# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-25-005946
**Filing Date:** 2025-11
**Character Count:** 298007
**Document Hash:** 00bf80e05ebbc5d1df82db3443d62355
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-005946.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0002071691-25-005946

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 251510881

**BUSINESS ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203-742-3600

**MAIL ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

## Series and Classes Contracts Data

### AQR Diversified Arbitrage Fund (Series ID: S000024177)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000070967 | Class N      | ADANX           |
| C000070968 | Class I      | ADAIX           |
| C000145937 | Class R6     | QDARX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AQR Funds

- **b. Investment Company Act file number:** 811-22235

- **c. CIK number of Registrant:** 0001444822

- **d. LEI of Registrant:** 549300V0TAB4ICSX2404

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

  - **Street Address 1:** One Greenwich Plaza

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

  - **Telephone number:** 203-742-3600

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

- **a. Name of Series:** AQR Diversified Arbitrage Fund

- **b. EDGAR series identifier (if any):** S000024177

- **c. LEI of Series:** 9SU636C3FFO5J0KHWM63

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2456195871.90

**Total Liabilities:** $481802275.42

**Net Assets:** $1974393596.48

**Cash Not Reported:** $17088418.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -323.15625259 | **1-Year:** -1967.00144239 | **5-Year:** -7899.47423718 | **10-Year:** -102.62802688 | **30-Year:** 0.00000000

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

- **3-Month:** -682.96336708 | **1-Year:** -24306.15541087 | **5-Year:** -76773.71147188 | **10-Year:** -7011.68963239 | **30-Year:** -7861.71820400

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000070967 | 0.71%                | 0.39%                | 0.31%                |
| Class ID C000145937 | 0.79%                | 0.39%                | 0.39%                |
| Class ID C000070968 | 0.71%                | 0.47%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7641124.74              | $-8125414.71                               |
| Month 2  | $-2086060.16             | $6185664.77                                |
| Month 3  | $51126612.68             | $-44680151.91                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-159.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Short            | EC               | CORP              | JP        |        -194840 | NS      | $-3764208.19  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $562.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flag Ship Acquisition Corp.                                      | Flag Ship Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          86443 | NS      | $16424.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11316086 | PA      | $-145030.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc., Class A                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |         -70090 | NS      | $-19063779.10 | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Flaherty & Crumrine Preferred and Income Securities Fund         | Flaherty & Crumrine Preferred and Income Securities Fund                               | CUSIP: 338478100<br>LEI: 254900A8P8RQUXES1M50 | Long             |  | RF                | US        |           6277 | NS      | $106018.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp. I                                  | Columbus Circle Capital Corp. I                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7320 | OU      | $73200.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Goal Acquisitions Corp.                                                                | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DO               |  | US        |          84630 | NS      | $846.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc., Class A                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |         -55288 | NS      | $-18659147.12 | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         131753 | PA      | $1688.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Water Acquisition Corp. III                                 | Blue Water Acquisition Corp. III, Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          82976 | NS      | $331.90       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lightwave Acquisition Corp.                                      | Lightwave Acquisition Corp., Class B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          77130 | NS      | $308.52       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Transocean International Ltd.                                    | Transocean International Ltd.                                                          | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       16325000 | PA      | $19230850.00  | 0.97%             | 2029-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-96936.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1243.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drugs Made In America Acquisition II Corp.                       | Drugs Made In America Acquisition II Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         348600 | OU      | $3466827.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eureka Acquisition Corp.                                         | Eureka Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          22702 | NS      | $5448.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       64045809 | PA      | $-319002.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Short            | EC               | CORP              | JP        |         -74944 | NS      | $-4533367.62  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                        | MACOM Technology Solutions Holdings, Inc.                                              | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        2150000 | PA      | $2168275.00   | 0.11%             | 2029-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       16139472 | PA      | $44076.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Securities Corp.                                         | Central Securities Corp.                                                               | CUSIP: 155123102<br>LEI: 549300D87MQ4TEVRK235 | Long             |  | RF                | US        |          14381 | NS      | $738751.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-3                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   292030544028 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-199.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-645.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | iCoreConnect, Inc.                                                                     | CUSIP: 450958111<br>LEI: N/A                  | N/A              | DO               |  | US        |          57318 | NS      | $114.64       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Yotta Acquisition Corp.                                          | Yotta Acquisition Corp.                                                                | CUSIP: 98741Y129<br>LEI: N/A                  | Long             |  | CORP              | US        |          68693 | NS      | $10303.95     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Willow Lane Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         124894 | NS      | $353450.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp. III                              | Spring Valley Acquisition Corp. III                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         365950 | OU      | $3805880.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| John Hancock Income Securities Trust                             | John Hancock Income Securities Trust                                                   | CUSIP: 410123103<br>LEI: 549300RB36J7QSFLWG11 | Long             |  | RF                | US        |           3607 | NS      | $42111.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          59627 | NS      | $220.62       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc., Class A                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |        -304636 | NS      | $-2348743.56  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd.                                                  | Kobe Steel Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | DBT              | CORP              | JP        |      300000000 | PA      | $2069175.37   | 0.10%             | 2028-12-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-58.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thayer Ventures Acquisition Corp. II                             | Thayer Ventures Acquisition Corp. II                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         221227 | NS      | $39820.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp.                                    | BEST SPAC I Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | VG        |          35966 | NS      | $5038.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ZyVersa Therapeutics, Inc.                                                             | CUSIP: 98987D110<br>LEI: N/A                  | N/A              | DO               |  | US        |          38655 | NS      | $0.39         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Park24 Co. Ltd.                                                  | Park24 Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300LFG2WZWCWM4M68       | Short            | EC               | CORP              | JP        |         -78801 | NS      | $-1006694.20  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Indigo Acquisition Corp.                                         | Indigo Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           6655 | OU      | $66317.08     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11872375 | PA      | $-152159.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $229.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Core Pacific Pioneer Mutual                                      | Core Pacific Pioneer Mutual                                                            | CUSIP: 723ESC034<br>LEI: N/A                  | Long             |  | RF                | TW        |          18246 | NS      | $6623.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Short            | DBT              | CORP              | US        |       -3550000 | PA      | $-4047000.00  | -0.20%            | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Longevity Health Holdings, Inc.                                                        | CUSIP: 142922111<br>LEI: N/A                  | N/A              | DO               |  | US        |           8161 | NS      | $123.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                     | EZCORP, Inc.                                                                           | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |       14183000 | PA      | $25898158.00  | 1.31%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          58557 | PA      | $750.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Canna-Global Acquisition Corp.                                                         | CUSIP: 13767K119<br>LEI: N/A                  | N/A              | DO               |  | US        |         188580 | NS      | $18.86        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $562.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                                   | Spectrum Brands Holdings, Inc.                                                         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |          -7604 | NS      | $-399438.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Newbury Street Acquisition Corp.                                                       | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DO               |  | US        |          88000 | NS      | $8.80         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                       | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       11900000 | PA      | $22264900.00  | 1.13%             | 2028-05-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Abpro Holdings, Inc.                                                                   | CUSIP: 000847111<br>LEI: N/A                  | N/A              | DO               |  | US        |         178608 | NS      | $4215.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $16.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobira Therapeutics, Inc.                                        | Tobira Therapeutics, Inc., CVR                                                         | CUSIP: 888CVR990<br>LEI: 54930086LNMGJM5NB025 | Long             |  | CORP              | US        |          11880 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jazz Pharmaceuticals plc                                         | Jazz Pharmaceuticals plc                                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |          10774 | NS      | $1420013.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Clean Energy Special Situations Corp.                                                  | CUSIP: 85205U115<br>LEI: N/A                  | N/A              | DO               |  | US        |          19141 | NS      | $5.74         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Namib Minerals                                                   | Namib Minerals Physically held shares                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          18593 | NS      | $61170.97     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GSR IV Acquisition Corp.                                         | GSR IV Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         365950 | OU      | $3708903.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| 89bio, Inc.                                                      | 89bio, Inc.                                                                            | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         101465 | NS      | $1491535.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp. II                                      | Sizzle Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         411978 | NS      | $70036.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $12.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2075.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                 | Global Aircraft Leasing Co. Ltd.                                                       | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |        6000000 | PA      | $6198828.00   | 0.31%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| McKinley Acquisition Corp.                                       | McKinley Acquisition Corp., Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          65705 | NS      | $82.13        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $114.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyivstar Group Ltd.                                              | Kyivstar Group Ltd. Physically held shares                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          58234 | NS      | $727925.00    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Park24 Co. Ltd.                                                  | Park24 Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300LFG2WZWCWM4M68       | Long             | DBT              | CORP              | JP        |      480000000 | PA      | $3252740.51   | 0.16%             | 2028-02-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $118.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCM III Acquisition Corp.                                        | HCM III Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          10459 | NS      | $31.38        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | SIM Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          54951 | NS      | $54951.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B-4                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 40321771424070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Alarm.com Holdings, Inc.                                         | Alarm.com Holdings, Inc.                                                               | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |        7225000 | PA      | $6928775.00   | 0.35%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                                 | CyberAgent, Inc.                                                                       | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Short            | EC               | CORP              | JP        |        -224818 | NS      | $-2698642.79  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-208.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sim Acquisition Corp. I                                          | Sim Acquisition Corp. I, Class B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          43961 | NS      | $145.07       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Frontier Communications Parent, Inc.                             | Frontier Communications Parent, Inc.                                                   | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         422595 | NS      | $15783923.25  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-15.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc.                                                                  | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         100000 | NS      | $9487000.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                           | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |         -54403 | NS      | $-2396996.18  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       12604334 | PA      | $-161540.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SilverBox Corp. IV                                               | SilverBox Corp. IV                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8537 | OU      | $85370.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd., Series 2030                                                          | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | DBT              | CORP              | JP        |       30000000 | PA      | $296886.09    | 0.02%             | 2030-09-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                             | Boston Properties LP                                                                   | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |        1400000 | PA      | $1394400.00   | 0.07%             | 2030-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BILL Holdings, Inc.                                              | BILL Holdings, Inc.                                                                    | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |        6847000 | PA      | $6093830.00   | 0.31%             | 2030-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Penson Worldwide, Inc.                                           | Penson Worldwide, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | US        |        -212307 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Blue Water Acquisition Corp. III                                 | Blue Water Acquisition Corp. III                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10372 | OU      | $103720.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp., Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          14907 | NS      | $149.07       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       50765394 | PA      | $939498.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $912.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar V Capital Corp.                                          | Stellar V Capital Corp., Class B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          78550 | NS      | $322.06       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MARA Holdings, Inc.                                              | MARA Holdings, Inc.                                                                    | CUSIP: 565788AG1<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |        7725000 | PA      | $7312351.43   | 0.37%             | 2031-06-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc., Class A                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -115283 | NS      | $-8922904.20  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| BioNTech SE                                                      | BioNTech SE                                                                            | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Short            | EC               | CORP              | DE        |          -1383 | NS      | $-136391.46   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                                  | Planet Labs PBC                                                                        | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Short            | EC               | CORP              | US        |        -172825 | NS      | $-2243268.50  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          87835 | PA      | $1125.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition VI Corp.                                  | M3-Brigade Acquisition VI Corp., Class B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          22579 | NS      | $67.87        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kyoritsu Maintenance Co. Ltd.                                    | Kyoritsu Maintenance Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800IO2MFHL1NA0986       | Short            | EC               | CORP              | JP        |        -106700 | NS      | $-2305869.34  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| YHN Acquisition I Ltd.                                           | YHN Acquisition I Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | VG        |         151864 | NS      | $23341.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| World Kinect Corp.                                               | World Kinect Corp.                                                                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Short            | EC               | CORP              | US        |        -371300 | NS      | $-9635235.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-87681.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |         -28574 | NS      | $-1897027.86  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp.                                    | Wintergreen Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          28178 | NS      | $4508.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2284.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flaherty & Crumrine Total Return Fund                            | Flaherty & Crumrine Total Return Fund                                                  | CUSIP: 338479108<br>LEI: 254900OFZ9J1RLHWZQ22 | Long             |  | RF                | US        |          19609 | NS      | $349432.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Kyivstar Group Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | BM        |         102316 | NS      | $409264.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc., Class A                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |         -35369 | NS      | $-7589833.71  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                                       | Digital Realty Trust, Inc.                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |         -31051 | NS      | $-5368096.88  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $89.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-28.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3872.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pelican Acquisition Corp.                                        | Pelican Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          90330 | NS      | $24389.10     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Future Vision II Acquisition Corp.                               | Future Vision II Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         150887 | NS      | $27144.57     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-366.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Royalty Management Holding Corp.                                                       | CUSIP: 02369M110<br>LEI: N/A                  | N/A              | DO               |  | US        |          18932 | NS      | $956.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyivstar Group Ltd.                                              | Kyivstar Group Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |           8150 | NS      | $101875.00    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3736.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D120<br>LEI: N/A                  | Long             |  | CORP              | US        |         112518 | NS      | $27004.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc.                                                                        | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |        9839000 | PA      | $15402954.50  | 0.78%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                          | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |        4118000 | PA      | $3903864.00   | 0.20%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                         | Patrick Industries, Inc.                                                               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |        -155445 | NS      | $-16077676.35 | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Goldenstone Acquisition Ltd.                                                           | CUSIP: 38136Y110<br>LEI: N/A                  | N/A              | DO               |  | US        |          32200 | NS      | $1288.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charlton Aria Acquisition Corp.                                  | Charlton Aria Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         197296 | NS      | $43405.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp. IV                                               | SilverBox Corp. IV, Class B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          68292 | NS      | $273.17       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ConnectM Technology Solutions, Inc.                                                    | CUSIP: 207944117<br>LEI: N/A                  | N/A              | DO               |  | US        |          71392 | NS      | $728.20       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Templeton Emerging Markets Fund                                  | Templeton Emerging Markets Fund                                                        | CUSIP: 880191101<br>LEI: CZCIR4LW4R7Y5KBS5R36 | Long             |  | RF                | US        |          21619 | NS      | $361902.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          73887 | PA      | $247.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          73196 | PA      | $938.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Globalink Investment, Inc.                                                             | CUSIP: 37892F125<br>LEI: N/A                  | N/A              | DO               |  | US        |          74843 | NS      | $3742.15      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Namib Minerals                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         156583 | NS      | $21921.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                                     | Rapid7, Inc.                                                                           | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |          -5937 | NS      | $-111318.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1618.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vendome Acquisition Corp. I                                      | Vendome Acquisition Corp. I, Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         235696 | NS      | $2340461.28   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      810834187 | PA      | $4471458.12   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1433.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D112<br>LEI: N/A                  | N/A              | DO               |  | US        |          56259 | NS      | $5625.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Relativity Acquisition Corp.                                                           | CUSIP: 75944B114<br>LEI: N/A                  | N/A              | DO               |  | US        |          89748 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                              | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |       15400000 | PA      | $14445200.00  | 0.73%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                                 | WisdomTree, Inc.                                                                       | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |        5639000 | PA      | $5972594.56   | 0.30%             | 2030-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-293.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cohen Circle Acquisition Corp. II                                | Cohen Circle Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7962 | OU      | $79620.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-22.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-962.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RF Acquisition Corp. II                                          | RF Acquisition Corp. II                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          46579 | NS      | $4657.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp.                                          | Emmis Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         139440 | OU      | $1391611.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Corp. III                             | New Providence Acquisition Corp. III                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7999 | OU      | $79990.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trailblazer Merger Corp. I                                       | Trailblazer Merger Corp. I                                                             | CUSIP: 89278D125<br>LEI: N/A                  | Long             |  | CORP              | US        |         149105 | NS      | $37276.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTG Acquisition Corp. I                                          | OTG Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         205742 | OU      | $2071821.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         102474 | PA      | $1313.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       11325000 | PA      | $12553762.50  | 0.64%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-67.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |        7450000 | PA      | $7711502.45   | 0.39%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CO2 Energy Transition Corp.                                      | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M129<br>LEI: N/A                  | Long             |  | CORP              | US        |         127667 | NS      | $30640.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-163.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $14.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp.                                   | FIGX Capital Acquisition Corp., Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          73554 | NS      | $734804.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bold Eagle Acquisition Corp.                                     | Bold Eagle Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         756618 | NS      | $204286.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         146392 | PA      | $1876.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $600.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                          | Lumentum Holdings, Inc.                                                                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |         -24332 | NS      | $-3959059.72  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| XAI Octagon Floating Rate Alternative Income Trust               | XAI Octagon Floating Rate Alternative Income Trust                                     | CUSIP: 98400T106<br>LEI: 549300XT617P63BLW552 | Long             |  | RF                | US        |           8954 | NS      | $47456.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Exceptionalism Acquisition Corp.                        | American Exceptionalism Acquisition Corp., Class A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         230000 | NS      | $2513900.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          73196 | PA      | $938.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                                  | Kobe Steel Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Short            | EC               | CORP              | JP        |         -56969 | NS      | $-673200.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Flaherty & Crumrine Preferred and Income Fund                    | Flaherty & Crumrine Preferred and Income Fund                                          | CUSIP: 338480106<br>LEI: 254900LXRIT34GQY5I69 | Long             |  | RF                | US        |          17688 | NS      | $212609.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 26 Capital Acquisition Corp.                                                           | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DO               |  | US        |          74200 | NS      | $482.30       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | DevvStream Corp.                                                                       | CUSIP: 251936118<br>LEI: N/A                  | N/A              | DO               |  | CA        |          49375 | NS      | $493.75       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLETE, Inc.                                                     | ALLETE, Inc.                                                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |         483066 | NS      | $32075582.40  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                                       | Dynavax Technologies Corp.                                                             | CUSIP: 268158AE2<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |        5075000 | PA      | $4742974.11   | 0.24%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         453815 | PA      | $-5816.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Era Acquisition Corp. I                                    | Fifth Era Acquisition Corp. I                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         346362 | NS      | $91785.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | AltEnergy Acquisition Corp.                                                            | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DO               |  | US        |          61463 | NS      | $1954.52      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |             -4 | NC      | $-2032.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | dMY Squared Technology Group, Inc.                                                     | CUSIP: 233276112<br>LEI: N/A                  | N/A              | DO               |  | US        |           6140 | NS      | $10867.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |         -52272 | NS      | $-5989848.48  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| New Germany Fund, Inc. (The)                                     | New Germany Fund, Inc. (The)                                                           | CUSIP: 644465106<br>LEI: 549300TPS2RTTJ8O3C08 | Long             |  | RF                | US        |          20557 | NS      | $237638.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       20393000 | PA      | $20149810.21  | 1.02%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GSR III Acquisition Corp.                                        | GSR III Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          87751 | NS      | $745883.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                                | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |       22214000 | PA      | $21158835.00  | 1.07%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-197.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| D Boral ARC Acquisition I Corp.                                  | D Boral ARC Acquisition I Corp., Class A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |         301302 | NS      | $2988915.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-131.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp. III Ltd.                    | CSLM Digital Asset Acquisition Corp. III Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10974 | OU      | $109740.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $76.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-172.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         131753 | PA      | $1688.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galata Acquisition Corp. II                                      | Galata Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         222564 | OU      | $2221188.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $920.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Aetherium Acquisition Corp.                                                            | CUSIP: 00809J119<br>LEI: N/A                  | N/A              | DO               |  | US        |         175712 | NS      | $5499.79      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4713816 | PA      | $60413.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newbury Street II Acquisition Corp.                              | Newbury Street II Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10821 | OU      | $108210.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          10488 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                   | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17687750 | PA      | $17873874.48  | 0.91%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Wen Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          44680 | NS      | $44680.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Drugs Made In America Acquisition Corp.                          | Drugs Made In America Acquisition Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         119686 | NS      | $26031.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Technologies LLC                                       | CommScope Technologies LLC                                                             | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       14925000 | PA      | $14807710.40  | 0.75%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Broad Capital Acquisition Corp.                                  | Broad Capital Acquisition Corp.                                                        | CUSIP: 11125B110<br>LEI: N/A                  | Long             |  | CORP              | US        |          69739 | NS      | $13250.41     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Short            | EC               | CORP              | US        |        -112962 | NS      | $-9919193.22  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| McKinley Acquisition Corp.                                       | McKinley Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8213 | OU      | $82047.87     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       55885000 | PA      | $55660202.59  | 2.82%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         146392 | PA      | $1876.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |          23387 | NS      | $1939250.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | VSee Health, Inc.                                                                      | CUSIP: 92919Y110<br>LEI: N/A                  | N/A              | DO               |  | US        |          17528 | NS      | $296.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-680.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Alternus Clean Energy, Inc.                                                            | CUSIP: 02157G119<br>LEI: N/A                  | N/A              | DO               |  | US        |          84757 | NS      | $152.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR III Acquisition Corp.                                        | GSR III Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11203 | OU      | $112030.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KKR & Co., Inc.                                                  | KKR & Co., Inc., Series D                                                              | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |         500000 | NS      | $26175000.00  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp. II                                    | Andretti Acquisition Corp. II                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           9660 | OU      | $96600.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | EQV Ventures Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         120404 | NS      | $28896.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Acquisition Corp.                                       | Columbus Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          71696 | NS      | $12905.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                      | CUSIP: 428040DG1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |        1618000 | PA      | $1630267.56   | 0.08%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |         -49731 | NS      | $-1859939.40  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Yotta Acquisition Corp.                                                                | CUSIP: 98741Y111<br>LEI: N/A                  | N/A              | DO               |  | US        |          68693 | NS      | $2060.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-474.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Lightwave Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         167734 | NS      | $32188.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-15.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Launch Two Acquisition Corp.                                     | Launch Two Acquisition Corp., Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          65200 | NS      | $260.80       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Shopify, Inc.                                                    | Shopify, Inc.                                                                          | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |        1950000 | PA      | $2048475.00   | 0.10%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Soulpower Acquisition Corp.                                      | Soulpower Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         411978 | NS      | $78275.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                                       | Dynavax Technologies Corp.                                                             | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Short            | EC               | CORP              | US        |        -156307 | NS      | $-1552128.51  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $-562.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CID Holdco, Inc.                                                 | CID Holdco, Inc. Physically held shares                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          45000 | NS      | $114300.00    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | HWH International, Inc.                                                                | CUSIP: 44852G119<br>LEI: N/A                  | N/A              | DO               |  | US        |          52991 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tempus AI, Inc.                                                  | Tempus AI, Inc.                                                                        | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |        2369000 | PA      | $2973095.00   | 0.15%             | 2030-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2243.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FG Merger II Corp.                                               | FG Merger II Corp.                                                                     | CUSIP: 30334J128<br>LEI: N/A                  | Long             |  | CORP              | US        |         179188 | NS      | $75241.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EQV Ventures Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         286978 | NS      | $143489.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         131753 | PA      | $-1688.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-239.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |         -24994 | NS      | $-2368681.38  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                     | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8427000 | PA      | $8501157.60   | 0.43%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |         -37195 | NS      | $-6647862.35  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       14243000 | PA      | $14791355.50  | 0.75%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AvidXchange Holdings, Inc.                                       | AvidXchange Holdings, Inc.                                                             | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1734715 | NS      | $17260414.25  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                                     | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |        -198654 | NS      | $-3039406.20  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | DBT              | CORP              | JP        |      950000000 | PA      | $8013828.31   | 0.41%             | 2031-03-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $8.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4948043 | PA      | $-63415.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-5409.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trailblazer Merger Corp. I                                       | Trailblazer Merger Corp. I, Class A                                                    | CUSIP: 89278D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         119448 | NS      | $1397541.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         102474 | PA      | $1313.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $543.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          87835 | PA      | $1125.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |         -70421 | NS      | $-3870338.16  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       95717000 | PA      | $94836169.09  | 4.80%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Providence Acquisition Corp. III                             | New Providence Acquisition Corp. III, Class B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          63992 | NS      | $191.98       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc.                                                                          | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |        9175000 | PA      | $9050651.04   | 0.46%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Globa Terra Acquisition Corp.                                    | Globa Terra Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          29176 | NS      | $4376.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         768475 | PA      | $16745.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-4                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 40321771424070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ferrellgas LP                                                    | Ferrellgas LP                                                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3920000 | PA      | $3648116.25   | 0.18%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $971.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Elk Energy Escrow                                          | Black Elk Energy Escrow                                                                | CUSIP: N/A<br>LEI: 549300HX0ISXOOEMR657       | Long             | DBT              | CORP              | US        |        2833436 | PA      | $123254.47    | 0.01%             | 2015-12-01      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $4287.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-12.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bleichroeder Acquisition Corp. I                                 | Bleichroeder Acquisition Corp. I                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         543963 | NS      | $369894.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                                  | Albemarle Corp.                                                                        | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |         250000 | NS      | $9470000.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegean Marine Petroleum Network, Inc. Escrow                     | Aegean Marine Petroleum Network, Inc. Escrow                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        2375000 | PA      | $2375.00      | 0.00%             | 2022-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | Profusa, Inc.                                                                          | CUSIP: 74319X116<br>LEI: N/A                  | N/A              | DO               |  | US        |          73834 | NS      | $13068.62     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       11833000 | PA      | $10917967.13  | 0.55%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kochav Defense Acquisition Corp.                                 | Kochav Defense Acquisition Corp., Class R                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         440620 | NS      | $96936.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldenstone Acquisition Ltd.                                     | Goldenstone Acquisition Ltd.                                                           | CUSIP: 38136Y128<br>LEI: N/A                  | Long             |  | CORP              | US        |          32200 | NS      | $7887.39      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       96741000 | PA      | $96207580.77  | 4.87%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | GigCapital7 Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         479330 | NS      | $215698.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp. I                                  | Columbus Circle Capital Corp. I, Class B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          48800 | NS      | $146.40       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |         -69459 | NS      | $-8595551.25  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $44.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Generation Essentials Group (The)                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         163394 | NS      | $21404.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B-2                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      513897326 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oxley Bridge Acquisition Ltd.                                    | Oxley Bridge Acquisition Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |              1 | OU      | $10.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1153.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                                   | American Water Works Co., Inc.                                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |          -2947 | NS      | $-410192.93   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Focus Trust, Inc.                                         | Sprott Focus Trust, Inc.                                                               | CUSIP: 85208J109<br>LEI: 549300ZO564XGNG81814 | Long             |  | RF                | US        |          26352 | NS      | $218721.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $113.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plum Acquisition Corp. IV                                        | Plum Acquisition Corp. IV, Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          15672 | NS      | $156.72       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-4.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Integral Acquisition Corp. 1                                                           | CUSIP: 45827K119<br>LEI: N/A                  | N/A              | DO               |  | US        |          45553 | NS      | $1138.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Mercer Park Opportunities Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         457730 | NS      | $45773.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $107.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |        3000000 | PA      | $3487500.00   | 0.18%             | 2032-09-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                                                     | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |        6300000 | PA      | $7209535.03   | 0.37%             | 2031-10-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-130.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Ltd.                                                  | Transocean Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Short            | EC               | CORP              | CH        |       -3179186 | NS      | $-9919060.32  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-145.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lakeshore Acquisition III Corp.                                  | Lakeshore Acquisition III Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          78411 | NS      | $15995.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp.                                                  | Albemarle Corp.                                                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |         -92500 | NS      | $-7499900.00  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp.                                         | Cayson Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         114486 | NS      | $18329.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Cloud Star Acquisition Corp.                                  | DT Cloud Star Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         145129 | NS      | $29025.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Athena Technology Acquisition Corp. II                                                 | CUSIP: 04687C113<br>LEI: N/A                  | N/A              | DO               |  | US        |         319116 | NS      | $8616.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-336.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Corp. VII                            | Hennessy Capital Investment Corp. VII                                                  | CUSIP: N/A<br>LEI: 254900IVAA3Z8B5NQB50       | Long             |  |  | US        |          13060 | OU      | $130469.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Metal Sky Star Acquisition Corp.                                 | Metal Sky Star Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         103342 | NS      | $1560.46      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Inflection Point Acquisition Corp. III                           | Inflection Point Acquisition Corp. III                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         329775 | NS      | $145101.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3165.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-7251.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc.                                                                         | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |       28823000 | PA      | $32757339.50  | 1.66%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |          88714 | NS      | $3893657.46   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalink Investment, Inc.                                       | Globalink Investment, Inc.                                                             | CUSIP: 37892F117<br>LEI: N/A                  | Long             |  | CORP              | US        |          74843 | NS      | $16465.46     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Voyager Acquisition Corp.                                        | Voyager Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          74993 | NS      | $299.97       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc.                                                                          | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |        9175000 | PA      | $9468600.00   | 0.48%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Welsbach Technology Metals Acquisition Corp.                     | Welsbach Technology Metals Acquisition Corp.                                           | CUSIP: 950415117<br>LEI: N/A                  | Long             |  | CORP              | US        |           9289 | NS      | $5294.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-482.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Short            | DBT              | CORP              | US        |       -5000000 | PA      | $-5815115.10  | -0.29%            | 2029-11-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        7261033 | PA      | $-93059.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | M3-Brigade Acquisition V Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         393588 | NS      | $480177.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       90000000 | PA      | $88996577.40  | 4.51%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $812.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-45.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |        -104960 | NS      | $-7951769.60  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |             32 | NS      | $925.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Vendome Acquisition Corp. I                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         117848 | NS      | $23569.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gesher Acquisition Corp. II                                      | Gesher Acquisition Corp. II, Class B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          92583 | NS      | $416.62       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         183495 | NS      | $66058.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc., Series UNRS                                                             | CUSIP: 399473AK3<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |        9300000 | PA      | $8566004.75   | 0.43%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | FIGX Capital Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          36777 | NS      | $8826.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         291668 | NS      | $49583.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        6587631 | PA      | $-84429.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                                   | Terawulf, Inc.                                                                         | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |       -1439640 | NS      | $-16440688.80 | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Ambit Biosciences Corp.                                          | Ambit Biosciences Corp., CVR                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         146272 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Crane Harbor Acquisition Corp.                                   | Crane Harbor Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7818 | OU      | $78180.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                   | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |        8175000 | PA      | $8424337.50   | 0.43%             | 2028-05-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Shopify, Inc.                                                    | Shopify, Inc., Class A                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |          -7448 | NS      | $-1106847.28  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $732.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-9382.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                   | QUALCOMM, Inc.                                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |         -17672 | NS      | $-2939913.92  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc., Class A                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |         -51850 | NS      | $-11694767.50 | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Short            | EC               | CORP              | AU        |         -92019 | NS      | $-889553.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |        -116059 | NS      | $-5563868.46  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1001.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp.                                  | Mountain Lake Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         446094 | NS      | $89218.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition Corp. 1                           | Axiom Intelligence Acquisition Corp. 1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8018 | OU      | $80180.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $18.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCM II Acquisition Corp.                                         | HCM II Acquisition Corp., Class B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          59069 | NS      | $236.28       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kochav Defense Acquisition Corp.                                 | Kochav Defense Acquisition Corp., Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         125127 | NS      | $375.38       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1002.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen S&P 500 Buy-Write Income Fund                             | Nuveen S&P 500 Buy-Write Income Fund                                                   | CUSIP: 6706ER101<br>LEI: 5493000J8QMCY5J7XP73 | Long             |  | RF                | US        |         101833 | NS      | $1470468.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Live Oak Acquisition Corp. V                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         139657 | NS      | $75722.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | M3-Brigade Acquisition VI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          30105 | NS      | $45157.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EGH Acquisition Corp.                                            | EGH Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8412 | OU      | $84120.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Strategy, Inc.                                                   | Strategy, Inc., Class A                                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |         -13680 | NS      | $-4407832.80  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $14.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |         -38871 | NS      | $-6351521.40  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          26400 | NS      | $324984.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quetta Acquisition Corp.                                         | Quetta Acquisition Corp.                                                               | CUSIP: 74841A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          72851 | NS      | $794075.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Plum Acquisition Corp. IV                                        | Plum Acquisition Corp. IV, Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          62688 | NS      | $188.06       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | XCF Global, Inc.                                                                       | CUSIP: 98400U111<br>LEI: N/A                  | N/A              | DO               |  | US        |          40816 | NS      | $4081.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                                            | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |         -44220 | NS      | $-3964765.20  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       48104000 | PA      | $47497248.37  | 2.41%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA Holdings, Inc.                                              | MARA Holdings, Inc.                                                                    | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |        -131792 | NS      | $-2406521.92  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp.                                         | Siddhi Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         412987 | NS      | $83010.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clough Global Equity Fund                                        | Clough Global Equity Fund                                                              | CUSIP: 18914C100<br>LEI: 549300SI1THLT6A9J147 | Long             |  | RF                | US        |          27252 | NS      | $207387.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |         -46285 | NS      | $-2282313.35  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1596.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                      | TEGNA, Inc.                                                                            | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       12331000 | PA      | $12267345.04  | 0.62%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tempus AI, Inc.                                                  | Tempus AI, Inc.                                                                        | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |         -21948 | NS      | $-1771423.08  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          73196 | PA      | $938.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newbury Street II Acquisition Corp.                              | Newbury Street II Acquisition Corp., Class B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          86566 | NS      | $346.26       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       23200000 | PA      | $25624400.00  | 1.30%             | 2032-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       80000000 | PA      | $78654212.00  | 3.98%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                             | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       11650000 | PA      | $9960750.00   | 0.50%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                              | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |        8725000 | PA      | $8755537.50   | 0.44%             | 2033-05-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Short            | DBT              | CORP              | US        |       -2500000 | PA      | $-2737500.00  | -0.14%            | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EGH Acquisition Corp.                                            | EGH Acquisition Corp., Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          67296 | NS      | $201.89       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-46.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $577.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellar V Capital Corp.                                          | Stellar V Capital Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7855 | OU      | $78550.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $80.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       21333650 | PA      | $-32499.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| John Hancock Diversified Income Fund                             | John Hancock Diversified Income Fund                                                   | CUSIP: 47804L102<br>LEI: TXPTLN9B34V0S0MTR071 | Long             |  | RF                | US        |          24619 | NS      | $262192.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellsworth Growth and Income Fund Ltd.                            | Ellsworth Growth and Income Fund Ltd.                                                  | CUSIP: 289074106<br>LEI: 549300GYFOXHCDQTI772 | Long             |  | RF                | US        |          17734 | NS      | $205714.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-6.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2040.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd., Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          33755 | NS      | $381431.50    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GameStop Corp.                                                   | GameStop Corp.                                                                         | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |       15050000 | PA      | $17149475.00  | 0.87%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         995464 | PA      | $12758.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Holdings, Inc.                                           | Upstart Holdings, Inc.                                                                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |        -150441 | NS      | $-7642402.80  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                                     | Rapid7, Inc.                                                                           | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |        1375000 | PA      | $1213900.85   | 0.06%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-43.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oyster Enterprises II Acquisition Corp.                          | Oyster Enterprises II Acquisition Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         346312 | NS      | $58873.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Launch Two Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          81500 | NS      | $81500.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $52.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp. III Ltd.                    | CSLM Digital Asset Acquisition Corp. III Ltd., Class B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          54870 | NS      | $164.61       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $389.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1220.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |        4675000 | PA      | $4763825.00   | 0.24%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | HCM II Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          73836 | NS      | $73836.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         102474 | PA      | $1313.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                                      | Tokyu Corp.                                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Short            | EC               | CORP              | JP        |         -20906 | NS      | $-254957.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp. II                                    | Andretti Acquisition Corp. II, Class B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          77278 | NS      | $309.11       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HORIZON SPACE ACQUISITION II Corp.                               | HORIZON SPACE ACQUISITION II Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         125239 | NS      | $18798.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                          | Progress Software Corp.                                                                | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |         825000 | PA      | $828712.50    | 0.04%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                           | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |        6237000 | PA      | $5745836.25   | 0.29%             | 2030-09-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1017.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           -578 | NC      | $51776.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                                     | EZCORP, Inc., Class A                                                                  | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |       -1097381 | NS      | $-20894134.24 | -1.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Launch Two Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         358009 | NS      | $130351.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Everest Consolidator Acquisition Corp.                                                 | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DO               |  | US        |          65508 | NS      | $19.65        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Terawulf, Inc.                                                   | Terawulf, Inc.                                                                         | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |        7075000 | PA      | $8419250.00   | 0.43%             | 2031-09-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          87835 | PA      | $1125.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |       21151000 | PA      | $19279136.50  | 0.98%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PHP Ventures Acquisition Corp.                                                         | CUSIP: 69291C114<br>LEI: N/A                  | N/A              | DO               |  | US        |          14700 | NS      | $648.27       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-24.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Holdings, Inc.                                           | Upstart Holdings, Inc.                                                                 | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |        7875000 | PA      | $7087500.00   | 0.36%             | 2032-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lightwave Acquisition Corp.                                      | Lightwave Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7713 | OU      | $77130.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2664.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp. II                                  | K&F Growth Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         338085 | NS      | $50712.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                  | Welltower, Inc.                                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               | CORP              | US        |        -119945 | NS      | $-21367002.30 | -1.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Arogo Capital Acquisition Corp.                                                        | CUSIP: 042644112<br>LEI: N/A                  | N/A              | DO               |  | US        |          96774 | NS      | $2903.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercer Park Opportunities Corp.                                  | Mercer Park Opportunities Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         457730 | NS      | $22886.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Oxley Bridge Acquisition Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         131819 | NS      | $22422.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Holdings, Inc.                                           | Upstart Holdings, Inc.                                                                 | CUSIP: 91680MAC1<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |        4391000 | PA      | $6118199.28   | 0.31%             | 2029-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |        6150000 | PA      | $6786525.00   | 0.34%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Rithm Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         137354 | NS      | $90653.64     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $10.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-25.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $10741.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $562.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-74114.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Acquisition Corp.                                           | Blue Acquisition Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         167839 | NS      | $27340.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                    | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4281000 | PA      | $4310967.00   | 0.22%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      152028505 | PA      | $4081527.76   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $10.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1070.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $213.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indigo Acquisition Corp.                                         | Indigo Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         216090 | NS      | $37815.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Real Assets Income Fund, Inc.                         | Brookfield Real Assets Income Fund, Inc.                                               | CUSIP: 112830104<br>LEI: 5493007NX94W3HSQTJ60 | Long             |  | RF                | US        |          26859 | NS      | $358836.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-213.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $562.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                         | Alarm.com Holdings, Inc.                                                               | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |         -46355 | NS      | $-2460523.40  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Maywood Acquisition Corp.                                        | Maywood Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         122083 | NS      | $73249.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          14639 | PA      | $-187.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Integrated Rail and Resources Acquisition Corp.                                        | CUSIP: 45827R114<br>LEI: N/A                  | N/A              | DO               |  | US        |          26318 | NS      | $8421.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | DBT              | CORP              | JP        |      950000000 | PA      | $7066301.52   | 0.36%             | 2031-12-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1947011 | PA      | $-24953.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $0.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                                   | Terawulf, Inc.                                                                         | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |       10200000 | PA      | $16418049.64  | 0.83%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-184.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       89476000 | PA      | $88543312.91  | 4.48%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $31.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc.                                                                  | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3675000 | PA      | $3770550.00   | 0.19%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |      467907191 | NS      | $467813609.17 | 23.69%            |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                               | World Kinect Corp.                                                                     | CUSIP: 98149GAB6<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | DBT              | CORP              | US        |       15875000 | PA      | $17457316.02  | 0.88%             | 2028-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-24.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $50.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |          11016 | NS      | $1363450.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Translational Development Acquisition Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          75779 | NS      | $75779.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nagoya Railroad Co. Ltd.                                         | Nagoya Railroad Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | DBT              | CORP              | JP        |      150000000 | PA      | $1039659.19   | 0.05%             | 2033-06-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-4090.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-483.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $110.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp.                                    | Cal Redwood Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         318798 | NS      | $70135.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp.                                                     | B2Gold Corp.                                                                           | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |        5425000 | PA      | $9146550.00   | 0.46%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7453 | OU      | $74380.94     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          73196 | PA      | $938.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ChampionsGate Acquisition Corp.                                  | ChampionsGate Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         112324 | NS      | $15725.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc., Class B                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |         -46568 | NS      | $-2397320.64  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-7392.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43872 | PA      | $608.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                    | Rio Tinto plc                                                                          | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |         217998 | NS      | $14390047.98  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty, Inc.                                                  | PagerDuty, Inc.                                                                        | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |        7924000 | PA      | $7741748.00   | 0.39%             | 2028-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |         -68030 | NS      | $-14682914.90 | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        1726631 | PA      | $-48158.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-625.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BILL Holdings, Inc.                                              | BILL Holdings, Inc.                                                                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |         -34393 | NS      | $-1821797.21  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                                                  | KKR & Co., Inc.                                                                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |        -155000 | NS      | $-20142250.00 | -1.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |         -51222 | NS      | $-1239572.40  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-533.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Papaya Growth Opportunity Corp. I                                                      | CUSIP: 69882P110<br>LEI: N/A                  | N/A              | DO               |  | US        |         206644 | NS      | $2190.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $44.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-8111.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837113<br>LEI: N/A                  | N/A              | DO               |  | US        |          55850 | NS      | $5640.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          44162 | PA      | $318.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Oaktree Acquisition Corp. III Life Sciences                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         105907 | NS      | $92139.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                     | American Axle & Manufacturing Holdings, Inc.                                           | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Short            | EC               | CORP              | US        |        -412245 | NS      | $-2477592.45  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |          15533 | NS      | $3570415.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -1122 | NC      | $145394.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc.                                                                          | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |       21637000 | PA      | $21420630.00  | 1.08%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1376083 | PA      | $17636.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $3213.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc., Class A                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |         -60661 | NS      | $-8638126.40  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-430.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quartzsea Acquisition Corp.                                      | Quartzsea Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         119661 | NS      | $34366.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $13.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IB Acquisition Corp.                                             | IB Acquisition Corp.                                                                   | CUSIP: 44934N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         165031 | NS      | $1736126.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |          50000 | PA      | $120.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabelli Healthcare & WellnessRx Trust (The)                      | Gabelli Healthcare & WellnessRx Trust (The)                                            | CUSIP: 36246K103<br>LEI: 549300XULWZNLHFTG832 | Long             |  | RF                | US        |          18965 | NS      | $172012.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc.                                                                  | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |        9453000 | PA      | $8899999.50   | 0.45%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4962682 | PA      | $63603.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-5090.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CO2 Energy Transition Corp.                                      | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         127667 | NS      | $1297096.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        7963714 | PA      | $102065.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRH Total Return Fund, Inc.                                      | SRH Total Return Fund, Inc.                                                            | CUSIP: 101507101<br>LEI: 5493000XG0EMNJQ1SM17 | Long             |  | RF                | US        |          47261 | NS      | $858259.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1086.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       23020000 | PA      | $22715518.83  | 1.15%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Artius II Acquisition, Inc.                                      | Artius II Acquisition, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         462795 | NS      | $111070.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |        5568000 | PA      | $5767317.70   | 0.29%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1475.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NewHold Investment Corp. III                                     | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11419 | OU      | $114188.86    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Patrick Industries, Inc.                                         | Patrick Industries, Inc.                                                               | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |       11687000 | PA      | $18944627.00  | 0.96%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ODP Corp. (The)                                                  | ODP Corp. (The)                                                                        | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          61928 | NS      | $1724694.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       30000000 | PA      | $29772208.20  | 1.51%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jena Acquisition Corp. II                                        | Jena Acquisition Corp. II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         205814 | NS      | $41162.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $110.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                                 | WisdomTree, Inc.                                                                       | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |        -718719 | NS      | $-9990194.10  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Four Leaf Acquisition Corp.                                                            | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DO               |  | US        |         111000 | NS      | $3984.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Merger II Corp.                                               | FG Merger II Corp.                                                                     | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         179188 | NS      | $1790088.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                                 | WisdomTree, Inc.                                                                       | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |        8142000 | PA      | $10641594.00  | 0.54%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | D Boral ARC Acquisition I Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | VG        |         150651 | NS      | $33128.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp.                                            | Wen Acquisition Corp., Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          35744 | NS      | $142.98       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Churchill Capital Corp. X                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          30717 | NS      | $109045.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition Corp. 1                           | Axiom Intelligence Acquisition Corp. 1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         286274 | NS      | $45803.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |        3000000 | PA      | $3489000.00   | 0.18%             | 2030-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Vishay Intertechnology, Inc.                                     | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |       10815000 | PA      | $9821014.22   | 0.50%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                     | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3954000 | PA      | $3995528.86   | 0.20%             | 2031-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp.                                    | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | Long             |  | CORP              | US        |          63190 | NS      | $46128.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-217.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jackson Acquisition Co. II                                       | Jackson Acquisition Co. II                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         360208 | NS      | $97256.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11360004 | PA      | $145593.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         630339 | PA      | $-110757.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $562.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        1137000 | PA      | $1127474.13   | 0.06%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vendome Acquisition Corp. I                                      | Vendome Acquisition Corp. I                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |              1 | OU      | $9.98         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       45345000 | PA      | $44893566.95  | 2.27%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Direct Selling Acquisition Corp.                                                       | CUSIP: 25460L111<br>LEI: N/A                  | N/A              | DO               |  | US        |          51291 | NS      | $512.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR III Acquisition Corp.                                        | GSR III Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          99580 | NS      | $1.34         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EGH Acquisition Corp.                                            | EGH Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         320315 | NS      | $67266.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd.                                    | Oxley Bridge Acquisition Ltd., Class A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         263638 | NS      | $2620561.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        3675000 | PA      | $-10294.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $153.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        6631549 | PA      | $84991.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $-562.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NewHold Investment Corp. III                                     | NewHold Investment Corp. III, Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          91354 | NS      | $338.01       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       12648252 | PA      | $162103.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UY Scuti Acquisition Corp.                                       | UY Scuti Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          41412 | NS      | $11181.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                          | Lumentum Holdings, Inc.                                                                | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |        6875000 | PA      | $7892500.00   | 0.40%             | 2032-03-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         102474 | PA      | $1313.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $304.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $16283.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Northern Star Investment Corp. II                                                      | CUSIP: 66573W115<br>LEI: N/A                  | N/A              | DO               |  | US        |          16500 | NS      | $85.80        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Trailblazer Acquisition Corp.                                    | Trailblazer Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         267200 | OU      | $2738800.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $39.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |       11605432 | NS      | $11605431.32  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Acquisition Corp.                                      | Lightwave Acquisition Corp., Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         335468 | NS      | $3344615.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Short            | EC               | CORP              | MU        |        -119395 | NS      | $-11175372.00 | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        5958146 | PA      | $76361.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Maquia Capital Acquisition Corp.                                                       | CUSIP: 56564V119<br>LEI: N/A                  | N/A              | DO               |  | US        |         113500 | NS      | $1248.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       11100000 | PA      | $10328216.22  | 0.52%             | 2031-04-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $842.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Corp. VII                            | Hennessy Capital Investment Corp. VII                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         444056 | NS      | $119895.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Short            | EC               | CORP              | NL        |         -32433 | NS      | $-3641252.91  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $60.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A SPAC III Acquisition Corp.                                     | A SPAC III Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | VG        |          63236 | NS      | $12014.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-227.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Short            | EC               | CORP              | JP        |         -81446 | NS      | $-2606595.49  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                     | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        7500000 | PA      | $7590000.00   | 0.38%             | 2028-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Aquaron Acquisition Corp.                                        | Aquaron Acquisition Corp.                                                              | CUSIP: 03842W113<br>LEI: N/A                  | Long             |  | CORP              | US        |          35605 | NS      | $9791.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          14639 | PA      | $-187.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-234.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A                                                                     | CUSIP: N/A<br>LEI: 5493004JFDUCV1UTK851       | Long             | EC               | CORP              | US        |          12969 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Translational Development Acquisition Corp.                      | Translational Development Acquisition Corp., Class B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          60623 | NS      | $242.49       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hennessy Capital Investment Corp. VII                            | Hennessy Capital Investment Corp. VII, Class B                                         | CUSIP: N/A<br>LEI: 254900JWVO0IX2B4CG37       | Long             | EC               | CORP              | US        |          65300 | NS      | $130.60       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crane Harbor Acquisition Corp.                                   | Crane Harbor Acquisition Corp., Class B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          62544 | NS      | $312.72       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-237.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | byNordic Acquisition Corp.                                                             | CUSIP: 124420118<br>LEI: N/A                  | N/A              | DO               |  | US        |          69207 | NS      | $6920.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-16.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M111<br>LEI: N/A                  | N/A              | DO               |  | US        |         127667 | NS      | $21588.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baird Medical Investment Holdings Ltd.                           | Baird Medical Investment Holdings Ltd. Physically held shares                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          46529 | NS      | $98641.48     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $9.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                             | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |            423 | PA      | $411.37       | 0.00%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Thunder Power Holdings, Inc.                                                           | CUSIP: 31561T110<br>LEI: N/A                  | N/A              | DO               |  | US        |          94079 | NS      | $1900.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IB Acquisition Corp.                                             | IB Acquisition Corp.                                                                   | CUSIP: 44934N116<br>LEI: N/A                  | Long             |  | CORP              | US        |          43870 | NS      | $3509.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc.                                                                          | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |       18884000 | PA      | $21257760.53  | 1.08%             | 2029-12-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| DraftKings Holdings, Inc.                                        | DraftKings Holdings, Inc.                                                              | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |        9827000 | PA      | $8819732.50   | 0.45%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc.                                                                          | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |        -107008 | NS      | $-2498636.80  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| JD.com, Inc.                                                     | JD.com, Inc.                                                                           | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |       11000000 | PA      | $11792000.00  | 0.60%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $258.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-17696.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-59.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cohen Circle Acquisition Corp. II                                | Cohen Circle Acquisition Corp. II, Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          39810 | NS      | $398.10       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ribbon Acquisition Corp.                                         | Ribbon Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          60105 | NS      | $13223.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                          | Digital Realty Trust LP                                                                | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |       10782000 | PA      | $11321100.00  | 0.57%             | 2029-11-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Calamos Global Dynamic Income Fund                               | Calamos Global Dynamic Income Fund                                                     | CUSIP: 12811L107<br>LEI: CZEVBUHZTXPJGPSFDE25 | Long             |  | RF                | US        |          78223 | NS      | $589801.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                                  | Planet Labs PBC                                                                        | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |        2550000 | PA      | $3436125.00   | 0.17%             | 2030-10-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          87835 | PA      | $1125.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pantages Capital Acquisition Corp.                               | Pantages Capital Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         157393 | NS      | $31478.60     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EQV Ventures Acquisition Corp. II                                | EQV Ventures Acquisition Corp. II, Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         361214 | NS      | $3594079.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       11289000 | PA      | $10425391.50  | 0.53%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          93741 | NS      | $93741.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nuveen Dow 30sm Dynamic Overwrite Fund                           | Nuveen Dow 30sm Dynamic Overwrite Fund                                                 | CUSIP: 67075F105<br>LEI: 549300CNS4Q1ZZUGS005 | Long             |  | RF                | US        |          56898 | NS      | $847211.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Capital Acquisition Corp.                                  | Range Capital Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         224317 | NS      | $89367.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $8.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| byNordic Acquisition Corp.                                       | byNordic Acquisition Corp., Class A                                                    | CUSIP: 124420100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40443 | NS      | $491786.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co. Ltd.                                         | Nagoya Railroad Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Short            | EC               | CORP              | JP        |         -31437 | NS      | $-375474.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                       | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |         250000 | NS      | $17392500.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cohen Circle Acquisition Corp. II                                | Cohen Circle Acquisition Corp. II, Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         120056 | NS      | $1218568.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       33128303 | PA      | $-161991.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-19.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         263505 | PA      | $-3377.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Launch One Acquisition Corp.                                     | Launch One Acquisition Corp., Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          59069 | NS      | $236.28       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | InterPrivate III Financial Partners, Inc.                                              | CUSIP: 46064R114<br>LEI: N/A                  | N/A              | DO               |  | US        |          16500 | NS      | $166.65       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| B2Gold Corp.                                                     | B2Gold Corp.                                                                           | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Short            | EC               | CORP              | CA        |       -1436407 | NS      | $-7110214.65  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Talon Capital Corp.                                              | Talon Capital Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         313076 | OU      | $3140152.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2125.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                                        | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |       21333000 | PA      | $22024831.32  | 1.12%             | 2030-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $-562.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $3.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoritsu Maintenance Co. Ltd.                                    | Kyoritsu Maintenance Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800IO2MFHL1NA0986       | Long             | DBT              | CORP              | JP        |      250000000 | PA      | $2305423.13   | 0.12%             | 2026-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Indigo Acquisition Corp.                                         | Indigo Acquisition Corp., Class B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          46585 | NS      | $232.93       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |        4150000 | PA      | $5210325.00   | 0.26%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $562.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tavia Acquisition Corp.                                          | Tavia Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         214404 | NS      | $47147.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-44.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                            | Spectrum Brands, Inc.                                                                  | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |        1925000 | PA      | $1786400.00   | 0.09%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                     | American Water Capital Corp.                                                           | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |        5625000 | PA      | $5632875.00   | 0.29%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $108.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Marblegate Capital Corp.                                                               | CUSIP: 56608R116<br>LEI: N/A                  | N/A              | DO               |  | US        |         261904 | NS      | $24095.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        2932688 | PA      | $31649.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          87835 | PA      | $1125.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $35594.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penguin Solutions, Inc.                                          | Penguin Solutions, Inc.                                                                | CUSIP: 83205YAE4<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | DBT              | CORP              | US        |        5297000 | PA      | $6290187.50   | 0.32%             | 2030-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                            | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |       16180000 | PA      | $14295030.00  | 0.72%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $545.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp.                                   | FIGX Capital Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |              1 | OU      | $10.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Hancock Tax-Advantaged Dividend Income Fund                 | John Hancock Tax-Advantaged Dividend Income Fund                                       | CUSIP: 41013V100<br>LEI: 5493001RMBJ8FL02CN30 | Long             |  | RF                | US        |          13293 | NS      | $329666.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Concord Acquisition Corp. II                                                           | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DO               |  | US        |          95464 | NS      | $3818.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                             | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |        4225000 | PA      | $7761325.00   | 0.39%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $109.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |        3725000 | PA      | $3701085.50   | 0.19%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $0.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Lionheart Holdings                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         263150 | NS      | $72629.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV, Inc.                                                     | fuboTV, Inc.                                                                           | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3047000 | PA      | $3008912.50   | 0.15%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Crane Harbor Acquisition Corp.                                   | Crane Harbor Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         516010 | NS      | $165123.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-18.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      316685177 | PA      | $-648814.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         131753 | PA      | $1688.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        1559451 | PA      | $-5569.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESH Acquisition Corp.                                            | ESH Acquisition Corp., Class A                                                         | CUSIP: 296424104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           8212 | NS      | $91645.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quetta Acquisition Corp.                                         | Quetta Acquisition Corp.                                                               | CUSIP: 74841A113<br>LEI: N/A                  | Long             |  | CORP              | US        |           1196 | NS      | $2368.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gigcapital7 Corp.                                                | Gigcapital7 Corp., Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          68416 | NS      | $78678.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |         -94851 | NS      | $-5189298.21  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -5452 | NS      | $-1165365.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-7.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      141515420 | PA      | $-2574762.68  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |         -48476 | NS      | $-3267767.16  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Kochav Defense Acquisition Corp.                                 | Kochav Defense Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          13903 | OU      | $139030.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Plum Acquisition Corp. IV                                        | Plum Acquisition Corp. IV                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7836 | OU      | $78203.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JD.com, Inc.                                                     | JD.com, Inc.                                                                           | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |        -153642 | NS      | $-5374397.16  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| D Boral ARC Acquisition I Corp.                                  | D Boral ARC Acquisition I Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | VG        |              1 | OU      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shelf Drilling Holdings Ltd.                                     | Shelf Drilling Holdings Ltd.                                                           | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |       12371000 | PA      | $12976860.57  | 0.66%             | 2029-04-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Polibeli Group Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         134606 | NS      | $12558.74     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd., Series 2028                                                          | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | DBT              | CORP              | JP        |      320000000 | PA      | $3069412.04   | 0.16%             | 2028-09-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GSR IV Acquisition Corp.                                         | GSR IV Acquisition Corp., Class B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          92407 | NS      | $93.15        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc., Class A                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |        -214708 | NS      | $-6486328.68  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $15.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $10.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chenghe Acquisition III Co.                                      | Chenghe Acquisition III Co.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         176966 | OU      | $1766120.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Aldel Financial II, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         302657 | NS      | $160408.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $9.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-4419.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                                      | Tokyu Corp.                                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | DBT              | CORP              | JP        |       90000000 | PA      | $625621.26    | 0.03%             | 2028-09-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Steel Corp.                                        | United States Steel Corp.                                                              | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |        9408000 | PA      | $9467540.32   | 0.48%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rising Dragon Acquisition Corp.                                  | Rising Dragon Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         140178 | NS      | $32829.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-508.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Corner Growth Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         110400 | NS      | $22080.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Short            | EC               | CORP              | US        |          -2097 | NS      | $-113573.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |             -5 | NC      | $41852.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B-3                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   489352292604 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CureVac NV                                                       | CureVac NV                                                                             | CUSIP: N/A<br>LEI: 724500BUT8GAG9LMYN56       | Long             | EC               | CORP              | NL        |         329827 | NS      | $1777767.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                                          | Penguin Solutions, Inc.                                                                | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Short            | EC               | CORP              | US        |        -140887 | NS      | $-3702510.36  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         131753 | PA      | $1688.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PMV Consumer Acquisition Corp.                                                         | CUSIP: 693486110<br>LEI: N/A                  | N/A              | DO               |  | US        |         131402 | NS      | $0.13         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        6002064 | PA      | $-76924.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition Corp. 1                           | Axiom Intelligence Acquisition Corp. 1, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          64144 | NS      | $256.58       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       27446229 | PA      | $-1081073.76  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                                 | CyberAgent, Inc.                                                                       | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | DBT              | CORP              | JP        |      440000000 | PA      | $3908780.47   | 0.20%             | 2029-11-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-2                                                                   | CUSIP: N/A<br>LEI: 549300J9G10ZQTTAFU03       | Long             | EC               | CORP              | US        |      368190309 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43918 | PA      | $562.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         747446 | PA      | $14438.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Strategy, Inc.                                                   | Strategy, Inc.                                                                         | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |       16425000 | PA      | $14700550.75  | 0.74%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Getty Images, Inc.                                               | Getty Images, Inc.                                                                     | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       10045000 | PA      | $9533335.83   | 0.48%             | 2027-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | FutureTech II Acquisition Corp.                                                        | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DO               |  | US        |          38964 | NS      | $1172.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-89795.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          87835 | PA      | $-1125.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESH Acquisition Corp.                                            | ESH Acquisition Corp.                                                                  | CUSIP: 296424112<br>LEI: N/A                  | Long             |  | CORP              | US        |          97905 | NS      | $21783.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-610.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cohen Circle Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          30014 | NS      | $28513.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |        -137897 | NS      | $-6318440.54  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferrellgas LP                                                    | Ferrellgas LP                                                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       11700000 | PA      | $11582111.97  | 0.59%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                      | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       12875000 | PA      | $13821312.50  | 0.70%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PagerDuty, Inc.                                                  | PagerDuty, Inc.                                                                        | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Short            | EC               | CORP              | US        |        -118268 | NS      | $-1953787.36  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                        | MACOM Technology Solutions Holdings, Inc.                                              | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -8154 | NS      | $-1015091.46  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $465.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       18872000 | PA      | $18840121.98  | 0.95%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHP Ventures Acquisition Corp.                                   | PHP Ventures Acquisition Corp.                                                         | CUSIP: 69291C122<br>LEI: N/A                  | Long             |  | CORP              | US        |          29400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          29278 | PA      | $375.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HCM III Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          13945 | NS      | $20917.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4617000 | PA      | $4671309.77   | 0.24%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Software Corp.                                          | Progress Software Corp.                                                                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |          -6954 | NS      | $-305489.22   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | DBT              | CORP              | AU        |        4000000 | PA      | $2633566.00   | 0.13%             | 2029-07-30      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Gesher Acquisition Corp. II                                      | Gesher Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11573 | OU      | $115728.84    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $442.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc., Class A                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |        -147405 | NS      | $-10965457.95 | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Newbury Street II Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         218493 | NS      | $55016.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc.                                                                       | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |       12000000 | PA      | $13626000.00  | 0.69%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Clean Energy Special Situations Corp.                            | Clean Energy Special Situations Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |          40212 | NS      | $34421.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR IV Acquisition Corp.                                         | GSR IV Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          13307 | OU      | $132976.85    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Launch One Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          73836 | NS      | $73836.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Skechers USA, Inc.                                               | Skechers USA, Inc., Class A                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |         542493 | NS      | $8820936.18   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                    | Transocean International Ltd.                                                          | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Short            | DBT              | CORP              | BM        |       -5713000 | PA      | $-5598915.33  | -0.28%            | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                      | Pinnacle West Capital Corp.                                                            | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |        8600000 | PA      | $9236400.00   | 0.47%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Fact II Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         211180 | NS      | $59130.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo, Inc.                                                        | Olo, Inc., Class A                                                                     | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         980993 | NS      | $10055178.25  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-485.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       15250000 | PA      | $15753250.00  | 0.80%             | 2028-06-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GameStop Corp.                                                   | GameStop Corp., Class A                                                                | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |        -381647 | NS      | $-10411330.16 | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine, Inc.                                                  | BlackLine, Inc.                                                                        | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |        1700000 | PA      | $1655800.00   | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I Ltd.                                          | Jazz Investments I Ltd.                                                                | CUSIP: 472145AH4<br>LEI: N/A                  | Short            | DBT              | CORP              | BM        |       -2425000 | PA      | $-2877262.50  | -0.15%            | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-112.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-194.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cycurion, Inc.                                                                         | CUSIP: 95758L115<br>LEI: N/A                  | N/A              | DO               |  | US        |           1836 | NS      | $80.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |         -27348 | NS      | $-1840246.92  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-61.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-87.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-13.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer