# EDGAR Filing Document

**Accession Number:** 0000701804
**File Stem:** 0000940400-26-008409
**Filing Date:** 2026-2
**Character Count:** 152627
**Document Hash:** 57cf579c8c1e55ab8258ae38fd5695ed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008409.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008409

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03445
- **FILM NUMBER:** 26684162

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $2607569157.80

**Total Liabilities:** $193173145.68

**Net Assets:** $2414396012.12

**Cash Not Reported:** $131151349.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014124 | 0.60%                | 0.38%                | 0.38%                |
| Class ID C000129310 | 0.61%                | 0.44%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9222332.39             | $11102451.46                               |
| Month 2  | $2734469.83              | $-16519188.60                              |
| Month 3  | $-3124385.85             | $12350331.22                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. MORGAN SECURITIES LLC                               | HKD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13186.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | TECK RESOURCES LTD                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -3 | NC      | $-2595.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HUNTINGTON BANCSHARES INC/OH                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $298454.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23463000 | PA      | $23860885.55   | 0.99%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Harvard Ave Acquisition Corp                             | Harvard Ave Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    493478 | NS      | $4939714.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Era Acquisition Corp I                             | Fifth Era Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     71110 | NS      | $728877.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    315909 | NS      | $3231749.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II                               | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198625 | NS      | $2033920.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| McKinley Acquisition Corp                                | McKinley Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206081 | NS      | $2054627.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                     | Chart Industries Inc                                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    460340 | NS      | $94935918.20   | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Haymaker Acquisition Corp 4                              | Haymaker Acquisition Corp 4                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1780002 | NS      | $20256422.76   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners V Inc                             | Cantor Equity Partners V Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    370588 | NS      | $3798527.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | USD/GBP FORWARD                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-274932.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Highview Merger Corp                                     | Highview Merger Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140462 | NS      | $1404620.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    669501 | NS      | $117162.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                | Jackson Acquisition Co II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    781676 | NS      | $187602.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                 | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2810995.60    | 0.12%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                             | ams-OSRAM AG                                                  | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   2990000 | PA      | $3658960.01    | 0.15%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ITHAX Acquisition Corp III                               | ITHAX Acquisition Corp III                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205930 | NS      | $2051062.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW PROVIDENCE ACQUISITION-A                             | New Providence Acquisition Corp III                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    352896 | NC      | $178318.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                                  | Siddhi Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1146378 | NS      | $11773302.06   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Commerce Partners Corp                            | Social Commerce Partners Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102579 | NS      | $1025790.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    910825 | NS      | $145732.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | ELECTRONIC ARTS INC                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -69 | NC      | $-862.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pantages Capital Acquisition C                           | Pantages Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    367393 | NS      | $73552.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                            | Crane Harbor Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126025 | NS      | $1357289.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Fact II Acquisition Corp                                 | Fact II Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    858241 | NS      | $8942871.22    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                              | A Paradise Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     82202 | NS      | $844214.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                            | Crane Harbor Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    244284 | NS      | $195427.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Westchester Event-Driven Fund                     | Virtus Westchester Event-Driven Fund                          | CUSIP: 95737C608<br>LEI: 5493008NZHHNV9ZXUR38 | Long             | EC               | RF                | US        |  10027381 | NS      | $103181746.82  | 4.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                   | Tavia Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    625033 | NS      | $6525344.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                      | TreeHouse Foods Inc                                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    458756 | NS      | $10822054.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16699040 | PA      | $16901542.41   | 0.70%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Quantumsphere Acquisition Corp                           | Quantumsphere Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206081 | NS      | $2062870.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | ELECTRONIC ARTS INC                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -238 | NC      | $-2142.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    750366 | NS      | $7631222.22    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Acquisition Corp                                 | Bayview Acquisition Corp                                      | CUSIP: 07323B118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233688 | NS      | $39726.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                             | Target Global Acquisition I Corp                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |    125200 | NC      | $1327.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Parent                           | Frontier Communications Parent Inc                            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2104469 | NS      | $80117134.83   | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Global Corp                                         | Graf Global Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188770 | NS      | $2030221.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING TONTINE SPAR                                    | PERSHING TONTINE SPAR                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136884 | NS      | $61597.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Quartzsea Acquisition Corp                               | Quartzsea Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283194 | NS      | $2902738.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDEL FINANCIAL II INC                                   | Aldel Financial II Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    274770 | NC      | $112655.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III Inc                           | Cantor Equity Partners III Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41061 | NS      | $418822.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVARD AVE ACQUISITION CORP                             | HARVARD AVE ACQUISITION CORP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    115352 | NS      | $1147752.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1751 | NC      | $-472770.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                             | Alchemy Investments Acquisition Corp 1                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    183897 | NC      | $38618.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                             | Wintergreen Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    209760 | NS      | $2129064.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition C                           | Republic Digital Acquisition Co                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62226 | NS      | $649017.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp                                  | Cayson Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300817 | NS      | $3206709.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Co                           | Activate Energy Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    288175 | NS      | $2881750.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS VENTURES ACQUISITION-A                             | Texas Ventures Acquisition III Corp                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    122915 | NC      | $110623.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                | Warner Bros Discovery Inc                                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   3024470 | NS      | $87165225.40   | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| McKinley Acquisition Corp                                | McKinley Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82396 | NS      | $828903.76     | 0.03%             |  |  |  | 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      | $623115.63     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| DUNE ACQUISITION CORP II                                 | Dune Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    393117 | NC      | $100834.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | EXACT SCIENCES CORP                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -263 | NC      | $-789.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                  | Avidity Biosciences Inc                                       | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    817749 | NS      | $58984235.37   | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Acquisition Corp                               | Lightwave Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    612574 | NS      | $6156368.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech SPAC Partners                            | Archimedes Tech SPAC Partners II Co                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    789859 | NS      | $8182939.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                             | Wintergreen Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3715 | NS      | $446.17        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eureka Acquisition Corp                                  | Eureka Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     41046 | NS      | $451095.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                              | Live Oak Acquisition Corp V                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    447323 | NS      | $4607426.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Investment Corp I                                 | Origin Investment Corp I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    370300 | NS      | $3754842.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                                        | Silverbox Corp IV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    293505 | NS      | $3105282.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rising Dragon Acquisition Corp                           | Rising Dragon Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    350634 | NS      | $3660618.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners I Inc                             | Cantor Equity Partners I Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104507 | NS      | $1088962.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -2551 | NC      | $-285712.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FACT II ACQUISITION CORP                                 | Fact II Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    185008 | NC      | $64752.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp IV                                 | Plum Acquisition Corp IV                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1161286 | NS      | $12112212.98   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                         | Coeur Mining Inc                                              | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Short            | EC               | CORP              | US        |  -1183479 | NS      | $-21101430.57  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp                                   | Emmis Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144253 | NS      | $21854.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPLEY ACQUISITION CORP-A                                | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    346519 | NS      | $59358.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp                                  | Cayson Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134839 | NS      | $30743.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                            | Crane Harbor Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41185 | NS      | $414527.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp II                           | Roman DBDR Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152688 | NS      | $1592535.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Meshflow Acquisition Corp                                | Meshflow Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288278 | NS      | $2882780.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    360704 | NS      | $77262.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | AIR LEASE CORP                                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-10.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Co                           | Thayer Ventures Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232490 | NS      | $48822.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldel Financial II Inc                                   | Aldel Financial II Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1100357 | NS      | $11564752.07   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Cor                           | Silver Pegasus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102663 | NS      | $1066668.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Drive Acquisition Co                            | American Drive Acquisition Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122705 | NS      | $1225822.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneBridge Acquisition II Cor                           | StoneBridge Acquisition II Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72462 | NS      | $720996.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CO2 Energy Transition Corp                               | CO2 Energy Transition Corp                                    | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1286250.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206991 | NS      | $33118.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE CVR                             | ACROPOLIS INFRASTRUCTURE CVR                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    315662 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIGHTWAVE ACQUISITION CORP-A                             | Lightwave Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    203258 | NC      | $38720.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Woods Acquisition Corp                               | Oak Woods Acquisition Corp                                    | CUSIP: 67190B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     53000 | NS      | $641300.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -2195 | NC      | $-592650.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    566036 | NS      | $5779227.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart Holdings                                       | Lionheart Holdings                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    329651 | NS      | $3520672.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Leapfrog Acquisition Corp                                | Leapfrog Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102989 | NS      | $1030404.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition II Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    411754 | NS      | $4076364.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                       | Union Pacific Corp                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |     -7585 | NS      | $-1754562.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Pantages Capital Acquisition C                           | Pantages Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    425393 | NS      | $4407071.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-Act III Acquisition Corp                              | GP-Act III Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1295253 | NS      | $13859207.10   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                   | BERTO ACQUISITION CORP                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31113 | NC      | $11511.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Acquisition Corp                               | Centurion Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    659210 | NS      | $7040362.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                            | Clearwater Analytics Holdings Inc                             | CUSIP: 185123106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -66200 | NS      | $-1596744.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -2560 | NC      | $-243200.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                            | Clearwater Analytics Holdings Inc                             | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66200 | NS      | $1596744.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEEN VISION ACQUISITION CORP                             | Keen Vision Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    537265 | NC      | $27400.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    699275 | NS      | $7034706.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition                           | CSLM Digital Asset Acquisition Corp III Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    329917 | NS      | $3282674.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corp                                       | Apex Treasury Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    412016 | NS      | $4074838.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital GSS Investment Co                           | Bain Capital GSS Investment Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206081 | NS      | $2106147.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC-CL A                                | Gores Holdings X Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    105845 | NC      | $72048.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Cor                           | Silver Pegasus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288479 | NS      | $2910753.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                              | Hologic Inc                                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    259516 | NS      | $19331346.84   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER ACQUISITION CORP II-A                             | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     99312 | NC      | $34759.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | TECK RESOURCES LTD                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |    -10623 | NC      | $-9188895.00   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | KENVUE INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -270 | NC      | $-41310.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAUNCH TWO ACQUISITION- CL A                             | Launch Two Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    117471 | NC      | $37062.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Asset Acquisition Corp                              | Real Asset Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182497 | NS      | $1861469.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURION ACQUISITION CORP                               | Centurion Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49373 | NC      | $15774.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co                               | Chenghe Acquisition III Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    226646 | NS      | $2273259.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |  14587892 | PA      | $14496717.98   | 0.60%             | 2029-04-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Agriculture & Natural Solution                           | Agriculture & Natural Solutions Acquisition Corp              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1852650 | NS      | $20694100.50   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWHOLD INVESTMENT CORP II-A                             | NewHold Investment Corp III                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     86725 | NC      | $31229.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    534384 | NS      | $5440029.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Launch Two Acquisition Corp                              | Launch Two Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    888665 | NS      | $9330982.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp                            | Cohen Circle Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172946 | NS      | $1791720.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1692 | NC      | $-482220.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Black Hawk Acquisition Corp                              | Black Hawk Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9803 | NS      | $12449.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM Acquisition Corp I                                   | SIM Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1097981 | NS      | $11627618.79   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  12794000 | PA      | $14147620.42   | 0.59%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Texas Ventures Acquisition III                           | Texas Ventures Acquisition III Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180053 | NS      | $1917564.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1142683 | NS      | $11598232.45   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ZALATORIS ACQUISITION CORP                               | ZALATORIS ACQUISITION CORP                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252668 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Instruments Fund | Goldman Sachs Financial Square Treasury Instruments Fund      | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |   4496678 | NS      | $4496678.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp                                     | ESH Acquisition Corp                                          | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    321082 | NS      | $65821.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Cloud Star Acquisition Corp                           | DT Cloud Star Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150697 | NS      | $1636569.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp II                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52958 | NS      | $27908.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | AIR LEASE CORP                                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -840 | NC      | $-8400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lake Superior Acquisition Corp                           | Lake Superior Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164763 | NS      | $1637744.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                              | A Paradise Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    327404 | NS      | $3290410.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                             | BEST SPAC I Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     41072 | NS      | $416059.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp                           | Crown Reserve Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    502418 | NS      | $4994034.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV Acquisition Corp                                  | GSR IV Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    535701 | NS      | $5517720.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP I-CL A                             | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     92475 | NC      | $73998.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cantor Equity Partners IV Inc                            | Cantor Equity Partners IV Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164837 | NS      | $1694524.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimei Health Technology Co Ltd                           | Aimei Health Technology Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    269392 | NS      | $107756.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                           | DREYFUS GOVERNMENT CASH MANAGE                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    250720 | NS      | $250719.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                   | Tavia Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    363217 | NS      | $76021.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      2551 | NC      | $2551.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61616 | NS      | $14787.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLEVISION LIGHTPATH                                    | Cablevision Lightpath LLC                                     | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   5449000 | PA      | $5325583.42    | 0.22%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                | TEGNA Inc                                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |   1072693 | NS      | $20820971.13   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                 | Tevogen Bio Holdings Inc                                      | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               | CORP              | US        |     83731 | NC      | $3533.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition Corp                       | Newbury Street II Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    189039 | NC      | $43649.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43287 | NS      | $437198.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp III                                   | Legato Merger Corp III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    451946 | NS      | $4917172.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Charlton Aria Acquisition Corp                           | Charlton Aria Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189665 | NS      | $1987689.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                              | NewHold Investment Corp III                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    408082 | NS      | $4227729.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                   | Liberty Broadband Corp                                        | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    467807 | NS      | $22585721.96   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -890 | NC      | $-312390.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp II                           | Blue Water Acquisition Corp III                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164840 | NS      | $1701148.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                                               | AKOUOS INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    336679 | NS      | $252509.25     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SIM ACQUISITION CORP I-A                                 | SIM Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    147304 | NC      | $31729.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                           | Cantaloupe Inc                                                | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |   1227261 | NS      | $13033511.82   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC                                     | GORES HOLDINGS X INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    423383 | NS      | $4356611.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                             | BEST SPAC I Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     41072 | NS      | $6201.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK ACQUISITION CORP-A                              | Live Oak Acquisition Corp V                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     89888 | NC      | $88539.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56745 | NS      | $581068.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NMP Acquisition Corp                                     | NMP Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    412088 | NS      | $4129121.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL CAPITAL CORP XI                                | CHURCHILL CAPITAL CORP XI                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40902 | NS      | $417609.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | EXACT SCIENCES CORP                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -902 | NC      | $-2706.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    342699 | NS      | $3526372.71    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |  44519401 | PA      | $44216224.30   | 1.83%             | 2030-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GigCapital8 Corp                                         | GigCapital8 Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    889458 | NS      | $8796739.62    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                        | ProAssurance Corp                                             | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |   1422702 | NS      | $34372480.32   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    328390 | NS      | $52575.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV Ventures Acquisition Corp                            | EQV Ventures Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    405332 | NS      | $4057373.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                   | BERTO ACQUISITION CORP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    357601 | NS      | $3626074.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lake Superior Acquisition Corp                           | Lake Superior Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210187 | NS      | $2127092.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                          | Sealed Air Corp                                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    731194 | NS      | $30293367.42   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266965 | NS      | $2707025.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -8004 | NC      | $-896448.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                           | Rocket Cos Inc                                                | CUSIP: 77311W101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |  -6897591 | NS      | $-133537366.37 | -5.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                           | Rocket Cos Inc                                                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6897591 | NS      | $133537366.37  | 5.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    458571 | NS      | $72408.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTENERGY ACQUISITION CORP-A                             | AltEnergy Acquisition Corp                                    | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62809 | NC      | $1570.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                                      | Exact Sciences Corp                                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |    643196 | NS      | $65322985.76   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Cor                           | New Providence Acquisition Corp III                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1058688 | NS      | $10862138.88   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUM ACQUISITION CORP III                                | Plum Acquisition Corp III                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     83333 | NC      | $20833.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                             | Cadence Bank                                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    278107 | NS      | $11914103.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Future Vision II Acquisition C                           | Future Vision II Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    322503 | NS      | $3412081.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITION II CORP                           | IRON HORSE ACQUISITION II CORP                                | CUSIP: 46283H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122705 | NS      | $1219687.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -6273 | NC      | $-2164185.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp                           | Crown Reserve Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    205950 | NS      | $2078035.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Indigo Acquisition Corp                                  | Indigo Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206081 | NS      | $2077296.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment C                           | Vine Hill Capital Investment Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113470 | NS      | $1222071.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commscope Inc                                            | COMMSCOPE LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  23242000 | PA      | $23252923.74   | 0.96%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| IB Acquisition Corp                                      | IB Acquisition Corp                                           | CUSIP: 44934N116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344716 | NS      | $23785.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BTC Development Corp                                     | BTC Development Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41217 | NS      | $417940.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitcoin Infrastructure Acquisi                           | Bitcoin Infrastructure Acquisition Corp Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181150 | NS      | $1804254.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                      | Electronic Arts Inc                                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    522242 | NS      | $106709707.86  | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA ACQUISITION -CLASS A                              | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     82020 | NC      | $67256.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp II                           | AA Mission Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    394961 | NS      | $3929861.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | TECK RESOURCES LTD                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     10623 | NC      | $21246.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION CORP-CL A                              | Titan Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    607318 | NC      | $212500.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Wellness Acquisitio                           | Integrated Wellness Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54434 | NS      | $695666.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kochav Defense Acquisition Cor                           | Kochav Defense Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    938080 | NS      | $225139.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisitions Corp                             | IRON HORSE ACQUISITIONS CORP                                  | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |     37475 | NS      | $206487.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEDDARTECH HOLDINGS INC                                  | LeddarTech Holdings Inc                                       | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |    155088 | NC      | $62.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp I                             | Perimeter Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123197 | NS      | $1313280.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                    | Blue Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101474 | NS      | $1067506.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starry Sea Acquisition Corp                              | Starry Sea Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    309087 | NS      | $3100142.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co                               | Chenghe Acquisition III Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      1648 | NS      | $16447.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIBBON ACQUISITION CORP                                  | RIBBON ACQUISITION CORP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    175833 | NS      | $1826904.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | AIR LEASE CORP                                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -851 | NC      | $-8510.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                              | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     82858 | NC      | $24028.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                    | Norfolk Southern Corp                                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    339754 | NS      | $98093774.88   | 4.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                             | Dayforce Inc                                                  | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |    462099 | NS      | $31958766.84   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                              | Endeavor Group Holdings Inc                                   | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4740188 | NS      | $143532892.64  | 5.94%             |  |  |  | No            |                  3 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                             | Iron Horse Acquisitions Corp                                  | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |    187379 | NC      | $16864.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Valley Acquisition Cor                           | Silicon Valley Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143611 | NS      | $1428211.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    768972 | NS      | $153794.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    291138 | NS      | $2987075.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamix Corp III                                         | Dynamix Corp III                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41201 | NS      | $414070.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D Boral ARC Acquisition I Corp                           | D Boral ARC Acquisition I Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    806275 | NS      | $8086938.25    | 0.33%             |  |  |  | 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      | $11978.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-127863.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Syniverse Holdings Inc.                                  | Syniverse Holdings LLC/DE                                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   5205150 | PA      | $4998817.85    | 0.21%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Kochav Defense Acquisition Cor                           | Kochav Defense Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1178014 | NS      | $11945061.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INHIBRX INC                                              | INHIBRX INC                                                   | CUSIP: 457CVR017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198509 | NS      | $223322.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altaba Inc Escrow                                        | Altaba Inc Escrow                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  25792925 | NS      | $34820448.75   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbus Acquisition Corp                                | Columbus Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     89000 | NS      | $921150.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Acquisition Corp                                | Bluerock Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205938 | NS      | $2059380.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LIBERTY INC                                          | GCI LIBERTY INC ESCROW SHARE                                  | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70800 | NS      | $8850.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Blue Acquisition Corp                                    | Blue Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231983 | NS      | $2368546.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ILEARNINGENGINES INC                                     | iLearningEngines Holdings Inc                                 | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    403622 | NC      | $0.40          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armada Acquisition Corp II                               | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    697697 | NS      | $7144417.28    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-348567.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Daedalus Special Acquisition C                           | Daedalus Special Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    158275 | NS      | $1590663.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AI Infrastructure Acquisition                            | AI Infrastructure Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    218207 | NS      | $2168977.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C                           | Inflection Point Acquisition Corp IV                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69125 | NS      | $741020.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    709804 | NS      | $7204510.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp                           | ChampionsGate Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49277 | NS      | $499176.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   4088000 | PA      | $4141390.06    | 0.17%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107002 | NS      | $1076440.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C                           | Inflection Point Acquisition Corp. V                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    501772 | NS      | $5148180.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283729 | NS      | $2854313.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Melar Acquisition Corp I                                 | Melar Acquisition Corp I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    402775 | NS      | $4281498.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $66767.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica Inc                                             | Comerica Inc                                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    610667 | NS      | $53085282.31   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                             | Comerica Inc                                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |      -361 | NS      | $-31381.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GRAF GLOBAL CORP-CL A                                    | Graf Global Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     94292 | NC      | $42619.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69803 | NS      | $709198.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                   | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165716 | NS      | $1716817.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II- A                              | CARTESIAN GROWTH CORP II                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     69832 | NC      | $18854.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artius II Acquisition Inc                                | Artius II Acquisition Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    943963 | NS      | $9722818.90    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp II                             | Andretti Acquisition Corp II                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1010011 | NS      | $10645515.94   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                | Brighthouse Financial Inc                                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     26085 | NS      | $1690047.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumsphere Acquisition Corp                           | Quantumsphere Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82383 | NS      | $838658.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $73036.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LaFayette Acquisition Corp                               | LaFayette Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |    166398 | NS      | $1667307.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                            | Confluent Inc                                                 | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |    699968 | NS      | $21167032.32   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1112420 | NS      | $11246566.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICULTURE & NATURAL SOLUTI                             | Agriculture & Natural Solutions Acquisition Corp              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    124247 | NC      | $41486.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    291138 | NS      | $58227.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                                   | Titan Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1214636 | NS      | $12462165.36   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                       | Teck Resources Ltd                                            | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |   1364420 | NS      | $65342073.80   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition VI Corp                           | M3-Brigade Acquisition VI Corp                                | CUSIP: 000000000<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |     41204 | NS      | $416160.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition II Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    414523 | NS      | $4145230.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                   | Goal Acquisitions Corp                                        | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    564935 | NC      | $56.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $26283.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                  | Big River Steel LLC / BRS Finance Corp                        | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8202000 | PA      | $8261497.31    | 0.34%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    202759 | NS      | $2053948.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp                                  | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    781303 | NS      | $7961477.57    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT Acquisition Corp                                     | 1RT Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22325 | NS      | $231287.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                                              | ABIOMED Inc                                                   | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60860 | NS      | $109548.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kenvue Inc                                               | Kenvue Inc                                                    | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     27000 | NS      | $465750.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                      | Exact Sciences Corp                                           | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   9766000 | PA      | $13500518.40   | 0.56%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Calisa Acquisition Corp                                  | Calisa Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12980 | NS      | $135641.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Translational Development Acqu                           | Translational Development Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162558 | NS      | $1705233.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                | Jackson Acquisition Co II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1081376 | NS      | $11267937.92   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CHARTER COMMUNICATIONS INC                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $616616.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dt Cloud Acquisition Corp                                | Dt Cloud Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    124820 | NS      | $28708.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1627571 | NS      | $16877911.27   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp                             | Globa Terra Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |   1123374 | NS      | $11346077.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Flag Ship Acquisition Corp                               | Flag Ship Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43434 | NS      | $467349.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Acquisition Corp I                                | Viking Acquisition Corp I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61770 | NS      | $618935.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                              | Roman DBDR Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    123638 | NC      | $71710.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET SPECIALTY PROD                                   | Calumet Specialty Products Partners LP / Calumet Finance Corp | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $504909.39     | 0.02%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    619745 | NS      | $148738.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS Inc                                               | TaskUS Inc                                                    | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |    511193 | NS      | $6026965.47    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp                                   | Emmis Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144253 | NS      | $1432432.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $162367.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AI Infrastructure Acquisition                            | AI Infrastructure Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    329547 | NS      | $3354788.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureCrest Acquisition Corp                             | FutureCrest Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8243 | NS      | $84408.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition                           | CSLM Digital Asset Acquisition Corp III Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    329668 | NS      | $3336240.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CALISA ACQUISITION CORP                                  | CALISA ACQUISITION CORP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230004 | NS      | $2283939.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1789991 | NS      | $18508506.94   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp                                 | Voyager Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1150649 | NS      | $12277424.83   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                 | Dune Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    582415 | NS      | $5934808.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition                            | Newbury Street II Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    768439 | NS      | $8037871.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OTG Acquisition Corp I                                   | OTG Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103025 | NS      | $1049824.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    143743 | NS      | $30186.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4995.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Gold Inc                                             | New Gold Inc                                                  | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |   2387279 | NS      | $20793200.09   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                              | Corner Growth Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62938 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Solarius Capital Acquisition C                           | Solarius Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    527480 | NS      | $5301174.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1374926 | NS      | $13969248.16   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp                                         | GigCapital7 Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    354535 | NS      | $3736798.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Keen Vision Acquisition Corp                             | Keen Vision Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70000 | NS      | $822500.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIUS MERGER SUB                                        | Mobius Merger Sub Inc                                         | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $610291.09     | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    555799 | NS      | $5596895.93    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Launchpad Cadenza Acquisition                            | Launchpad Cadenza Acquisition Corp I                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    273602 | NS      | $2730547.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp II                            | Pyrophyte Acquisition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206058 | NS      | $2072943.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5100.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Mission Acquisition Corp                              | AA Mission Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2580868 | NS      | $27537861.56   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123178 | NS      | $1244097.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    748758 | NS      | $7787083.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                               | Galata Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144239 | NS      | $1448159.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    164263 | NS      | $1663984.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp II                           | Blue Water Acquisition Corp III                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    328608 | NS      | $3466814.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vendome Acquisition Corp I                               | Vendome Acquisition Corp I                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    425585 | NS      | $4285640.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                   | Palo Alto Networks Inc                                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |    -34872 | NS      | $-6423422.40   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE ESCROW                                   | PERSHING SQUARE ESCROW                                        | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    547537 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TEGNA INC                                                | TEGNA Inc                                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   4206000 | PA      | $4168962.76    | 0.17%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-383570.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EQV Ventures Acquisition Corp                            | EQV Ventures Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133563 | NS      | $1401075.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM III Acquisition Corp                                 | HCM III Acquisition Corp                                      | CUSIP: 000000000<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | US        |     20555 | NS      | $210483.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                             | 26 Capital Acquisition Corp                                   | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Air Lease Corp                                           | Air Lease Corp                                                | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    284389 | NS      | $18266305.47   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Co                           | Thayer Ventures Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    437717 | NS      | $4429696.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                                    | CyberArk Software Ltd                                         | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |    303250 | NS      | $135267695.00  | 5.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                             | Archimedes Tech SPAC Partners II Co                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    171663 | NC      | $94260.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corp                                       | Apex Treasury Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123616 | NS      | $1237396.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER ACQUISITION CORP                                 | Voyager Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    160809 | NC      | $36953.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp III                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164836 | NS      | $1702755.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | KENVUE INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       270 | NC      | $1620.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $15988.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SilverBox Corp V                                         | SilverBox Corp V                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82351 | NS      | $826804.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON SPACE ACQUISITION II C                           | HORIZON SPACE ACQUISITION II Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    383896 | NS      | $4046263.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Capital Corp IX                                | Churchill Capital Corp IX                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70257 | NS      | $746831.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Merger II Corp                                        | FG Merger II Corp                                             | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227688 | NS      | $2285987.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-489442.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2006.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $9025.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-170449.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-86951.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-89361.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-88054.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-83377.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-441968.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-270.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-16922.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $11076.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS DAYFORCE INC                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $31160.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $15564.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $35959.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                    | TRS BRISTOL-MYERS SQUIBB CO                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $497657.87     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $33262.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $8677.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3184.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-35119.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      1779 | NC      | $81834.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $193155.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-67528.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $24202.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-98209.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $15930.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $88993.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $7352.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-33718.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-19762.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5583.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | HKD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-687.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $314.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $56966.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $7353.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $18566.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $14209.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9645.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4321.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $103389.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $36230.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $11027.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1112 | NC      | $-18904.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $27820.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CHARTER COMMUNICATIONS INC                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3457578.37    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9236.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $25581.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $133413.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $35585.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS FIFTH THIRD BANCORP                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1153928.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $33932.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS FRONTIER COMMUNICATIONS PARENT INC                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $434838.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9996.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-345.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13292.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $24173.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $22099.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS CONFLUENT INC                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $421842.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $17264.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2258.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PALO ALTO NETWORKS INC                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $299875.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS DAYFORCE INC                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $57282.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PALO ALTO NETWORKS INC                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $23204960.79   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-193945.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Merger Fund

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer