# EDGAR Filing Document

**Accession Number:** 0001572617
**File Stem:** 0001752724-23-035679
**Filing Date:** 2023-2
**Character Count:** 237519
**Document Hash:** 2d054856cd05e1c4089d3cfb21ebc567
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035679.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035679

**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:** Virtus Event Opportunities Trust
- **CENTRAL INDEX KEY:** 0001572617
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22818
- **FILM NUMBER:** 23657467

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Westchester Capital Funds
- **DATE OF NAME CHANGE:** 20130320

## Series and Classes Contracts Data

### Virtus Westchester Event-Driven Fund (Series ID: S000040968)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000127094 | Class A      | WCERX           |
| C000127095 | Class I      | WCEIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Event Opportunities Trust

- **b. Investment Company Act file number:** 811-22818

- **c. CIK number of Registrant:** 0001572617

- **d. LEI of Registrant:** 549300CPNDRO644GZH21

- **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:** Virtus Westchester Event-Driven Fund

- **b. EDGAR series identifier (if any):** S000040968

- **c. LEI of Series:** 5493008NZHHNV9ZXUR38

**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:** $356192904.91

**Total Liabilities:** $26986944.86

**Net Assets:** $329205960.05

**Cash Not Reported:** $19846386.55

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -439.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -2.00000000 | **5-Year:** -16184.00000000 | **10-Year:** -7669.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127095 | 2.37%                | 0.00%                | 0.02%                |
| Class ID C000127094 | -3.34%               | -5.50%               | -5.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1530326.33             | $5241030.89                                |
| Month 2  | $-4282733.85             | $6536359.57                                |
| Month 3  | $-395511.13              | $-446577.81                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Peridot Acquisition Corp II                            | Peridot Acquisition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46817 | NS      | $472851.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma Inc                                | Oyster Point Pharma Inc                                     | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276385 | NS      | $3087220.45   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | GENERAL ELECTRIC CO                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       474 | NC      | $2844.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                         | MarketWise Inc                                              | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12707 | NS      | $21347.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitalworks Emerging Markets                          | Capitalworks Emerging Markets Acquisition Corp              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5381 | NS      | $55585.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIIG CAPITAL PARTNERS II-A                             | CIIG CAPITAL PART IIA -CW28                                 | CUSIP: 12561U117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13420 | NC      | $939.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS ATLAS AIR WORLDWIDE HLDGS INC                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $77032.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | VALVOLINE INC                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -298 | NC      | $-3725.00     | -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        |      6722 | NS      | $71185.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Wall Acquisition Corp II                         | Fifth Wall Acquisition Corp III                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43031 | NS      | $432031.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Decarbonization Plus Acquisiti                         | Decarbonization Plus Acquisition Corp IV                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55185 | NS      | $563714.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernova Partners Acquisition                         | Supernova Partners Acquisition Co III Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101332 | NS      | $1021426.56   | 0.31%             |  |  |  | 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        |     53942 | NS      | $551287.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shelter Acquisition Corp I                             | Shelter Acquisition Corp I                                  | CUSIP: 822821104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28914 | NS      | $290585.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VMware Inc                                             | VMware Inc                                                  | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     79129 | NS      | $9713876.04   | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS STORE CAPITAL CORPORATION                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $45695.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                             | Federal National Mortgage Association                       | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     88951 | NS      | $208145.34    | 0.06%             |  |  |  | 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      | $2770.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCM GROSVENOR INC                                      | GCM GROSVENOR INC                                           | CUSIP: 36831E116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28825 | NC      | $12683.00     | 0.00%             |  |  |  | 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        |     20673 | NC      | $622.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | MAXAR TECHNOLOGIES INC                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -142 | NC      | $-28400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AEROJET ROCKETDYNE HOLDINGS INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -97 | NC      | $-970.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Debt Strategies Fund Inc                     | BlackRock Debt Strategies Fund Inc                          | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             | EC               | RF                | US        |     12453 | NS      | $114567.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity II Corp                            | Elliott Opportunity II Corp                                 | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |      6229 | NS      | $62850.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II                               | CARTESIAN GROWTH CORP II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17398 | NS      | $177981.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In                         | Aerojet Rocketdyne Holdings Inc                             | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     23581 | NS      | $1318885.33   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Partners Acquisition                          | Catalyst Partners Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54295 | NS      | $547293.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahren Acquisition Corp                                 | Ahren Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18889 | NS      | $194556.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FXI HOLDINGS INC                                       | FXI Holdings Inc                                            | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $2595063.24   | 0.79%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| BABCOCK & WILCOX ENTERPR                               | Babcock & Wilcox Enterprises Inc                            | CUSIP: 05614L506<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |     11979 | NS      | $247246.56    | 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      | $-5221.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newbury Street Acquisition Cor                         | Newbury Street Acquisition Corp                             | CUSIP: 65101L203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57099 | NS      | $572131.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS NUVEEN NY AMT-FREE MUNI INC                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-26.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BYTE ACQUISITION CORP - A                              | BYTE ACQUISITION COR A -CW28                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    256226 | NC      | $20498.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Hurricane Acquisition Cor                         | Jaws Hurricane Acquisition Corp                             | CUSIP: 47201B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75459 | NS      | $754590.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FRONTLINE LTD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6421.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | KELLOGG CO                                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       480 | NC      | $960.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                           | CRANE HOLDINGS CO                                           | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |       152 | NC      | $35340.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS VALVOLINE, INC.                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $277550.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS EURONAV NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4668.84     | -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      | $4693.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Tactical Income Fund Inc                        | Apollo Tactical Income Fund Inc                             | CUSIP: 037638103<br>LEI: 549300JOTMM1DVBHF402 | Long             | EC               | RF                | US        |     64106 | NS      | $776964.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Saba Capital Income & Opportunities Fund               | Saba Capital Income & Opportunities Fund                    | CUSIP: 78518H202<br>LEI: 549300MGSUUJ7E55N746 | Long             | EC               | RF                | US        |     29430 | NS      | $223962.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                           | HORIZON THERAPEUTICS PLC                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -184 | NC      | $-4600.00     | -0.00%            |  |  |  | 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        |     21781 | NC      | $2447.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund                            | BlackRock Liquidity FedFund                                 | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  15600000 | NS      | $15600000.00  | 4.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Partnering Corp                          | Post Holdings Partnering Corp                               | CUSIP: 737465104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51299 | NS      | $509399.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS ABIOMED INC                                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $27719.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoubleLine Income Solutions Fund                       | DoubleLine Income Solutions Fund                            | CUSIP: 258622109<br>LEI: 549300RGXFCKJWYUTL28 | Long             | EC               | RF                | US        |      8919 | NS      | $98911.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REEBONZ HOLDING LTD                                    | REEBONZ HOLDING LTD                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23859 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Biotech Acquisition Co                                 | Biotech Acquisition Co                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35852 | NS      | $362105.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-22104.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QUANTUM-SI INC                                         | QUANTUM-SI INC                                              | CUSIP: 74765K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17647 | NC      | $4411.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYLION INC                                          | MONEYLION INC                                               | CUSIP: 60938K114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     53893 | NC      | $2215.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNIVERSE HOLDINGS INC                                 | Syniverse Holdings LLC/DE                                   | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   2793000 | PA      | $2426418.75   | 0.74%             | 2027-05-13      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| TEGNA INC                                              | TEGNA Inc                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    482000 | PA      | $457755.40    | 0.14%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Semper Paratus Acquisition Cor                         | Semper Paratus Acquisition Corp                             | CUSIP: 000000000<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |     13800 | NS      | $142140.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative International Acqui                         | Innovative International Acquisition Corp                   | CUSIP: 000000000<br>LEI: 549300U6QXNGB66F1K14 | Long             | EC               | CORP              | US        |     28209 | NS      | $290552.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | KELLOGG CO                                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -366 | NC      | $-219966.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp                             | Independence Holdings Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134779 | NS      | $1359920.11   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| AltEnergy Acquisition Corp                             | AltEnergy Acquisition Corp                                  | CUSIP: 02157M207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10320 | NS      | $105264.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FinServ Acquisition Corp II                            | FinServ Acquisition Corp II                                 | CUSIP: 31809Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5353 | NS      | $53690.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tio Tech A                                             | Tio Tech A                                                  | CUSIP: 000000000<br>LEI: 9845003AFE50FBFE3940 | Long             | EC               | CORP              | DE        |     63067 | NS      | $636976.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | GENERAL ELECTRIC CO                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -474 | NC      | $-438450.00   | -0.13%            |  |  |  | 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      | $1401.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROOF Acquisition Corp I                               | PROOF Acquisition Corp I                                    | CUSIP: 74349W203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27292 | NS      | $277559.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENJOY TECHNOLOGY INC                                   | ENJOY TECHNOLOGY INC                                        | CUSIP: 29335V114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     33184 | NC      | $63.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co                         | Khosla Ventures Acquisition Co                              | CUSIP: 482504107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32820 | NS      | $327543.60    | 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      | $309.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrowroot Acquisition Corp                             | Arrowroot Acquisition Corp                                  | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91466 | NS      | $919233.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                                | Tower Semiconductor Ltd                                     | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |       360 | NS      | $15552.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS EURONAV NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8064.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                   | Aramark Services Inc                                        | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   5886000 | PA      | $5813661.06   | 1.77%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| A SPAC II Acquisition Corp                             | A SPAC II Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     23950 | NS      | $245008.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4026.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS AON PLC                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $23275.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SILVERspac Inc                                         | SILVERspac Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19704 | NS      | $197434.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                                             | Atlas Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    262200 | NS      | $4022148.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Acquisition Corp IV                                 | CF Acquisition Corp IV                                      | CUSIP: 12520T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84803 | NS      | $851422.12    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Coliseum Acquisition Corp                              | Coliseum Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13011 | NS      | $130760.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -108 | NC      | $-5832.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | XPO LOGISTICS INC                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -167 | NC      | $-9519.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEC BRANDS LLC                                         | CEC BRANDS LLC                                              | CUSIP: 12515M112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45120 | NC      | $135360.00    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EMIS GROUP PLC                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $5305.39      | 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        |      6495 | NS      | $67093.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp                            | Kismet Acquisition Two Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $54540.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                | BRISTOL-MYERS SQUIBB CO                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169085 | NS      | $211356.25    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS SILICON MOTION TECHNOLOGY CORP                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-153205.85   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $5570.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLONNADE ACQUISITION CORP-A                           | COLONNADE ACQ CL A -CW27                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11290 | NC      | $254.03       | 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      | $4730.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | VALVOLINE INC                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -149 | NC      | $-1862.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Athena Acquisition Corp                           | FTAC Athena Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53673 | NS      | $542634.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS ACTIVISION BLIZZARD INC                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $21797.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscogliosi Brothers Acquisiti                         | Viscogliosi Brothers Acquisition Corp                       | CUSIP: 92838K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9784 | NS      | $98720.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | COUPA SOFTWARE INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -35 | NC      | $-175.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RENTPATH LLC                                           | RentPath LLC                                                | CUSIP: 76016VAF0<br>LEI: 5493007W7CFRS1V7XL88 | Long             | LON              | CORP              | US        |    150017 | PA      | $0.00         | 0.00%             | 2021-12-17      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| BERKSHIRE GREY INC                                     | BERKSHIRE GREY INC                                          | CUSIP: 084656115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8388 | NC      | $503.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp II                            | Concord Acquisition Corp II                                 | CUSIP: 20607U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55358 | NS      | $550535.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdin                         | Social Capital Suvretta Holdings Corp II                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49528 | NS      | $498746.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-955.43      | -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        |      5761 | NS      | $59280.69     | 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      | $23133.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS EURONAV NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9886.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conyers Park III Acquisition C                         | Conyers Park III Acquisition Corp                           | CUSIP: 21289P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36115 | NS      | $356093.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FIRST HORIZON NATIONAL CORP                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3689.86      | 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      | $5260.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSP Orchid Acquisition Corp I                         | ALSP Orchid Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58150 | NS      | $595456.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp                                  | Cartesian Growth Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9363 | NS      | $94191.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | WYNN RESORTS LTD                                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -509 | NC      | $-1112165.00  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                                       | Evo Payments Inc                                            | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     11344 | NS      | $383880.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Merger Corp                                    | Pioneer Merger Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73449 | NS      | $744772.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corp I-                         | Warburg Pincus Capital Corp I-B                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13662 | NS      | $137849.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT                      | DEUTSCHE TELEKOM AG                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DE               | CORP              | DE        |     -2449 | NC      | $-73402.90    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS AVEVA GROUP PLC                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $6368.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IAA Inc                                                | IAA Inc                                                     | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      1397 | NS      | $55880.00     | 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      | $-128.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp                          | Northern Star Investment Corp IV                            | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64814 | NS      | $654621.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| African Gold Acquisition Corp                          | African Gold Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32646 | NS      | $328092.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FOXO TECHNOLOGIES INC                                  | DELWINDS INSURANC CL A -CW27                                | CUSIP: 351471115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26187 | NC      | $704.43       | 0.00%             |  |  |  | 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        |     34839 | NS      | $351873.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS ATLAS AIR WORLDWIDE HLDGS INC                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $39032.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altimar Acquisition Corp III                           | Altimar Acquisition Corp III                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12014 | NS      | $108246.14    | 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      | $-25184.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings IX Inc                                  | Gores Holdings IX Inc                                       | CUSIP: 38287A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11234 | NS      | $111441.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | WYNN RESORTS LTD                                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       509 | NC      | $3054.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                 | GOAL ACQUISITIONS CORP                                      | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    272843 | NC      | $13178.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIPHANY TECHNOLOGY ACQ-CL A                           | EPIPHANY TECHNOLOGY AC -CW27                                | CUSIP: 29429X117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18226 | NC      | $41.92        | 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        |     21726 | NC      | $10130.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arctos NorthStar Acquisition C                         | Arctos NorthStar Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40472 | NS      | $408362.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWROOT ACQUISITION CORP                             | ARROWROOT ACQUISITION CORP                                  | CUSIP: 04282M110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60113 | NC      | $348.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Lake Capital Acquisition                          | Deep Lake Capital Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122340 | NS      | $1234410.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                            | iRobot Corp                                                 | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      6131 | NS      | $295085.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications Inc                                | Shaw Communications Inc                                     | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |    198853 | NS      | $5722989.34   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -67 | NC      | $-18760.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp III                           | Altimar Acquisition Corp III                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16646 | NS      | $167625.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings VIII Inc                                | Gores Holdings VIII Inc                                     | CUSIP: 382863108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69298 | NS      | $697137.88    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Enphys Acquisition Corp                                | Enphys Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 549300KNB8BMJ5TPCU58 | Long             | EC               | CORP              | US        |       160 | NS      | $1604.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BLACKROCK FLTG RATE INC.                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-95472.79    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SHAPEWAYS HOLDINGS INC                                 | SHAPEWAYS HOLDINGS INC                                      | CUSIP: 81947T110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    126337 | NC      | $2135.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp                                    | SVF Investment Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41845 | NS      | $423052.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FOSSIL GROUP INC                                       | Fossil Group Inc                                            | CUSIP: 34988V304<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EP               | CORP              | US        |     31540 | NS      | $499909.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Longview Acquisition Corp II                           | Longview Acquisition Corp II                                | CUSIP: 54319Q105<br>LEI: 549300KFRIOC6K28E041 | Long             | EC               | CORP              | US        |    145331 | NS      | $1462029.86   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                     | Coupa Software Inc                                          | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |    892000 | PA      | $861939.60    | 0.26%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| InterPrivate III Financial Par                         | InterPrivate III Financial Partners Inc                     | CUSIP: 46064R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55830 | NS      | $563883.00    | 0.17%             |  |  |  | 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      | $618.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valor Latitude Acquisition Cor                         | Valor Latitude Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59115 | NS      | $594696.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                       | Vector Group Ltd                                            | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2770653.61   | 0.84%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FIRST HORIZON CORPORATION                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $19044.01     | 0.01%             |  |  |  | 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        |     41066 | NS      | $412302.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN ACQUISITION CORP-A                               | ESGEN ACQUISITION A -CW23                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5942 | NC      | $186.58       | 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      | $565.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | SPDR S&P 500 ETF TRUST                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -135 | NC      | $-17955.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Biotech Acquisition Co                         | Phoenix Biotech Acquisition Corp                            | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10156 | NS      | $104200.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS BROOKFIELD PROPERTY PFD                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9249.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS TOWER SEMICONDUCTOR LTD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-148307.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Quantum-Si Inc                                         | Quantum-Si Inc                                              | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40418 | NS      | $73964.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOXWAYNE ENTERPRISES ACQ- A                            | FOXWAYNE ENTERPRISES A -CW26                                | CUSIP: 35166L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19597 | NC      | $1655.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | EUR/USD FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-76573.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDICUS SCIENCES ACQUISITION CORP                      | MEDICUS SCIENCES ACQUISITION CORP                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6666 | NC      | $586.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp                             | Pyrophyte Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13726 | NS      | $138769.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNEY TECHNOLOGY ACQU- CL A                           | CARNEY TECHNOLOGY ACQ -CW27                                 | CUSIP: 143636116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10037 | NC      | $603.22       | 0.00%             |  |  |  | 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      | $-86.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                           | Broadcom Inc                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |      -134 | NS      | $-74923.42    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FRONTLINE LTD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $190916.71    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LIQUI-BOX HOLDINGS INC                                 | Liqui-Box Holdings Inc                                      | CUSIP: 53631QAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299233 | PA      | $294992.61    | 0.09%             | 2027-02-26      | Floating      | 8.89%                 | 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      | $437.04       | 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      | $31292.49     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Nuveen Credit Strategies Income Fund                   | Nuveen Credit Strategies Income Fund                        | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             | EC               | RF                | US        |    149962 | NS      | $763306.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rose Hill Acquisition Corp                             | Rose Hill Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1574 | NS      | $16290.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| North Atlantic Acquisition Cor                         | North Atlantic Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82357 | NS      | $832629.27    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition II Corp                         | M3-Brigade Acquisition II Corp                              | CUSIP: 553800103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34295 | NS      | $346722.45    | 0.11%             |  |  |  | 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        |    143490 | NS      | $1449249.00   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $2098.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEWORK COS INC                                         | WeWork Cos Inc                                              | CUSIP: 96208LAA9<br>LEI: 549300D8U9TF7WBED521 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $668800.00    | 0.20%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                           | HORIZON THERAPEUTICS PLC                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |       -59 | NC      | $-1475.00     | -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      | $2331.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| bleuacacia ltd                                         | bleuacacia ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92697 | NS      | $930677.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Canna-Global Acquisition Corp                          | Canna-Global Acquisition Corp                               | CUSIP: 13767K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8772 | NS      | $89562.12     | 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      | $903.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peridot Acquisition Corp II                            | Peridot Acquisition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64143 | NS      | $647202.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueRiver Acquisition Corp                             | BlueRiver Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50366 | NS      | $507689.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Iris Acquisition Corp                                  | Iris Acquisition Corp                                       | CUSIP: 89601Y101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     34690 | NS      | $349675.20    | 0.11%             |  |  |  | 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      | $72.04        | 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      | $4983.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMPRIUS TECHNOLOGIES INC                               | AMPRIUS TECHNOLOGIES INC                                    | CUSIP: 03214Q116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27068 | NC      | $7852.43      | 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      | $-349949.31   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS AGNICO EAGLE MINES LIMITED                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $22379.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PEAR THERAPEUTICS INC                                  | PEAR THERAPEUTICS INC                                       | CUSIP: 704723113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36173 | NC      | $5386.16      | 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        |       -51 | NC      | $-8415.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Athena Consumer Acquisition Co                         | Athena Consumer Acquisition Corp                            | CUSIP: 04684M106<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |      6790 | NS      | $69801.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS MONEYGRAM INTERNATIONAL INC                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $81204.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3043.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAZOO GROUP LTD                                        | CAZOO GROUP LTD                                             | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | N/A              | DE               | CORP              | KY        |     63999 | NC      | $518.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZFEED INC                                           | BUZZFEED INC                                                | CUSIP: 12430A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17333 | NC      | $693.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS EURONAV NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4932.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Macondray Capital Acquisition                          | Macondray Capital Acquisition Corp I                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14700 | NS      | $145089.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibere Pharmaceuticals                                  | Ibere Pharmaceuticals                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15583 | NS      | $157232.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Embrace Change Acquisition Cor                         | Embrace Change Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     15932 | NS      | $163462.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS CAZOO GROUP LTD                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $121.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS PAN AMERICAN SILVER CORP                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $28521.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | GBP/USD FORWARD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29055.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PATHFINDER ACQUISITION CORP                            | PATHFINDER ACQUISITION CORP                                 | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               | CORP              | US        |     11102 | NC      | $1720.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp                          | Jaws Mustang Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253178 | NS      | $2558363.69   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Holdings Inc                                       | MGM Holdings Inc                                            | CUSIP: 55303C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11358 | NS      | $51678.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | EMERSON ELECTRIC CO                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       203 | NC      | $8120.00      | 0.00%             |  |  |  | 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        |    137914 | NS      | $1393620.97   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                            | Federal Home Loan Mortgage Corp                             | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |    448397 | NS      | $910245.91    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS EURONAV NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8970.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Independence Holdings Corp                             | Independence Holdings Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56180 | NS      | $565170.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp                              | Infinite Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8587 | NS      | $87673.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS VALVOLINE INC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $52522.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AEROJET ROCKETDYNE HOLDINGS INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -48 | NC      | $-480.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdin                         | Social Capital Suvretta Holdings Corp IV                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68005 | NS      | $683450.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWAMSTERDAM PHARMA CO NV                              | NEWAMSTERDAM PHARMA CO NV-27                                | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | N/A              | DE               | CORP              | NL        |     17838 | NC      | $14270.40     | 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      | $5309.02      | 0.00%             |  |  |  | No            |                  2 | 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       |   3171000 | PA      | $2938754.44   | 0.89%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kensington Capital Acquisition                         | Kensington Capital Acquisition Corp V                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65314 | NS      | $667509.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity II Corp                            | Elliott Opportunity II Corp                                 | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |    100693 | NS      | $1014985.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp 2                                  | SVF Investment Corp 2                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96035 | NS      | $968032.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | USD/JPY FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39368.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pathfinder Acquisition Corp                            | Pathfinder Acquisition Corp                                 | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | Long             | EC               | CORP              | US        |     55510 | NS      | $555100.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Athena Technology Acquisition                          | Athena Technology Acquisition Corp II                       | CUSIP: 04687C105<br>LEI: 5493008CK2CE7TGDP465 | Long             | EC               | CORP              | US        |     17708 | NS      | $177965.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Creek Investment Corp                             | Jack Creek Investment Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66000 | NS      | $668580.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BurTech Acquisition Corp                               | BurTech Acquisition Corp                                    | CUSIP: 123013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50096 | NS      | $508474.40    | 0.15%             |  |  |  | No            |                  2 | 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        |     27750 | NC      | $2722.28      | 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      | $89.00        | 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      | $-9101.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Floating Rate Income Strategies Fund Inc     | BlackRock Floating Rate Income Strategies Fund Inc          | CUSIP: 09255X100<br>LEI: UZXE8UOGW61VMG5WLP57 | Long             | EC               | RF                | US        |      9611 | NS      | $108219.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                    | TreeHouse Foods Inc                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   3268000 | PA      | $2777800.00   | 0.84%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Quantum Growth Acquisiti                         | World Quantum Growth Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     65469 | NS      | $667129.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura FAT Projects Acquisition                          | Aura FAT Projects Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     30184 | NS      | $311197.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PONTEM CORP                                            | PONTEM CORP                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49791 | NC      | $3983.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/GENESI                               | Genesis Energy LP / Genesis Energy Finance Corp             | CUSIP: 37185LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3324000 | PA      | $3207641.92   | 0.97%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1988.80     | -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      | $4925.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL                                | MoneyGram International Inc                                 | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   3481000 | PA      | $3528542.28   | 1.07%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                           | HORIZON THERAPEUTICS PLC                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |       -64 | NC      | $-1600.00     | -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        |     73468 | NS      | $743496.16    | 0.23%             |  |  |  | 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        |     43473 | NC      | $2234.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Senior Floating Rate Income Fund II        | First Trust Senior Floating Rate Income Fund II             | CUSIP: 33733U108<br>LEI: 549300188EQ1UO018C30 | Long             | EC               | RF                | US        |     11712 | NS      | $111615.36    | 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      | $-15864.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VII                             | Churchill Capital Corp VII                                  | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151217 | NS      | $1507633.49   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullpen Parlay Acquisition Co                          | Bullpen Parlay Acquisition Co                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20113 | NS      | $205957.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CC Neuberger Principal Holding                         | CC Neuberger Principal Holdings III                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34357 | NS      | $347005.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp                                           | Sciplay Corp                                                | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      8228 | NS      | $132306.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG ACQUISITION CORP III                               | RMG ACQUISITION CORP III                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20895 | NC      | $626.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPAC Acquisition Corp                                  | XPAC Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9686 | NS      | $96860.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valuence Merger Corp I                                 | Valuence Merger Corp I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3246 | NS      | $33920.70     | 0.01%             |  |  |  | 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      | $5982.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Rock Acquisition Corp                            | Noble Rock Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67878 | NS      | $685567.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Resource Acquisition Cor                         | Rigel Resource Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3579 | NS      | $36827.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAZOO SA                                              | AKAZOO SA                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35748 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS EMIS GROUP PLC                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $118.89       | 0.00%             |  |  |  | No            |                  2 | 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        |     14457 | NC      | $2.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| StoneBridge Acquisition Corp                           | StoneBridge Acquisition Corp                                | CUSIP: 000000000<br>LEI: 5493000AJ4C5DLO2PK42 | Long             | EC               | CORP              | US        |     26943 | NS      | $276974.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Priveterra Acquisition Corp                            | Priveterra Acquisition Corp                                 | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36122 | NS      | $363206.71    | 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      | $4694.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACHARI VENTURES HOLDINGS COR                           | ACHARI VENTURES HOLDIN -CW23                                | CUSIP: 00444X119<br>LEI: 549300WXLNJWTBJTI395 | N/A              | DE               | CORP              | US        |     17691 | NC      | $884.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS BROADCOM LIMITED                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $29276.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ExcelFin Acquisition Corp                              | ExcelFin Acquisition Corp                                   | CUSIP: 30069X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10246 | NS      | $104509.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Opus Acquisition Ltd                            | Magnum Opus Acquisition Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     34149 | NS      | $344221.92    | 0.10%             |  |  |  | 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      | $2390.58      | 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        |      6563 | NS      | $66286.30     | 0.02%             |  |  |  | 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        |     25800 | NC      | $6450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | VALVOLINE INC                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       298 | NC      | $4172.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fat Projects Acquisition Corp                          | Fat Projects Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     35812 | NS      | $363133.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER I ACQUISITION CORP-A                            | GESHER I ACQUISITION -CW28                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |      5074 | NC      | $2537.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                            | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -578000 | PA      | $-553118.90   | -0.17%            | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ares Dynamic Credit Allocation Fund Inc                | Ares Dynamic Credit Allocation Fund Inc                     | CUSIP: 04014F102<br>LEI: 549300BZI16VZUT2N044 | Long             | EC               | RF                | US        |      8750 | NS      | $101412.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | TRS TEGNA INC.                                              | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DE               | CORP              | US        |         1 | NC      | $-167993.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CIIG Capital Partners II Inc                           | CIIG Capital Partners II Inc                                | CUSIP: 12561U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26840 | NS      | $273499.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAIRE'S STORES INC                                    | Claire's Stores Inc                                         | CUSIP: 17958DAL1<br>LEI: 549300N5HNYXI6JY7625 | Long             | LON              | CORP              | US        |    254792 | PA      | $228886.97    | 0.07%             | 2026-12-18      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| PEPPERLIME HEALTH ACQ - A                              | PEPPERLIME HEALTH ACQ -CW23                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8672 | NC      | $95.39        | 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      | $10467.06     | 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      | $-163.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prospector Capital Corp                                | Prospector Capital Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129623 | NS      | $1309192.30   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | STORE CAPITAL CORP                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -80 | NC      | $-400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp                          | Northern Star Investment Corp III                           | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21635 | NS      | $218513.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT                     | DREYFUS GOVERNMENT CASH MANAGEMENT                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1615142 | NS      | $1615141.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE US HOLDINGS CORP                               | Granite US Holdings Corp                                    | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5250000 | PA      | $5243437.50   | 1.59%             | 2026-09-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| PepperLime Health Acquisition                          | PepperLime Health Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37853 | NS      | $386857.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HH&L Acquisition Co                                    | HH&L Acquisition Co                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     83683 | NS      | $846035.13    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Waverley Capital Acquisition C                         | Waverley Capital Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15449 | NS      | $154798.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Acquisition I Corp                             | Freedom Acquisition I Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35846 | NS      | $362044.60    | 0.11%             |  |  |  | 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      | $4876.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp                              | Andretti Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11510 | NS      | $118840.75    | 0.04%             |  |  |  | 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      | $13297.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | USD/GBP FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3765.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                       | Wynn Resorts Ltd                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     75500 | NS      | $6226485.00   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $1510.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMR CORP ESCROW SHARES                                 | AMR CORP ESCROW SHARES                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28850 | NS      | $577.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS EURONAV NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2427.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SLM CORP PREFERRED                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-20568.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp V                               | Churchill Capital Corp V                                    | CUSIP: 17144T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34051 | NS      | $338466.94    | 0.10%             |  |  |  | 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        |     13363 | NC      | $307.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                  | TRS TEGNA INC.                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-72394.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Wireless Inc                                    | Sierra Wireless Inc                                         | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | CA        |    105598 | NS      | $3061286.02   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Capital Acquisition C                         | Fortress Capital Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124985 | NS      | $1262348.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                           | Altra Industrial Motion Corp                                | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     22705 | NS      | $1356623.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN Acquisition Corp                                 | ESGEN Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44341 | NS      | $458485.94    | 0.14%             |  |  |  | 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      | $2188.89      | 0.00%             |  |  |  | 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      | $5992.49      | 0.00%             |  |  |  | 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      | $5570.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | MAXAR TECHNOLOGIES INC                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -84 | NC      | $-16800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp                              | Infinite Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $24661.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | GENERAL ELECTRIC CO                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -210 | NC      | $-194250.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2909.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bannix Acquisition Corp                                | Bannix Acquisition Corp                                     | CUSIP: 066644105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1553 | NS      | $15794.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FIRST HORIZON NATIONAL CORP                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $131559.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Universal Trust                               | Franklin Universal Trust                                    | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |    102050 | NS      | $686796.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | EMERSON ELECTRIC CO                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -203 | NC      | $-161385.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FRONTLINE LTD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $24742.84     | 0.01%             |  |  |  | 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        |     30245 | NS      | $301542.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                           | HORIZON THERAPEUTICS PLC                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -119 | NC      | $-2975.00     | -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        |      5078 | NC      | $199.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Acquisition Corp                                | Aurora Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13977 | NS      | $141027.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BOFA SECURITIES, INC.                                  | TRS SUMMIT INDUSTRIAL INCOME REIT                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9315.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS LHC GROUP INC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-59108.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS VALVOLINE, INC.                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $51114.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC EMERALD ACQUISITION -A                            | FTAC EMERALD ACQUISITI A -23                                | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17092 | NC      | $854.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BLACKROCK FLTG RATE INC.                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-35094.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TortoiseEcofin Acquisition Cor                         | TortoiseEcofin Acquisition Corp III                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52627 | NS      | $523638.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FIRST HORIZON NATIONAL CORP                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13081.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iconic Sports Acquisition Corp                         | Iconic Sports Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     13611 | NS      | $140329.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Genesis Acquisition C                         | Northern Genesis Acquisition Corp III                       | CUSIP: 66516W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34695 | NS      | $348337.80    | 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      | $86.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Co                         | Hennessy Capital Investment Corp V                          | CUSIP: 42589T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51503 | NS      | $517090.12    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS PAN AMERICAN SILVER CORP                                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $4310.13      | 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      | $4726.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brigade-M3 European Acquisitio                         | Brigade-M3 European Acquisition Corp                        | CUSIP: 000000000<br>LEI: 549300LVMHTTS14Q5L37 | Long             | EC               | CORP              | US        |     20623 | NS      | $204167.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition                          | Investcorp Europe Acquisition Corp I                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18734 | NS      | $192960.20    | 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      | $-840.10      | -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        |    103417 | NS      | $1018657.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                           | VALE SA                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |     -3150 | NC      | $-667800.00   | -0.20%            |  |  |  | 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      | $-48678.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                   | Cengage Learning Inc                                        | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $6747781.25   | 2.05%             | 2024-06-15      | Fixed         | 9.50%                 | 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        |     34468 | NS      | $339165.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $1765.95      | 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      | $812.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS LHC GROUP INC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-84621.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | GRIFFON CORP                                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      1000 | NC      | $42000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | COUPA SOFTWARE INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -22 | NC      | $-110.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                                | Allen Media LLC / Allen Media Co-Issuer Inc                 | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3724000 | PA      | $1415120.00   | 0.43%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FTAC Hera Acquisition Corp                             | FTAC Hera Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37333 | NS      | $376316.64    | 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      | $195.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11215.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KLUDEIN I ACQUISITION CORP-A                           | KLUDEIN I ACQUISITION-CW27                                  | CUSIP: 49878L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10000 | NC      | $800.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moringa Acquisition Corp                               | Moringa Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5867 | NS      | $59374.04     | 0.02%             |  |  |  | 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        |     67405 | NS      | $680790.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                                     | Coupa Software Inc                                          | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1636473.00   | 0.50%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Plum Acquisition Corp I                                | Plum Acquisition Corp I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86629 | NS      | $874086.61    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FRONTLINE LTD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4625.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | WYNN RESORTS LTD                                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -246 | NC      | $-619305.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| USHG Acquisition Corp                                  | USHG Acquisition Corp                                       | CUSIP: 91748P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34389 | NS      | $347328.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp II                             | Fusion Acquisition Corp II                                  | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9758 | NS      | $97970.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MEDIA ACQ-A                              | INTERNATIONAL MEDIA AC -CW28                                | CUSIP: 459867115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18227 | NC      | $437.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp                                  | Ares Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $30.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS MAXLINEAR INC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $130458.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -141 | NC      | $-21150.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PowerUp Acquisition Corp                               | PowerUp Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23883 | NS      | $245994.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -93 | NC      | $-86722.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ScION Tech Growth II                                   | ScION Tech Growth II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     56000 | NS      | $565040.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carney Technology Acquisition                          | Carney Technology Acquisition Corp II                       | CUSIP: 143636108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30111 | NS      | $303518.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilander Acquisition Corp                              | Bilander Acquisition Corp                                   | CUSIP: 09001T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35783 | NS      | $353893.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend II Inc                                | G Squared Ascend II Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3787 | NS      | $38400.18     | 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      | $10108.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -92 | NC      | $-61732.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -137 | NC      | $-38360.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN FALCON ACQUISITION CORP                         | GOLDEN FALCON ACQUISITION CORP                              | CUSIP: 38102H117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62637 | NC      | $9395.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | VALVOLINE INC                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |     -1119 | NC      | $-307725.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER MERGER CORP                                    | PIONEER MERGER CORP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18034 | NC      | $9.02         | 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      | $218.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AfterNext HealthTech Acquisiti                         | AfterNext HealthTech Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43355 | NS      | $434417.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GX Acquisition Corp II                                 | GX Acquisition Corp II                                      | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34511 | NS      | $345455.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS EVO PAYMENTS INC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $19156.63     | 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        |    135609 | NS      | $1368294.81   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -65 | NC      | $-5005.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                           | VALE SA                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      3150 | NC      | $15750.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaws Juggernaut Acquisition Co                         | Jaws Juggernaut Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10805 | NS      | $108590.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                              | TEGNA Inc                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2693643.20   | 0.82%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altaba Inc Escrow                                      | Altaba Inc Escrow                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3119733 | NS      | $11792590.74  | 3.58%             |  |  |  | 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      | $8225.20      | 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      | $11012.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen New York AMT-Free Quality Municipal Income Fund | Nuveen New York AMT-Free Quality Municipal Income Fund      | CUSIP: 670656107<br>LEI: 549300V4X2BF3UXSCQ58 | Long             | EC               | RF                | US        |     58257 | NS      | $597716.82    | 0.18%             |  |  |  | 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      | $12868.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS SABA CAPITAL INC & OPPORTUNITIES FUND                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-14242.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISTAR INC                                              | iStar Inc                                                   | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56853.51     | 0.02%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS VIVENDI SE                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $126728.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Motion Technology Corp                         | Silicon Motion Technology Corp                              | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | TW        |        42 | NS      | $2729.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CAD/USD FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2556.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kellogg Co                                             | Kellogg Co                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     36600 | NS      | $2607384.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Powered Brands                                         | Powered Brands                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $414.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TCV Acquisition Corp                                   | TCV Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87202 | NS      | $880740.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                                     | Coupa Software Inc                                          | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     21592 | NS      | $1709438.64   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Peak Acquisition Corp                              | Far Peak Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197643 | NS      | $1984335.72   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                            | Rogers Corp                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       835 | NS      | $99648.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp                                  | Ares Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108630 | NS      | $1093904.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Partners Technology Merg                         | Alpha Partners Technology Merger Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36400 | NS      | $365820.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | STORE CAPITAL CORP                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -8 | NC      | $-40.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS CAPITAL ACQUISITION CORP                      | FORTRESS CAPITAL ACQUISITION CORP                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24997 | NC      | $94.99        | 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      | $3.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | GENERAL ELECTRIC CO                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       210 | NC      | $2730.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPCO Holding Corp                                      | TPCO Holding Corp                                           | CUSIP: 87270T106<br>LEI: 254900AZOTMBFK0APG67 | Long             | EC               | CORP              | US        |     16310 | NS      | $2469.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Parnassus Acquisition Cor                         | FTAC Parnassus Acquisition Corp                             | CUSIP: 30319B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35865 | NS      | $359725.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                             | Viasat Inc                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   3139000 | PA      | $2851310.65   | 0.87%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                               | Pan American Silver Corp                                    | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |    322499 | NS      | $184146.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1633.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Vista Acquisition Corp                             | New Vista Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24181 | NS      | $243744.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -30 | NC      | $-4500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend II Inc                                | G Squared Ascend II Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13094 | NS      | $132642.22    | 0.04%             |  |  |  | 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      | $420.03       | 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      | $1538.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISTAR INC                                              | iStar Inc                                                   | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1712042.39   | 0.52%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corsair Partnering Corp                                | Corsair Partnering Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $1492.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AHERN RENTALS INC                                      | Ahern Rentals Inc                                           | CUSIP: 008674AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2721000.00   | 0.83%             | 2023-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TenX Keane Acquisition                                 | TenX Keane Acquisition                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19217 | NS      | $195244.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WHOLE EARTH BRANDS INC                                 | WHOLE EARTH BRANDS INC                                      | CUSIP: 96684W126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30942 | NC      | $7116.66      | 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      | $-345.89      | -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      | $903.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS LHC GROUP INC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-647.90      | -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        |     37938 | NS      | $381466.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Itiquira Acquisition Corp                              | Itiquira Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24123 | NS      | $243401.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                              | ISTAR INC                                                   | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $3900099.71   | 1.18%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capita                         | Apollo Strategic Growth Capital II                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183479 | NS      | $1838459.58   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Technology Acquisition                          | Aurora Technology Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50100 | NS      | $512523.00    | 0.16%             |  |  |  | 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        |     16749 | NC      | $139.02       | 0.00%             |  |  |  | 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      | $657.90       | 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        |     20136 | NC      | $2013.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ACTIVISION BLIZZARD INC                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -49 | NC      | $-23397.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | XPO LOGISTICS INC                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       167 | NC      | $668.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TZP Strategies Acquisition Cor                         | TZP Strategies Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30925 | NS      | $313270.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KAIXIN AUTO HOLDINGS                                   | KAIXIN AUTO HOLDINGS                                        | CUSIP: 000000000<br>LEI: 549300WYFZM867Q8Q259 | N/A              | DE               | CORP              | HK        |     48712 | NC      | $1212.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co                         | Khosla Ventures Acquisition Co III                          | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48573 | NS      | $483544.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1019.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | COUPA SOFTWARE INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -3 | NC      | $-15.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CC Neuberger Principal Holding                         | CC Neuberger Principal Holdings III                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54900 | NS      | $554490.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $8844.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp II                             | Fusion Acquisition Corp II                                  | CUSIP: 36118N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15500 | NS      | $155465.00    | 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      | $-580.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Authentic Equity Acquisition C                         | Authentic Equity Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51000 | NS      | $515610.00    | 0.16%             |  |  |  | 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      | $-65200.01    | -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        |     49021 | NS      | $508837.98    | 0.15%             |  |  |  | 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        |     37629 | NS      | $377795.16    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENA CONSUMER ACQUISITIO-A                           | ATHENA CONSUMER ACQ -CW23                                   | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | N/A              | DE               | CORP              | US        |      3395 | NC      | $394.84       | 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      | $-13856.78    | -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        |     47452 | NS      | $479265.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrea Acquisition Corp                                | Astrea Acquisition Corp                                     | CUSIP: 04637C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35303 | NS      | $356560.30    | 0.11%             |  |  |  | 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      | $619.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Social Leverage Acquisition Co                         | Social Leverage Acquisition Corp I                          | CUSIP: 83363K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34031 | NS      | $342011.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition III Cor                         | M3-Brigade Acquisition III Corp                             | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34004 | NS      | $344800.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARLIN TECHNOLOGY CORP                                 | MARLIN TECHNOLOGY CORP                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58227 | NC      | $93.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxus Acquisition Corp                                  | Oxus Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KZ        |     11597 | NS      | $119797.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS LHC GROUP INC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-48119.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SIX SWISS EXCHANGE AG                                  | DUFRY AG                                                    | CUSIP: 000000000<br>LEI: 529900HQ12A6FGDMWA17 | N/A              | DE               | CORP              | CH        |      -263 | NC      | $-34985.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $9335.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cazoo Group Ltd                                        | Cazoo Group Ltd                                             | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | Long             | EC               | CORP              | GB        |     61975 | NS      | $9717.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVENS HOLDING CO INC                                 | Stevens Holding Co Inc                                      | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    713000 | PA      | $714782.50    | 0.22%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Poshmark Inc                                           | Poshmark Inc                                                | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26092 | NS      | $466524.96    | 0.14%             |  |  |  | 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        |     30984 | NS      | $318205.68    | 0.10%             |  |  |  | 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      | $5112.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | WYNN RESORTS LTD                                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       246 | NC      | $1968.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                                             | AKOUOS INC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26079 | NS      | $29338.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AT&T INC                                                    | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -294 | NC      | $-2352.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Marlin Technology Corp                                 | Marlin Technology Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174681 | NS      | $1769518.53   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS CAZOO GROUP LTD                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-16194.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALLINCKRODT FIN/SB                                    | Mallinckrodt International Finance SA / Mallinckrodt CB LLC | CUSIP: 561233AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2837000 | PA      | $2437895.72   | 0.74%             | 2025-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS                               | Resolute Forest Products Inc                                | CUSIP: 76117WAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3126563.28   | 0.95%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FIRST HORIZON NATIONAL CORP                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $100650.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LDH Growth Corp I                                      | LDH Growth Corp I                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35483 | NS      | $357313.81    | 0.11%             |  |  |  | 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      | $1167.74      | 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      | $-3346.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEEP LAKE CAPITAL ACQUISITION CORP                     | DEEP LAKE CAPITAL ACQUISITION CORP                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61170 | NC      | $214.10       | 0.00%             |  |  |  | No            |                  1 | 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        |     28698 | NC      | $2201.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corazon Capital V838 Monoceros                         | Corazon Capital V838 Monoceros Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39945 | NS      | $403444.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Falcon Acquisition Corp                         | Golden Falcon Acquisition Corp                              | CUSIP: 38102H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125274 | NS      | $1259003.70   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| dMY Technology Group Inc VI                            | dMY Technology Group Inc VI                                 | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33751 | NS      | $339197.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp India Acquisition C                         | Investcorp India Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20891 | NS      | $216221.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTSCHE TELEKOM AG                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $22712.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leo Holdings Corp II                                   | Leo Holdings Corp II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33633 | NS      | $340534.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                                     | First Horizon Corp                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     51138 | NS      | $1252881.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ScION Tech Growth II                                   | ScION Tech Growth II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10449 | NS      | $105639.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                                | Vale SA                                                     | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    315000 | NS      | $5345550.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BLACKROCK FLTG RATE INC.                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-45026.85    | -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      | $9175.41      | 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      | $-6248.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | EUR/USD FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-60534.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | CAD/USD FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1435.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | USD/EUR FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6025.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENIOR CONNECT ACQUISITION CORP I                      | SENIOR CONNECT ACQUISITION CORP I                           | CUSIP: 81723H116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25144 | NC      | $1511.15      | 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      | $8053.07      | 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      | $7974.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS ROGERS CORPORATION                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2489322.37  | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | VALVOLINE INC                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       149 | NC      | $2086.00      | 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        |     49202 | NS      | $509732.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTSCHE TELEKOM AG                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $22682.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1736.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 7 Acquisition Corp                                     | 7 Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26150 | NS      | $269345.00    | 0.08%             |  |  |  | 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        |     27000 | NC      | $5672.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadem Sustainable Impact Corp                          | Kadem Sustainable Impact Corp                               | CUSIP: 48284E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20711 | NS      | $207731.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT                      | DEUTSCHE TELEKOM AG                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DE               | CORP              | DE        |      3267 | NC      | $97920.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                   | GrubHub Holdings Inc                                        | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1733000 | PA      | $1254951.95   | 0.38%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Landcadia Holdings IV Inc                              | Landcadia Holdings IV Inc                                   | CUSIP: 51477A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57249 | NS      | $578787.39    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FRONTLINE LTD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2742.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronav NV                                             | Euronav NV                                                  | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |    128600 | NS      | $2191344.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| IEA ENERGY SERVICES LLC                                | IEA Energy Services LLC                                     | CUSIP: 45174AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1044340.00   | 0.32%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Orion Biotech Opportunities Co                         | Orion Biotech Opportunities Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $16100.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline Ltd/Bermuda                                  | Frontline Ltd/Bermuda                                       | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Short            | EC               | CORP              | NO        |   -112817 | NS      | $-1369598.38  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS RITCHIE BROS. AUCTIONEERS INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-733.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | TRS DEUTSCHE TELEKOM AG                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $46161.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Consilium Acquisition Corp I L                         | Consilium Acquisition Corp I Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14394 | NS      | $145811.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS EURONAV NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4146.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | USD/GBP FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21180.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 1Life Healthcare Inc                                   | 1Life Healthcare Inc                                        | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137595 | NS      | $2299212.45   | 0.70%             |  |  |  | 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        |       186 | NC      | $79980.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | COUPA SOFTWARE INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -26 | NC      | $-130.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Acquisition Corp                         | Constellation Acquisition Corp I                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58460 | NS      | $591030.60    | 0.18%             |  |  |  | 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        |     99127 | NS      | $1027946.99   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TALKSPACE INC                                          | TALKSPACE INC                                               | CUSIP: 87427V111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55361 | NC      | $4035.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-31409.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Senior Income Trust                            | Invesco Senior Income Trust                                 | CUSIP: 46131H107<br>LEI: 549300C38VE5Y5R75E56 | Long             | EC               | PF                | US        |     64480 | NS      | $246958.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | GRIFFON CORP                                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |     -1000 | NC      | $-545000.00   | -0.17%            |  |  |  | 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      | $3938.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Emerald Acquisition Corp                          | FTAC Emerald Acquisition Corp                               | CUSIP: 29103K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34184 | NS      | $342523.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL                             | Mallinckrodt International Finance SA                       | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |   2839272 | PA      | $2134195.31   | 0.65%             | 2027-09-30      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                         | Bombardier Inc                                              | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1474000 | PA      | $1429744.42   | 0.43%             | 2027-04-15      | Fixed         | 7.88%                 | 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      | $241.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS DEUTSCHE TELEKOM AG                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $186393.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Impact Acquisition Corp                          | Focus Impact Acquisition Corp                               | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20893 | NS      | $212690.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                               | Horizon Therapeutics Plc                                    | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |     87017 | NS      | $9902534.60   | 3.01%             |  |  |  | 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      | $193473.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaws Juggernaut Acquisition Co                         | Jaws Juggernaut Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23412 | NS      | $236461.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS 1LIFE HEALTHCARE INC                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-84725.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | MAXAR TECHNOLOGIES INC                                      | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -11 | NC      | $-2200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS FIRST HORIZON CORPORATION                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $321104.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AT&T INC                                                    | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1006 | NC      | $-8048.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Senior Floating Rate Fund Inc                   | Apollo Senior Floating Rate Fund Inc                        | CUSIP: 037636107<br>LEI: 5493005XHGCCBXT5YQ39 | Long             | EC               | RF                | US        |     11127 | NS      | $137307.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pontem Corp                                            | Pontem Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319697 | NS      | $3232136.67   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Three Corp                          | Kismet Acquisition Three Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34803 | NS      | $349770.15    | 0.11%             |  |  |  | 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      | $-957.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kairos Acquisition Corp                                | Kairos Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129553 | NS      | $1303303.18   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ARYA Sciences Acquisition Corp                         | ARYA Sciences Acquisition Corp IV                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9175 | NS      | $92667.50     | 0.03%             |  |  |  | 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      | $-1865.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquisition Co                         | Screaming Eagle Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107970 | NS      | $1073761.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | COUPA SOFTWARE INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -65 | NC      | $-325.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                    | General Electric Co                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     68400 | NS      | $5731236.00   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Medicus Sciences Acquisition C                         | Medicus Sciences Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60000 | NS      | $601800.00    | 0.18%             |  |  |  | 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        |      4016 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NCR CORP                                               | NCR Corp                                                    | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1744000 | PA      | $1630735.92   | 0.50%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Colonnade Acquisition Corp II                          | Colonnade Acquisition Corp II                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73515 | NS      | $740296.05    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| SCIENTIFIC GAMES INTERNA                               | Scientific Games International Inc                          | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   3366000 | PA      | $3210861.06   | 0.98%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3557.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESM Acquisition Corp                                   | ESM Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56454 | NS      | $567927.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG Acquisition Corp III                               | RMG Acquisition Corp III                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140572 | NS      | $1419777.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                                 | Maxar Technologies Inc                                      | CUSIP: 000000000<br>LEI: 549300OEN2G821MIJ922 | Long             | LON              | CORP              | US        |   4200000 | PA      | $4195506.00   | 1.27%             | 2029-06-14      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $41.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                       | Getty Images Inc                                            | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   6637000 | PA      | $6551143.64   | 1.99%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | TRS AT&T INC.                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1289342.94  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| G SQUARED ASCEND I INC                                 | G SQUARED ASCEND I INC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17913 | NC      | $0.00         | 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        |     95918 | NS      | $968771.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp                               | Cartica Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12770 | NS      | $131786.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Soar Technology Acquisition Co                         | Soar Technology Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       562 | NS      | $5850.42      | 0.00%             |  |  |  | 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      | $9239.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                     | STORE Capital Corp                                          | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     72860 | NS      | $2335891.60   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                    | Emerson Electric Co                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     20300 | NS      | $1950018.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $8047.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corner Growth Acquisition Corp                         | Corner Growth Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62019 | NS      | $623911.14    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS ENTAIN PLC                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2577.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-13644.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | COUPA SOFTWARE INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -65 | NC      | $-325.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gesher I Acquisition Corp                              | Gesher I Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     19156 | NS      | $194624.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp                                              | Slam Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100377 | NS      | $1013807.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings                         | Sportsman's Warehouse Holdings Inc                          | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      6052 | NS      | $56949.32     | 0.02%             |  |  |  | No            |                  1 | 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        |     19630 | NC      | $4626.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE ESCROW                                 | PERSHING SQUARE ESCROW                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44373 | NS      | $8874.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cowen Inc                                              | Cowen Inc                                                   | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     17014 | NS      | $657080.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                       | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3503000 | PA      | $3239282.64   | 0.98%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                | Talen Energy Supply LLC                                     | CUSIP: 000000000<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    925000 | PA      | $930207.75    | 0.28%             | 2023-11-11      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| BIOTE CORP -A                                          | BIOTE CW27                                                  | CUSIP: 090683111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7203 | NC      | $1800.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTH ATLANTIC ACQUISITION-A                           | NORTH ATLANTIC ACQ -CW25                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18487 | NC      | $190.42       | 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      | $1535.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify Health Inc                                     | Signify Health Inc                                          | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160192 | NS      | $4591102.72   | 1.39%             |  |  |  | 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      | $-623.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS BLACKROCK FLTG RATE INC.                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7200.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS ACTIVISION BLIZZARD, INC.                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-72979.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MSD Acquisition Corp                                   | MSD Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134801 | NS      | $1361490.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                             | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-73767.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CF ACQUISITION CORP VIII                               | CF ACQUISITION CORP VIII                                    | CUSIP: 12520C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14261 | NC      | $399.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adara Acquisition Corp                                 | Adara Acquisition Corp                                      | CUSIP: 00653H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20118 | NS      | $204801.24    | 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      | $5079.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS CRANE HOLDINGS CO                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $187569.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | TRS HOMESERVE PLC                                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1308.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                               | Granite US Holdings Corp                                    | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1361445.00   | 0.41%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS STORE CAPITAL CORPORATION                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $36786.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | USD/GBP FORWARD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1380.88      | 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        |     10183 | NS      | $104884.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                           | Griffon Corp                                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |    100000 | NS      | $3579000.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                                 | Maxar Technologies Inc                                      | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     23705 | NS      | $1226496.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Adit EdTech Acquisition Corp                           | Adit EdTech Acquisition Corp                                | CUSIP: 007024102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22677 | NS      | $226996.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fintech Evolution Acquisition                          | Fintech Evolution Acquisition Group                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36677 | NS      | $369337.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamana Gold Inc                                        | Yamana Gold Inc                                             | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |    639206 | NS      | $3547593.30   | 1.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Inflection Point Acquisition C                         | Inflection Point Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92232 | NS      | $924164.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp                                 | Goal Acquisitions Corp                                      | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276246 | NS      | $2779034.76   | 0.84%             |  |  |  | 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      |
| Home Plate Acquisition Corp                            | Home Plate Acquisition Corp                                 | CUSIP: 43734R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26536 | NS      | $268544.32    | 0.08%             |  |  |  | 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      | $15617.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOL ENERGY INC                                      | CONSOL Energy Inc                                           | CUSIP: 20854LAA6<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3358949.60   | 1.02%             | 2025-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Lazard Growth Acquisition Corp                         | Lazard Growth Acquisition Corp I                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113421 | NS      | $1146686.31   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MELI Kaszek Pioneer Corp                               | MELI Kaszek Pioneer Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15527 | NS      | $154804.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS SABA CAPITAL INC & OPPORTUNITIES FUND                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-38734.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | VODAFONE GROUP PLC                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1497 | NC      | $-61377.00    | -0.02%            |  |  |  | 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      | $162859.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBARK TECHNOLOGY INC                                  | EMBARK TECHNOLOGY INC                                       | CUSIP: 29079J111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19566 | NC      | $389.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                           | CRANE HOLDINGS CO                                           | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -152 | NC      | $-79800.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                               | Clear Channel Outdoor Holdings Inc                          | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2041270.60   | 0.62%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hainan Manaslu Acquisition Cor                         | Hainan Manaslu Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     68000 | NS      | $690880.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Ridge Capital Acquisition                         | Twin Ridge Capital Acquisition Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9816 | NS      | $99043.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | AT&T INC                                                    | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1300 | NC      | $-2600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                            | KnowBe4 Inc                                                 | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22874 | NS      | $566817.72    | 0.17%             |  |  |  | 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      | $-166.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                                | ROGERS CORP                                                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -6 | NC      | $-2760.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP Cap Acquisition Corp I                              | DP Cap Acquisition Corp I                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25249 | NS      | $259054.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet Growth Opportu                         | Rocket Internet Growth Opportunities Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     84991 | NS      | $858409.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Motive Capital Corp II                                 | Motive Capital Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87973 | NS      | $899084.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I                         | Atlas Air Worldwide Holdings Inc                            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      5496 | NS      | $553996.80    | 0.17%             |  |  |  | No            |                  1 | 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        |   2174000 | PA      | $711985.00    | 0.22%             | 2025-07-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                | TRS BLUEROCK HOMES TRUST, INC.                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $78292.93     | 0.02%             |  |  |  | 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      | $22094.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLAM CORP-A                                            | SLAM CORP-A -CW27                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8351 | NC      | $734.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                              | VALVOLINE INC                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      1119 | NC      | $1119.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                           | GINKGO BIOWORKS HOLDINGS INC                                | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11400 | NC      | $2280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPECTOR CAPITAL CORP                                | PROSPECTOR CAPITAL CORP                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58973 | NC      | $1002.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GETAROUND INC                                          | INTERPRIVATE II ACQU -CW28                                  | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11166 | NC      | $510.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power & Digital Infrastructure                         | Power & Digital Infrastructure Acquisition II Corp          | CUSIP: 73919C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3241 | NS      | $32701.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kernel Group Holdings Inc                              | Kernel Group Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33002 | NS      | $333320.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology In                         | Mason Industrial Technology Inc                             | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53675 | NS      | $533529.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                                   | Aramark Services Inc                                        | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    905000 | PA      | $883087.12    | 0.27%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                | Activision Blizzard Inc                                     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     38317 | NS      | $2933166.35   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Event Opportunities Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer