# EDGAR Filing Document

**Accession Number:** 0000701804
**File Stem:** 0001752724-25-204202
**Filing Date:** 2025-8
**Character Count:** 138914
**Document Hash:** 96f1f4a13be8d1cc86e0c25551c09e9e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204202.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204202

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MERGER FUND
- **CENTRAL INDEX KEY:** 0000701804

**ORGANIZATION NAME:**
- **EIN:** 146117490
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03445
- **FILM NUMBER:** 251254201

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AYCO FUND
- **DATE OF NAME CHANGE:** 19890223

## Series and Classes Contracts Data

### The Merger Fund (Series ID: S000005158)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014124 | Class A      | MERFX           |
| C000129310 | Class I      | MERIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-03445

- **c. CIK number of Registrant:** 0000701804

- **d. LEI of Registrant:** 549300TXJCENVSEMYP88

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301

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

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

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

- **b. EDGAR series identifier (if any):** S000005158

- **c. LEI of Series:** 549300TXJCENVSEMYP88

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $2415189533.45

**Total Liabilities:** $58102593.87

**Net Assets:** $2357086939.58

**Cash Not Reported:** $167582215.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000129310 | 0.98%                | 0.92%                | 0.57%                |
| Class ID C000014124 | 0.97%                | 0.90%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6437456.46              | $-58992121.14                              |
| Month 2  | $13681910.04             | $23971561.77                               |
| Month 3  | $18567927.98             | $13191559.80                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $33828.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willow Lane Acquisition Corp                                     | Willow Lane Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 254900Z85UYRON5ZBZ90 | Long             | EC               | CORP              | US        |    354936 | NS      | $3630995.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp                                      | AA Mission Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2161028 | NS      | $22517911.76  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CERO THERAPEUTICS HOLDINGS I                                     | CERo Therapeutics Holdings Inc                                   | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62781 | NC      | $1318.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                                      | Columbia Banking System Inc                                      | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -212611 | NS      | $-4970845.18  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS CHEVRON CORP                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $13299136.54  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                                           | Liberty Broadband Corp                                           | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    621018 | NS      | $60747980.76  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Acquisition Corp                                         | Bayview Acquisition Corp                                         | CUSIP: 07323B118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233688 | NS      | $58422.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $156525.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-277192.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Roman DBDR Acquisition Corp II                                   | Roman DBDR Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    247277 | NS      | $2549425.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CI Financial Corp                                                | CI Financial Corp                                                | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |   1844720 | NS      | $42929448.72  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $19745.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   4634000 | PA      | $4636817.47   | 0.20%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Brookline Bancorp Inc                                            | Brookline Bancorp Inc                                            | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    461185 | NS      | $4865501.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III Inc                                   | Cantor Equity Partners III Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41061 | NS      | $433193.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kochav Defense Acquisition Cor                                   | Kochav Defense Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    938080 | NS      | $9544964.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisitions Corp                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |    187379 | NS      | $93089.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4555.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GETAROUND INC                                                    | Getaround Inc                                                    | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12698 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABIOMED Inc                                                      | ABIOMED Inc                                                      | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60860 | NS      | $109548.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLURION TECHNOLOGIES INC                                        | Allurion Technologies Inc                                        | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63240 | NC      | $1985.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Cloud Star Acquisition Corp                                   | DT Cloud Star Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    602791 | NS      | $6262998.49   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $28539.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20948160 | PA      | $21157222.64  | 0.90%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOLATO GROUP INC                                                 | Volato Group Inc                                                 | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    167228 | NC      | $4264.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4237.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER ACQUISITION CORP                                         | Voyager Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    160809 | NC      | $45026.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | AssuredPartners Inc                                              | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |  19633000 | PA      | $21037211.06  | 0.89%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Legato Merger Corp III                                           | Legato Merger Corp III                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    451946 | NS      | $4826783.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ECARX HOLDINGS INC-CL A                                          | ECARX Holdings Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |     81099 | NC      | $4809.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                                       | Pioneer Acquisition I Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205347 | NS      | $2055523.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Cor                                   | New Providence Acquisition Corp III                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1059517 | NS      | $11071952.65  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                              | Mr Cooper Group Inc                                              | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    416446 | NS      | $62137907.66  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1449.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Oak Acquisition Corp V                                      | Live Oak Acquisition Corp V                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179776 | NS      | $1923603.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | AssuredPartners Inc                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |  21872000 | PA      | $21814004.20  | 0.93%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Skechers USA Inc                                                 | Skechers USA Inc                                                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    443273 | NS      | $27970526.30  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHEVRON CORP                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $287836.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Corp                                                   | Evergreen Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    100000 | NS      | $1233000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                                     | Amedisys Inc                                                     | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |    138291 | NS      | $13606451.49  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $36175.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQV Ventures Acquisition Corp                                    | EQV Ventures Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133563 | NS      | $1403747.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $42785.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-416031.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Graf Global Corp                                                 | Graf Global Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188770 | NS      | $1974534.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                        | Kellanova                                                        | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |   1558008 | NS      | $123908376.24 | 5.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FACT II ACQUISITION CORP                                         | Fact II Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    200055 | NC      | $46032.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK ACQUISITION CORP-A                                      | Live Oak Acquisition Corp V                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     89888 | NC      | $62921.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | SPDR S&P 500 ETF TRUST                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -445 | NC      | $-11125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $597.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keen Vision Acquisition Corp                                     | Keen Vision Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70000 | NS      | $795900.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guild Holdings Co                                                | Guild Holdings Co                                                | CUSIP: 40172N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59394 | NS      | $1174219.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch & Lomb Corporation                                        | Bausch + Lomb Corp                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |  18434091 | PA      | $18394272.91  | 0.78%             | 2027-05-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ZAPP ELECTRIC VEHICLES GROUP                                     | Zapp Electric Vehicles Group Ltd                                 | CUSIP: 000000000<br>LEI: 984500D6DT79D76DED28 | N/A              | DE               | CORP              | KY        |    168623 | NC      | $372.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp                                   | Mountain Lake Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    997224 | NS      | $10231518.24  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Rising Dragon Acquisition Corp                                   | Rising Dragon Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    350634 | NS      | $3611530.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                                   | Drugs Made In America Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    458571 | NS      | $57275.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEEN VISION ACQUISITION CORP                                     | Keen Vision Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    537265 | NC      | $29012.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melar Acquisition Corp I                                         | Melar Acquisition Corp I                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    402775 | NS      | $4229137.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-450911.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | SEK/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $257880.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                         | Tevogen Bio Holdings Inc                                         | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               | CORP              | US        |     83731 | NC      | $5852.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $33109.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $15260.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-539627.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Soulpower Acquisition Corp                                       | Soulpower Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1117148 | NS      | $11372566.64  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Acquisition Corp                                       | Centurion Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    659128 | NS      | $6973574.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIUS MERGER SUB                                                | Mobius Merger Sub Inc                                            | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $787479.42    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Wintergreen Acquisition Corp                                     | Wintergreen Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3715 | NS      | $37447.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $248043.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nabors Energy Transition Corp                                    | Nabors Energy Transition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1395125 | NS      | $15485887.50  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition                                   | Axiom Intelligence Acquisition Corp 1                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    143743 | NS      | $1451804.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T                                   | Interpublic Group of Cos Inc/The                                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1748774 | NS      | $42809987.52  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                                    | Dun & Bradstreet Holdings Inc                                    | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |   1161752 | NS      | $10560325.68  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Artius II Acquisition Inc                                        | Artius II Acquisition Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    943963 | NS      | $9552905.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | PARAMOUNT GLOBAL                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -2177 | NC      | $-80549.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $11798.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jackson Acquisition Co II                                        | Jackson Acquisition Co II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1081376 | NS      | $11138172.80  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                   | DREYFUS GOVERNMENT CASH MANAGE                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      1050 | NS      | $1049.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                                               | Everi Holdings Inc                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |  12723000 | PA      | $12856527.89  | 0.55%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $22568.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IB Acquisition Corp                                              | IB Acquisition Corp                                              | CUSIP: 44934N116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344716 | NS      | $14202.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLOW LANE ACQUISITION-CL A                                     | Willow Lane Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 254900Z85UYRON5ZBZ90 | N/A              | DE               | CORP              | US        |    123259 | NC      | $44373.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                                     | BEST SPAC I Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     41072 | NS      | $412362.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG ACQUISITION CORP III -A                                      | RMG Acquisition Corp III                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     85180 | NC      | $8.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                           | Goal Acquisitions Corp                                           | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    564935 | NC      | $5649.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp                                   | Mountain Lake Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    712783 | NS      | $99860.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eureka Acquisition Corp                                          | Eureka Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    249434 | NS      | $2589124.92   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightwave Acquisition Corp                                       | Lightwave Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    287460 | NS      | $2888973.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-166347.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $106802.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-82611.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ACQUISITIONS CORP-A                                       | Israel Acquisitions Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    147685 | NC      | $32859.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | BOEING CO/THE                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -479 | NC      | $-390385.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WHOLE EARTH BRANDS INC                                           | Whole Earth Brands Inc                                           | CUSIP: 96684W126<br>LEI: 254900OFCJ8P8RM9SL35 | N/A              | DE               | CORP              | US        |     55224 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Spirit AeroSystems Holdings In                                   | Spirit AeroSystems Holdings Inc                                  | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266800 | NS      | $10178420.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment C                                   | Vine Hill Capital Investment Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    981683 | NS      | $10219320.03  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/SEK FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-227262.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NewHold Investment Corp III                                      | NewHold Investment Corp III                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173451 | NS      | $1786545.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $147101.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings                                    | Clearwater Analytics Holdings Inc                                | CUSIP: 185123106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -66200 | NS      | $-1451766.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp IV                                         | Plum Acquisition Corp IV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1161286 | NS      | $11961245.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                                  | AZEK Co Inc/The                                                  | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |   1172846 | NS      | $63744180.10  | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEO ENERGY CORP                                                  | Zeo Energy Corp                                                  | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     73376 | NC      | $4688.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-266953.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ai Transportation Acquisition                                    | Ai Transportation Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266299 | NS      | $2929289.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $22545.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JVSPAC Acquisition Corp                                          | JVSPAC Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    281422 | NS      | $3059057.14   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Quartzsea Acquisition Corp                                       | Quartzsea Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283194 | NS      | $2846099.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| YHN Acquisition I Ltd                                            | YHN Acquisition I Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    361692 | NS      | $3736278.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGER AEROSPACE GROUP HOLD                                     | Bridger Aerospace Group Holdings Inc                             | CUSIP: 96812F110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58300 | NC      | $4518.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charlton Aria Acquisition Corp                                   | Charlton Aria Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189665 | NS      | $1949756.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $49416.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/GBP FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-371557.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | SPDR S&P 500 ETF TRUST                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -667 | NC      | $-833750.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | TRS BROOKFIELD PROPERTY PREFERRED LP                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-49260.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING SQUARE ESCROW                                           | PERSHING SQUARE ESCROW                                           | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    547537 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontier Communications Parent                                   | Frontier Communications Parent Inc                               | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2032781 | NS      | $73993228.40  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                               | Everi Holdings Inc                                               | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |   1804724 | NS      | $25699269.76  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                           | BERTO ACQUISITION CORP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62226 | NS      | $670174.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON SPACE ACQUISITION II C                                   | HORIZON SPACE ACQUISITION II Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    383896 | NS      | $3931095.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $46241.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIM ACQUISITION CORP I-A                                         | SIM Acquisition Corp I                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    147304 | NC      | $39772.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $242359.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GIBO HOLDINGS LTD-CL A                                           | GIBO Holdings Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     60681 | NC      | $1638.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Future Vision II Acquisition C                                   | Future Vision II Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    356779 | NS      | $3714069.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Westchester Event-Driven Fund                             | Virtus Westchester Event-Driven Fund                             | CUSIP: 95737C608<br>LEI: 5493008NZHHNV9ZXUR38 | Long             | EC               | RF                | US        |   9005210 | NS      | $99867774.06  | 4.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                                | ProAssurance Corp                                                | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |   1490421 | NS      | $34026311.43  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-123988.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Acquisition Corp I                                     | Perimeter Acquisition Corp I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123197 | NS      | $1289872.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp                                          | Copley Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     88265 | NS      | $888828.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $16533.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | SPDR S&P 500 ETF TRUST                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      2224 | NC      | $149008.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                             | EGH Acquisition Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61616 | NS      | $627867.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZFEED INC                                                     | BuzzFeed Inc                                                     | CUSIP: 12430A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    116254 | NC      | $9265.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp I                                   | Columbus Circle Capital Corp I                                   | CUSIP: 000000000<br>LEI: 5299006WPUCKP6KOIM37 | Long             | EC               | CORP              | US        |     10260 | NS      | $118195.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHEVRON CORP                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $7990.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                                   | Spring Valley Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    316196 | NS      | $43318.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                             | Wen Acquisition Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    315909 | NS      | $3348635.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamix Corp                                                     | Dynamix Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254701 | NS      | $2595403.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FREIGHTOS LTD                                                    | Freightos Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |     54429 | NC      | $9252.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                          | Big River Steel LLC / BRS Finance Corp                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3433000 | PA      | $3460711.18   | 0.15%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                              | Mclaren Finance PLC                                              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |   3566000 | PA      | $3568852.80   | 0.15%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zalatoris II Acquisition Corp                                    | Zalatoris II Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39608 | NS      | $435688.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | GBP/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $91102.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp Inc                                      | Pacific Premier Bancorp Inc                                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    232395 | NS      | $4901210.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $97298.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13297.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-364717.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EVE MOBILITY ACQUISITION C-A                                     | EVe Mobility Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     75122 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Churchill Capital Corp IX                                        | Churchill Capital Corp IX                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70257 | NS      | $739103.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agriculture & Natural Solution                                   | Agriculture & Natural Solutions Acquisition Corp                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2324110 | NS      | $25216593.50  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                         | LUMEN TECHNOLOGIES INC                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |  14700000 | PA      | $14503461.00  | 0.62%             | 2029-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp II                                       | Sizzle Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    910825 | NS      | $9272198.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRETTI ACQUISITION CORP -A                                     | Andretti Acquisition Corp II                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    197279 | NC      | $49319.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING TONTINE SPAR                                            | PERSHING TONTINE SPAR                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136884 | NS      | $61597.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                        | CARTESIAN GROWTH CORP III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    647325 | NS      | $6557402.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IB Acquisition Corp                                              | IB Acquisition Corp                                              | CUSIP: 44934N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344716 | NS      | $3578152.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp                                          | Quetta Acquisition Corp                                          | CUSIP: 74841A113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24451 | NS      | $28607.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $43980.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                                      | Corner Growth Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62938 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HCM II Acquisition Corp                                          | HCM II Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    192024 | NS      | $2131466.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                                     | Archimedes Tech SPAC Partners II Co                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    171663 | NC      | $66193.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-Act III Acquisition Corp                                      | GP-Act III Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1135954 | NS      | $11984314.70  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $184668.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYVIEW ACQUISITION CORP                                         | BAYVIEW ACQUISITION CORP                                         | CUSIP: 07323B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144161 | NS      | $1621811.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $101842.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FG Merger II Corp                                                | FG Merger II Corp                                                | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    284441 | NS      | $2807432.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DUN & BRADSTREET CORP                                            | Dun & Bradstreet Corp/The                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |  12322000 | PA      | $12630050.00  | 0.54%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP II                                         | CARTESIAN GROWTH CORP II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    894533 | NS      | $10698614.68  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                           | Nationstar Mortgage Holdings Inc                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25152000 | PA      | $25544169.98  | 1.08%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                         | Consolidated Communications Inc                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   4499000 | PA      | $4579006.62   | 0.19%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOVELLA HOLDINGS INC                                             | Movella Holdings Inc                                             | CUSIP: 62459N113<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               | CORP              | US        |     74121 | NC      | $7.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-205339.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        | 192433516 | NS      | $192433515.95 | 8.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $954794.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/CAD FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-522281.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ILEARNINGENGINES INC                                             | iLearningEngines Holdings Inc                                    | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    403622 | NC      | $0.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $7930.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   4088000 | PA      | $4179571.20   | 0.18%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $707703.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |    187379 | NC      | $11242.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PSYENCE BIOMEDICAL LTD                                           | Psyence Biomedical Ltd                                           | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     85245 | NC      | $1721.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1757265.77   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP II- A                                      | CARTESIAN GROWTH CORP II                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     69832 | NC      | $7681.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                         | Blueprint Medicines Corp                                         | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     55046 | NS      | $7055796.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                                             | Juniper Networks Inc                                             | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    611582 | NS      | $24420469.26  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II                                       | Gesher Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198625 | NS      | $2033920.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp                                          | Cayson Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134839 | NS      | $17084.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR III Acquisition Corp                                         | GSR III Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    352805 | NS      | $3806765.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                          | ProCap Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19860 | NS      | $212899.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM Acquisition Corp I                                           | SIM Acquisition Corp I                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1097981 | NS      | $11451941.83  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-376836.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $41110.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp II                                   | K&F Growth Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1789991 | NS      | $18222108.38  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-79964.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Water Acquisition Corp II                                   | Blue Water Acquisition Corp III                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    410760 | NS      | $4109653.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                                           | Titan Acquisition Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1214636 | NS      | $12364994.48  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                         | Jena Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    328390 | NS      | $3375849.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                | Herc Holdings Inc                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Short            | EC               | CORP              | US        |      -413 | NS      | $-54387.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                                     | Target Global Acquisition I Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |    125200 | NC      | $3142.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aifeex Nexus Acquisition Corp                                    | Aifeex Nexus Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    425393 | NS      | $4334754.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                                    | Clearwater Analytics Holdings Inc                                | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66200 | NS      | $1451766.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/JPY FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-232801.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-160846.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWBURY STREET ACQUISITION C                                     | Newbury Street Acquisition Corp                                  | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31054 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                        | CARTESIAN GROWTH CORP III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205328 | NS      | $2053280.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3912.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKOUOS INC                                                       | AKOUOS INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    336679 | NS      | $252509.25    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHEVRON CORP                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $26748.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQV VENTURES ACQUISITION C-A                                     | EQV Ventures Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     38713 | NC      | $28415.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                                    | Crane Harbor Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    961535 | NS      | $9951887.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS HESS CORP                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-59754.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |    187379 | NS      | $1956236.76   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                                     | Alchemy Investments Acquisition Corp 1                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    183897 | NC      | $19474.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                                      | Berkshire Hills Bancorp Inc                                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Short            | EC               | CORP              | US        |     -8189 | NS      | $-205052.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                         | Dune Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    582415 | NS      | $5923160.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    453175 | NS      | $453175.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-147843.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $117626.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZALATORIS ACQUISITION CORP                                       | ZALATORIS ACQUISITION CORP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252668 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Integrated Wellness Acquisitio                                   | Integrated Wellness Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54434 | NS      | $653208.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | JPY/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41316.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-378618.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-79349.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fact II Acquisition Corp                                         | Fact II Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1009075 | NS      | $10423744.75  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GROVE COLLABORATIVE HOLDINGS                                     | Grove Collaborative Holdings                                     | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     78996 | NC      | $679.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                                   | Drugs Made In America Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1627571 | NS      | $16601224.20  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $11248.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-121179.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1167790.68   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Thayer Ventures Acquisition Co                                   | Thayer Ventures Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232490 | NS      | $2364423.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $14668.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAUNCH TWO ACQUISITION- CL A                                     | Launch Two Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    117471 | NC      | $46988.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2865.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1907.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $17856.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chenghe Acquisition II Co                                        | Chenghe Acquisition II Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     94814 | NS      | $984169.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9424.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $179474.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-98224.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp II                                     | Andretti Acquisition Corp II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1055904 | NS      | $10960283.52  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                                                | Silverbox Corp IV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    299400 | NS      | $3281424.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHARTER COMMUNICATIONS INC                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-38992.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbus Acquisition Corp                                        | Columbus Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     89000 | NS      | $900680.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $273500.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oyster Enterprises II Acquisit                                   | Oyster Enterprises II Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    768972 | NS      | $7781996.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp II                                         | Ares Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3613826 | NS      | $40944648.58  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICULTURE & NATURAL SOLUTI                                     | Agriculture & Natural Solutions Acquisition Corp                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    194567 | NC      | $29185.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-419121.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $98148.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                 | Hewlett Packard Enterprise Co                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   7908000 | PA      | $7887530.30   | 0.33%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GRAF GLOBAL CORP-CL A                                            | Graf Global Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     94292 | NC      | $25458.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                                          | Siddhi Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    560938 | NS      | $5665473.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp                                         | Voyager Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1150649 | NS      | $11932230.13  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                        | UY Scuti Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    291138 | NS      | $2969607.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| TRIUMPH GROUP INC                                                | Triumph Group Inc                                                | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |  18297000 | PA      | $19121096.88  | 0.81%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Jackson Acquisition Co II                                        | Jackson Acquisition Co II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    781676 | NS      | $211052.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-13177.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                         | Kronos Acquisition Holdings Inc                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2559884.29   | 0.11%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                                     | 26 Capital Acquisition Corp                                      | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archimedes Tech SPAC Partners                                    | Archimedes Tech SPAC Partners II Co                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    577952 | NS      | $5912448.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                | Herc Holdings Inc                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       413 | NS      | $54387.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                           | Nationstar Mortgage Holdings Inc                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6395000 | PA      | $6472245.21   | 0.27%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE CVR                                     | ACROPOLIS INFRASTRUCTURE CVR                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    315662 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $203736.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haymaker Acquisition Corp 4                                      | Haymaker Acquisition Corp 4                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1164006 | NS      | $12920466.60  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp                                             | ESH Acquisition Corp                                             | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    321082 | NS      | $23278.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Latin American Opportun                                   | Patria Latin American Opportunity Acquisition Corp               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    442691 | NS      | $5245888.35   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | LUMEN TECHNOLOGIES INC                                           | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |  22230000 | PA      | $21927894.30  | 0.93%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHEVRON CORP                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $112411.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCI LIBERTY INC                                                  | GCI LIBERTY INC ESCROW SHARE                                     | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70800 | NS      | $8850.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NewHold Investment Corp III                                      | NewHold Investment Corp III                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    234631 | NS      | $2386197.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRING VALLEY ACQUISITION-A                                      | Spring Valley Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    158098 | NC      | $20789.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                     | Chevron Corp                                                     | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -34383 | NS      | $-4923301.77  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $63182.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RF Acquisition Corp II                                           | RF Acquisition Corp II                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    246701 | NS      | $2612563.59   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                           | Tavia Acquisition Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    625033 | NS      | $6419088.91   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $475541.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-665711.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                                     | Oxley Bridge Acquisition Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    164263 | NS      | $1644272.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-82476.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Ventures Acquisition III                                   | Texas Ventures Acquisition III Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    921021 | NS      | $9458885.67   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark I Acquisition Corp                                         | Spark I Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    381965 | NS      | $4163418.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS TOPCON CORP                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $232936.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E2open Parent Holdings Inc                                       | E2open Parent Holdings Inc                                       | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1096519 | NS      | $3541756.37   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                       | Charter Communications Inc                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |    -52853 | NS      | $-21606834.93 | -0.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                           | Stellar V Capital Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165716 | NS      | $1695274.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maywood Acquisition Corp                                         | Maywood Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    501772 | NS      | $5082950.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                                       | Sizzle Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143981 | NS      | $1447009.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INHIBRX INC                                                      | INHIBRX INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198509 | NS      | $223322.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-103301.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHARTER COMMUNICATIONS INC                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1872326.28  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Aifeex Nexus Acquisition Corp                                    | Aifeex Nexus Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    367393 | NS      | $58782.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition                                    | Newbury Street II Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    622336 | NS      | $6403837.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition Corp                               | Newbury Street II Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    189039 | NC      | $35993.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23463000 | PA      | $23765625.77  | 1.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLUM ACQUISITION CORP III                                        | Plum Acquisition Corp III                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     83333 | NC      | $3374.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEDDARTECH HOLDINGS INC                                          | LeddarTech Holdings Inc                                          | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |    155088 | NC      | $887.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-386050.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Altaba Inc Escrow                                                | Altaba Inc Escrow                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  25792925 | NS      | $34820448.75  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                        | Hess Corp                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |   1504759 | NS      | $208469311.86 | 8.84%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                                    | FIGX Capital Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69803 | NS      | $699077.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CO2 Energy Transition Corp                                       | CO2 Energy Transition Corp                                       | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1262500.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                                       | Armada Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    727041 | NS      | $7401277.38   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $17291.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GigCapital7 Corp                                                 | GigCapital7 Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    694127 | NS      | $7184214.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Yorkville Acquisition Corp                                       | Yorkville Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123183 | NS      | $1385808.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                                     | Cal Redwood Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123178 | NS      | $1263806.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition C                                   | Republic Digital Acquisition Co                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62226 | NS      | $658351.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | TRS BRISTOL-MYERS SQUIBB CO                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $361932.99    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| A SPAC III Acquisition Corp                                      | A SPAC III Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    187226 | NS      | $1909705.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-32482.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHARTER COMMUNICATIONS INC                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-76495.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tavia Acquisition Corp                                           | Tavia Acquisition Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    363217 | NS      | $59930.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6028.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimei Health Technology Co Ltd                                   | Aimei Health Technology Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    269392 | NS      | $64654.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp                                          | Copley Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    693038 | NS      | $6978892.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM CORP-A                                                      | Slam Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55909 | NC      | $1420.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syniverse Holdings Inc.                                          | Syniverse Holdings LLC/DE                                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   5232050 | PA      | $4942089.79   | 0.21%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Cantaloupe Inc                                                   | Cantaloupe Inc                                                   | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |   1213697 | NS      | $13338530.03  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp X                                         | Churchill Capital Corp X                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164174 | NS      | $1690992.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | BOEING CO/THE                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       666 | NC      | $3330.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                                      | Endeavor Group Holdings Inc                                      | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4740188 | NS      | $143532892.64 | 6.09%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1421323.03  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bleichroeder Acquisition Corp                                    | Bleichroeder Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1635582 | NS      | $16895562.06  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| XBP EUROPE HOLDINGS INC                                          | XBP Europe Holdings Inc                                          | CUSIP: 98400V119<br>LEI: 984500BE0P94C4CD8C71 | N/A              | DE               | CORP              | US        |     40000 | NC      | $1360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                                      | Roman DBDR Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    123638 | NC      | $61819.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                                      | Stellar V Capital Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     82858 | NC      | $18328.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                                   | ChampionX Corp                                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |   3436330 | NS      | $85358437.20  | 3.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS SCHLUMBERGER NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1779173.30  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTURION ACQUISITION CORP                                       | Centurion Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49373 | NC      | $15799.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                                      | Redfin Corp                                                      | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Short            | EC               | CORP              | US        |  -5778157 | NS      | $-64657576.83 | -2.74%            |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                                 | Hewlett Packard Enterprise Co                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2811113.29   | 0.12%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Real Asset Acquisition Corp                                      | Real Asset Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203687 | NS      | $2069459.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp                                          | Cayson Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300817 | NS      | $3104431.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hawk Acquisition Corp                                      | Black Hawk Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    299391 | NS      | $3182526.33   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Hawk Acquisition Corp                                      | Black Hawk Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9803 | NS      | $6801.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                            | Blue Acquisition Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164288 | NS      | $1649451.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dt Cloud Acquisition Corp                                        | Dt Cloud Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    124820 | NS      | $21219.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDEL FINANCIAL II INC                                           | Aldel Financial II Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    317388 | NC      | $165041.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldel Financial II Inc                                           | Aldel Financial II Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1100357 | NS      | $11542744.93  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Space Acquisition I Co                                   | Horizon Space Acquisition I Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253150 | NS      | $3075772.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                                   | Lakeshore Acquisition III Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    360704 | NS      | $3671966.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                                       | Armada Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205328 | NS      | $2059439.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $32260.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHARTER COMMUNICATIONS INC                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-645571.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp II                                   | K&F Growth Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206991 | NS      | $25873.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp                                   | ChampionsGate Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49277 | NS      | $501147.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/JPY FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-146107.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp    | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $827192.69    | 0.04%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Gores Holdings X Inc                                             | Gores Holdings X Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    424945 | NS      | $4415178.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTENERGY ACQUISITION CORP-A                                     | AltEnergy Acquisition Corp                                       | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62809 | NC      | $1262.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Launch Two Acquisition Corp                                      | Launch Two Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    888665 | NS      | $9259889.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Merger Fund

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer