisition          | Global Technology Acquisition Corp. I - Class A                | CUSIP: G3934N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288475 | NS      | $2965523.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Visor Financial Technolo         | Green Visor Financial Technology Acquisition Corp. I - Class A | CUSIP: G4166K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1555911 | NS      | $16134797.07  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GX Acquisition Corp II                 | GX Acquisition Corp. II - Class A                              | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    985728 | NS      | $9867137.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare AI Acquisition Corp         | Healthcare AI Acquisition Corp. - Class A                      | CUSIP: G4373K109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5432 | NS      | $55623.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Hera Acquisition Corp             | FTAC Hera Acquisition Corp. - Class A                          | CUSIP: G3728Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4446720 | NS      | $45000806.40  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| HH&L Acquisition Co                    | HH&L Acquisition Co. - Class A                                 | CUSIP: G39714103<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1958054 | NS      | $19795925.94  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Media Acquisition Co         | Heartland Media Acquisition Corp. - Class A                    | CUSIP: 42237V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $2034.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerging Markets Horizon Corp          | Emerging Markets Horizon Corp. - Class A                       | CUSIP: G3033X105<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    680894 | NS      | $6951927.74   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Plate Acquisition Corp            | Home Plate Acquisition Corp. - Class A                         | CUSIP: 43734R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18200 | NS      | $184184.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawks Acquisition Corp                 | Hawks Acquisition Corp. - Class A                              | CUSIP: 42032P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2253 | NS      | $22507.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc               | Horizon Therapeutics Plc                                       | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |    371929 | NS      | $42325520.20  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibere Pharmaceuticals                  | Ibere Pharmaceuticals - Class A                                | CUSIP: G46843101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    542852 | NS      | $5477376.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Iconic Sports Acquisition Corp         | Iconic Sports Acquisition Corp. - Class A                      | CUSIP: G4712C107<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    270536 | NS      | $2789226.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| InFinT Acquisition Corp                | InFinT Acquisition Corp. - Class A                             | CUSIP: G47862100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90000 | NS      | $913500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition L         | Inception Growth Acquisition Ltd.                              | CUSIP: 45333D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231078 | NS      | $2340820.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Acquisition Corp 1            | Integral Acquisition Corp. 1 - Class A                         | CUSIP: 45827K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $50.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative International Acqui         | Innovative International Acquisition Corp. - Class A           | CUSIP: G4809M109<br>LEI: 549300U6QXNGB66F1K14 | Long             | EC               | CORP              | US        |     44600 | NS      | $459380.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C         | Inflection Point Acquisition Corp. - Class A                   | CUSIP: G47874121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41975 | NS      | $420589.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InterPrivate III Financial Par         | InterPrivate III Financial Partners, Inc. - Class A            | CUSIP: 46064R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    837239 | NS      | $8456113.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| InterPrivate IV InfraTech Part         | InterPrivate IV InfraTech Partners, Inc. - Class A             | CUSIP: 46064T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76869 | NS      | $777145.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelligent Medicine Acquisiti         | Intelligent Medicine Acquisition Corp. - Class A               | CUSIP: 45828D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    417652 | NS      | $4293462.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Iris Acquisition Corp                  | Iris Acquisition Corp.                                         | CUSIP: 89601Y101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    827337 | NS      | $8339556.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Rail and Resources          | Integrated Rail and Resources Acquisition Corp. - Class A      | CUSIP: 45827R106<br>LEI: 549300G3080C4RIDLA64 | Long             | EC               | CORP              | US        |     79890 | NS      | $810883.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Tech Acquisitions I         | Industrial Tech Acquisitions II, Inc. - Class A                | CUSIP: 45635R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24425 | NS      | $248646.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itiquira Acquisition Corp              | Itiquira Acquisition Corp. - Class A                           | CUSIP: G49773107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288312 | NS      | $2909068.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition          | Investcorp Europe Acquisition Corp. I - Class A                | CUSIP: G4923T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257234 | NS      | $2649510.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IX Acquisition Corp                    | IX Acquisition Corp. - Class A                                 | CUSIP: G5000D103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     65781 | NS      | $665703.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Acquisition Corp               | Jupiter Acquisition Corp. - Class A                            | CUSIP: 482082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72200 | NS      | $715502.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jatt Acquisition Corp                  | Jatt Acquisition Corp. - Class A                               | CUSIP: G50752107<br>LEI: 549300LQXD6M2MIQFN24 | Long             | EC               | CORP              | GB        |    118750 | NS      | $1212437.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Creek Investment Corp             | Jack Creek Investment Corp. - Class A                          | CUSIP: G4989X115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1025411 | NS      | $10387413.43  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaguar Global Growth Corp I            | Jaguar Global Growth Corp. I - Class A                         | CUSIP: G5S11A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25100 | NS      | $256773.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxpro Capital Acquisition Cor         | Maxpro Capital Acquisition Corp. - Class A                     | CUSIP: 57778T106<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    116076 | NS      | $1206029.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Juggernaut Acquisition Co         | Jaws Juggernaut Acquisition Corp. - Class A                    | CUSIP: G50735102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    891245 | NS      | $8957012.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper II Corp                        | Juniper II Corp. - Class A                                     | CUSIP: 48203N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    733286 | NS      | $7457518.62   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JUPITER WELLNESS ACQUISITION C         | JUPITER WELLNESS ACQUISITION Corp. - Class A                   | CUSIP: 48208E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $30305.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp          | Jaws Mustang Acquisition Corp. - Class A                       | CUSIP: G50737108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1970022 | NS      | $19907072.31  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp            | Kismet Acquisition Two Corp. - Class A                         | CUSIP: G52807107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2134134 | NS      | $21554753.40  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Kairos Acquisition Corp                | Kairos Acquisition Corp. - Class A                             | CUSIP: G52110114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    234178 | NS      | $2360514.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Three Corp          | Kismet Acquisition Three Corp. - Class A                       | CUSIP: G5276C110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1317867 | NS      | $13178670.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                            | KnowBe4, Inc. - Class A                                        | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52643 | NS      | $1304493.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KnightSwan Acquisition Corp            | KnightSwan Acquisition Corp. - Class A                         | CUSIP: 499103109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1199 | NS      | $12205.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kernel Group Holdings Inc              | Kernel Group Holdings, Inc. - Class A                          | CUSIP: G5259L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    465841 | NS      | $4704994.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadem Sustainable Impact Corp          | Kadem Sustainable Impact Corp. - Class A                       | CUSIP: 48284E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    244915 | NS      | $2456497.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co         | Khosla Ventures Acquisition Co. III - Class A                  | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    268228 | NS      | $2670209.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LatAmGrowth SPAC                       | LatAmGrowth SPAC                                               | CUSIP: G5380L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105081 | NS      | $1078131.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition II Corp          | Lakeshore Acquisition II Corp.                                 | CUSIP: G5352N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    662352 | NS      | $6742743.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| L Catterton Asia Acquisition C         | L Catterton Asia Acquisition Corp. - Class A                   | CUSIP: G5346G125<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    787991 | NS      | $7958709.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Learn CW Investment Corp               | Learn CW Investment Corp. - Class A                            | CUSIP: G54157105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    759037 | NS      | $7666273.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LDH Growth Corp I                      | LDH Growth Corp. I - Class A                                   | CUSIP: G54094100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    614284 | NS      | $6185839.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lead Edge Growth Opportunities         | Lead Edge Growth Opportunities Ltd. - Class A                  | CUSIP: G54085108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1523108 | NS      | $15383390.80  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| LF Capital Acquisition Corp II         | LF Capital Acquisition Corp. II                                | CUSIP: 50202D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    801082 | NS      | $8219101.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Archaea Energy Inc                     | Archaea Energy, Inc.                                           | CUSIP: 03940F103<br>LEI: 549300ZBE567NNMH7V89 | Long             | EC               | CORP              | US        |   1272668 | NS      | $33089368.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Growth Acquisition Corp         | Lazard Growth Acquisition Corp. I                              | CUSIP: G54035103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1534945 | NS      | $15518293.95  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Semper Paratus Acquisition Cor         | Semper Paratus Acquisition Corp. - Class A                     | CUSIP: G8028L107<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |    274910 | NS      | $2839820.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp II                  | Legato Merger Corp. II                                         | CUSIP: 52473Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2123976 | NS      | $21494637.12  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Leo Holdings Corp II                   | Leo Holdings Corp. II - Class A                                | CUSIP: G5463R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    529867 | NS      | $5346358.03   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Resources Acquisition          | Liberty Resources Acquisition Corp. - Class A                  | CUSIP: 53118A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97250 | NS      | $992922.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart III Corp                     | Lionheart III Corp. - Class A                                  | CUSIP: 536262108<br>LEI: 549300FOQIPVJ7BSVU47 | Long             | EC               | CORP              | US        |     68430 | NS      | $699354.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Logistics Innovation Technolog         | Logistics Innovation Technologies Corp. - Class A              | CUSIP: 54141L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237400 | NS      | $2397740.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LIV Capital Acquisition Corp I         | LIV Capital Acquisition Corp. II - Class A                     | CUSIP: G5510R105<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    144047 | NS      | $1477922.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Mobility Acquisition          | Live Oak Mobility Acquisition Corp. - Class A                  | CUSIP: 538126103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $502750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAVA Medtech Acquisition Corp          | LAVA Medtech Acquisition Corp. - Class A                       | CUSIP: 519345102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15733 | NS      | $161735.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Levere Holdings Corp                   | Levere Holdings Corp. - Class A                                | CUSIP: G5462L106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    286626 | NS      | $2892056.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moringa Acquisition Corp               | Moringa Acquisition Corp. - Class A                            | CUSIP: G6S23K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    195530 | NS      | $1978763.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition II Corp         | M3-Brigade Acquisition II Corp. - Class A                      | CUSIP: 553800103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    743809 | NS      | $7452966.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition III Cor         | M3-Brigade Acquisition III Corp. - Class A                     | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1245902 | NS      | $12633446.28  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain & Co I Acquisition Co         | Mountain & Co. I Acquisition Corp.                             | CUSIP: G6301J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30500 | NS      | $316590.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDH Acquisition Corp                   | MDH Acquisition Corp. - Class A                                | CUSIP: 55283P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    872436 | NS      | $8794154.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Ecommerce Acquisition          | Mercury Ecommerce Acquisition Corp. - Class A                  | CUSIP: 589381102<br>LEI: 549300FXS2LWBI15YP76 | Long             | EC               | CORP              | US        |    146508 | NS      | $1491451.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MELI Kaszek Pioneer Corp               | MELI Kaszek Pioneer Corp. - Class A                            | CUSIP: G5S74L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    328723 | NS      | $3277368.31   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology In         | Mason Industrial Technology, Inc. - Class A                    | CUSIP: 57520Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    985728 | NS      | $9852351.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Coliseum Acquisition Corp              | Coliseum Acquisition Corp. - Class A                           | CUSIP: G2263T123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19106 | NS      | $192015.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McLaren Technology Acquisition         | McLaren Technology Acquisition Corp. - Class A                 | CUSIP: 58176U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    687685 | NS      | $7021263.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Consolidator Acquisiti         | Everest Consolidator Acquisition Corp.                         | CUSIP: 29978K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23365 | NS      | $239023.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medicus Sciences Acquisition C         | Medicus Sciences Acquisition Corp. - Class A                   | CUSIP: G5960S108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    655086 | NS      | $6570512.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSD Acquisition Corp                   | MSD Acquisition Corp. - Class A                                | CUSIP: G5709C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2114027 | NS      | $21351672.70  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Metal Sky Star Acquisition Cor         | Metal Sky Star Acquisition Corp.                               | CUSIP: G6053N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26005 | NS      | $264730.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motive Capital Corp II                 | Motive Capital Corp. II - Class A                              | CUSIP: G6293R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    349765 | NS      | $3578095.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Canyon Acquisition Corp         | Murphy Canyon Acquisition Corp. - Class A                      | CUSIP: 626642102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94583 | NS      | $969475.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio             | MSILF Government Portfolio - Class Institutional USD INC       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        | 683372450 | PA      | $683372450.28 | 26.97%            |  |  |  | No            |                  1 | On Loan: No      |
| North Atlantic Acquisition Cor         | North Atlantic Acquisition Corp. - Class A                     | CUSIP: G66139109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1124964 | NS      | $11373386.04  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street Acquisition Cor         | Newbury Street Acquisition Corp.                               | CUSIP: 65101L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73978 | NS      | $739780.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcourt Acquisition Corp              | Newcourt Acquisition Corp. - Class A                           | CUSIP: G6448C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143702 | NS      | $1471508.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Energy Transition Corp          | Nabors Energy Transition Corp. - Class A                       | CUSIP: 629567108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    259798 | NS      | $2668125.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp              | Infinite Acquisition Corp. - Class A                           | CUSIP: G48028107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12648 | NS      | $129642.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphys Acquisition Corp                | Enphys Acquisition Corp.                                       | CUSIP: G3167L109<br>LEI: 549300KNB8BMJ5TPCU58 | Long             | EC               | CORP              | US        |     47659 | NS      | $478019.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Genesis Acquisition C         | Northern Genesis Acquisition Corp. III - Class A               | CUSIP: 66516W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40928 | NS      | $410917.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp II             | NewHold Investment Corp. II - Class A                          | CUSIP: 651450108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150500 | NS      | $1532090.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Rock Acquisition Corp            | Noble Rock Acquisition Corp. - Class A                         | CUSIP: G6546R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1489057 | NS      | $15039475.70  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp          | Northern Star Investment Corp. II - Class A                    | CUSIP: 66573W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1237421 | NS      | $12497952.10  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp          | Northern Star Investment Corp. III - Class A                   | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    301152 | NS      | $3026577.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp          | Northern Star Investment Corp. IV - Class A                    | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86756 | NS      | $876235.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nubia Brand International Corp         | Nubia Brand International Corp. - Class A                      | CUSIP: 67022R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    496505 | NS      | $5332463.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthView Acquisition Corp             | NorthView Acquisition Corp.                                    | CUSIP: 66718N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $1073.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Vista Acquisition Corp             | New Vista Acquisition Corp. - Class A                          | CUSIP: G6529L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1326668 | NS      | $13372813.44  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| OPY Acquisition Corp I                 | OPY Acquisition Corp. I - Class A                              | CUSIP: 671005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       890 | NS      | $9060.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniLit Acquisition Corp               | OmniLit Acquisition Corp. - Class A                            | CUSIP: 68218C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1414506 | NS      | $14541121.68  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                   | 1Life Healthcare, Inc.                                         | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    549850 | NS      | $9187993.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Onyx Acquisition Co I                  | Onyx Acquisition Co. I - Class A                               | CUSIP: G6755Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219004 | NS      | $2255741.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Opus Acquisition Ltd            | Magnum Opus Acquisition Ltd. - Class A                         | CUSIP: G5S70A104<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    110192 | NS      | $1110735.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Biotech Opportunities Co         | Orion Biotech Opportunities Corp. - Class A                    | CUSIP: G6780C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    245206 | NS      | $2464320.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Osiris Acquisition Corp                | Osiris Acquisition Corp. - Class A                             | CUSIP: 68829A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180177 | NS      | $1816184.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxus Acquisition Corp                  | Oxus Acquisition Corp. - Class A                               | CUSIP: G6859L105<br>LEI: N/A                  | Long             | EC               | CORP              | KZ        |     71426 | NS      | $737830.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROOF Acquisition Corp I               | PROOF Acquisition Corp. I - Class A                            | CUSIP: 74349W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88900 | NS      | $904113.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Merger Corp                    | Pioneer Merger Corp. - Class A                                 | CUSIP: G7S24C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18820 | NS      | $190834.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software, Inc.                   | Coupa Software, Inc.                                           | CUSIP: 999999999<br>LEI: 549300Q95ICR2GFL2K37 | N/A              | DE               |  | US        |      -613 | NC      | $-4597.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc               | Horizon Therapeutics Plc                                       | CUSIP: 999999999<br>LEI: 529900P0GSQ79OOZEV53 | N/A              | DE               |  | US        |     -3005 | NC      | $-52587.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4, Inc.                          | KnowBe4, Inc.                                                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      -202 | NC      | $-505.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software, Inc.                   | Coupa Software, Inc.                                           | CUSIP: 999999999<br>LEI: 549300Q95ICR2GFL2K37 | N/A              | DE               |  | US        |      -109 | NC      | $-4905.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                    | STORE Capital Corp.                                            | CUSIP: 999999999<br>LEI: 5493004EA6C9IHDZ7N66 | N/A              | DE               |  | US        |       -17 | NC      | $-85.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Endosurgery, Inc.               | Apollo Endosurgery, Inc.                                       | CUSIP: 999999999<br>LEI: 549300OD82W5UIMD4H13 | N/A              | DE               |  | US        |      -143 | NC      | $-6792.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare, Inc.                 | 1Life Healthcare, Inc.                                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      -449 | NC      | $-4490.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc               | Horizon Therapeutics Plc                                       | CUSIP: 999999999<br>LEI: 529900P0GSQ79OOZEV53 | N/A              | DE               |  | US        |      -151 | NC      | $-8682.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp                  | Ares Acquisition Corp. - Class A                               | CUSIP: G33032106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3937482 | NS      | $39650443.74  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp I              | Armada Acquisition Corp. I                                     | CUSIP: 04208V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233669 | NS      | $2383423.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABG Acquisition Corp I                 | ABG Acquisition Corp. I - Class A                              | CUSIP: G00496102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    676601 | NS      | $6826904.09   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, Inc. CONTINGENT VALUE RHT   / | ABIOMED, Inc. CONTINGENT VALUE RHT   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    287741 | NC      | $293495.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition C         | Atlantic Coastal Acquisition Corp. II - Class A                | CUSIP: 04845A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    284632 | NS      | $2900400.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition C         | Atlantic Coastal Acquisition Corp. - Class A                   | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |    183049 | NS      | $1834150.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendant Digital Acquisition          | Ascendant Digital Acquisition Corp. III - Class A              | CUSIP: G05157105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    363172 | NS      | $3747935.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp             | Independence Holdings Corp. - Class A                          | CUSIP: G4761A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    414016 | NS      | $4177421.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Acropolis Infrastructure Acqui         | Acropolis Infrastructure Acquisition Corp. - Class A           | CUSIP: 005029103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1078000 | NS      | $10682980.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Anthemis Digital Acquisitions          | Anthemis Digital Acquisitions I Corp.                          | CUSIP: G03959106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54000 | NS      | $554040.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adara Acquisition Corp                 | Adara Acquisition Corp. - Class A                              | CUSIP: 00653H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    414922 | NS      | $4223905.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ault Disruptive Technologies C         | Ault Disruptive Technologies Corp.                             | CUSIP: 05150A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194358 | NS      | $1996056.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Authentic Equity Acquisition C         | Authentic Equity Acquisition Corp. - Class A                   | CUSIP: G06607108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171091 | NS      | $1728019.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AltEnergy Acquisition Corp             | AltEnergy Acquisition Corp. - Class A                          | CUSIP: 02157M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97276 | NS      | $995133.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aesther Healthcare Acquisition         | Aesther Healthcare Acquisition Corp. - Class A                 | CUSIP: 00809L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    556574 | NS      | $5788369.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura FAT Projects Acquisition          | Aura FAT Projects Acquisition Corp. - Class A                  | CUSIP: G06362100<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      2906 | NS      | $29960.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AfterNext HealthTech Acquisiti         | AfterNext HealthTech Acquisition Corp. - Class A               | CUSIP: G01109100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16100 | NS      | $161322.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| African Gold Acquisition Corp          | African Gold Acquisition Corp. - Class A                       | CUSIP: G0112R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $7035.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agile Growth Corp                      | Agile Growth Corp. - Class A                                   | CUSIP: G01202103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214983 | NS      | $2169178.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahren Acquisition Corp                 | Ahren Acquisition Corp. - Class A                              | CUSIP: G01322109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5730 | NS      | $59019.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sports Ventures Acquisition Co         | Sports Ventures Acquisition Corp. - Class A                    | CUSIP: G8372A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    441814 | NS      | $4471157.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSP Orchid Acquisition Corp I         | ALSP Orchid Acquisition Corp. I - Class A                      | CUSIP: G0231L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20633 | NS      | $211281.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Star Acquisition Corp            | Alpha Star Acquisition Corp.                                   | CUSIP: G0230C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16169 | NS      | $165893.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arctos NorthStar Acquisition C         | Arctos NorthStar Acquisition Corp. - Class A                   | CUSIP: G0477L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    374625 | NS      | $3779966.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Anzu Special Acquisition Corp          | Anzu Special Acquisition Corp. I - Class A                     | CUSIP: 03737A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358814 | NS      | $3624021.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arogo Capital Acquisition Corp         | Arogo Capital Acquisition Corp. - Class A                      | CUSIP: 042644104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109925 | NS      | $1114639.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneBridge Acquisition Corp           | StoneBridge Acquisition Corp.                                  | CUSIP: G85094103<br>LEI: 5493000AJ4C5DLO2PK42 | Long             | EC               | CORP              | US        |   1359578 | NS      | $13976461.84  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Endosurgery Inc                 | Apollo Endosurgery, Inc.                                       | CUSIP: 03767D108<br>LEI: 549300OD82W5UIMD4H13 | Long             | EC               | CORP              | US        |    471257 | NS      | $4698432.29   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Strategic Growth Capita         | Apollo Strategic Growth Capital II - Class A                   | CUSIP: G0412A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    560494 | NS      | $5616149.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Apeiron Capital Investment Cor         | Apeiron Capital Investment Corp. - Class A                     | CUSIP: 03752A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167206 | NS      | $1713861.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Panacea Acquisition Corp II            | Panacea Acquisition Corp. II - Class A                         | CUSIP: G6882C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    375546 | NS      | $3789259.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Biotech Acquisition Co         | Phoenix Biotech Acquisition Corp. - Class A                    | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    417692 | NS      | $4285519.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp II            | Peridot Acquisition Corp. II - Class A                         | CUSIP: G7008B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190416 | NS      | $1921297.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Energy Reimagined Acqu         | Project Energy Reimagined Acquisition Corp.                    | CUSIP: G72556106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6800 | NS      | $68476.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepperLime Health Acquisition          | PepperLime Health Acquisition Corp. - Class A                  | CUSIP: G70021103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    302205 | NS      | $3088535.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathfinder Acquisition Corp            | Pathfinder Acquisition Corp. - Class A                         | CUSIP: G04119106<br>LEI: 549300MY5MYSR79R7L50 | Long             | EC               | CORP              | US        |    166810 | NS      | $1668100.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Portage Fintech Acquisition Co         | Portage Fintech Acquisition Corp. - Class A                    | CUSIP: G7185D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64517 | NS      | $647105.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Digital Mobility Acqui         | Pegasus Digital Mobility Acquisition Corp. - Class A           | CUSIP: G69768102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    376816 | NS      | $3873668.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp             | Pyrophyte Acquisition Corp. - Class A                          | CUSIP: G7308P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173061 | NS      | $1787720.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pivotal Investment Corp III            | Pivotal Investment Corp. III - Class A                         | CUSIP: 72582M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1097442 | NS      | $11073189.78  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Latin American Opportun         | Patria Latin American Opportunity Acquisition Corp.            | CUSIP: G69454109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    475000 | NS      | $4911500.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp I                | Plum Acquisition Corp. I - Class A                             | CUSIP: G7134L126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319144 | NS      | $3216971.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Priveterra Acquisition Corp            | Priveterra Acquisition Corp. - Class A                         | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    357275 | NS      | $3592400.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pontem Corp                            | Pontem Corp. - Class A                                         | CUSIP: G71707106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1173696 | NS      | $11866066.56  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Southport Acquisition Corp             | Southport Acquisition Corp.                                    | CUSIP: 84465L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8797 | NS      | $89553.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc                           | Poshmark, Inc. - Class A                                       | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $768.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powered Brands                         | Powered Brands                                                 | CUSIP: G7209M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31414 | NS      | $317595.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Papaya Growth Opportunity Corp         | Papaya Growth Opportunity Corp. I - Class A                    | CUSIP: 69882P102<br>LEI: 549300U6L3FU6EKJUM40 | Long             | EC               | CORP              | US        |    109566 | NS      | $1117573.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parabellum Acquisition Corp            | Parabellum Acquisition Corp. - Class A                         | CUSIP: 69901P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1088347 | NS      | $11086773.22  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearl Holdings Acquisition Cor         | Pearl Holdings Acquisition Corp. - Class A                     | CUSIP: G44525106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65563 | NS      | $670709.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CC Neuberger Principal Holding         | CC Neuberger Principal Holdings III - Class A                  | CUSIP: G1992N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    765049 | NS      | $7726994.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospector Capital Corp                | Prospector Capital Corp. - Class A                             | CUSIP: G7273A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    918798 | NS      | $9279859.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Property Solutions Acquisition         | Property Solutions Acquisition Corp. II - Class A              | CUSIP: 74350A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200803 | NS      | $2028110.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pine Technology Acquisition Co         | Pine Technology Acquisition Corp. - Class A                    | CUSIP: 722850104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    639110 | NS      | $6455011.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp                 | Goal Acquisitions Corp.                                        | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1076886 | NS      | $10833473.16  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerUp Acquisition Corp               | PowerUp Acquisition Corp. - Class A                            | CUSIP: G7207P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    655052 | NS      | $6747035.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum FinTech Acquisition Co         | Quantum FinTech Acquisition Corp.                              | CUSIP: 74767A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1159101 | NS      | $11648965.05  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Revelstone Capital Acquisition         | Revelstone Capital Acquisition Corp. - Class A                 | CUSIP: 76137R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500000 | NS      | $5015000.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II               | CARTESIAN GROWTH Corp. II                                      | CUSIP: G19305112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199998 | NS      | $2051979.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RF Acquisition Corp                    | RF Acquisition Corp. - Class A                                 | CUSIP: 74954L104<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    638049 | NS      | $6450675.39   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co                 | Jackson Acquisition Co. - Class A                              | CUSIP: 46653C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    250100 | NS      | $2528511.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet Growth Opportu         | Rocket Internet Growth Opportunities Corp. - Class A           | CUSIP: G7613T103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1259952 | NS      | $12725515.20  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG Acquisition Corp III               | RMG Acquisition Corp. III - Class A                            | CUSIP: G76088106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135700 | NS      | $1370570.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROC Energy Acquisition Corp            | ROC Energy Acquisition Corp.                                   | CUSIP: 77118V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25640 | NS      | $262681.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roth Ch Acquisition IV Co              | Roth Ch Acquisition IV Co.                                     | CUSIP: 77867P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20115 | NS      | $205374.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roth CH Acquisition V Co               | Roth CH Acquisition V Co.                                      | CUSIP: 77867R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3453 | NS      | $34909.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rice Acquisition Corp II               | Rice Acquisition Corp. II - Class A                            | CUSIP: G75529100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90000 | NS      | $915300.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rose Hill Acquisition Corp             | Rose Hill Acquisition Corp. - Class A                          | CUSIP: G7637J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    334185 | NS      | $3458814.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp II               | Ross Acquisition Corp. II - Class A                            | CUSIP: G7641C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1668881 | NS      | $16889075.72  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Resource Acquisition Cor         | Rigel Resource Acquisition Corp. - Class A                     | CUSIP: G7573M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    354651 | NS      | $3649358.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratim Cloud Acquisition Corp         | Stratim Cloud Acquisition Corp.                                | CUSIP: 86309R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14507 | NS      | $145940.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Calibre Materials Acqu         | Seaport Calibre Materials Acquisition Corp.                    | CUSIP: 812204105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    496232 | NS      | $5096302.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ScION Tech Growth II                   | ScION Tech Growth II - Class A                                 | CUSIP: G31070108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   1090255 | NS      | $11022478.05  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Screaming Eagle Acquisition Co         | Screaming Eagle Acquisition Corp. - Class A                    | CUSIP: G79407105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $994500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Acquisition Corp I            | Sculptor Acquisition Corp. I - Class A                         | CUSIP: G7T983103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385722 | NS      | $3957507.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sustainable Development Acquis         | Sustainable Development Acquisition I Corp. - Class A          | CUSIP: 86934L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1182427 | NS      | $11895215.62  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SDCL EDGE Acquisition Corp             | SDCL EDGE Acquisition Corp. - Class A                          | CUSIP: G79471101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    229721 | NS      | $2310993.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Hill Acquisition Corp           | Signal Hill Acquisition Corp. - Class A                        | CUSIP: 82664R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11713 | NS      | $119706.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Global Acquisition II          | Seaport Global Acquisition II Corp. - Class A                  | CUSIP: 81221H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    874177 | NS      | $8916605.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Spree Acquisition Corp 1 Ltd           | Spree Acquisition Corp. 1 Ltd.                                 | CUSIP: G83745102<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1435 | NS      | $14665.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shelter Acquisition Corp I             | Shelter Acquisition Corp. I - Class A                          | CUSIP: 822821104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       140 | NS      | $1407.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUAA Partners Acquisition Cor         | SHUAA Partners Acquisition Corp. I - Class A                   | CUSIP: G81173109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23922 | NS      | $246396.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skydeck Acquisition Corp               | Skydeck Acquisition Corp. - Class A                            | CUSIP: G82220123<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $2012.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp                              | Slam Corp. - Class A                                           | CUSIP: G8210L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3958076 | NS      | $39976567.60  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERspac Inc                         | SILVERspac, Inc. - Class A                                     | CUSIP: G8136V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    567637 | NS      | $5687722.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SportsMap Tech Acquisition Cor         | SportsMap Tech Acquisition Corp.                               | CUSIP: 84921J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    501956 | NS      | $5129990.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Healthcare Acquisition          | Summit Healthcare Acquisition Corp. - Class A                  | CUSIP: G8566R102<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     10000 | NS      | $100800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point Acquisition Corp I         | Sound Point Acquisition Corp. I Ltd. - Class A                 | CUSIP: G8274F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $543500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Spike Acquisition Corp          | Silver Spike Acquisition Corp. II - Class A                    | CUSIP: G8201H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    378204 | NS      | $3816078.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ST Energy Transition I Ltd             | ST Energy Transition I Ltd.                                    | CUSIP: G8465L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $4088.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                     | STORE Capital Corp. - REIT                                     | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             |  | CORP              | US        |   2474804 | NS      | $79342216.24  | 3.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernova Partners Acquisition         | Supernova Partners Acquisition Co. III Ltd. - Class A          | CUSIP: G8T90F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    270022 | NS      | $2721821.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ShoulderUp Technology Acquisit         | ShoulderUp Technology Acquisition Corp. - Class A              | CUSIP: 82537G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    419016 | NS      | $4269773.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp                    | SVF Investment Corp. - Class A                                 | CUSIP: G8601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1419643 | NS      | $14352590.73  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp 2                  | SVF Investment Corp. 2                                         | CUSIP: G8601M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    551099 | NS      | $5555077.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 7 Acquisition Corp                     | 7 Acquisition Corp. - Class A                                  | CUSIP: G80694105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $32960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Springwater Special Situations         | Springwater Special Situations Corp.                           | CUSIP: 85205U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26297 | NS      | $266388.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp                | Sizzle Acquisition Corp.                                       | CUSIP: 83014E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    442347 | NS      | $4560597.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Thunder Bridge Capital Partner         | Thunder Bridge Capital Partners III, Inc. - Class A            | CUSIP: 88605T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1362544 | NS      | $13761694.40  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TB SA Acquisition Corp                 | TB S.A. Acquisition Corp. - Class A                            | CUSIP: G8657L105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     47108 | NS      | $475319.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trajectory Alpha Acquisition C         | Trajectory Alpha Acquisition Corp. - Class A                   | CUSIP: 89301B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197000 | NS      | $1979850.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TCV Acquisition Corp                   | TCV Acquisition Corp. - Class A                                | CUSIP: G8704C124<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    466101 | NS      | $4707620.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tech and Energy Transition Cor         | Tech and Energy Transition Corp. - Class A                     | CUSIP: 87823R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    709805 | NS      | $7119344.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Technology & Telecommunication         | Technology & Telecommunication Acquisition Corp.               | CUSIP: G87119106<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    883504 | NS      | $9095673.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Global Acquisition I Co         | Target Global Acquisition I Corp. - Class A                    | CUSIP: G8675N109<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    150000 | NS      | $1536000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Tiger Acquisition Corp         | Kimbell Tiger Acquisition Corp. - Class A                      | CUSIP: 49436K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16307 | NS      | $167635.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Venture Acquisition Corp            | TG Venture Acquisition Corp.                                   | CUSIP: 87251T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196715 | NS      | $2000591.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrive Acquisition Corp                | Thrive Acquisition Corp. - Class A                             | CUSIP: G7158C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1320207 | NS      | $13650940.38  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Thunder Bridge Capital Partner         | Thunder Bridge Capital Partners IV, Inc. - Class A             | CUSIP: 88605L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    573000 | NS      | $5752920.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tio Tech A                             | Tio Tech A                                                     | CUSIP: G8T10C106<br>LEI: 9845003AFE50FBFE3940 | Long             | EC               | CORP              | DE        |    577167 | NS      | $5829386.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TLG Acquisition One Corp               | TLG Acquisition One Corp. - Class A                            | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    889743 | NS      | $9004199.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TLGY Acquisition Corp                  | TLGY Acquisition Corp. - Class A                               | CUSIP: G8656T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169750 | NS      | $1739937.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon 1 Acquisition Corp               | Talon 1 Acquisition Corp. - Class A                            | CUSIP: G86656108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358641 | NS      | $3715520.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trine II Acquisition Corp              | Trine II Acquisition Corp. - Class A                           | CUSIP: G9059F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    248881 | NS      | $2564718.71   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Ridge Capital Acquisition         | Twin Ridge Capital Acquisition Corp. - Class A                 | CUSIP: G9151L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254603 | NS      | $2568944.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tristar Acquisition I Corp             | Tristar Acquisition I Corp. - Class A                          | CUSIP: G9074V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185073 | NS      | $1871088.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corner Growth Acquisition Corp         | Corner Growth Acquisition Corp. 2 - Class A                    | CUSIP: G2426E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    306359 | NS      | $3149370.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TortoiseEcofin Acquisition Cor         | TortoiseEcofin Acquisition Corp. III - Class A                 | CUSIP: G8956E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106829 | NS      | $1062948.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Twelve Seas Investment Co II           | Twelve Seas Investment Co. II - Class A                        | CUSIP: 90118T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    458320 | NS      | $4619865.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tailwind International Acquisi         | Tailwind International Acquisition Corp. - Class A             | CUSIP: G8662F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    336336 | NS      | $3393630.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| two/CA                                 | two                                                            | CUSIP: G9152V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46973 | NS      | $473018.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TZP Strategies Acquisition Cor         | TZP Strategies Acquisition Corp. - Class A                     | CUSIP: G91595101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178842 | NS      | $1806304.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TKB Critical Technologies 1            | TKB Critical Technologies 1 - Class A                          | CUSIP: G88935112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    450000 | NS      | $4639500.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UTA Acquisition Corp                   | UTA Acquisition Corp. - Class A                                | CUSIP: G9473A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $11231.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Acquisition Corp II             | Vector Acquisition Corp. II - Class A                          | CUSIP: G9460A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    993919 | NS      | $10038581.90  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Capital Venture Acquisitio         | 10X Capital Venture Acquisition Corp. III - Class A            | CUSIP: G87077106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $459450.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vahanna Tech Edge Acquisition          | Vahanna Tech Edge Acquisition I Corp. - Class A                | CUSIP: G9320Z109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    406592 | NS      | $4183831.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 7GC & Co Holdings Inc                  | 7GC & Co. Holdings, Inc. - Class A                             | CUSIP: 81786A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288514 | NS      | $2896680.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Latitude Acquisition Cor         | Valor Latitude Acquisition Corp. - Class A                     | CUSIP: G9460N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    355638 | NS      | $3577718.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valuence Merger Corp I                 | Valuence Merger Corp. I - Class A                              | CUSIP: G9R16L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66667 | NS      | $696670.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMG Consumer Acquisition Corp          | VMG Consumer Acquisition Corp. - Class A                       | CUSIP: 91842V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $60960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VPC Impact Acquisition Holding         | VPC Impact Acquisition Holdings II - Class A                   | CUSIP: G9460L126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35519 | NS      | $359097.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vision Sensing Acquisition Cor         | Vision Sensing Acquisition Corp. - Class A                     | CUSIP: 92838J103<br>LEI: 5493000VKS3Q4KRJ7514 | Long             | EC               | CORP              | US        |    414798 | NS      | $4293159.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Waverley Capital Acquisition C         | Waverley Capital Acquisition Corp. 1 - Class A                 | CUSIP: G06536109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53528 | NS      | $536350.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Acquisition Ventures C         | Western Acquisition Ventures Corp.                             | CUSIP: 95758L107<br>LEI: 5493003I8CYRIJL4WQ06 | Long             | EC               | CORP              | US        |     14267 | NS      | $145238.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Wellness Acquisitio         | Integrated Wellness Acquisition Corp. - Class A                | CUSIP: G4828B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    774532 | NS      | $7985424.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp              | Andretti Acquisition Corp. - Class A                           | CUSIP: G26735103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45060 | NS      | $465244.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corp I-         | Warburg Pincus Capital Corp. I-A - Class A                     | CUSIP: G9461D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2152314 | NS      | $21738371.40  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corp I-         | Warburg Pincus Capital Corp. I-B - Class B                     | CUSIP: G9460M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    773439 | NS      | $7803999.51   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| World Quantum Growth Acquisiti         | World Quantum Growth Acquisition Corp. - Class A               | CUSIP: G5596W101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    128800 | NS      | $1312472.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldwide Webb Acquisition Cor         | Worldwide Webb Acquisition Corp. - Class A                     | CUSIP: G97775103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13700 | NS      | $139192.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ExcelFin Acquisition Corp              | ExcelFin Acquisition Corp. - Class A                           | CUSIP: 30069X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300000 | NS      | $3060000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Pace Beneficial II Corp            | TPG Pace Beneficial II Corp. - Class A                         | CUSIP: G89826104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1463002 | NS      | $14373994.65  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Zeus Acquisition Corp             | FTAC Zeus Acquisition Corp. - Class A                          | CUSIP: 30320F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1132963 | NS      | $11442926.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

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

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

**Title:** President