# EDGAR Filing Document

**Accession Number:** 0001208133
**File Stem:** 0001752724-23-035673
**Filing Date:** 2023-2
**Character Count:** 216399
**Document Hash:** 9a6fd1334c2104b6d86040976a706195
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035673.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035673

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MERGER FUND VL
- **CENTRAL INDEX KEY:** 0001208133
- **IRS NUMBER:** 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:** 23657459

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $52806395.97

**Total Liabilities:** $4200642.06

**Net Assets:** $48605753.91

**Cash Not Reported:** $2582071.76

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014130 | 1.11%                | -0.51%               | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $57590.76                | $455503.93                                 |
| Month 2  | $-631495.50              | $332228.20                                 |
| Month 3  | $-55499.04               | $308238.37                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Flame Acquisition Corp                           | Flame Acquisition Corp                              | CUSIP: 33850F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1413 | NS      | $14200.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brigade-M3 European Acquisitio                   | Brigade-M3 European Acquisition Corp                | CUSIP: 000000000<br>LEI: 549300LVMHTTS14Q5L37 | Long             | EC               | CORP              | US        |      3199 | NS      | $31670.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                               | Coupa Software Inc                                  | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      3356 | NS      | $265694.52    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hennessy Capital Investment Co                   | Hennessy Capital Investment Corp V                  | CUSIP: 42589T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8066 | NS      | $80982.64     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Warburg Pincus Capital Corp I-                   | Warburg Pincus Capital Corp I-B                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6474 | NS      | $65322.66     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TortoiseEcofin Acquisition Cor                   | TortoiseEcofin Acquisition Corp III                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9172 | NS      | $91261.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Arrow Merger Corp                         | Golden Arrow Merger Corp                            | CUSIP: 380799106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5306 | NS      | $53378.36     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue World Acquisition Corp                      | Blue World Acquisition Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1636 | NS      | $16687.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consilium Acquisition Corp I L                   | Consilium Acquisition Corp I Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2132 | NS      | $21597.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $380.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-151.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Acquisition Corp IV                           | CF Acquisition Corp IV                              | CUSIP: 12520T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5436 | NS      | $54577.44     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscogliosi Brothers Acquisiti                   | Viscogliosi Brothers Acquisition Corp               | CUSIP: 92838K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1606 | NS      | $16204.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterPrivate IV InfraTech Part                   | InterPrivate IV InfraTech Partners Inc              | CUSIP: 46064T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2681 | NS      | $27104.91     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cowen Inc                                        | Cowen Inc                                           | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2211 | NS      | $85388.82     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition                    | Macondray Capital Acquisition Corp I                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5582 | NS      | $56880.58     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TenX Keane Acquisition                           | TenX Keane Acquisition                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2845 | NS      | $28905.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp                       | Pyrophyte Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2132 | NS      | $21554.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $915.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $67.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-303.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kadem Sustainable Impact Corp                    | Kadem Sustainable Impact Corp                       | CUSIP: 48284E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3263 | NS      | $32727.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Wall Acquisition Corp II                   | Fifth Wall Acquisition Corp III                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12569 | NS      | $126192.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Transformation Opportu                   | Digital Transformation Opportunities Corp           | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6898 | NS      | $69290.41     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARYA Sciences Acquisition Corp                   | ARYA Sciences Acquisition Corp IV                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3795 | NS      | $38329.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology In                   | Mason Industrial Technology Inc                     | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2774 | NS      | $27573.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp                    | Jaws Mustang Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38977 | NS      | $393862.59    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| InterPrivate III Financial Par                   | InterPrivate III Financial Partners Inc             | CUSIP: 46064R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       895 | NS      | $9039.50      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Social Capital Suvretta Holdin                   | Social Capital Suvretta Holdings Corp IV            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13120 | NS      | $131856.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrea Acquisition Corp                          | Astrea Acquisition Corp                             | CUSIP: 04637C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4267 | NS      | $43096.70     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1518.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infinite Acquisition Corp                        | Infinite Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1324 | NS      | $13518.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | VODAFONE GROUP PLC                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -20 | NC      | $-820.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                        | TEGNA Inc                                           | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     14912 | NS      | $315985.28    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                          | Tower Semiconductor Ltd                             | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      5020 | NS      | $216864.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ROC Energy Acquisition Corp                      | ROC Energy Acquisition Corp                         | CUSIP: 77118V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5471 | NS      | $56050.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                     | Altra Industrial Motion Corp                        | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      4486 | NS      | $268038.50    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| 7GC & Co Holdings Inc                            | 7GC & Co Holdings Inc                               | CUSIP: 81786A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5614 | NS      | $56364.56     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Partnering Corp                    | Post Holdings Partnering Corp                       | CUSIP: 737465104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8951 | NS      | $88883.43     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Argus Capital Corp                               | Argus Capital Corp                                  | CUSIP: 04026L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $184.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USHG Acquisition Corp                            | USHG Acquisition Corp                               | CUSIP: 91748P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5403 | NS      | $54570.30     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $864.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motive Capital Corp II                           | Motive Capital Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3201 | NS      | $32714.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                        | iStar Inc                                           | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272934.29    | 0.56%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Belong Acquisition Corp                          | Belong Acquisition Corp                             | CUSIP: 08069M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       716 | NS      | $7181.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -10 | NC      | $-50.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET INTERNET GROWTH OPP-A                     | ROCKET INTERNET GROWTH -CW27                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1254 | NC      | $10.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        -6 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 1LIFE HEALTHCARE INC                             | 1Life Healthcare Inc                                | CUSIP: 68269GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $133996.00    | 0.28%             | 2025-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| B Riley Principal 250 Merger C                   | B Riley Principal 250 Merger Corp                   | CUSIP: 05602L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4760 | NS      | $47457.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Global Acquisition I Co                   | Target Global Acquisition I Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4800 | NS      | $49296.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Build Acquisition Corp                           | Build Acquisition Corp                              | CUSIP: 12008J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7416 | NS      | $74308.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co                   | Khosla Ventures Acquisition Co III                  | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5273 | NS      | $52492.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Authentic Equity Acquisition C                   | Authentic Equity Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2991 | NS      | $30209.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS DUFRY AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-288.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vector Acquisition Corp II                       | Vector Acquisition Corp II                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21110 | NS      | $213211.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWAMSTERDAM PHARMA CO NV                        | NEWAMSTERDAM PHARMA CO NV-27                        | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | N/A              | DE               | CORP              | NL        |       633 | NC      | $506.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp                       | Independence Holdings Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $15090.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAR THERAPEUTICS INC                            | PEAR THERAPEUTICS INC                               | CUSIP: 704723113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       100 | NC      | $14.89        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edify Acquisition Corp                           | Edify Acquisition Corp                              | CUSIP: 28059Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5203 | NS      | $52602.33     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LIV Capital Acquisition Corp I                   | LIV Capital Acquisition Corp II                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      2664 | NS      | $27332.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund                      | BlackRock Liquidity FedFund                         | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   2450000 | NS      | $2450000.00   | 5.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $117.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LDH Growth Corp I                                | LDH Growth Corp I                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5903 | NS      | $59443.21     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphys Acquisition Corp                          | Enphys Acquisition Corp                             | CUSIP: 000000000<br>LEI: 549300KNB8BMJ5TPCU58 | Long             | EC               | CORP              | US        |      1972 | NS      | $19779.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Pace Beneficial II Corp                      | TPG Pace Beneficial II Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1128 | NS      | $11082.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp II                      | Peridot Acquisition Corp II                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11445 | NS      | $115480.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOTE CORP -A                                    | BIOTE CW27                                          | CUSIP: 090683111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1190 | NC      | $297.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilander Acquisition Corp                        | Bilander Acquisition Corp                           | CUSIP: 09001T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5641 | NS      | $55789.49     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3917.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX SWISS EXCHANGE AG                            | DUFRY AG                                            | CUSIP: 000000000<br>LEI: 529900HQ12A6FGDMWA17 | N/A              | DE               | CORP              | CH        |       -33 | NC      | $-4389.77     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                           | Maxar Technologies Inc                              | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      2400 | NS      | $124176.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In                   | Aerojet Rocketdyne Holdings Inc                     | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      2177 | NS      | $121759.61    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK & WILCOX ENTERPR                         | Babcock & Wilcox Enterprises Inc                    | CUSIP: 05614L506<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |      1856 | NS      | $38307.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVENS HOLDING CO INC                           | Stevens Holding Co Inc                              | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $112280.00    | 0.23%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AltEnergy Acquisition Corp                       | AltEnergy Acquisition Corp                          | CUSIP: 02157M207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $16320.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp                              | SVF Investment Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1779 | NS      | $17967.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corp I-                   | Warburg Pincus Capital Corp I-A                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10448 | NS      | $105524.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bannix Acquisition Corp                          | Bannix Acquisition Corp                             | CUSIP: 066644105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $2339.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1738.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pyrophyte Acquisition Corp                       | Pyrophyte Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5899 | NS      | $60936.67     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point Acquisition Corp I                   | Sound Point Acquisition Corp I Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3247 | NS      | $35294.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                                       | AKOUOS INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4144 | NS      | $4662.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AxonPrime Infrastructure Acqui                   | AxonPrime Infrastructure Acquisition Corp           | CUSIP: 05467C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $29.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AfterNext HealthTech Acquisiti                   | AfterNext HealthTech Acquisition Corp               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7317 | NS      | $73316.34     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp III                     | Altimar Acquisition Corp III                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2313 | NS      | $20840.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hennessy Capital Investment Co                   | Hennessy Capital Investment Corp VI                 | CUSIP: 42600H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5775 | NS      | $57057.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -15 | NC      | $-10065.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| L Catterton Asia Acquisition C                   | L Catterton Asia Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      6915 | NS      | $69841.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Energy Reimagined Acqu                   | Project Energy Reimagined Acquisition Corp          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2089 | NS      | $21036.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US Treasury Money Market Fund               | HSBC US Treasury Money Market Fund                  | CUSIP: 44330V464<br>LEI: 213800RE7LTFGSCFQQ20 | Long             | STIV             | RF                | US        |    680507 | NS      | $680506.76    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                      | CORNER GROWTH ACQ CL A -CW27                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       895 | NC      | $26.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoGreen Investments Corp                         | GoGreen Investments Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5916 | NS      | $61408.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Partner Acquisition Cor                   | Global Partner Acquisition Corp II                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6357 | NS      | $64269.27     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1016.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Genesis Acquisition C                   | Northern Genesis Acquisition Corp III               | CUSIP: 66516W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6025 | NS      | $60491.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp III                     | Altimar Acquisition Corp III                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2339 | NS      | $23553.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Ridge Capital Acquisition                   | Twin Ridge Capital Acquisition Corp                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1453 | NS      | $14660.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Falcon Acquisition Corp                   | Golden Falcon Acquisition Corp                      | CUSIP: 38102H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4958 | NS      | $49827.90     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Adit EdTech Acquisition Corp                     | Adit EdTech Acquisition Corp                        | CUSIP: 007024102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7312 | NS      | $73193.12     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ABG Acquisition Corp I                           | ABG Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5238 | NS      | $52851.42     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| D & Z Media Acquisition Corp                     | D & Z Media Acquisition Corp                        | CUSIP: 23305Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11450 | NS      | $114958.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-825.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $827.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Soar Technology Acquisition Co                   | Soar Technology Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1164 | NS      | $12326.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $87.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldwide Webb Acquisition Cor                   | Worldwide Webb Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3218 | NS      | $32694.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUM-SI INC                                   | QUANTUM-SI INC                                      | CUSIP: 74765K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7060 | NC      | $1765.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon 1 Acquisition Corp                         | Talon 1 Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7634 | NS      | $79088.24     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                                      | ABIOMED Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $1628.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Independence Holdings Corp                       | Independence Holdings Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27341 | NS      | $275870.69    | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Growth For Good Acquisition Co                   | Growth For Good Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1418 | NS      | $14222.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Priveterra Acquisition Corp                      | Priveterra Acquisition Corp                         | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5577 | NS      | $56076.74     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $1359.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Far Peak Acquisition Corp                        | Far Peak Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27873 | NS      | $279844.92    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Athena Technology Acquisition                    | Athena Technology Acquisition Corp II               | CUSIP: 04687C105<br>LEI: 5493008CK2CE7TGDP465 | Long             | EC               | CORP              | US        |      2766 | NS      | $27798.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Visor Financial Technolo                   | Green Visor Financial Technology Acquisition Corp I | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8166 | NS      | $84681.42     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-987.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -16 | NC      | $-864.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $13.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury Ecommerce Acquisition                    | Mercury Ecommerce Acquisition Corp                  | CUSIP: 589381102<br>LEI: 549300FXS2LWBI15YP76 | Long             | EC               | CORP              | US        |       744 | NS      | $7573.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain & Co I Acquisition Co                   | Mountain & Co I Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7598 | NS      | $78867.24     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -8 | NC      | $-3820.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp                          | Sizzle Acquisition Corp                             | CUSIP: 83014E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5451 | NS      | $56199.81     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueRiver Acquisition Corp                       | BlueRiver Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7637 | NS      | $76980.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Partnering Corp                          | Corsair Partnering Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2565 | NS      | $25521.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Leverage Acquisition Co                   | Social Leverage Acquisition Corp I                  | CUSIP: 83363K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11031 | NS      | $110861.55    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN FALCON ACQUISITION CORP                   | GOLDEN FALCON ACQUISITION CORP                      | CUSIP: 38102H117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2479 | NC      | $371.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMR CORP ESCROW SHARES                           | AMR CORP ESCROW SHARES                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7668 | NS      | $153.36       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| G Squared Ascend II Inc                          | G Squared Ascend II Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $24220.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                               | STORE Capital Corp                                  | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     43997 | NS      | $1410543.82   | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1261.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-155.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS CAPITAL ACQUISITION CORP                | FORTRESS CAPITAL ACQUISITION CORP                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       983 | NC      | $3.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-407.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THUNDER BRIDGE CAPITAL PARTNERS III INC          | THUNDER BRIDGE CAPITAL PARTNERS III INC             | CUSIP: 88605T118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1095 | NC      | $83.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | SPDR S&P 500 ETF TRUST                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        26 | NC      | $11180.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp                                        | Slam Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16954 | NS      | $171235.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYLION INC                                    | MONEYLION INC                                       | CUSIP: 60938K114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11485 | NC      | $472.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS SUMMIT INDUSTRIAL INCOME REIT                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-830.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS INC                           | Syniverse Holdings LLC/DE                           | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |     69825 | PA      | $60660.47     | 0.12%             | 2027-05-13      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| Medicus Sciences Acquisition C                   | Medicus Sciences Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3924 | NS      | $39357.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSP Orchid Acquisition Corp I                   | ALSP Orchid Acquisition Corp I                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8952 | NS      | $91668.48     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CIIG Capital Partners II Inc                     | CIIG Capital Partners II Inc                        | CUSIP: 12561U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4644 | NS      | $47322.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $4310.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp                    | Northern Star Investment Corp III                   | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16925 | NS      | $170942.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPRIUS TECHNOLOGIES INC                         | AMPRIUS TECHNOLOGIES INC                            | CUSIP: 03214Q116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4149 | NC      | $1203.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER MERGER CORP                              | PIONEER MERGER CORP                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3454 | NC      | $1.73         | 0.00%             |  |  |  | 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      | $159.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMF Global Ventures Corp I                      | LAMF Global Ventures Corp I                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5340 | NS      | $54735.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SENIOR CONNECT ACQUISITION CORP I                | SENIOR CONNECT ACQUISITION CORP I                   | CUSIP: 81723H116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2283 | NC      | $137.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                           | Agnico Eagle Mines Ltd                              | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Short            | EC               | CORP              | CA        |     -3198 | NS      | $-166264.02   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Sports Ventures Acquisition Co                   | Sports Ventures Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3474 | NS      | $35116.93     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $1540.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | TRS BRISTOL-MYERS SQBB COCVR CLAIM                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $6418.74      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Churchill Capital Corp VII                       | Churchill Capital Corp VII                          | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23772 | NS      | $237006.84    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp II                         | Ross Acquisition Corp II                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11998 | NS      | $121419.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $95.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Opus Acquisition Ltd                      | Magnum Opus Acquisition Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      5909 | NS      | $59562.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Disruptive Acquisition Corp I                    | Disruptive Acquisition Corp I                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4607 | NS      | $46438.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GETAROUND INC                                    | INTERPRIVATE II ACQU -CW28                          | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       179 | NC      | $8.18         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                           | Maxar Technologies Inc                              | CUSIP: 000000000<br>LEI: 549300OEN2G821MIJ922 | Long             | LON              | CORP              | US        |   1000000 | PA      | $998930.00    | 2.06%             | 2029-06-14      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Jaws Hurricane Acquisition Cor                   | Jaws Hurricane Acquisition Corp                     | CUSIP: 47201B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12250 | NS      | $122500.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jatt Acquisition Corp                            | Jatt Acquisition Corp                               | CUSIP: 000000000<br>LEI: 549300LQXD6M2MIQFN24 | Long             | EC               | CORP              | GB        |      3011 | NS      | $30742.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAZOO GROUP LTD                                  | CAZOO GROUP LTD                                     | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | N/A              | DE               | CORP              | KY        |      5415 | NC      | $43.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Impact Acquisition Corp                    | Focus Impact Acquisition Corp                       | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3295 | NS      | $33543.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications Inc                          | Shaw Communications Inc                             | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |     25203 | NS      | $725342.34    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernova Partners Acquisition                   | Supernova Partners Acquisition Co III Ltd           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13459 | NS      | $135666.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PONTEM CORP                                      | PONTEM CORP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2248 | NC      | $179.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kensington Capital Acquisition                   | Kensington Capital Acquisition Corp V               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6070 | NS      | $61883.65     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM ACQUISITION CORP                             | HCM ACQUISITION CORP                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6152 | NS      | $63119.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AF Acquisition Corp                              | AF Acquisition Corp                                 | CUSIP: 001040104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5360 | NS      | $54136.00     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FinServ Acquisition Corp II                      | FinServ Acquisition Corp II                         | CUSIP: 31809Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1948 | NS      | $19538.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-20.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | USD/GBP FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-586.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arctos NorthStar Acquisition C                   | Arctos NorthStar Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6256 | NS      | $63123.04     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| African Gold Acquisition Corp                    | African Gold Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13539 | NS      | $136066.95    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELTER ACQUISITION CORP I-A                     | SHELTER ACQ I CL A -CW27                            | CUSIP: 822821112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2586 | NC      | $0.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ScION Tech Growth II                             | ScION Tech Growth II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1250 | NS      | $12612.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $103.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $235.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUZZFEED INC                                     | BUZZFEED INC                                        | CUSIP: 12430A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1666 | NC      | $66.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX BIOTECH ACQUISI-CL A                     | PHOENIX BIOTECH ACQ -CW26                           | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       859 | NC      | $33.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Hera Acquisition Corp                       | FTAC Hera Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21670 | NS      | $219300.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $761.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontline Ltd/Bermuda                            | Frontline Ltd/Bermuda                               | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Short            | EC               | CORP              | NO        |    -29849 | NS      | $-362366.86   | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1418.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2503.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Colonnade Acquisition Corp II                    | Colonnade Acquisition Corp II                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8627 | NS      | $86873.89     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BioPlus Acquisition Corp                         | BioPlus Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1876 | NS      | $19285.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings IX Inc                            | Gores Holdings IX Inc                               | CUSIP: 38287A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18459 | NS      | $183113.28    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Biotech Opportunities Co                   | Orion Biotech Opportunities Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $2381.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | GBP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $933.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronav NV                                       | Euronav NV                                          | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |     17330 | NS      | $295303.20    | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $253.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Portage Fintech Acquisition Co                   | Portage Fintech Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7450 | NS      | $74723.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Energy Transition Acqui                   | Zimmer Energy Transition Acquisition Corp           | CUSIP: 989570106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3488 | NS      | $34705.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street Acquisition Cor                   | Newbury Street Acquisition Corp                     | CUSIP: 65101L203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       838 | NS      | $8396.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE GREY INC                               | BERKSHIRE GREY INC                                  | CUSIP: 084656115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1255 | NC      | $75.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Merger IV Corp                             | Forum Merger IV Corp                                | CUSIP: 349875104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5562 | NS      | $55898.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEWORK COS INC                                   | WeWork Cos Inc                                      | CUSIP: 96208LAA9<br>LEI: 549300D8U9TF7WBED521 | Long             | DBT              | CORP              | US        |     34000 | PA      | $12920.00     | 0.03%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CEC BRANDS LLC                                   | CEC BRANDS LLC                                      | CUSIP: 12515M112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2163 | NC      | $6489.00      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontier Acquisition Corp                        | Frontier Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3137 | NS      | $31620.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-20.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLAM CORP-A                                      | SLAM CORP-A -CW27                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1300 | NC      | $114.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $249.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Oak Mobility Acquisition                    | Live Oak Mobility Acquisition Corp                  | CUSIP: 538126103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5941 | NS      | $59736.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $271.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS                         | Resolute Forest Products Inc                        | CUSIP: 76117WAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98474.43     | 0.20%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | 1LIFE HEALTHCARE INC                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-40.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Emerald Acquisition Corp                    | FTAC Emerald Acquisition Corp                       | CUSIP: 29103K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5286 | NS      | $52965.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp                      | Kismet Acquisition Two Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       799 | NS      | $8069.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESM Acquisition Corp                             | ESM Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5378 | NS      | $54264.02     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                     | GINKGO BIOWORKS HOLDINGS INC                        | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        40 | NC      | $8.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Authentic Equity Acquisition C                   | Authentic Equity Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $4044.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendant Digital Acquisition                    | Ascendant Digital Acquisition Corp III              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11405 | NS      | $117699.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-781.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARYA Sciences Acquisition Corp                   | ARYA Sciences Acquisition Corp V                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3093 | NS      | $30960.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper II Corp                                  | Juniper II Corp                                     | CUSIP: 48203N202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2490 | NS      | $25398.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Growth Acquisition Corp                   | Lazard Growth Acquisition Corp I                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16775 | NS      | $169595.25    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -9 | NC      | $-2520.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ibere Pharmaceuticals                            | Ibere Pharmaceuticals                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2305 | NS      | $23257.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma Inc                          | Oyster Point Pharma Inc                             | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41181 | NS      | $459991.77    | 0.95%             |  |  |  | No            |                  1 | On Loan: —       |
| MDH Acquisition Corp                             | MDH Acquisition Corp                                | CUSIP: 55283P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13230 | NS      | $133358.40    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Parnassus Acquisition Cor                   | FTAC Parnassus Acquisition Corp                     | CUSIP: 30319B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5564 | NS      | $55806.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Partners Acquisition                    | Catalyst Partners Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8381 | NS      | $84480.48     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thunder Bridge Capital Partner                   | Thunder Bridge Capital Partners III Inc             | CUSIP: 88605T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5475 | NS      | $55297.50     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition II Corp                   | M3-Brigade Acquisition II Corp                      | CUSIP: 553800103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5922 | NS      | $59871.42     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coliseum Acquisition Corp                        | Coliseum Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3737 | NS      | $37556.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                          | Aon PLC                                             | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Short            | EC               | CORP              | US        |      -527 | NS      | $-158173.78   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS CAZOO GROUP LTD                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $12.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tailwind International Acquisi                   | Tailwind International Acquisition Corp             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17755 | NS      | $179147.95    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1275.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                   | Spring Valley Acquisition Corp II                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3867 | NS      | $39946.11     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARLIN TECHNOLOGY CORP                           | MARLIN TECHNOLOGY CORP                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3139 | NC      | $5.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-542.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $756.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $129.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAVA Medtech Acquisition Corp                    | LAVA Medtech Acquisition Corp                       | CUSIP: 519345102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4040 | NS      | $41531.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                      | Rogers Corp                                         | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1353 | NS      | $161467.02    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $973.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GROVE COLLABORATIVE HOLDINGS                     | GROVE COLLABORAT HOLD-CW26                          | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1063 | NC      | $106.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kernel Group Holdings Inc                        | Kernel Group Holdings Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5022 | NS      | $50722.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                               | Coupa Software Inc                                  | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |    264000 | PA      | $253836.00    | 0.52%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROOF Acquisition Corp I                         | PROOF Acquisition Corp I                            | CUSIP: 74349W203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4240 | NS      | $43120.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corner Growth Acquisition Corp                   | Corner Growth Acquisition Corp                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2685 | NS      | $27011.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                               | First Horizon Corp                                  | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     70070 | NS      | $1716715.00   | 3.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Screaming Eagle Acquisition Co                   | Screaming Eagle Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24116 | NS      | $239833.62    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MSD Acquisition Corp                             | MSD Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21013 | NS      | $212231.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp                        | Andretti Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1802 | NS      | $18605.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Acquisition I Corp                       | Freedom Acquisition I Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5686 | NS      | $57428.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kairos Acquisition Corp                          | Kairos Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1868 | NS      | $18829.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BYTE Acquisition Corp                            | BYTE Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2843 | NS      | $28714.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $18.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $1515.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREAMING EAGLE ACQ -CLASS A                     | SCREAMING EAGLE ACQ CL A -27                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3209 | NC      | $756.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF ACQUISITION CORP VIII                         | CF ACQUISITION CORP VIII                            | CUSIP: 12520C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       757 | NC      | $21.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExcelFin Acquisition Corp                        | ExcelFin Acquisition Corp                           | CUSIP: 30069X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1606 | NS      | $16381.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-145.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | MAXAR TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -15 | NC      | $-3000.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $823.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Investcorp India Acquisition C                   | Investcorp India Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3700 | NS      | $38295.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELTER ACQUISITION CORPORATION I SPONSOR SHARES | SHELTER ACQUISITION CORPORATION I SPONSOR SHARES    | CUSIP: 822821203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       718 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS BROOKFIELD PROPERTY PFD                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1672.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                    | MaxLinear Inc                                       | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Short            | EC               | CORP              | US        |     -3896 | NS      | $-132269.20   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Gesher I Acquisition Corp                        | Gesher I Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4813 | NS      | $48900.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge I                                   | Chain Bridge I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1707 | NS      | $17547.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Latitude Acquisition Cor                   | Valor Latitude Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9167 | NS      | $92220.02     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp                            | Ares Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59666 | NS      | $600836.62    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sustainable Development Acquis                   | Sustainable Development Acquisition I Corp          | CUSIP: 86934L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24935 | NS      | $250846.10    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $1453.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capita                   | Apollo Strategic Growth Capital II                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28435 | NS      | $284918.70    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK CREEK INVESTMENT C-CL A                     | JACK CREEK INVESTMENT -CW27                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       750 | NC      | $157.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ROGERS CORP                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-460.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Plum Acquisition Corp I                          | Plum Acquisition Corp I                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2672 | NS      | $26933.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                                    | LHC Group Inc                                       | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      8225 | NS      | $1329900.25   | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| HH&L Acquisition Co                              | HH&L Acquisition Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11178 | NS      | $113009.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | GBP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3298.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1452.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise 4.0 Technology Acqu                   | Enterprise 4.0 Technology Acquisition Corp          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1694 | NS      | $17448.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co                   | Khosla Ventures Acquisition Co                      | CUSIP: 482504107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5659 | NS      | $56476.82     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pivotal Investment Corp III                      | Pivotal Investment Corp III                         | CUSIP: 72582M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8301 | NS      | $83757.09     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Landcadia Holdings IV Inc                        | Landcadia Holdings IV Inc                           | CUSIP: 51477A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9544 | NS      | $96489.84     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | 1LIFE HEALTHCARE INC                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp 2                            | SVF Investment Corp 2                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8977 | NS      | $90488.16     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIOS SUSTAINABLE GROWTH ACQUI                   | AXIOS SUSTAINABLE GROWTH ACQUISITION CORP           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3929 | NS      | $40468.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3985.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oxus Acquisition Corp                            | Oxus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KZ        |      1834 | NS      | $18945.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |      -324 | NS      | $-181158.12   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS SUMMIT INDUSTRIAL INCOME REIT                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $692.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -14 | NC      | $-13055.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PATHFINDER ACQUISITION CORP                      | PATHFINDER ACQUISITION CORP                         | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               | CORP              | US        |      1062 | NC      | $164.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1690.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Catcha Investment Corp                           | Catcha Investment Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      5525 | NS      | $55747.25     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp                         | Cartica Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2016 | NS      | $20805.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                         | Horizon Therapeutics Plc                            | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |     11798 | NS      | $1342612.40   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitalworks Emerging Markets                    | Capitalworks Emerging Markets Acquisition Corp      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       797 | NS      | $8233.01      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motive Capital Corp II                           | Motive Capital Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11675 | NS      | $119435.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | SPDR S&P 500 ETF TRUST                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -8 | NC      | $-1320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pathfinder Acquisition Corp                      | Pathfinder Acquisition Corp                         | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | Long             | EC               | CORP              | US        |      5310 | NS      | $53100.00     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-133.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iris Acquisition Corp                            | Iris Acquisition Corp                               | CUSIP: 89601Y101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5423 | NS      | $54663.84     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Star Acquisition Corp                      | Alpha Star Acquisition Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2612 | NS      | $26799.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| dMY Technology Group Inc VI                      | dMY Technology Group Inc VI                         | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5356 | NS      | $53827.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southport Acquisition Corp                       | Southport Acquisition Corp                          | CUSIP: 84465L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $61.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Whale Acquisition Corp I                    | Blue Whale Acquisition Corp I                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |      3504 | NS      | $34304.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | USD/EUR FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10505.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VPC Impact Acquisition Holding                   | VPC Impact Acquisition Holdings II                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5477 | NS      | $55372.47     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skydeck Acquisition Corp                         | Skydeck Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5472 | NS      | $55048.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -11 | NC      | $-1650.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Merger Corp                              | Pioneer Merger Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16086 | NS      | $163112.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $30.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anthemis Digital Acquisitions                    | Anthemis Digital Acquisitions I Corp                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5844 | NS      | $59959.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS SUMMIT INDUSTRIAL INCOME REIT                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1445.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Fund     | Federated Hermes Government Obligations Fund        | CUSIP: 60934N104<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |     63856 | NS      | $63855.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                      | Crown PropTech Acquisitions                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5549 | NS      | $56100.39     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA INC                                          | IAA Inc                                             | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152195.76    | 0.31%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CC Neuberger Principal Holding                   | CC Neuberger Principal Holdings III                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $15150.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOAL ACQUISITIONS CORP                           | GOAL ACQUISITIONS CORP                              | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8032 | NC      | $387.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONNADE ACQUISITION CORP-A                     | COLONNADE ACQ CL A -CW27                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       200 | NC      | $4.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS SUMMIT INDUSTRIAL INCOME REIT                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $215.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings VIII Inc                          | Gores Holdings VIII Inc                             | CUSIP: 382863108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13683 | NS      | $137650.98    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Athena Acquisition Corp                     | FTAC Athena Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6788 | NS      | $68626.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Juggernaut Acquisition Co                   | Jaws Juggernaut Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4066 | NS      | $41066.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENJOY TECHNOLOGY INC                             | ENJOY TECHNOLOGY INC                                | CUSIP: 29335V114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       193 | NC      | $0.37         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GX Acquisition Corp II                           | GX Acquisition Corp II                              | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5438 | NS      | $54434.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBARK TECHNOLOGY INC                            | EMBARK TECHNOLOGY INC                               | CUSIP: 29079J111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        66 | NC      | $1.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powered Brands                                   | Powered Brands                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $70.77        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Evolution Acquisition                    | Fintech Evolution Acquisition Group                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2413 | NS      | $24371.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I                   | Atlas Air Worldwide Holdings Inc                    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     11736 | NS      | $1182988.80   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Itiquira Acquisition Corp                        | Itiquira Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7454 | NS      | $75210.86     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| D AND Z MEDIA ACQUISITION-A                      | D AND Z MEDIA ACQ CL A -CW27                        | CUSIP: 23305Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       783 | NC      | $40.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Capital Venture Acquisitio                   | 10X Capital Venture Acquisition Corp III            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5378 | NS      | $54909.38     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ISTAR INC                                        | ISTAR INC                                           | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    174000 | PA      | $170506.87    | 0.35%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -10 | NC      | $-50.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| G SQUARED ASCEND I INC                           | G SQUARED ASCEND I INC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       842 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $8.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forest Road Acquisition Corp I                   | Forest Road Acquisition Corp II                     | CUSIP: 34619V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $6312.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYGRAM INTERNATIONAL                          | MoneyGram International Inc                         | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    202000 | PA      | $204758.85    | 0.42%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $355.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infinite Acquisition Corp                        | Infinite Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1569 | NS      | $16082.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $1981.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCF Acquisition Corp                             | RCF Acquisition Corp                                | CUSIP: 000000000<br>LEI: 549300OIPQ0V26BHLX71 | Long             | EC               | CORP              | US        |      2290 | NS      | $23495.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| two/CA                                           | two/CA                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $584.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | AEROJET ROCKETDYNE HOLDINGS INC                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-40.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Wireless Inc                              | Sierra Wireless Inc                                 | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | CA        |     14401 | NS      | $417484.99    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Juggernaut Acquisition Co                   | Jaws Juggernaut Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8933 | NS      | $89776.65     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                   | MarketWise Inc                                      | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $949.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUBHUB HOLDINGS INC                             | GrubHub Holdings Inc                                | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $207831.05    | 0.43%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $3611.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Capital Acquisition C                   | Fortress Capital Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4915 | NS      | $49641.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Calibre Materials Acqu                   | Seaport Calibre Materials Acquisition Corp          | CUSIP: 812204105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2581 | NS      | $26506.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp II                      | Concord Acquisition Corp II                         | CUSIP: 20607U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8465 | NS      | $84184.43     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                            | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67000 | PA      | $66916.25     | 0.14%             | 2026-09-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-384.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Rowland Acquisition C                   | Williams Rowland Acquisition Corp                   | CUSIP: 96951B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12715 | NS      | $130710.20    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Lead Edge Growth Opportunities                   | Lead Edge Growth Opportunities Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7657 | NS      | $77335.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp                              | SVF Investment Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18628 | NS      | $188329.08    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Artemis Strategic Investment C                   | Artemis Strategic Investment Corp                   | CUSIP: 04303A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5481 | NS      | $56180.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $1322.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leo Holdings Corp II                             | Leo Holdings Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18669 | NS      | $189023.63    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| UTA Acquisition Corp                             | UTA Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6452 | NS      | $65874.92     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $322.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEWORK COS LLC/WW CO-OBL                         | WeWork Cos LLC / WW Co-Obligor Inc                  | CUSIP: 96209BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $2620.00      | 0.01%             | 2025-07-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp II                       | Fusion Acquisition Corp II                          | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1524 | NS      | $15300.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Decarbonization Plus Acquisiti                   | Decarbonization Plus Acquisition Corp IV            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17717 | NS      | $180979.16    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| North Atlantic Acquisition Cor                   | North Atlantic Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12367 | NS      | $125030.37    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CIIG Capital Partners II Inc                     | CIIG Capital Partners II Inc                        | CUSIP: 12561U208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $10.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC EMERALD ACQUISITION -A                      | FTAC EMERALD ACQUISITI A -23                        | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2643 | NC      | $132.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AHERN RENTALS INC                                | Ahern Rentals Inc                                   | CUSIP: 008674AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $104000.00    | 0.21%             | 2023-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Thunder Bridge Capital Partner                   | Thunder Bridge Capital Partners IV Inc              | CUSIP: 88605L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6497 | NS      | $65229.88     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $387.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Embrace Change Acquisition Cor                   | Embrace Change Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2540 | NS      | $26060.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $479.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athena Consumer Acquisition Co                   | Athena Consumer Acquisition Corp                    | CUSIP: 04684M106<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |      5454 | NS      | $56067.12     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Holdings Inc                                 | MGM Holdings Inc                                    | CUSIP: 55303C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1792 | NS      | $8153.60      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp II                       | Fusion Acquisition Corp II                          | CUSIP: 36118N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $30090.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowroot Acquisition Corp                       | Arrowroot Acquisition Corp                          | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7864 | NS      | $79033.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                         | Connect Finco SARL / Connect US Finco LLC           | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     96000 | PA      | $88968.91     | 0.18%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1432.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Partners Technology Merg                   | Alpha Partners Technology Merger Corp               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8230 | NS      | $82711.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp V                         | Churchill Capital Corp V                            | CUSIP: 17144T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1825 | NS      | $18140.50     | 0.04%             |  |  |  | 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      | $1188.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moringa Acquisition Corp                         | Moringa Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       935 | NS      | $9462.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Biotech Acquisition Co                   | Phoenix Biotech Acquisition Corp                    | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7198 | NS      | $73851.48     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TKB Critical Technologies 1                      | TKB Critical Technologies 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7757 | NS      | $79974.67     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Iconic Sports Acquisition Corp                   | Iconic Sports Acquisition Corp                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2099 | NS      | $21640.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rose Hill Acquisition Corp                       | Rose Hill Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $2566.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurora Acquisition Corp                          | Aurora Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2413 | NS      | $24347.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                        | iStar Inc                                           | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126673.61    | 0.26%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stratim Cloud Acquisition Corp                   | Stratim Cloud Acquisition Corp                      | CUSIP: 86309R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1923 | NS      | $19345.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                        | TEGNA Inc                                           | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    107000 | PA      | $101521.60    | 0.21%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goal Acquisitions Corp                           | Goal Acquisitions Corp                              | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8597 | NS      | $86485.82     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TLGY Acquisition Corp                            | TLGY Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4264 | NS      | $43706.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                            | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $128557.50    | 0.26%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| 7 Acquisition Corp                               | 7 Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4065 | NS      | $41869.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition C                   | Atlantic Coastal Acquisition Corp                   | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |      5498 | NS      | $55089.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp                    | Northern Star Investment Corp IV                    | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15393 | NS      | $155469.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition III Cor                   | M3-Brigade Acquisition III Corp                     | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5322 | NS      | $53965.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $37.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | STORE CAPITAL CORP                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -10 | NC      | $-50.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc                         | Bluerock Homes Trust Inc                            | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $5945.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $792.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adara Acquisition Corp                           | Adara Acquisition Corp                              | CUSIP: 00653H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2936 | NS      | $29888.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valuence Merger Corp I                           | Valuence Merger Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       508 | NS      | $5308.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | BRISTOL-MYERS SQUIBB CO                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6945 | NS      | $8681.25      | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Peridot Acquisition Corp II                      | Peridot Acquisition Corp II                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $25250.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc                                     | Poshmark Inc                                        | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3910 | NS      | $69910.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Rock Acquisition Corp                      | Noble Rock Acquisition Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2842 | NS      | $28704.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canna-Global Acquisition Corp                    | Canna-Global Acquisition Corp                       | CUSIP: 13767K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1370 | NS      | $13987.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $0.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SILVERspac Inc                                   | SILVERspac Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6197 | NS      | $62093.94     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura FAT Projects Acquisition                    | Aura FAT Projects Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4793 | NS      | $49415.83     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-4697.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                               | Coupa Software Inc                                  | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |    126000 | PA      | $121753.80    | 0.25%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CIIG CAPITAL PARTNERS II-A                       | CIIG CAPITAL PART IIA -CW28                         | CUSIP: 12561U117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2322 | NC      | $162.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anzu Special Acquisition Corp                    | Anzu Special Acquisition Corp I                     | CUSIP: 03737A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7575 | NS      | $76507.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RENTPATH LLC                                     | RentPath LLC                                        | CUSIP: 76016VAF0<br>LEI: 5493007W7CFRS1V7XL88 | Long             | LON              | CORP              | US        |     15496 | PA      | $0.00         | 0.00%             | 2021-12-17      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -10 | NC      | $-4775.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                              | TreeHouse Foods Inc                                 | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119000.00    | 0.24%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ahren Acquisition Corp                           | Ahren Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2921 | NS      | $30086.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1436.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Social Capital Suvretta Holdin                   | Social Capital Suvretta Holdings Corp II            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27210 | NS      | $274004.70    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |        -6 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| A SPAC II Acquisition Corp                       | A SPAC II Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      3541 | NS      | $36224.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| World Quantum Growth Acquisiti                   | World Quantum Growth Acquisition Corp               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10027 | NS      | $102175.13    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS TOSHIBA CORPORATION                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9921.74     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| iRobot Corp                                      | iRobot Corp                                         | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       959 | NS      | $46156.67     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TPCO Holding Corp                                | TPCO Holding Corp                                   | CUSIP: 87270T106<br>LEI: 254900AZOTMBFK0APG67 | Long             | EC               | CORP              | US        |      6423 | NS      | $972.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALKSPACE INC                                    | TALKSPACE INC                                       | CUSIP: 87427V111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17327 | NC      | $1263.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BurTech Acquisition Corp                         | BurTech Acquisition Corp                            | CUSIP: 123013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7770 | NS      | $78865.50     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $1577.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $407.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Hera Acquisition Corp                       | FTAC Hera Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2134 | NS      | $21510.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-88.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Power & Digital Infrastructure                   | Power & Digital Infrastructure Acquisition II Corp  | CUSIP: 73919C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $5115.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN ACQUISITION CORP-A                         | ESGEN ACQUISITION A -CW23                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       936 | NC      | $29.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNOVA PARTNERS ACQUISITION CO III LTD        | SUPERNOVA PARTNERS ACQUISITION CO III LTD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1493 | NC      | $34.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TZP Strategies Acquisition Cor                   | TZP Strategies Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22839 | NS      | $230673.90    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Data Knights Acquisition Corp                    | Data Knights Acquisition Corp                       | CUSIP: 237699103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6063 | NS      | $63297.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Creek Investment Corp                       | Jack Creek Investment Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7232 | NS      | $73260.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| bleuacacia ltd                                   | bleuacacia ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11579 | NS      | $116253.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                       | MSILF Government Portfolio                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   2450000 | NS      | $2450000.00   | 5.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity II Corp                      | Elliott Opportunity II Corp                         | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |     15219 | NS      | $153407.52    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS WILLIS TOWERS WTSN PBLC LTD CO                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $19597.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | VODAFONE GROUP PLC                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -13 | NC      | $-533.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS BROADCOM LIMITED                                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-50672.03    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS CAZOO GROUP LTD                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1709.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA INC                                        | TEGNA Inc                                           | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    206000 | PA      | $195638.20    | 0.40%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                     | 26 CAPITAL ACQ CL A -CW27                           | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       900 | NC      | $225.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ShoulderUp Technology Acquisit                   | ShoulderUp Technology Acquisition Corp              | CUSIP: 82537G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2402 | NS      | $24476.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XPAC Acquisition Corp                            | XPAC Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1501 | NS      | $15010.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C                   | Inflection Point Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15436 | NS      | $154668.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DHC Acquisition Corp                             | DHC Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6253 | NS      | $63030.24     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Soar Technology Acquisition Co                   | Soar Technology Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5076 | NS      | $52841.16     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RMG Acquisition Corp III                         | RMG Acquisition Corp III                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11557 | NS      | $116725.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp                                     | Sciplay Corp                                        | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      1055 | NS      | $16964.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Digital Mobility Acqui                   | Pegasus Digital Mobility Acquisition Corp           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1409 | NS      | $14484.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-739.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deep Lake Capital Acquisition                    | Deep Lake Capital Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8847 | NS      | $89266.23     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pono Capital Corp                                | Pono Capital Corp                                   | CUSIP: 732450101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2688 | NS      | $29379.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $434.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1Life Healthcare Inc                             | 1Life Healthcare Inc                                | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67126 | NS      | $1121675.46   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $13.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APx Acquisition Corp I                           | APx Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      1783 | NS      | $18204.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Three Corp                    | Kismet Acquisition Three Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6044 | NS      | $60742.20     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                          | Activision Blizzard Inc                             | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     12311 | NS      | $942407.05    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Twelve Seas Investment Co II                     | Twelve Seas Investment Co II                        | CUSIP: 90118T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5471 | NS      | $55147.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Plate Acquisition Corp                      | Home Plate Acquisition Corp                         | CUSIP: 43734R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5021 | NS      | $50812.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DEEP LAKE CAPITAL ACQUISITION CORP               | DEEP LAKE CAPITAL ACQUISITION CORP                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2380 | NC      | $8.33         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrive Acquisition Corp                          | Thrive Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7961 | NS      | $82316.74     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Longview Acquisition Corp II                     | Longview Acquisition Corp II                        | CUSIP: 54319Q105<br>LEI: 549300KFRIOC6K28E041 | Long             | EC               | CORP              | US        |     27861 | NS      | $280281.66    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Concord Acquisition Corp III                     | Concord Acquisition Corp III                        | CUSIP: 20607V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5428 | NS      | $55311.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spree Acquisition Corp 1 Ltd                     | Spree Acquisition Corp 1 Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8429 | NS      | $86144.38     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -20 | NC      | $-5600.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pontem Corp                                      | Pontem Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14787 | NS      | $149496.57    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EVe Mobility Acquisition Corp                    | EVe Mobility Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4744 | NS      | $48863.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $96.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $148.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Motion Technology Corp                   | Silicon Motion Technology Corp                      | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | TW        |     10041 | NS      | $652564.59    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                               | Signify Health Inc                                  | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21520 | NS      | $616763.20    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |       -12 | NC      | $-300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2458.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Vista Acquisition Corp                       | New Vista Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4628 | NS      | $46650.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WHOLE EARTH BRANDS INC                           | WHOLE EARTH BRANDS INC                              | CUSIP: 96684W126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7310 | NC      | $1681.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semper Paratus Acquisition Cor                   | Semper Paratus Acquisition Corp                     | CUSIP: 000000000<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |     12367 | NS      | $127751.11    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS SUMMIT INDUSTRIAL INCOME REIT                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $179.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-199.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -6 | NC      | $-30.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $987.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Zeus Acquisition Corp                       | FTAC Zeus Acquisition Corp                          | CUSIP: 30320F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15034 | NS      | $151843.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Carney Technology Acquisition                    | Carney Technology Acquisition Corp II               | CUSIP: 143636108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $2963.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legato Merger Corp II                            | Legato Merger Corp II                               | CUSIP: 52473Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5286 | NS      | $53494.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings                   | Sportsman's Warehouse Holdings Inc                  | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      2442 | NS      | $22979.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Logistics Innovation Technolog                   | Logistics Innovation Technologies Corp              | CUSIP: 54141L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8341 | NS      | $84244.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ESM Acquisition Corp                             | ESM Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $9385.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                      | KnowBe4 Inc                                         | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2601 | NS      | $64452.78     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcourt Acquisition Corp                        | Newcourt Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2194 | NS      | $22400.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |       -23 | NC      | $-575.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CF Acquisition Corp VII                          | CF Acquisition Corp VII                             | CUSIP: 12521H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $10.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS SUMMIT INDUSTRIAL INCOME REIT                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $103.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Internet Growth Opportu                   | Rocket Internet Growth Opportunities Corp           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8460 | NS      | $85446.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT               | DREYFUS GOVERNMENT CASH MANAGEMENT                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    782479 | NS      | $782479.11    | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                                       | Atlas Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30716 | NS      | $471183.44    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullpen Parlay Acquisition Co                    | Bullpen Parlay Acquisition Co                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3184 | NS      | $32604.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | USD/EUR FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4050.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Oak Crestview Climate Acq                   | Live Oak Crestview Climate Acquisition Corp         | CUSIP: 538086208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5937 | NS      | $58420.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SportsTek Acquisition Corp                       | SportsTek Acquisition Corp                          | CUSIP: 849196100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841 | NS      | $8426.82      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $48.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | STORE CAPITAL CORP                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-5.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| StoneBridge Acquisition Corp                     | StoneBridge Acquisition Corp                        | CUSIP: 000000000<br>LEI: 5493000AJ4C5DLO2PK42 | Long             | EC               | CORP              | US        |      9502 | NS      | $97680.56     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPECTOR CAPITAL CORP                          | PROSPECTOR CAPITAL CORP                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2213 | NC      | $37.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES ACQUISITION CORP-A                          | ARES ACQUISITION CL A -CW27                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       390 | NC      | $181.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | AEROJET ROCKETDYNE HOLDINGS INC                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -13 | NC      | $-130.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamana Gold Inc                                  | Yamana Gold Inc                                     | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |     84971 | NS      | $471589.05    | 0.97%             |  |  |  | No            |                  1 | On Loan: —       |
| BOFA SECURITIES, INC.                            | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $978.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Property Solutions Acquisition                   | Property Solutions Acquisition Corp II              | CUSIP: 74350A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1037 | NS      | $10473.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $804.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Figure Acquisition Corp I                        | Figure Acquisition Corp I                           | CUSIP: 302438106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9200 | NS      | $92460.00     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| RMG ACQUISITION CORP III                         | RMG ACQUISITION CORP III                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1196 | NC      | $35.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-614.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fintech Evolution Acquisition                    | Fintech Evolution Acquisition Group                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5096 | NS      | $51316.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $5.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dragoneer Growth Opportunities                   | Dragoneer Growth Opportunities Corp III             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15870 | NS      | $156319.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $366.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TLG Acquisition One Corp                         | TLG Acquisition One Corp                            | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2868 | NS      | $29024.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IAA Inc                                          | IAA Inc                                             | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |       221 | NS      | $8840.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conyers Park III Acquisition C                   | Conyers Park III Acquisition Corp                   | CUSIP: 21289P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11278 | NS      | $111201.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Agile Growth Corp                                | Agile Growth Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $51459.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLUDEIN I ACQUISITION CORP-A                     | KLUDEIN I ACQUISITION-CW27                          | CUSIP: 49878L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1500 | NC      | $120.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shelter Acquisition Corp I                       | Shelter Acquisition Corp I                          | CUSIP: 822821104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5172 | NS      | $51978.60     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ault Disruptive Technologies C                   | Ault Disruptive Technologies Corp                   | CUSIP: 05150A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3143 | NS      | $32278.61     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN Acquisition Corp                           | ESGEN Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $10.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | GBP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23722.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| G Squared Ascend II Inc                          | G Squared Ascend II Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1812 | NS      | $18373.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity II Corp                      | Elliott Opportunity II Corp                         | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |      1118 | NS      | $11280.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondHead Holdings Corp                        | DiamondHead Holdings Corp                           | CUSIP: 25278L105<br>LEI: 549300HWN3ECTEH7I380 | Long             | EC               | CORP              | US        |     10709 | NS      | $107732.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | GBP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3233.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Games & Esports Experience Acq                   | Games & Esports Experience Acquisition Corp         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3095 | NS      | $31785.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | SPDR S&P 500 ETF TRUST                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -18 | NC      | $-2394.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                         | Pan American Silver Corp                            | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |    -13587 | NS      | $-222011.58   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | 1LIFE HEALTHCARE INC                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-70.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $732.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GESHER I ACQUISITION CORP-A                      | GESHER I ACQUISITION -CW28                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |       853 | NC      | $426.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waverley Capital Acquisition C                   | Waverley Capital Acquisition Corp 1                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2397 | NS      | $24017.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc                      | MoneyGram International Inc                         | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     30022 | NS      | $326939.58    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAZOO SA                                        | AKAZOO SA                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2642 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ExcelFin Acquisition Corp                        | ExcelFin Acquisition Corp                           | CUSIP: 30069X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5609 | NS      | $57211.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN Acquisition Corp                           | ESGEN Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6678 | NS      | $69050.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Acquisition Corp                   | Constellation Acquisition Corp I                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23288 | NS      | $235441.68    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | JPY/USD FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5637.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Onyx Acquisition Co I                            | Onyx Acquisition Co I                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2718 | NS      | $27995.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-75.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                     | Ritchie Bros Auctioneers Inc                        | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |      -128 | NS      | $-7402.24     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $65.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corazon Capital V838 Monoceros                   | Corazon Capital V838 Monoceros Corp                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8487 | NS      | $85718.70     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AUTOGRILL SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $1266.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altaba Inc Escrow                                | Altaba Inc Escrow                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318493 | NS      | $1203903.54   | 2.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS SUMMIT INDUSTRIAL INCOME REIT                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-251.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARROWROOT ACQUISITION CORP                       | ARROWROOT ACQUISITION CORP                          | CUSIP: 04282M110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6162 | NC      | $35.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM GROSVENOR INC                                | GCM GROSVENOR INC                                   | CUSIP: 36831E116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1355 | NC      | $596.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DP Cap Acquisition Corp I                        | DP Cap Acquisition Corp I                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3907 | NS      | $40085.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospector Capital Corp                          | Prospector Capital Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7807 | NS      | $78850.70     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovative International Acqui                   | Innovative International Acquisition Corp           | CUSIP: 000000000<br>LEI: 549300U6QXNGB66F1K14 | Long             | EC               | CORP              | US        |      4392 | NS      | $45237.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp                            | Cartesian Growth Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1430 | NS      | $14385.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VMware Inc                                       | VMware Inc                                          | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     11206 | NS      | $1375648.56   | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-635.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rigel Resource Acquisition Cor                   | Rigel Resource Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $20857.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TCV Acquisition Corp                             | TCV Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12306 | NS      | $124290.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PepperLime Health Acquisition                    | PepperLime Health Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7126 | NS      | $72827.72     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MELI Kaszek Pioneer Corp                         | MELI Kaszek Pioneer Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4704 | NS      | $46898.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | MAXAR TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -9 | NC      | $-1800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |       -11 | NC      | $-275.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-20.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-24.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENA CONSUMER ACQUISITIO-A                     | ATHENA CONSUMER ACQ -CW23                           | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | N/A              | DE               | CORP              | US        |       535 | NC      | $62.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finnovate Acquisition Corp                       | Finnovate Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       284 | NS      | $2913.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DA32 Life Science Tech Acquisi                   | DA32 Life Science Tech Acquisition Corp             | CUSIP: 23312M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1996 | NS      | $19760.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tio Tech A                                       | Tio Tech A                                          | CUSIP: 000000000<br>LEI: 9845003AFE50FBFE3940 | Long             | EC               | CORP              | DE        |     14518 | NS      | $146631.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Semper Paratus Acquisition Cor                   | Semper Paratus Acquisition Corp                     | CUSIP: 000000000<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |      2138 | NS      | $22021.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp II                       | NewHold Investment Corp II                          | CUSIP: 651450108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3599 | NS      | $36637.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $742.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biotech Acquisition Co                           | Biotech Acquisition Co                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5539 | NS      | $55943.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cazoo Group Ltd                                  | Cazoo Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | Long             | EC               | CORP              | GB        |      6542 | NS      | $1025.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Achari Ventures Holdings Corp                    | Achari Ventures Holdings Corp I                     | CUSIP: 00444X101<br>LEI: 549300WXLNJWTBJTI395 | Long             | EC               | CORP              | US        |      5037 | NS      | $51427.77     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| G Squared Ascend I Inc                           | G Squared Ascend I Inc                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12413 | NS      | $125433.37    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fat Projects Acquisition Corp                    | Fat Projects Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      5467 | NS      | $55435.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ScION Tech Growth II                             | ScION Tech Growth II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9668 | NS      | $97743.48     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | GBP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2080.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Juniper II Corp                                  | Juniper II Corp                                     | CUSIP: 48203N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3189 | NS      | $32432.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II                         | CARTESIAN GROWTH CORP II                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2621 | NS      | $26812.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ECARX HOLDINGS INC-CL A                          | ECARX HOLDINGS INC-CL A-27                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |      1150 | NC      | $112.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marlin Technology Corp                           | Marlin Technology Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9627 | NS      | $97521.51     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS SUMMIT INDUSTRIAL INCOME REIT                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $426.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $110.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise 4.0 Technology Acqu                   | Enterprise 4.0 Technology Acquisition Corp          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2517 | NS      | $25899.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTE HEALTH ACQUISITION-A                     | COMPUTE HEALTH ACQ A -CW27                          | CUSIP: 204833115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1422 | NC      | $159.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                                 | Evo Payments Inc                                    | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     17061 | NS      | $577344.24    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition                    | Investcorp Europe Acquisition Corp I                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2682 | NS      | $27624.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition                    | Macondray Capital Acquisition Corp I                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $25662.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $867.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcourt Acquisition Corp                        | Newcourt Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12766 | NS      | $130723.84    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CC Neuberger Principal Holding                   | CC Neuberger Principal Holdings III                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13665 | NS      | $138016.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $232.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $772.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING SQUARE ESCROW                           | PERSHING SQUARE ESCROW                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7392 | NS      | $1478.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Merger Fund VL

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer