# EDGAR Filing Document

**Accession Number:** 0001208133
**File Stem:** 0001752724-25-204184
**Filing Date:** 2025-8
**Character Count:** 129223
**Document Hash:** e4842d56e84bcd931fcdbbfb829fcc6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204184.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204184

**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 VL
- **CENTRAL INDEX KEY:** 0001208133

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21279
- **FILM NUMBER:** 251254187

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301

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

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

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

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

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

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

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

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

**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:** $25674269.00

**Total Liabilities:** $1636181.49

**Net Assets:** $24038087.51

**Cash Not Reported:** $2725109.78

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014130 | 1.04%                | 0.86%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $79907.44                | $-144091.25                                |
| Month 2  | $205657.67               | $170595.36                                 |
| Month 3  | $210656.45               | $68240.53                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Brookline Bancorp Inc                                            | Brookline Bancorp Inc                                            | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4805 | NS      | $50692.75     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                                     | Amedisys Inc                                                     | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      1457 | NS      | $143354.23    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                                    | Clearwater Analytics Holdings Inc                                | CUSIP: 185123106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -600 | NS      | $-13158.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                         | LUMEN TECHNOLOGIES INC                                           | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    240000 | PA      | $236738.40    | 0.98%             | 2030-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | AssuredPartners Inc                                              | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73935.09     | 0.31%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Siddhi Acquisition Corp                                          | Siddhi Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5759 | NS      | $58165.90     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                                    | Crane Harbor Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9925 | NS      | $102723.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                                      | Berkshire Hills Bancorp Inc                                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Short            | EC               | CORP              | US        |       -84 | NS      | $-2103.36     | -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      | $-134.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centurion Acquisition Corp                                       | Centurion Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8127 | NS      | $85983.66     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                                    | FIGX Capital Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       712 | NS      | $7130.68      | 0.03%             |  |  |  | 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      | $332.24       | 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      | $43.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Holdings In                                   | Spirit AeroSystems Holdings Inc                                  | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2722 | NS      | $103844.30    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                                 | Skechers USA Inc                                                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      4580 | NS      | $288998.00    | 1.20%             |  |  |  | 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      | $152.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | LUMEN TECHNOLOGIES INC                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    115000 | PA      | $113462.45    | 0.47%             | 2029-04-15      | Floating      | 6.79%                 | 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      | $1201.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redfin Corp                                                      | Redfin Corp                                                      | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Short            | EC               | CORP              | US        |    -59341 | NS      | $-664025.79   | -2.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Agriculture & Natural Solution                                   | Agriculture & Natural Solutions Acquisition Corp                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31287 | NS      | $339463.95    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                                                | Silverbox Corp IV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2468 | NS      | $27049.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                                   | Lakeshore Acquisition III Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3704 | NS      | $37706.72     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRETTI ACQUISITION CORP -A                                     | Andretti Acquisition Corp II                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2573 | NC      | $643.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                           | Tavia Acquisition Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5000 | NS      | $825.00       | 0.00%             |  |  |  | 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      | $-809.22      | -0.00%            |  |  |  | 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      | $158.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52031.62     | 0.22%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dt Cloud Acquisition Corp                                        | Dt Cloud Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1554 | NS      | $264.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Aerosystems Inc                                           | Spirit AeroSystems Inc                                           | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    394924 | PA      | $394923.85    | 1.64%             | 2027-01-15      | Floating      | 8.78%                 | 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      | $1627.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GigCapital7 Corp                                                 | GigCapital7 Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9116 | NS      | $94350.60     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| XBP EUROPE HOLDINGS INC                                          | XBP Europe Holdings Inc                                          | CUSIP: 98400V119<br>LEI: 984500BE0P94C4CD8C71 | N/A              | DE               | CORP              | US        |       757 | NC      | $25.74        | 0.00%             |  |  |  | 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      | $-6734.30     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SLAM CORP-A                                                      | Slam Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       709 | NC      | $18.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IB Acquisition Corp                                              | IB Acquisition Corp                                              | CUSIP: 44934N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4303 | NS      | $44665.14     | 0.19%             |  |  |  | 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        |       750 | NC      | $58.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL ACQUISITIONS CORP-A                                       | Israel Acquisitions Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       773 | NC      | $171.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/JPY FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1525.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |      2326 | NS      | $1155.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                         | Jena Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3373 | NS      | $34674.44     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FREIGHTOS LTD                                                    | Freightos Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |       739 | NC      | $125.63       | 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      | $-6946.69     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                 | Hewlett Packard Enterprise Co                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94754.09     | 0.39%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                        | CARTESIAN GROWTH CORP III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4238 | NS      | $42930.94     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | SPDR S&P 500 ETF TRUST                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-8750.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                                                | Altaba Inc Escrow                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    348047 | NS      | $469863.45    | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp II                                       | Sizzle Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9423 | NS      | $95926.14     | 0.40%             |  |  |  | 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      | $-337.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Armada Acquisition Corp II                                       | Armada Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7468 | NS      | $76024.24     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LEDDARTECH HOLDINGS INC                                          | LeddarTech Holdings Inc                                          | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      2213 | NC      | $12.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yorkville Acquisition Corp                                       | Yorkville Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1257 | NS      | $14141.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp                                          | Cayson Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1811 | NS      | $18689.52     | 0.08%             |  |  |  | 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      | $20.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eureka Acquisition Corp                                          | Eureka Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2575 | NS      | $26728.50     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PSYENCE BIOMEDICAL LTD                                           | Psyence Biomedical Ltd                                           | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      1097 | NC      | $22.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                                                       | AKOUOS INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4144 | NS      | $3108.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $203.47       | 0.00%             |  |  |  | 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        |       900 | NC      | $0.00         | 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      | $-4338.25     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | PARAMOUNT GLOBAL                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -23 | NC      | $-851.00      | -0.00%            |  |  |  | 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      | $178659.86    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | SPDR S&P 500 ETF TRUST                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        23 | NC      | $1541.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamix Corp                                                     | Dynamix Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       843 | NS      | $8590.17      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                          | ProCap Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $2186.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAPP ELECTRIC VEHICLES GROUP                                     | Zapp Electric Vehicles Group Ltd                                 | CUSIP: 000000000<br>LEI: 984500D6DT79D76DED28 | N/A              | DE               | CORP              | KY        |      2322 | NC      | $5.13         | 0.00%             |  |  |  | No            |                  1 | 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        |   2450000 | NS      | $2450000.00   | 10.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Rising Dragon Acquisition Corp                                   | Rising Dragon Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4842 | NS      | $49872.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $218785.97    | 0.91%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A SPAC III Acquisition Corp                                      | A SPAC III Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2621 | NS      | $26734.20     | 0.11%             |  |  |  | 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      | $5.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavor Group Holdings Inc                                      | Endeavor Group Holdings Inc                                      | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56060 | NS      | $1697496.80   | 7.06%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3928.08     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp                                     | Cal Redwood Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1263 | NS      | $12958.38     | 0.05%             |  |  |  | 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      | $-1680.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jackson Acquisition Co II                                        | Jackson Acquisition Co II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10834 | NS      | $111590.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Asset Acquisition Corp                                      | Real Asset Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2092 | NS      | $21254.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hawk Acquisition Corp                                      | Black Hawk Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $83.26        | 0.00%             |  |  |  | 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      | $453.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                                    | Dun & Bradstreet Holdings Inc                                    | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |     24333 | NS      | $221186.97    | 0.92%             |  |  |  | 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      | $-4009.69     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Hawk Acquisition Corp                                      | Black Hawk Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $6473.67      | 0.03%             |  |  |  | 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      | $81.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE CVR                                     | ACROPOLIS INFRASTRUCTURE CVR                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3967 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3808.44     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ZALATORIS ACQUISITION CORP                                       | ZALATORIS ACQUISITION CORP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3001 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ECARX HOLDINGS INC-CL A                                          | ECARX Holdings Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |      1150 | NC      | $68.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisitions Corp                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |      2326 | NS      | $24283.44     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ESH Acquisition Corp                                             | ESH Acquisition Corp                                             | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3862 | NS      | $280.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Acquisition Corp                                       | Lightwave Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2931 | NS      | $29456.55     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                         | Tevogen Bio Holdings Inc                                         | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               | CORP              | US        |      1068 | NC      | $74.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLURION TECHNOLOGIES INC                                        | Allurion Technologies Inc                                        | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       870 | NC      | $27.32        | 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      | $182.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/JPY FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2472.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | SPDR S&P 500 ETF TRUST                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -5 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                                      | Pacific Premier Bancorp Inc                                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      2371 | NS      | $50004.39     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ILEARNINGENGINES INC                                             | iLearningEngines Holdings Inc                                    | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5381 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graf Global Corp                                                 | Graf Global Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $25166.76     | 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      | $441.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vine Hill Capital Investment C                                   | Vine Hill Capital Investment Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13303 | NS      | $138484.23    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                               | Everi Holdings Inc                                               | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     23884 | NS      | $340108.16    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FACT II ACQUISITION CORP                                         | Fact II Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2755 | NC      | $633.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS SCHLUMBERGER NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-20511.62    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ALDEL FINANCIAL II INC                                           | Aldel Financial II Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4238 | NC      | $2203.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                                      | Stellar V Capital Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       863 | NC      | $190.90       | 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      | $1007.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | TRS BRISTOL-MYERS SQUIBB CO                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $5134.99      | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Launch Two Acquisition Corp                                      | Launch Two Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6286 | NS      | $65500.12     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kochav Defense Acquisition Cor                                   | Kochav Defense Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9640 | NS      | $98087.00     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV Ventures Acquisition Corp                                    | EQV Ventures Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1737 | NS      | $18255.87     | 0.08%             |  |  |  | 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      | $120.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTENERGY ACQUISITION CORP-A                                     | AltEnergy Acquisition Corp                                       | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       800 | NC      | $16.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fact II Acquisition Corp                                         | Fact II Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13333 | NS      | $137729.89    | 0.57%             |  |  |  | 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      | $-3929.75     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GROVE COLLABORATIVE HOLDINGS                                     | Grove Collaborative Holdings                                     | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1063 | NC      | $9.14         | 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      | $298.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INHIBRX INC                                                      | INHIBRX INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2449 | NS      | $2755.13      | 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        |      2440 | NS      | $24814.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVELLA HOLDINGS INC                                             | Movella Holdings Inc                                             | CUSIP: 62459N113<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               | CORP              | US        |      1062 | NC      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp IX                                        | Churchill Capital Corp IX                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $9909.84      | 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      | $24541.14     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WHOLE EARTH BRANDS INC                                           | Whole Earth Brands Inc                                           | CUSIP: 96684W126<br>LEI: 254900OFCJ8P8RM9SL35 | N/A              | DE               | CORP              | US        |      1756 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Willow Lane Acquisition Corp                                     | Willow Lane Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 254900Z85UYRON5ZBZ90 | Long             | EC               | CORP              | US        |      3379 | NS      | $34567.17     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Guild Holdings Co                                                | Guild Holdings Co                                                | CUSIP: 40172N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       606 | NS      | $11980.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Wellness Acquisitio                                   | Integrated Wellness Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $6792.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp                                   | ChampionsGate Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $5146.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                                       | Pioneer Acquisition I Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2095 | NS      | $20970.95     | 0.09%             |  |  |  | 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      | $-5626.98     | -0.02%            |  |  |  | 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        |      5031 | NS      | $51467.13     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                         | Kronos Acquisition Holdings Inc                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $32690.97     | 0.14%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RMG ACQUISITION CORP III -A                                      | RMG Acquisition Corp III                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1196 | NC      | $0.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tavia Acquisition Corp                                           | Tavia Acquisition Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8747 | NS      | $89831.69     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                        | Kellanova                                                        | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       745 | NS      | $59249.85     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                                     | Target Global Acquisition I Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |      1600 | NC      | $40.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURION ACQUISITION CORP                                       | Centurion Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       626 | NC      | $200.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund                   | Goldman Sachs Financial Square Government Fund                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   1937914 | NS      | $1937914.04   | 8.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp                                         | Voyager Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15231 | NS      | $157945.47    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                                  | AZEK Co Inc/The                                                  | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     12238 | NS      | $665135.30    | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3419.90      | 0.01%             |  |  |  | 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      | $103.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Acquisition Corp                                            | Blue Acquisition Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1673 | NS      | $16796.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                        | Jackson Acquisition Co II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10834 | NS      | $2925.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | BOEING CO/THE                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -5 | NC      | $-4075.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp II                                   | Roman DBDR Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3411 | NS      | $35167.41     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                                     | BEST SPAC I Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       418 | NS      | $4196.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING TONTINE SPAR                                            | PERSHING TONTINE SPAR                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1848 | NS      | $831.60       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIVE OAK ACQUISITION CORP-A                                      | Live Oak Acquisition Corp V                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       940 | NC      | $658.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                                      | NewHold Investment Corp III                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1793 | NS      | $18467.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                                   | Frontier Communications Parent Inc                               | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21928 | NS      | $798179.20    | 3.32%             |  |  |  | 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      | $-2802.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZEO ENERGY CORP                                                  | Zeo Energy Corp                                                  | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       936 | NC      | $59.81        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM ACQUISITION CORP I-A                                         | SIM Acquisition Corp I                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1902 | NC      | $513.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | JPY/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-438.77      | -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      | $-61.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CERO THERAPEUTICS HOLDINGS I                                     | CERo Therapeutics Holdings Inc                                   | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       859 | NC      | $18.04        | 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        |     11886 | NS      | $125397.30    | 0.52%             |  |  |  | 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      | $9964.02      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp II                                     | Andretti Acquisition Corp II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14176 | NS      | $147146.88    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition C                                   | Republic Digital Acquisition Co                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $6792.36      | 0.03%             |  |  |  | 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      | $426.89       | 0.00%             |  |  |  | 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      | $-5577.70     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RF Acquisition Corp II                                           | RF Acquisition Corp II                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      3299 | NS      | $34936.41     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                           | BERTO ACQUISITION CORP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $6914.34      | 0.03%             |  |  |  | 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      | $337.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners III Inc                                   | Cantor Equity Partners III Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       419 | NS      | $4420.45      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | AssuredPartners Inc                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254323.84    | 1.06%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gores Holdings X Inc                                             | Gores Holdings X Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4383 | NS      | $45539.37     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM LIMITED                                             | Dye & Durham Ltd                                                 | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    732000 | PA      | $518715.56    | 2.16%             | 2026-03-01      | Fixed         | 3.75%                 | 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      | $648.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                                   | Mountain Lake Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9926 | NS      | $1390.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/SEK FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2333.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                        | CARTESIAN GROWTH CORP III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2094 | NS      | $20940.00     | 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      | $232.16       | 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      | $-1077.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ChampionX Corp                                                   | ChampionX Corp                                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     39614 | NS      | $984011.76    | 4.09%             |  |  |  | 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      | $-47.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                                     | Archimedes Tech SPAC Partners II Co                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1297 | NC      | $500.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER ACQUISITION CORP                                         | Voyager Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2090 | NC      | $585.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCLAREN FINANCE PLC                                              | Mclaren Finance PLC                                              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200160.00    | 0.83%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                                     | Oxley Bridge Acquisition Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1675 | NS      | $16766.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                                       | Sizzle Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1109 | NS      | $11145.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS TOPCON CORP                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2432.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYVIEW ACQUISITION CORP                                         | BAYVIEW ACQUISITION CORP                                         | CUSIP: 07323B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1470 | NS      | $16537.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                                       | Armada Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2094 | NS      | $21002.82     | 0.09%             |  |  |  | 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      | $-1294.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aifeex Nexus Acquisition Corp                                    | Aifeex Nexus Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5037 | NS      | $805.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                     | Chevron Corp                                                     | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -177 | NS      | $-25344.63    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | GBP/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $781.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWBURY STREET ACQUISITION C                                     | Newbury Street Acquisition Corp                                  | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       419 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1619.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLATO GROUP INC                                                 | Volato Group Inc                                                 | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2120 | NC      | $54.06        | 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      | $-867.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Soulpower Acquisition Corp                                       | Soulpower Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11353 | NS      | $115573.54    | 0.48%             |  |  |  | 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      | $2115.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IB Acquisition Corp                                              | IB Acquisition Corp                                              | CUSIP: 44934N116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4303 | NS      | $177.28       | 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      | $-4349.91     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MOBIUS MERGER SUB                                                | Mobius Merger Sub Inc                                            | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $11633.22     | 0.05%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings                                    | Clearwater Analytics Holdings Inc                                | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $13158.00     | 0.05%             |  |  |  | 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      | $-1521.37     | -0.01%            |  |  |  | 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        |      2148 | NS      | $21866.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                         | Dune Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6001 | NS      | $61030.17     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Cor                                   | New Providence Acquisition Corp III                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10924 | NS      | $114155.80    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                                               | Everi Holdings Inc                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164710.69    | 0.69%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newbury Street II Acquisition                                    | Newbury Street II Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7984 | NS      | $82155.36     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp                                          | Quetta Acquisition Corp                                          | CUSIP: 74841A113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $354.51       | 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      | $-1734.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Newbury Street II Acquisition Corp                               | Newbury Street II Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2521 | NC      | $480.00       | 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      | $2490.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bleichroeder Acquisition Corp                                    | Bleichroeder Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17954 | NS      | $185464.82    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                         | Blueprint Medicines Corp                                         | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       562 | NS      | $72037.16     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                                | ProAssurance Corp                                                | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     15305 | NS      | $349413.15    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                                   | Cantaloupe Inc                                                   | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     12380 | NS      | $136056.20    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp I                                     | Perimeter Acquisition Corp I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1272 | NS      | $13317.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |      2326 | NC      | $139.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                       | Charter Communications Inc                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |      -513 | NS      | $-209719.53   | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $225.93       | 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      | $3813.60      | 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      | $-1028.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52142.40     | 0.22%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                        | Bausch + Lomb Corp                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    246503 | PA      | $245970.60    | 1.02%             | 2027-05-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| GIBO HOLDINGS LTD-CL A                                           | GIBO Holdings Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       740 | NC      | $19.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp X                                         | Churchill Capital Corp X                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1691 | NS      | $17417.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICULTURE & NATURAL SOLUTI                                     | Agriculture & Natural Solutions Acquisition Corp                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2591 | NC      | $388.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS HESS CORP                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $54507.69     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING SQUARE ESCROW                                           | PERSHING SQUARE ESCROW                                           | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7392 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $347.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gesher Acquisition Corp II                                       | Gesher Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2082 | NS      | $21319.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimei Health Technology Co Ltd                                   | Aimei Health Technology Co Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3362 | NS      | $806.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ai Transportation Acquisition                                    | Ai Transportation Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3701 | NS      | $40711.00     | 0.17%             |  |  |  | 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      | $2860.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quartzsea Acquisition Corp                                       | Quartzsea Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $9678.15      | 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      | $1565.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCM II Acquisition Corp                                          | HCM II Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3093 | NS      | $34332.30     | 0.14%             |  |  |  | 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        |      4102 | NS      | $42619.78     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                | Herc Holdings Inc                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |         8 | NS      | $1053.52      | 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        |    215000 | PA      | $217596.99    | 0.91%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                                      | Columbia Banking System Inc                                      | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2169 | NS      | $-50711.22    | -0.21%            |  |  |  | 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      | $-828.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRING VALLEY ACQUISITION-A                                      | Spring Valley Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1933 | NC      | $254.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                                        | Hess Corp                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       173 | NS      | $23967.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV VENTURES ACQUISITION C-A                                     | EQV Ventures Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       503 | NC      | $369.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                                                      | ABIOMED Inc                                                      | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $1465.20      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS KELLANOVA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-33774.12    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | SEK/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2648.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                                     | Alchemy Investments Acquisition Corp 1                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2148 | NC      | $227.47       | 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      | $-4710.90     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GCI LIBERTY INC                                                  | GCI LIBERTY INC ESCROW SHARE                                     | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1015 | NS      | $126.88       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GETAROUND INC                                                    | Getaround Inc                                                    | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       179 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                         | Consolidated Communications Inc                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46818.03     | 0.19%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6945 | NS      | $6945.00      | 0.03%             |  |  |  | No            |                  3 | 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      | $-858.54      | -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      | $1527.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR III Acquisition Corp                                         | GSR III Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27275 | NS      | $294297.25    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp                                          | Copley Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      7147 | NS      | $71970.29     | 0.30%             |  |  |  | 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        |     17956 | NS      | $439562.88    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUNCH TWO ACQUISITION- CL A                                     | Launch Two Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1573 | NC      | $629.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp III                                           | Legato Merger Corp III                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5402 | NS      | $57693.36     | 0.24%             |  |  |  | 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        |     44000 | PA      | $44355.17     | 0.18%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KEEN VISION ACQUISITION CORP                                     | Keen Vision Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6597 | NC      | $356.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                           | Stellar V Capital Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1727 | NS      | $17667.21     | 0.07%             |  |  |  | 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      | $372.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Space Acquisition I Co                                   | Horizon Space Acquisition I Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8221 | NS      | $99885.15     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $15791.34     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                             | Juniper Networks Inc                                             | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      7792 | NS      | $311134.56    | 1.29%             |  |  |  | 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      | $-1269.13     | -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      | $-839.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                           | Goal Acquisitions Corp                                           | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8032 | NC      | $80.32        | 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      | $-2148.57     | -0.01%            |  |  |  | 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      | $230.81       | 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      | $3720.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| E2open Parent Holdings Inc                                       | E2open Parent Holdings Inc                                       | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11261 | NS      | $36373.03     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                           | Liberty Broadband Corp                                           | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      6331 | NS      | $619298.42    | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II- A                                      | CARTESIAN GROWTH CORP II                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       873 | NC      | $96.03        | 0.00%             |  |  |  | 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      | $-674.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIM Acquisition Corp I                                           | SIM Acquisition Corp I                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10780 | NS      | $112435.40    | 0.47%             |  |  |  | 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      | $1015.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Mission Acquisition Corp                                      | AA Mission Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28972 | NS      | $301888.24    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                                     | Wintergreen Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        38 | NS      | $383.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Energy Transition Corp                                    | Nabors Energy Transition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16335 | NS      | $181318.50    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3762.61     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $636.45       | 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      | $1904.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbus Circle Capital Corp I                                   | Columbus Circle Capital Corp I                                   | CUSIP: 000000000<br>LEI: 5299006WPUCKP6KOIM37 | Long             | EC               | CORP              | US        |       106 | NS      | $1221.12      | 0.01%             |  |  |  | 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      | $-19687.43    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133384 | PA      | $134715.17    | 0.56%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                | Herc Holdings Inc                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Short            | EC               | CORP              | US        |        -8 | NS      | $-1053.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BUZZFEED INC                                                     | BuzzFeed Inc                                                     | CUSIP: 12430A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1643 | NC      | $130.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                             | Wen Acquisition Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3237 | NS      | $34312.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                                      | Corner Growth Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       895 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Thayer Ventures Acquisition Co                                   | Thayer Ventures Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2371 | NS      | $24113.07     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aifeex Nexus Acquisition Corp                                    | Aifeex Nexus Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5037 | NS      | $51327.03     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Syniverse Holdings Inc.                                          | Syniverse Holdings LLC/DE                                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |     68075 | PA      | $64302.28     | 0.27%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                                   | Spring Valley Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3867 | NS      | $529.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/GBP FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3221.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                                      | Roman DBDR Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1705 | NC      | $852.50       | 0.00%             |  |  |  | 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      | $-409.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | BOEING CO/THE                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         8 | NC      | $40.00        | 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      | $29.09        | 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        |      1881 | NS      | $20126.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition                                   | Axiom Intelligence Acquisition Corp 1                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1467 | NS      | $14816.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET SPECIALTY PROD                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp    | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $365085.05    | 1.52%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Titan Acquisition Corp                                           | Titan Acquisition Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12564 | NS      | $127901.52    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHEVRON CORP                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2529.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGH Acquisition Corp                                             | EGH Acquisition Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       635 | NS      | $6470.65      | 0.03%             |  |  |  | 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      | $1102.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JVSPAC Acquisition Corp                                          | JVSPAC Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2891 | NS      | $31425.17     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| YHN Acquisition I Ltd                                            | YHN Acquisition I Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      4979 | NS      | $51433.07     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                        | UY Scuti Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3005 | NS      | $30651.00     | 0.13%             |  |  |  | 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      | $40.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Copley Acquisition Corp                                          | Copley Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       906 | NS      | $9123.42      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVE MOBILITY ACQUISITION C-A                                     | EVe Mobility Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       934 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $137.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAF GLOBAL CORP-CL A                                            | Graf Global Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1202 | NC      | $324.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                                   | Oyster Enterprises II Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6925 | NS      | $70081.00     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14557.20    | -0.06%            |  |  |  | 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      | $14.78        | 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      | $156.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haymaker Acquisition Corp 4                                      | Haymaker Acquisition Corp 4                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13083 | NS      | $145221.30    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp                                   | Mountain Lake Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9926 | NS      | $101840.76    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLOW LANE ACQUISITION-CL A                                     | Willow Lane Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 254900Z85UYRON5ZBZ90 | N/A              | DE               | CORP              | US        |      1689 | NC      | $608.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp                                          | Cayson Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1811 | NS      | $229.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                              | Mr Cooper Group Inc                                              | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      4277 | NS      | $638171.17    | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/CAD FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2846.78      | 0.01%             |  |  |  | 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        |      4188 | NS      | $41900.94     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                                 | Hewlett Packard Enterprise Co                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29100.55     | 0.12%             | 2034-10-15      | Fixed         | 5.00%                 | 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      | $456.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                | CI Financial Corp                                                | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |     19698 | NS      | $458402.51    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark I Acquisition Corp                                         | Spark I Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4780 | NS      | $52102.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                                   | K&F Growth Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2148 | NS      | $268.50       | 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      | $96.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Acquisition Corp                                         | Bayview Acquisition Corp                                         | CUSIP: 07323B118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2923 | NS      | $730.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Merger Fund VL

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer