# EDGAR Filing Document

**Accession Number:** 0000701804
**File Stem:** 0001752724-23-035670
**Filing Date:** 2023-2
**Character Count:** 222630
**Document Hash:** 714b1c32534355aecd83ffbc3d5554dc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035670.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035670

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MERGER FUND
- **CENTRAL INDEX KEY:** 0000701804
- **IRS NUMBER:** 146117490
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03445
- **FILM NUMBER:** 23657457

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $4471549769.82

**Total Liabilities:** $201756264.32

**Net Assets:** $4269793505.50

**Cash Not Reported:** $85727472.78

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000129310 | 1.04%                | -0.46%               | 0.48%                |
| Class ID C000014124 | -4.57%               | -5.93%               | -5.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9263891.48             | $45444672.08                               |
| Month 2  | $-63732826.85            | $37553347.34                               |
| Month 3  | $-10266265.05            | $22110292.58                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FTAC Hera Acquisition Corp                       | FTAC Hera Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141200 | NS      | $1423296.00   | 0.03%             |  |  |  | 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      | $34039.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                       | MSILF Government Portfolio                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        | 192800000 | NS      | $192800000.00 | 4.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Athena Consumer Acquisition Co                   | Athena Consumer Acquisition Corp                    | CUSIP: 04684M106<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |    457896 | NS      | $4707170.88   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HPX CORP                                         | HPX CORP                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24612 | NC      | $10337.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYTE Acquisition Corp                            | BYTE Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230893 | NS      | $2332019.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                     | GINKGO BIOWORKS HOLDINGS INC                        | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2620 | NC      | $524.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $10660.97     | 0.00%             |  |  |  | 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        |     63206 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $8217.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CC Neuberger Principal Holding                   | CC Neuberger Principal Holdings III                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1166427 | NS      | $11780912.70  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Authentic Equity Acquisition C                   | Authentic Equity Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21600 | NS      | $218376.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                      | KnowBe4 Inc                                         | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    211119 | NS      | $5231528.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GROVE COLLABORATIVE HOLDINGS                     | GROVE COLLABORAT HOLD-CW26                          | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     78996 | NC      | $7899.60      | 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      | $1103.15      | 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      | $-11731.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISTAR INC                                        | iStar Inc                                           | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |  10203000 | PA      | $10176778.29  | 0.24%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -847 | NC      | $-4235.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Capitalworks Emerging Markets                    | Capitalworks Emerging Markets Acquisition Corp      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72498 | NS      | $748904.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biotech Acquisition Co                           | Biotech Acquisition Co                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    434517 | NS      | $4388621.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 7GC & Co Holdings Inc                            | 7GC & Co Holdings Inc                               | CUSIP: 81786A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    440351 | NS      | $4421124.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $60611.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Corp                                      | Rogers Corp                                         | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |    113374 | NS      | $13530053.16  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $19302.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MELI Kaszek Pioneer Corp                         | MELI Kaszek Pioneer Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    410433 | NS      | $4092017.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp II                       | NewHold Investment Corp II                          | CUSIP: 651450108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    279643 | NS      | $2846765.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS BROOKFIELD PROPERTY PFD                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-122044.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kismet Acquisition Three Corp                    | Kismet Acquisition Three Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    438780 | NS      | $4409739.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BurTech Acquisition Corp                         | BurTech Acquisition Corp                            | CUSIP: 123013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    651818 | NS      | $6615952.70   | 0.15%             |  |  |  | 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        |    167691 | NC      | $586.92       | 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      | $-64630.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stratim Cloud Acquisition Corp                   | Stratim Cloud Acquisition Corp                      | CUSIP: 86309R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157656 | NS      | $1586019.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                               | STORE Capital Corp                                  | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |   3601827 | NS      | $115474573.62 | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | 1LIFE HEALTHCARE INC                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -523 | NC      | $-5230.00     | -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        |    389948 | NS      | $3961871.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamana Gold Inc                                  | Yamana Gold Inc                                     | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |   7035702 | NS      | $39048146.10  | 0.91%             |  |  |  | No            |                  1 | On Loan: —       |
| FinServ Acquisition Corp II                      | FinServ Acquisition Corp II                         | CUSIP: 31809Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153906 | NS      | $1543677.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Merger IV Corp                             | Forum Merger IV Corp                                | CUSIP: 349875104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    444681 | NS      | $4469044.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAZOO SA                                        | AKAZOO SA                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    238850 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |    189539 | NC      | $37.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Opus Acquisition Ltd                      | Magnum Opus Acquisition Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    429084 | NS      | $4325166.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS AGNICO EAGLE MINES LIMITED                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $246345.56    | 0.01%             |  |  |  | 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      | $290625.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VII                       | Churchill Capital Corp VII                          | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1950709 | NS      | $19448568.73  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Acquisition I Corp                       | Freedom Acquisition I Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    463480 | NS      | $4681148.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $64603.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $1078.46      | 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        |   1347825 | NS      | $13276076.25  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pontem Corp                                      | Pontem Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1078847 | NS      | $10907143.17  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendant Digital Acquisition                    | Ascendant Digital Acquisition Corp III              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    927953 | NS      | $9576474.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                              | TreeHouse Foods Inc                                 | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |  10995000 | PA      | $9345750.00   | 0.22%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                          | Shaw Communications Inc                             | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |   2220527 | NS      | $63906767.06  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GoGreen Investments Corp                         | GoGreen Investments Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    480520 | NS      | $4987797.60   | 0.12%             |  |  |  | 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        |     79167 | NC      | $1820.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN ACQUISITION CORP-A                         | ESGEN ACQUISITION A -CW23                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     73376 | NC      | $2304.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp 2                            | SVF Investment Corp 2                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    723440 | NS      | $7292275.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue World Acquisition Corp                      | Blue World Acquisition Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135475 | NS      | $1381845.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -786 | NC      | $-19650.00    | -0.00%            |  |  |  | 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      | $-9614.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Logistics Innovation Technolog                   | Logistics Innovation Technologies Corp              | CUSIP: 54141L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    671461 | NS      | $6781756.10   | 0.16%             |  |  |  | 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        |     52650 | NS      | $0.00         | 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      | $-81879.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elliott Opportunity II Corp                      | Elliott Opportunity II Corp                         | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |     81448 | NS      | $821810.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Calibre Materials Acqu                   | Seaport Calibre Materials Acquisition Corp          | CUSIP: 812204105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200543 | NS      | $2059576.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp V                         | Churchill Capital Corp V                            | CUSIP: 17144T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    184334 | NS      | $1832279.96   | 0.04%             |  |  |  | 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      | $-23221.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coupa Software Inc                               | Coupa Software Inc                                  | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |    280908 | NS      | $22239486.36  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet Growth Opportu                   | Rocket Internet Growth Opportunities Corp           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    650112 | NS      | $6566131.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| APx Acquisition Corp I                           | APx Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    142082 | NS      | $1450657.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                               | First Horizon Corp                                  | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |   5950966 | NS      | $145798667.00 | 3.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPRIUS TECHNOLOGIES INC                         | AMPRIUS TECHNOLOGIES INC                            | CUSIP: 03214Q116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    326205 | NC      | $94632.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp III                     | Altimar Acquisition Corp III                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163357 | NS      | $1471846.57   | 0.03%             |  |  |  | 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        |    103250 | NC      | $11600.14     | 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      | $3866.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Partners Technology Merg                   | Alpha Partners Technology Merger Corp               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    668210 | NS      | $6715510.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -339 | NC      | $-1695.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $175173.47    | 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      | $38.78        | 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      | $100542.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cowen Inc                                        | Cowen Inc                                           | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |    176185 | NS      | $6804264.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp                    | Northern Star Investment Corp IV                    | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1273810 | NS      | $12865481.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | GBP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-270883.36   | -0.01%            |  |  |  | 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      | $5436.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carney Technology Acquisition                    | Carney Technology Acquisition Corp II               | CUSIP: 143636108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23653 | NS      | $238422.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET INTERNET GROWTH OPP-A                     | ROCKET INTERNET GROWTH -CW27                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     93165 | NC      | $773.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corazon Capital V838 Monoceros                   | Corazon Capital V838 Monoceros Corp                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    684854 | NS      | $6917025.40   | 0.16%             |  |  |  | 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        |    375602 | NS      | $3857432.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pivotal Investment Corp III                      | Pivotal Investment Corp III                         | CUSIP: 72582M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    663639 | NS      | $6696117.51   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Adara Acquisition Corp                           | Adara Acquisition Corp                              | CUSIP: 00653H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266939 | NS      | $2717439.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Rowland Acquisition C                   | Williams Rowland Acquisition Corp                   | CUSIP: 96951B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1070880 | NS      | $11008646.40  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Partner Acquisition Cor                   | Global Partner Acquisition Corp II                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    510183 | NS      | $5157950.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point Acquisition Corp I                   | Sound Point Acquisition Corp I Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    261552 | NS      | $2843070.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Capital Acquisition C                   | Fortress Capital Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380872 | NS      | $3846807.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In                   | Aerojet Rocketdyne Holdings Inc                     | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    192491 | NS      | $10766021.63  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-61192.73    | -0.00%            |  |  |  | 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        |     81099 | NC      | $7955.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM CORP-A                                      | SLAM CORP-A -CW27                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    101785 | NC      | $8957.08      | 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      | $151487.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sportsman's Warehouse Holdings                   | Sportsman's Warehouse Holdings Inc                  | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     75232 | NS      | $707933.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -819 | NC      | $-229320.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CF ACQUISITION CORP VIII                         | CF ACQUISITION CORP VIII                            | CUSIP: 12520C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40000 | NC      | $1120.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                   | MarketWise Inc                                      | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65608 | NS      | $110221.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |     -2073 | NC      | $-51825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SENIOR CONNECT ACQUISITION CORP I                | SENIOR CONNECT ACQUISITION CORP I                   | CUSIP: 81723H116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    158629 | NC      | $9533.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                             | 1Life Healthcare Inc                                | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5672730 | NS      | $94791318.30  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Flame Acquisition Corp                           | Flame Acquisition Corp                              | CUSIP: 33850F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    435162 | NS      | $4373378.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS                         | Resolute Forest Products Inc                        | CUSIP: 76117WAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8123000 | PA      | $7999078.27   | 0.19%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aurora Acquisition Corp                          | Aurora Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    175172 | NS      | $1767485.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -840 | NC      | $-563640.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AVEVA GROUP PLC                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $8021.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Co                   | Hennessy Capital Investment Corp VI                 | CUSIP: 42600H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    457611 | NS      | $4521196.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper II Corp                                  | Juniper II Corp                                     | CUSIP: 48203N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    250389 | NS      | $2546456.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcourt Acquisition Corp                        | Newcourt Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170491 | NS      | $1740713.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ShoulderUp Technology Acquisit                   | ShoulderUp Technology Acquisition Corp              | CUSIP: 82537G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188525 | NS      | $1921069.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSD Acquisition Corp                             | MSD Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1785379 | NS      | $18032327.90  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | JPY/USD FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-451246.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Portage Fintech Acquisition Co                   | Portage Fintech Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    685653 | NS      | $6877099.59   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shelter Acquisition Corp I                       | Shelter Acquisition Corp I                          | CUSIP: 822821104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    379078 | NS      | $3809733.90   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $23760.57     | 0.00%             |  |  |  | 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        |    193904 | NS      | $1964247.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESM Acquisition Corp                             | ESM Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    441057 | NS      | $4450265.13   | 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      | $-2006.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                               | Coupa Software Inc                                  | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |  11485000 | PA      | $11097955.50  | 0.26%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Project Energy Reimagined Acqu                   | Project Energy Reimagined Acquisition Corp          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166566 | NS      | $1677319.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                     | Altra Industrial Motion Corp                        | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |    369412 | NS      | $22072367.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Build Acquisition Corp                           | Build Acquisition Corp                              | CUSIP: 12008J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    612916 | NS      | $6141418.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                         | Connect Finco SARL / Connect US Finco LLC           | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3898000 | PA      | $3612508.61   | 0.08%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                          | Activision Blizzard Inc                             | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |   1003825 | NS      | $76842803.75  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | VODAFONE GROUP PLC                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1980 | NC      | $-81180.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp                           | Goal Acquisitions Corp                              | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    606837 | NS      | $6104780.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ault Disruptive Technologies C                   | Ault Disruptive Technologies Corp                   | CUSIP: 05150A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257610 | NS      | $2645654.70   | 0.06%             |  |  |  | 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        |     62803 | NC      | $31401.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBARK TECHNOLOGY INC                            | EMBARK TECHNOLOGY INC                               | CUSIP: 29079J111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3466 | NC      | $68.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Screaming Eagle Acquisition Co                   | Screaming Eagle Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1687780 | NS      | $16784972.10  | 0.39%             |  |  |  | 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      | $-143710.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kadem Sustainable Impact Corp                    | Kadem Sustainable Impact Corp                       | CUSIP: 48284E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    267648 | NS      | $2684509.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TLGY Acquisition Corp                            | TLGY Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    339843 | NS      | $3483390.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund   | Goldman Sachs Financial Square Government Fund      | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  50213763 | NS      | $50213763.22  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUI-BOX HOLDINGS INC                           | Liqui-Box Holdings Inc                              | CUSIP: 53631QAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3590793 | PA      | $3539911.31   | 0.08%             | 2027-02-26      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| HSBC US Treasury Money Market Fund               | HSBC US Treasury Money Market Fund                  | CUSIP: 44330V464<br>LEI: 213800RE7LTFGSCFQQ20 | Long             | STIV             | RF                | US        | 139568382 | NS      | $139568382.12 | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                      | iRobot Corp                                         | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     77083 | NS      | $3710004.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                        | TEGNA Inc                                           | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |   1105978 | NS      | $23435673.82  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                         | Horizon Therapeutics Plc                            | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |   1046606 | NS      | $119103762.80 | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS PAN AMERICAN SILVER CORP                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $313932.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thunder Bridge Capital Partner                   | Thunder Bridge Capital Partners III Inc             | CUSIP: 88605T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    406750 | NS      | $4108175.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDICUS SCIENCES ACQUISITION CORP                | MEDICUS SCIENCES ACQUISITION CORP                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18222 | NC      | $1603.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                                       | AKOUOS INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    336679 | NS      | $378763.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| bleuacacia ltd                                   | bleuacacia ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    985760 | NS      | $9897030.40   | 0.23%             |  |  |  | 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        |    157191 | NS      | $1593916.74   | 0.04%             |  |  |  | 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      | $-805953.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS INC                           | Syniverse Holdings LLC/DE                           | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   5366550 | PA      | $4662190.31   | 0.11%             | 2027-05-13      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| FORTRESS CAPITAL ACQUISITION CORP                | FORTRESS CAPITAL ACQUISITION CORP                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     68899 | NC      | $261.82       | 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      | $-105681.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 7 Acquisition Corp                               | 7 Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    338923 | NS      | $3490906.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | STORE CAPITAL CORP                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -818 | NC      | $-4090.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $3007.30      | 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      | $-265375.46   | -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      | $61515.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREAMING EAGLE ACQ -CLASS A                     | SCREAMING EAGLE ACQ CL A -27                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    251119 | NC      | $59188.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athena Technology Acquisition                    | Athena Technology Acquisition Corp II               | CUSIP: 04687C105<br>LEI: 5493008CK2CE7TGDP465 | Long             | EC               | CORP              | US        |    227166 | NS      | $2283018.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BioPlus Acquisition Corp                         | BioPlus Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152407 | NS      | $1566743.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -596 | NC      | $-399916.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition                    | Macondray Capital Acquisition Corp I                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    433753 | NS      | $4419943.07   | 0.10%             |  |  |  | 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      | $-5750.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                           | Maxar Technologies Inc                              | CUSIP: 000000000<br>LEI: 549300OEN2G821MIJ922 | Long             | LON              | CORP              | US        |  43100000 | PA      | $43053883.00  | 1.01%             | 2029-06-14      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -169 | NC      | $-4225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp                         | Cartica Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162231 | NS      | $1674223.92   | 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      | $7714.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |     -1162 | NS      | $-649709.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ahren Acquisition Corp                           | Ahren Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    243471 | NS      | $2507751.30   | 0.06%             |  |  |  | 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      | $19759.66     | 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      | $66572.21     | 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      | $82552.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thrive Acquisition Corp                          | Thrive Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    795327 | NS      | $8223681.18   | 0.19%             |  |  |  | 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      | $57945.94     | 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        |    273428 | NS      | $2747951.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TPCO Holding Corp                                | TPCO Holding Corp                                   | CUSIP: 87270T106<br>LEI: 254900AZOTMBFK0APG67 | Long             | EC               | CORP              | US        |    543113 | NS      | $82229.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | 1LIFE HEALTHCARE INC                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -285 | NC      | $-2850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER MERGER CORP                              | PIONEER MERGER CORP                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    145550 | NC      | $72.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Evolution Acquisition                    | Fintech Evolution Acquisition Group                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219721 | NS      | $2219182.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-114312.49   | -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      | $7052.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Decarbonization Plus Acquisiti                   | Decarbonization Plus Acquisition Corp IV            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1172498 | NS      | $11977067.07  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxus Acquisition Corp                            | Oxus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KZ        |    200138 | NS      | $2067425.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathfinder Acquisition Corp                      | Pathfinder Acquisition Corp                         | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | Long             | EC               | CORP              | US        |    370605 | NS      | $3706050.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TortoiseEcofin Acquisition Cor                   | TortoiseEcofin Acquisition Corp III                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    793283 | NS      | $7893165.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Impact Acquisition Corp                    | Focus Impact Acquisition Corp                       | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    263603 | NS      | $2683478.54   | 0.06%             |  |  |  | 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        |    875267 | NS      | $8840196.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -291 | NC      | $-1455.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | USD/CAD FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11574.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | USD/CAD FORWARD                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $109743.76    | 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        |    424868 | NS      | $4422875.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Vector Acquisition Corp II                       | Vector Acquisition Corp II                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1484369 | NS      | $14992126.90  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Viscogliosi Brothers Acquisiti                   | Viscogliosi Brothers Acquisition Corp               | CUSIP: 92838K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125599 | NS      | $1267293.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RCF Acquisition Corp                             | RCF Acquisition Corp                                | CUSIP: 000000000<br>LEI: 549300OIPQ0V26BHLX71 | Long             | EC               | CORP              | US        |    191499 | NS      | $1964779.74   | 0.05%             |  |  |  | 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      | $145600.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motive Capital Corp II                           | Motive Capital Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    250495 | NS      | $2560058.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS SILICON MOTION TECHNOLOGY CORP                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1707699.90  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CAZOO GROUP LTD                                  | CAZOO GROUP LTD                                     | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | N/A              | DE               | CORP              | KY        |    380410 | NC      | $3081.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monument Circle Acquisition Co                   | Monument Circle Acquisition Corp                    | CUSIP: 61531M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1006000.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                            | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10833000 | PA      | $11415273.75  | 0.27%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MDH Acquisition Corp                             | MDH Acquisition Corp                                | CUSIP: 55283P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1073636 | NS      | $10822250.88  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Macondray Capital Acquisition                    | Macondray Capital Acquisition Corp I                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191600 | NS      | $1891092.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp                      | Kismet Acquisition Two Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70320 | NS      | $710232.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUM-SI INC                                   | QUANTUM-SI INC                                      | CUSIP: 74765K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     32085 | NC      | $8021.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp                            | Cartesian Growth Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113428 | NS      | $1141085.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-16071.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HH&L Acquisition Co                              | HH&L Acquisition Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1026999 | NS      | $10382959.89  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition C                   | Atlantic Coastal Acquisition Corp                   | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |    441750 | NS      | $4426335.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp                                     | Sciplay Corp                                        | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |     77308 | NS      | $1243112.64   | 0.03%             |  |  |  | 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      | $29742.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Acquisition Corp VII                          | CF Acquisition Corp VII                             | CUSIP: 12521H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $969.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leo Holdings Corp II                             | Leo Holdings Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1545006 | NS      | $15643185.75  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| RMG ACQUISITION CORP III                         | RMG ACQUISITION CORP III                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     85180 | NC      | $2555.40      | 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      | $66232.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moringa Acquisition Corp                         | Moringa Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75903 | NS      | $768138.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospector Capital Corp                          | Prospector Capital Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    560287 | NS      | $5658898.70   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronav NV                                       | Euronav NV                                          | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |   1436743 | NS      | $24482100.72  | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| ScION Tech Growth II                             | ScION Tech Growth II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    795776 | NS      | $8045295.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | 1LIFE HEALTHCARE INC                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -111 | NC      | $-1110.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BIOTE CORP -A                                    | BIOTE CW27                                          | CUSIP: 090683111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     83540 | NC      | $20885.00     | 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        |    437658 | NS      | $4437852.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                                | Altaba Inc Escrow                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  22213606 | NS      | $83967430.68  | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Investcorp India Acquisition C                   | Investcorp India Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    325138 | NS      | $3365178.30   | 0.08%             |  |  |  | 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        |    661000 | PA      | $216477.50    | 0.01%             | 2025-07-10      | Fixed         | 5.00%                 | 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      | $15226.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capita                   | Apollo Strategic Growth Capital II                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2395137 | NS      | $23999272.74  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | MAXAR TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -148 | NC      | $-29600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology In                   | Mason Industrial Technology Inc                     | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197230 | NS      | $1960466.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| African Gold Acquisition Corp                    | African Gold Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1378523 | NS      | $13854156.15  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ScION Tech Growth II                             | ScION Tech Growth II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     80650 | NS      | $813758.50    | 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      | $81404.06     | 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      | $61366.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TenX Keane Acquisition                           | TenX Keane Acquisition                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    251058 | NS      | $2550749.28   | 0.06%             |  |  |  | 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      | $1476.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DHC Acquisition Corp                             | DHC Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    503107 | NS      | $5071318.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp                          | Sizzle Acquisition Corp                             | CUSIP: 83014E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    435266 | NS      | $4487592.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AltEnergy Acquisition Corp                       | AltEnergy Acquisition Corp                          | CUSIP: 02157M207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125618 | NS      | $1281303.60   | 0.03%             |  |  |  | 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      | $-30867.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DA32 Life Science Tech Acquisi                   | DA32 Life Science Tech Acquisition Corp             | CUSIP: 23312M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    271534 | NS      | $2688186.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PATHFINDER ACQUISITION CORP                      | PATHFINDER ACQUISITION CORP                         | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               | CORP              | US        |     74121 | NC      | $11488.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp                   | Spring Valley Acquisition Corp II                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    316196 | NS      | $3266304.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Anthemis Digital Acquisitions                    | Anthemis Digital Acquisitions I Corp                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    486417 | NS      | $4990638.42   | 0.12%             |  |  |  | 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      | $100365.82    | 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        |    237862 | NS      | $2402406.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA INC                                          | IAA Inc                                             | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |  10084000 | PA      | $9838090.27   | 0.23%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SVF Investment Corp                              | SVF Investment Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139921 | NS      | $1413202.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Rock Acquisition Corp                      | Noble Rock Acquisition Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233085 | NS      | $2354158.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -633 | NC      | $-302257.50   | -0.01%            |  |  |  | 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        |    749708 | NS      | $7677009.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                          | Tower Semiconductor Ltd                             | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |    402116 | NS      | $17371411.20  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                        | iStar Inc                                           | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |  19922000 | PA      | $19772352.71  | 0.46%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHOLE EARTH BRANDS INC                           | WHOLE EARTH BRANDS INC                              | CUSIP: 96684W126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    229941 | NC      | $52886.43     | 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      | $-54074.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pyrophyte Acquisition Corp                       | Pyrophyte Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    474946 | NS      | $4906192.18   | 0.11%             |  |  |  | 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      | $-19642.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | XPO LOGISTICS INC                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      3654 | NC      | $14616.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itiquira Acquisition Corp                        | Itiquira Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    649981 | NS      | $6558308.29   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneBridge Acquisition Corp                     | StoneBridge Acquisition Corp                        | CUSIP: 000000000<br>LEI: 5493000AJ4C5DLO2PK42 | Long             | EC               | CORP              | US        |    780169 | NS      | $8020137.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Biotech Opportunities Co                   | Orion Biotech Opportunities Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20934 | NS      | $210386.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROOF Acquisition Corp I                         | PROOF Acquisition Corp I                            | CUSIP: 74349W203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    334456 | NS      | $3401417.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Property Solutions Acquisition                   | Property Solutions Acquisition Corp II              | CUSIP: 74350A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    334724 | NS      | $3380712.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMR CORP ESCROW SHARES                           | AMR CORP ESCROW SHARES                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1243406 | NS      | $24868.12     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FTAC Athena Acquisition Corp                     | FTAC Athena Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    503599 | NS      | $5091385.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co                   | Khosla Ventures Acquisition Co III                  | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    388945 | NS      | $3871947.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC EMERALD ACQUISITION -A                      | FTAC EMERALD ACQUISITI A -23                        | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    207965 | NC      | $10398.25     | 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        |    171106 | NS      | $1733303.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skydeck Acquisition Corp                         | Skydeck Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    458916 | NS      | $4616694.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAPEWAYS HOLDINGS INC                           | SHAPEWAYS HOLDINGS INC                              | CUSIP: 81947T110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    112274 | NC      | $1897.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE ESCROW                           | PERSHING SQUARE ESCROW                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    547537 | NS      | $109507.40    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS AON PLC                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $409393.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Longview Acquisition Corp II                     | Longview Acquisition Corp II                        | CUSIP: 54319Q105<br>LEI: 549300KFRIOC6K28E041 | Long             | EC               | CORP              | US        |   2210341 | NS      | $22236030.46  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Sports Ventures Acquisition Co                   | Sports Ventures Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277222 | NS      | $2802298.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Catcha Investment Corp                           | Catcha Investment Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    180655 | NS      | $1822808.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Figure Acquisition Corp I                        | Figure Acquisition Corp I                           | CUSIP: 302438106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    749962 | NS      | $7537118.10   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CC Neuberger Principal Holding                   | CC Neuberger Principal Holdings III                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114000 | NS      | $1151400.00   | 0.03%             |  |  |  | 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      | $18271.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP II                         | CARTESIAN GROWTH CORP II                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    209496 | NS      | $2143144.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARYA Sciences Acquisition Corp                   | ARYA Sciences Acquisition Corp V                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    248161 | NS      | $2484091.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROC Energy Acquisition Corp                      | ROC Energy Acquisition Corp                         | CUSIP: 77118V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    436656 | NS      | $4473540.72   | 0.10%             |  |  |  | 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      | $36327.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARLIN TECHNOLOGY CORP                           | MARLIN TECHNOLOGY CORP                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    220545 | NC      | $352.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Ecommerce Acquisition                    | Mercury Ecommerce Acquisition Corp                  | CUSIP: 589381102<br>LEI: 549300FXS2LWBI15YP76 | Long             | EC               | CORP              | US        |     62415 | NS      | $635384.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                            | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5697000 | PA      | $5689878.75   | 0.13%             | 2026-09-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Metals Acquisition Corp                          | Metals Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84063 | NS      | $841050.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $17391.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-796.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS MAXLINEAR INC                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1454486.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ROGERS CORP                                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -85 | NC      | $-39100.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infinite Acquisition Corp                        | Infinite Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130689 | NS      | $1339562.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura FAT Projects Acquisition                    | Aura FAT Projects Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    389949 | NS      | $4020374.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Argus Capital Corp                               | Argus Capital Corp                                  | CUSIP: 04026L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1382 | NS      | $14179.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasus Digital Mobility Acqui                   | Pegasus Digital Mobility Acquisition Corp           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    117840 | NS      | $1211395.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Leverage Acquisition Co                   | Social Leverage Acquisition Corp I                  | CUSIP: 83363K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    869172 | NS      | $8735178.60   | 0.20%             |  |  |  | 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        |    931615 | NS      | $9413969.58   | 0.22%             |  |  |  | No            |                  1 | 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        |    390970 | NS      | $3897970.90   | 0.09%             |  |  |  | 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      | $29057.65     | 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        |    768863 | NS      | $7734761.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KLUDEIN I ACQUISITION CORP-A                     | KLUDEIN I ACQUISITION-CW27                          | CUSIP: 49878L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16000 | NC      | $1280.00      | 0.00%             |  |  |  | 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        |     55738 | NC      | $2864.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp II                            | Legato Merger Corp II                               | CUSIP: 52473Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    433394 | NS      | $4385947.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Iris Acquisition Corp                            | Iris Acquisition Corp                               | CUSIP: 89601Y101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    445218 | NS      | $4487797.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cazoo Group Ltd                                  | Cazoo Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | Long             | EC               | CORP              | GB        |    461844 | NS      | $72417.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disruptive Acquisition Corp I                    | Disruptive Acquisition Corp I                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385530 | NS      | $3886142.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-68417.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1681 | NC      | $-470680.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lead Edge Growth Opportunities                   | Lead Edge Growth Opportunities Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    626187 | NS      | $6324488.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp                    | Jaws Mustang Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3264137 | NS      | $32984104.39  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CIIG Capital Partners II Inc                     | CIIG Capital Partners II Inc                        | CUSIP: 12561U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    337246 | NS      | $3436536.74   | 0.08%             |  |  |  | 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      | $-835387.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueRiver Acquisition Corp                       | BlueRiver Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    655959 | NS      | $6612066.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AfterNext HealthTech Acquisiti                   | AfterNext HealthTech Acquisition Corp               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    666365 | NS      | $6676977.30   | 0.16%             |  |  |  | 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        |     62938 | NC      | $1894.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | AEROJET ROCKETDYNE HOLDINGS INC                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -805 | NC      | $-8050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kernel Group Holdings Inc                        | Kernel Group Holdings Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    425630 | NS      | $4298863.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Biotech Acquisition Co                   | Phoenix Biotech Acquisition Corp                    | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    561074 | NS      | $5756619.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-117566.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sustainable Development Acquis                   | Sustainable Development Acquisition I Corp          | CUSIP: 86934L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    610368 | NS      | $6140302.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -33 | NC      | $-165.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Zeus Acquisition Corp                       | FTAC Zeus Acquisition Corp                          | CUSIP: 30320F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1226251 | NS      | $12385135.10  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                                       | Atlas Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   2700096 | NS      | $41419472.64  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Marlin Technology Corp                           | Marlin Technology Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    874846 | NS      | $8862189.98   | 0.21%             |  |  |  | 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      | $74856.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AHERN RENTALS INC                                | Ahern Rentals Inc                                   | CUSIP: 008674AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8876000 | PA      | $8876000.00   | 0.21%             | 2023-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| New Vista Acquisition Corp                       | New Vista Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    393011 | NS      | $3961550.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TCV Acquisition Corp                             | TCV Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1129323 | NS      | $11406162.30  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| World Quantum Growth Acquisiti                   | World Quantum Growth Acquisition Corp               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    845893 | NS      | $8619649.67   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $104515.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG Pace Beneficial II Corp                      | TPG Pace Beneficial II Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90315 | NS      | $887344.88    | 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      | $324264.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcourt Acquisition Corp                        | Newcourt Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1064560 | NS      | $10901094.40  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| D & Z Media Acquisition Corp                     | D & Z Media Acquisition Corp                        | CUSIP: 23305Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    919210 | NS      | $9228868.40   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Agile Growth Corp                                | Agile Growth Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    424326 | NS      | $4281449.34   | 0.10%             |  |  |  | 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        |    852002 | NS      | $8707460.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp                       | Independence Holdings Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113012 | NS      | $1136900.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Priveterra Acquisition Corp                      | Priveterra Acquisition Corp                         | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    466574 | NS      | $4691401.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc                                     | Poshmark Inc                                        | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    338713 | NS      | $6056188.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TZP Strategies Acquisition Cor                   | TZP Strategies Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    573350 | NS      | $5790835.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp                            | Ares Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3069417 | NS      | $30909029.19  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp                        | Infinite Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104431 | NS      | $1066240.51   | 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      | $2436.43      | 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      | $28862.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fintech Evolution Acquisition                    | Fintech Evolution Acquisition Group                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    270205 | NS      | $2720964.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Genesis Acquisition C                   | Northern Genesis Acquisition Corp III               | CUSIP: 66516W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    437421 | NS      | $4391706.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENJOY TECHNOLOGY INC                             | ENJOY TECHNOLOGY INC                                | CUSIP: 29335V114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13538 | NC      | $25.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp II                         | Ross Acquisition Corp II                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1064361 | NS      | $10771333.32  | 0.25%             |  |  |  | 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        |     58300 | NC      | $12248.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX SWISS EXCHANGE AG                            | DUFRY AG                                            | CUSIP: 000000000<br>LEI: 529900HQ12A6FGDMWA17 | N/A              | DE               | CORP              | CH        |     -2737 | NC      | $-364084.79   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Juggernaut Acquisition Co                   | Jaws Juggernaut Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    295167 | NS      | $2981186.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERspac Inc                                   | SILVERspac Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    517681 | NS      | $5187163.62   | 0.12%             |  |  |  | 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        |    681948 | NS      | $7071800.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Creek Investment Corp                       | Jack Creek Investment Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    649633 | NS      | $6580782.29   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pono Capital Corp                                | Pono Capital Corp                                   | CUSIP: 732450101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213922 | NS      | $2338167.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AxonPrime Infrastructure Acqui                   | AxonPrime Infrastructure Acquisition Corp           | CUSIP: 05467C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100211 | NS      | $990084.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS BROADCOM LIMITED                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $352200.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $117119.70    | 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      | $115161.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -977 | NC      | $-24425.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -899 | NC      | $-134850.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XPAC Acquisition Corp                            | XPAC Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125543 | NS      | $1255430.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN FALCON ACQUISITION CORP                   | GOLDEN FALCON ACQUISITION CORP                      | CUSIP: 38102H117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    172837 | NC      | $25925.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | AEROJET ROCKETDYNE HOLDINGS INC                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -387 | NC      | $-3870.00     | -0.00%            |  |  |  | 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        |    530458 | NS      | $5352321.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-128914.09   | -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        |    889836 | NS      | $8978445.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                               | Signify Health Inc                                  | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1845206 | NS      | $52883603.96  | 1.24%             |  |  |  | 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        |    429828 | NS      | $4345561.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphys Acquisition Corp                          | Enphys Acquisition Corp                             | CUSIP: 000000000<br>LEI: 549300KNB8BMJ5TPCU58 | Long             | EC               | CORP              | US        |    159890 | NS      | $1603696.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PONTEM CORP                                      | PONTEM CORP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    134633 | NC      | $10770.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-12030.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Fund     | Federated Hermes Government Obligations Fund        | CUSIP: 60934N104<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        | 192800000 | NS      | $192800000.00 | 4.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Adit EdTech Acquisition Corp                     | Adit EdTech Acquisition Corp                        | CUSIP: 007024102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    594244 | NS      | $5948382.44   | 0.14%             |  |  |  | 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      | $66277.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power & Digital Infrastructure                   | Power & Digital Infrastructure Acquisition II Corp  | CUSIP: 73919C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41748 | NS      | $421237.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ExcelFin Acquisition Corp                        | ExcelFin Acquisition Corp                           | CUSIP: 30069X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125701 | NS      | $1282150.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $429.00       | 0.00%             |  |  |  | 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        |    442906 | NS      | $4451205.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $35943.05     | 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      | $66067.63     | 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      | $1803536.49   | 0.04%             |  |  |  | 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      | $119967.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp                    | Northern Star Investment Corp III                   | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1420118 | NS      | $14343191.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Hera Acquisition Corp                       | FTAC Hera Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1197062 | NS      | $12114267.44  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | XPO LOGISTICS INC                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -3654 | NC      | $-208278.00   | -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      | $-69635.79    | -0.00%            |  |  |  | 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        |    312008 | NS      | $3191841.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUBHUB HOLDINGS INC                             | GrubHub Holdings Inc                                | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22114000 | PA      | $16013853.10  | 0.38%             | 2027-07-01      | Fixed         | 5.50%                 | 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        |    909139 | NS      | $8964110.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| UTA Acquisition Corp                             | UTA Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    541422 | NS      | $5527918.62   | 0.13%             |  |  |  | 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      | $-303531.59   | -0.01%            |  |  |  | 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      | $125554.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anzu Special Acquisition Corp                    | Anzu Special Acquisition Corp I                     | CUSIP: 03737A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    608331 | NS      | $6144143.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONNADE ACQUISITION CORP-A                     | COLONNADE ACQ CL A -CW27                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12586 | NC      | $283.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARYA Sciences Acquisition Corp                   | ARYA Sciences Acquisition Corp IV                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    302386 | NS      | $3054098.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brigade-M3 European Acquisitio                   | Brigade-M3 European Acquisition Corp                | CUSIP: 000000000<br>LEI: 549300LVMHTTS14Q5L37 | Long             | EC               | CORP              | US        |    250490 | NS      | $2479851.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Semper Paratus Acquisition Cor                   | Semper Paratus Acquisition Corp                     | CUSIP: 000000000<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |   1065309 | NS      | $11004641.97  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition                    | Investcorp Europe Acquisition Corp I                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    243677 | NS      | $2509873.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Embrace Change Acquisition Cor                   | Embrace Change Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    206123 | NS      | $2114821.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp II                      | Concord Acquisition Corp II                         | CUSIP: 20607U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    662974 | NS      | $6593276.43   | 0.15%             |  |  |  | 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      | $106894.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Artemis Strategic Investment C                   | Artemis Strategic Investment Corp                   | CUSIP: 04303A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    437600 | NS      | $4485400.00   | 0.11%             |  |  |  | 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      | $205978.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESGEN Acquisition Corp                           | ESGEN Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    583753 | NS      | $6036006.02   | 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      | $-4940.81     | -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      | $120244.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS EMIS GROUP PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $5224.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC                           | Stevens Holding Co Inc                              | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9160000 | PA      | $9182900.00   | 0.22%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Motive Capital Corp II                           | Motive Capital Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    473898 | NS      | $4847976.54   | 0.11%             |  |  |  | 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        |      2415 | NC      | $1038450.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kensington Capital Acquisition                   | Kensington Capital Acquisition Corp V               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216304 | NS      | $2205219.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | VODAFONE GROUP PLC                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1341 | NC      | $-54981.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS CAZOO GROUP LTD                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $904.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ExcelFin Acquisition Corp                        | ExcelFin Acquisition Corp                           | CUSIP: 30069X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    435797 | NS      | $4445129.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acqu                   | Enterprise 4.0 Technology Acquisition Corp          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    209489 | NS      | $2155641.81   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown PropTech Acquisitions                      | Crown PropTech Acquisitions                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    435176 | NS      | $4399629.36   | 0.10%             |  |  |  | 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      | $35727.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | MAXAR TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1352 | NC      | $-270400.00   | -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      | $-24417.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kensington Capital Acquisition                   | Kensington Capital Acquisition Corp V               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169255 | NS      | $1729786.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arctos NorthStar Acquisition C                   | Arctos NorthStar Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    565207 | NS      | $5702938.63   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                        | TEGNA Inc                                           | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   8393000 | PA      | $7963278.40   | 0.19%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABIOMED Inc                                      | ABIOMED Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60860 | NS      | $121720.00    | 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      | $-330058.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES ACQUISITION CORP-A                          | ARES ACQUISITION CL A -CW27                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31500 | NC      | $14688.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp                       | Independence Holdings Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1231608 | NS      | $12426924.72  | 0.29%             |  |  |  | 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      | $-47174.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pyrophyte Acquisition Corp                       | Pyrophyte Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167546 | NS      | $1693890.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernova Partners Acquisition                   | Supernova Partners Acquisition Co III Ltd           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    960344 | NS      | $9680267.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DP Cap Acquisition Corp I                        | DP Cap Acquisition Corp I                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    325504 | NS      | $3339671.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tio Tech A                                       | Tio Tech A                                          | CUSIP: 000000000<br>LEI: 9845003AFE50FBFE3940 | Long             | EC               | CORP              | DE        |    826974 | NS      | $8352437.40   | 0.20%             |  |  |  | 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      | $303932.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coliseum Acquisition Corp                        | Coliseum Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    309828 | NS      | $3113771.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Acquisition Corp                        | Frontier Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    262753 | NS      | $2648550.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C                   | Inflection Point Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1213836 | NS      | $12162636.72  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWROOT ACQUISITION CORP                       | ARROWROOT ACQUISITION CORP                          | CUSIP: 04282M110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    462172 | NC      | $2680.60      | 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      | $-121113.05   | -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      | $-49436.48    | -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        |    188814 | NS      | $1899468.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Emerald Acquisition Corp                    | FTAC Emerald Acquisition Corp                       | CUSIP: 29103K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    415930 | NS      | $4167618.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Hurricane Acquisition Cor                   | Jaws Hurricane Acquisition Corp                     | CUSIP: 47201B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    963685 | NS      | $9636850.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrea Acquisition Corp                          | Astrea Acquisition Corp                             | CUSIP: 04637C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    430908 | NS      | $4352170.80   | 0.10%             |  |  |  | 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      | $60566.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISTAR INC                                        | ISTAR INC                                           | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |  17274000 | PA      | $16927216.68  | 0.40%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deep Lake Capital Acquisition                    | Deep Lake Capital Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    678136 | NS      | $6842392.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp                        | Andretti Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142699 | NS      | $1473367.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Acquisition Corp                   | Constellation Acquisition Corp I                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    794388 | NS      | $8031262.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $69601.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Air Worldwide Holdings I                   | Atlas Air Worldwide Holdings Inc                    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |   1009166 | NS      | $101723932.80 | 2.38%             |  |  |  | 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      | $8337.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS CAZOO GROUP LTD                                 | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-122530.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Plum Acquisition Corp I                          | Plum Acquisition Corp I                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213142 | NS      | $2148471.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Data Knights Acquisition Corp                    | Data Knights Acquisition Corp                       | CUSIP: 237699103<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    492279 | NS      | $5139392.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative International Acqui                   | Innovative International Acquisition Corp           | CUSIP: 000000000<br>LEI: 549300U6QXNGB66F1K14 | Long             | EC               | CORP              | US        |    364433 | NS      | $3753659.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG Acquisition Corp III                         | RMG Acquisition Corp III                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1063887 | NS      | $10745258.70  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Growth Acquisition Corp                   | Lazard Growth Acquisition Corp I                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1488134 | NS      | $15045034.74  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11025.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Twelve Seas Investment Co II                     | Twelve Seas Investment Co II                        | CUSIP: 90118T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    436017 | NS      | $4395051.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp II                      | Peridot Acquisition Corp II                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    176260 | NS      | $1780226.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iconic Sports Acquisition Corp                   | Iconic Sports Acquisition Corp                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    175509 | NS      | $1809497.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Energy Transition Acqui                   | Zimmer Energy Transition Acquisition Corp           | CUSIP: 989570106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    278922 | NS      | $2775273.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $19997.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIOS SUSTAINABLE GROWTH ACQUI                   | AXIOS SUSTAINABLE GROWTH ACQUISITION CORP           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    350339 | NS      | $3608491.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-31801.96    | -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      | $64233.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waverley Capital Acquisition C                   | Waverley Capital Acquisition Corp 1                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200170 | NS      | $2005703.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co                   | Khosla Ventures Acquisition Co                      | CUSIP: 482504107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    440241 | NS      | $4393605.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colonnade Acquisition Corp II                    | Colonnade Acquisition Corp II                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    727173 | NS      | $7322632.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Transformation Opportu                   | Digital Transformation Opportunities Corp           | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    551460 | NS      | $5539415.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Golden Falcon Acquisition Corp                   | Golden Falcon Acquisition Corp                      | CUSIP: 38102H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    345674 | NS      | $3474023.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Talon 1 Acquisition Corp                         | Talon 1 Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    638392 | NS      | $6613741.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SportsTek Acquisition Corp                       | SportsTek Acquisition Corp                          | CUSIP: 849196100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67748 | NS      | $678834.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibere Pharmaceuticals                            | Ibere Pharmaceuticals                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204224 | NS      | $2060620.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -452 | NC      | $-2260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Onyx Acquisition Co I                            | Onyx Acquisition Co I                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    217024 | NS      | $2235347.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PepperLime Health Acquisition                    | PepperLime Health Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    595593 | NS      | $6086960.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Partnering Corp                    | Post Holdings Partnering Corp                       | CUSIP: 737465104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    651708 | NS      | $6471460.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hennessy Capital Investment Co                   | Hennessy Capital Investment Corp V                  | CUSIP: 42589T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    663469 | NS      | $6661228.76   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Newbury Street Acquisition Cor                   | Newbury Street Acquisition Corp                     | CUSIP: 65101L203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62108 | NS      | $622322.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp                   | Silicon Motion Technology Corp                      | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | TW        |       824 | NS      | $53551.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| North Atlantic Acquisition Cor                   | North Atlantic Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1020121 | NS      | $10313423.31  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition III Cor                   | M3-Brigade Acquisition III Corp                     | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    437224 | NS      | $4433451.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valuence Merger Corp I                           | Valuence Merger Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41736 | NS      | $436141.20    | 0.01%             |  |  |  | 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      | $664.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Arrow Merger Corp                         | Golden Arrow Merger Corp                            | CUSIP: 380799106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    438728 | NS      | $4413603.68   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MoneyGram International Inc                      | MoneyGram International Inc                         | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |   2393861 | NS      | $26069146.29  | 0.61%             |  |  |  | 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      | $1495261.45   | 0.04%             |  |  |  | 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      | $66040.07     | 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      | $452416.24    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1219 | NC      | $-1136717.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Games & Esports Experience Acq                   | Games & Esports Experience Acquisition Corp         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    259159 | NS      | $2661562.93   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1349 | NC      | $-72846.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE GREY INC                               | BERKSHIRE GREY INC                                  | CUSIP: 084656115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     88153 | NC      | $5289.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp                                        | Slam Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1487116 | NS      | $15019871.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Star Acquisition Corp                      | Alpha Star Acquisition Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216349 | NS      | $2219740.74   | 0.05%             |  |  |  | No            |                  1 | 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        |     61000 | NC      | $15250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-43677.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southport Acquisition Corp                       | Southport Acquisition Corp                          | CUSIP: 84465L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $5293.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                                    | LHC Group Inc                                       | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |    709084 | NS      | $114651791.96 | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CEC BRANDS LLC                                   | CEC BRANDS LLC                                      | CUSIP: 12515M112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    189648 | NC      | $568944.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | COUPA SOFTWARE INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -847 | NC      | $-4235.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $143578.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rose Hill Acquisition Corp                       | Rose Hill Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20337 | NS      | $210487.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Semper Paratus Acquisition Cor                   | Semper Paratus Acquisition Corp                     | CUSIP: 000000000<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |    167465 | NS      | $1724889.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp III                     | Concord Acquisition Corp III                        | CUSIP: 20607V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    437187 | NS      | $4454935.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZFEED INC                                     | BUZZFEED INC                                        | CUSIP: 12430A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    117848 | NC      | $4713.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Capital Venture Acquisitio                   | 10X Capital Venture Acquisition Corp III            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    432994 | NS      | $4420868.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOAL ACQUISITIONS CORP                           | GOAL ACQUISITIONS CORP                              | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    564935 | NC      | $27286.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Wireless Inc                              | Sierra Wireless Inc                                 | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | CA        |   1223736 | NS      | $35476106.64  | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $27253.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | ACTIVISION BLIZZARD INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -842 | NC      | $-402055.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Corsair Partnering Corp                          | Corsair Partnering Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344353 | NS      | $3426312.35   | 0.08%             |  |  |  | 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        |    502071 | NS      | $5070917.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings VIII Inc                          | Gores Holdings VIII Inc                             | CUSIP: 382863108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1117977 | NS      | $11246848.62  | 0.26%             |  |  |  | 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      | $69499.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IAA Inc                                          | IAA Inc                                             | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     18319 | NS      | $732760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT               | DREYFUS GOVERNMENT CASH MANAGEMENT                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  44281595 | NS      | $44281594.86  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Belong Acquisition Corp                          | Belong Acquisition Corp                             | CUSIP: 08069M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55662 | NS      | $558289.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                               | Coupa Software Inc                                  | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |  22956000 | PA      | $22072194.00  | 0.52%             | 2026-06-15      | Fixed         | 0.38%                 | 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      | $-1603.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHOENIX BIOTECH ACQUISI-CL A                     | PHOENIX BIOTECH ACQ -CW26                           | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62781 | NC      | $2467.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings IX Inc                            | Gores Holdings IX Inc                               | CUSIP: 38287A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1500197 | NS      | $14881954.24  | 0.35%             |  |  |  | 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      | $9778.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Whale Acquisition Corp I                    | Blue Whale Acquisition Corp I                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |    274845 | NS      | $2690732.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TKB Critical Technologies 1                      | TKB Critical Technologies 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    649634 | NS      | $6697726.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LIV Capital Acquisition Corp I                   | LIV Capital Acquisition Corp II                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    220625 | NS      | $2263612.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain & Co I Acquisition Co                   | Mountain & Co I Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    635407 | NS      | $6595524.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Canna-Global Acquisition Corp                    | Canna-Global Acquisition Corp                       | CUSIP: 13767K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112533 | NS      | $1148961.93   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $17107.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Parnassus Acquisition Cor                   | FTAC Parnassus Acquisition Corp                     | CUSIP: 30319B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    437086 | NS      | $4383972.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TZP Strategies Acquisition Cor                   | TZP Strategies Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $506500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterPrivate IV InfraTech Part                   | InterPrivate IV InfraTech Partners Inc              | CUSIP: 46064T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214075 | NS      | $2164298.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS AAREAL BANK AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-415.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1LIFE HEALTHCARE INC                             | 1Life Healthcare Inc                                | CUSIP: 68269GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11917000 | PA      | $11487988.00  | 0.27%             | 2025-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bullpen Parlay Acquisition Co                    | Bullpen Parlay Acquisition Co                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    282245 | NS      | $2890188.80   | 0.07%             |  |  |  | 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        |    928695 | NS      | $9333384.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Far Peak Acquisition Corp                        | Far Peak Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1725257 | NS      | $17321580.28  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS EURONAV NV                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-199289.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kairos Acquisition Corp                          | Kairos Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152038 | NS      | $1532543.04   | 0.04%             |  |  |  | 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        |      -657 | NC      | $-108405.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge I                                   | Chain Bridge I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139603 | NS      | $1435118.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYLION INC                                    | MONEYLION INC                                       | CUSIP: 60938K114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    106742 | NC      | $4387.10      | 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      | $-7124.33     | -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        |     -1756 | NC      | $-233548.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Edify Acquisition Corp                           | Edify Acquisition Corp                              | CUSIP: 28059Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    436269 | NS      | $4410679.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS HOMESERVE PLC                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-12514.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMware Inc                                       | VMware Inc                                          | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |    920725 | NS      | $113028201.00 | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Jatt Acquisition Corp                            | Jatt Acquisition Corp                               | CUSIP: 000000000<br>LEI: 549300LQXD6M2MIQFN24 | Long             | EC               | CORP              | GB        |    240325 | NS      | $2453718.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEWORK COS INC                                   | WeWork Cos Inc                                      | CUSIP: 96208LAA9<br>LEI: 549300D8U9TF7WBED521 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $989900.00    | 0.02%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Landcadia Holdings IV Inc                        | Landcadia Holdings IV Inc                           | CUSIP: 51477A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    726804 | NS      | $7347988.44   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Holdings Inc                                 | MGM Holdings Inc                                    | CUSIP: 55303C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131269 | NS      | $597273.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Plate Acquisition Corp                      | Home Plate Acquisition Corp                         | CUSIP: 43734R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    415518 | NS      | $4205042.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc                         | Bluerock Homes Trust Inc                            | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21922 | NS      | $467157.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Growth For Good Acquisition Co                   | Growth For Good Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115243 | NS      | $1155887.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESM Acquisition Corp                             | ESM Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63000 | NS      | $633780.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAR THERAPEUTICS INC                            | PEAR THERAPEUTICS INC                               | CUSIP: 704723113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6166 | NC      | $918.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                           | Maxar Technologies Inc                              | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |    229417 | NS      | $11870035.58  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                     | HORIZON THERAPEUTICS PLC                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -847 | NC      | $-21175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LAMF Global Ventures Corp I                      | LAMF Global Ventures Corp I                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    446819 | NS      | $4579894.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp                              | SVF Investment Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1702020 | NS      | $17207422.20  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AF Acquisition Corp                              | AF Acquisition Corp                                 | CUSIP: 001040104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    443164 | NS      | $4475956.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HCM ACQUISITION CORP                             | HCM ACQUISITION CORP                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    516151 | NS      | $5295709.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VPC Impact Acquisition Holding                   | VPC Impact Acquisition Holdings II                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    440980 | NS      | $4458307.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Achari Ventures Holdings Corp                    | Achari Ventures Holdings Corp I                     | CUSIP: 00444X101<br>LEI: 549300WXLNJWTBJTI395 | Long             | EC               | CORP              | US        |    405463 | NS      | $4139777.23   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LAVA Medtech Acquisition Corp                    | LAVA Medtech Acquisition Corp                       | CUSIP: 519345102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    320912 | NS      | $3298975.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                        | STORE CAPITAL CORP                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -99 | NC      | $-495.00      | -0.00%            |  |  |  | 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        |   1027494 | NS      | $10346864.58  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp III                     | Altimar Acquisition Corp III                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    355253 | NS      | $3577397.71   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | BRISTOL-MYERS SQUIBB CO                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    453175 | NS      | $566468.75    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Fidelity Government Portfolio                    | Fidelity Government Portfolio                       | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 191544380 | NS      | $191544379.99 | 4.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilander Acquisition Corp                        | Bilander Acquisition Corp                           | CUSIP: 09001T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    441893 | NS      | $4370321.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Powered Brands                                   | Powered Brands                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       536 | NS      | $5418.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USHG Acquisition Corp                            | USHG Acquisition Corp                               | CUSIP: 91748P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    493190 | NS      | $4981219.00   | 0.12%             |  |  |  | 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        |    430057 | NS      | $4231760.88   | 0.10%             |  |  |  | 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        |     81350 | NC      | $6239.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GX Acquisition Corp II                           | GX Acquisition Corp II                              | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    445983 | NS      | $4464289.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper II Corp                                  | Juniper II Corp                                     | CUSIP: 48203N202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    195472 | NS      | $1993814.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund                      | BlackRock Liquidity FedFund                         | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        | 192800000 | NS      | $192800000.00 | 4.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acqu                   | Enterprise 4.0 Technology Acquisition Corp          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125722 | NS      | $1294936.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                        | TEGNA Inc                                           | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |  16333000 | PA      | $15511450.10  | 0.36%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIIG CAPITAL PARTNERS II-A                       | CIIG CAPITAL PART IIA -CW28                         | CUSIP: 12561U117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    168623 | NC      | $11803.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYGRAM INTERNATIONAL                          | MoneyGram International Inc                         | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |  15851000 | PA      | $16067487.41  | 0.38%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                            | TRS BROADCOM LIMITED                                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4047655.38  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontline Ltd/Bermuda                            | Frontline Ltd/Bermuda                               | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Short            | EC               | CORP              | NO        |   -980645 | NS      | $-11905030.30 | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Medicus Sciences Acquisition C                   | Medicus Sciences Acquisition Corp                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    351288 | NS      | $3523418.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Resource Acquisition Cor                   | Rigel Resource Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164305 | NS      | $1690698.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forest Road Acquisition Corp I                   | Forest Road Acquisition Corp II                     | CUSIP: 34619V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52805 | NS      | $529898.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Wall Acquisition Corp II                   | Fifth Wall Acquisition Corp III                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    646240 | NS      | $6488249.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Pioneer Merger Corp                              | Pioneer Merger Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    903702 | NS      | $9163538.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| two/CA                                           | two/CA                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4861 | NS      | $48950.27     | 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      | $11332.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GETAROUND INC                                    | INTERPRIVATE II ACQU -CW28                          | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12698 | NC      | $580.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM GROSVENOR INC                                | GCM GROSVENOR INC                                   | CUSIP: 36831E116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    102070 | NC      | $44910.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABG Acquisition Corp I                           | ABG Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    439350 | NS      | $4433041.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondHead Holdings Corp                        | DiamondHead Holdings Corp                           | CUSIP: 25278L105<br>LEI: 549300HWN3ECTEH7I380 | Long             | EC               | CORP              | US        |    786210 | NS      | $7909272.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1459020.00   | 0.03%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CF Acquisition Corp IV                           | CF Acquisition Corp IV                              | CUSIP: 12520T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    437732 | NS      | $4394829.28   | 0.10%             |  |  |  | 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      | $8200.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FRONTLINE LTD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $84152.85     | 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        |    481280 | NS      | $4839270.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLDISCOVERY INC                                  | KLDISCOVERY INC                                     | CUSIP: 498455112<br>LEI: 549300ZSG089YPZ24F88 | N/A              | DE               | CORP              | US        |    677651 | NC      | $20329.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldwide Webb Acquisition Cor                   | Worldwide Webb Acquisition Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    269119 | NS      | $2734249.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Partners Acquisition                    | Catalyst Partners Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    700415 | NS      | $7060183.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | MAXAR TECHNOLOGIES INC                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -794 | NC      | $-158800.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                          | XPO LOGISTICS INC                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-57.00       | -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      | $100162.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tailwind International Acquisi                   | Tailwind International Acquisition Corp             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1002385 | NS      | $10114064.65  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPECTOR CAPITAL CORP                          | PROSPECTOR CAPITAL CORP                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    155088 | NC      | $2636.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finnovate Acquisition Corp                       | Finnovate Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23734 | NS      | $243510.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity II Corp                      | Elliott Opportunity II Corp                         | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |   1266646 | NS      | $12767791.68  | 0.30%             |  |  |  | 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      | $1814445.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| InterPrivate III Financial Par                   | InterPrivate III Financial Partners Inc             | CUSIP: 46064R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63490 | NS      | $641249.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bannix Acquisition Corp                          | Bannix Acquisition Corp                             | CUSIP: 066644105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20230 | NS      | $205739.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soar Technology Acquisition Co                   | Soar Technology Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84290 | NS      | $892631.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrowroot Acquisition Corp                       | Arrowroot Acquisition Corp                          | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    575536 | NS      | $5784136.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK & WILCOX ENTERPR                         | Babcock & Wilcox Enterprises Inc                    | CUSIP: 05614L506<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |    145221 | NS      | $2997361.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Acquisition Corp II                       | Fusion Acquisition Corp II                          | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125176 | NS      | $1256767.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thunder Bridge Capital Partner                   | Thunder Bridge Capital Partners IV Inc              | CUSIP: 88605L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    536525 | NS      | $5386711.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EVe Mobility Acquisition Corp                    | EVe Mobility Acquisition Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    431595 | NS      | $4445428.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENA CONSUMER ACQUISITIO-A                     | ATHENA CONSUMER ACQ -CW23                           | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | N/A              | DE               | CORP              | US        |     41929 | NC      | $4876.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TLG Acquisition One Corp                         | TLG Acquisition One Corp                            | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240512 | NS      | $2433981.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Evo Payments Inc                                 | Evo Payments Inc                                    | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |   1366695 | NS      | $46248958.80  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Ridge Capital Acquisition                   | Twin Ridge Capital Acquisition Corp                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132242 | NS      | $1334321.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LDH Growth Corp I                                | LDH Growth Corp I                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    638110 | NS      | $6425767.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Acquisition Corp II                       | Fusion Acquisition Corp II                          | CUSIP: 36118N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    212300 | NS      | $2129369.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RENTPATH LLC                                     | RentPath LLC                                        | CUSIP: 76016VAF0<br>LEI: 5493007W7CFRS1V7XL88 | Long             | LON              | CORP              | US        |    482058 | PA      | $0.00         | 0.00%             | 2021-12-17      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |

### Signature

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

**Name of Applicant:** Merger Fund

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer