# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-23-043529
**Filing Date:** 2023-2
**Character Count:** 351747
**Document Hash:** 60f96ed71e8898fdd6dc3ce8ddd82d9c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043529.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043529

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 23675319

**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           |

## 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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1655829813.52

**Total Liabilities:** $115793850.61

**Net Assets:** $1540035962.91

**Cash Not Reported:** $356991.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 77.31802412 | **5-Year:** 63.82429815 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -121.75332301 | **1-Year:** -30012.94754448 | **5-Year:** -51548.22646030 | **10-Year:** -3410.51076361 | **30-Year:** -382.47487276

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000070967 | 0.43%                | -0.26%               | 0.36%                |
| Class ID C000145937 | 0.43%                | -0.26%               | 0.36%                |
| Class ID C000070968 | 0.52%                | -0.26%               | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4894659.16             | $5249916.64                                |
| Month 2  | $-1323781.64             | $14642666.79                               |
| Month 3  | $2573594.33              | $-1329487.93                               |

**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      | $-656.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings, Inc.                                      | DigitalOcean Holdings, Inc.                                      | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |          -2048 | NS      | $-52162.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                                                  | Envestnet, Inc.                                                  | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Short            | EC               | CORP              | US        |         -11401 | NS      | $-703441.70   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LF Capital Acquisition Corp. II                                  | CUSIP: 50202D110<br>LEI: N/A                  | N/A              | DO               |  | US        |          54396 | NS      | $1359.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurora Acquisition Corp.                                         | Aurora Acquisition Corp., Class A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          37500 | NS      | $378375.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Crixus BH3 Acquisition Co.                                       | CUSIP: 22677T110<br>LEI: N/A                  | N/A              | DO               |  | US        |          42289 | NS      | $4651.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ExcelFin Acquisition Corp.                                       | CUSIP: 30069X110<br>LEI: N/A                  | N/A              | DO               |  | US        |          67393 | NS      | $2021.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pono Capital Two, Inc.                                           | Pono Capital Two, Inc., Class A                                  | CUSIP: 73245B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          92094 | NS      | $943963.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Murphy Canyon Acquisition Corp.                                  | CUSIP: 626642110<br>LEI: N/A                  | N/A              | DO               |  | US        |          97859 | NS      | $6752.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Municipal Income, Inc.                                | BNY Mellon Municipal Income, Inc.                                | CUSIP: 05589T104<br>LEI: 549300BKYDDROJTY1E24 | Long             |  | RF                | US        |          63751 | NS      | $399081.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Credit Allocation Income Trust                         | BlackRock Credit Allocation Income Trust                         | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |          43388 | NS      | $438218.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondHead Holdings Corp.                                       | DiamondHead Holdings Corp., Class A                              | CUSIP: 25278L105<br>LEI: 549300HWN3ECTEH7I380 | Long             | EC               | CORP              | US        |          57078 | NS      | $574204.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                         | Sea Ltd.                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |          -1273 | NS      | $-66234.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | TLG Acquisition One Corp.                                        | CUSIP: 87257M116<br>LEI: N/A                  | N/A              | DO               |  | US        |          27727 | NS      | $1136.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Goal Acquisitions Corp.                                          | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DO               |  | US        |          84630 | NS      | $4087.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Select Preferred and Income Fund, Inc.            | Cohen & Steers Select Preferred and Income Fund, Inc.            | CUSIP: 19248Y107<br>LEI: OEZWCTDD06SJTYUH4E15 | Long             |  | RF                | US        |            123 | NS      | $2302.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings, Inc.                                   | Virgin Galactic Holdings, Inc.                                   | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Short            | EC               | CORP              | US        |        -129652 | NS      | $-451188.96   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Floating Rate Income Strategies Fund, Inc.             | BlackRock Floating Rate Income Strategies Fund, Inc.             | CUSIP: 09255X100<br>LEI: UZXE8UOGW61VMG5WLP57 | Long             |  | RF                | US        |          16578 | NS      | $186668.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Metal Sky Star Acquisition Corp.                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         103342 | NS      | $2583.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                               | Helix Energy Solutions Group, Inc.                               | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Short            | EC               | CORP              | US        |        -295806 | NS      | $-2183048.28  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Pennsylvania Quality Fund                    | BlackRock MuniYield Pennsylvania Quality Fund                    | CUSIP: 09255G107<br>LEI: O1KCIUJBK2RN0MOX1Z59 | Long             |  | RF                | US        |          13117 | NS      | $144418.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp. IV                                | Northern Star Investment Corp. IV, Class A                       | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         111304 | NS      | $1118605.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saba Capital Income & Opportunities Fund                         | Saba Capital Income & Opportunities Fund                         | CUSIP: 78518H202<br>LEI: 549300MGSUUJ7E55N746 | Long             |  | RF                | US        |          28464 | NS      | $216611.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | KludeIn I Acquisition Corp.                                      | CUSIP: 49878L117<br>LEI: N/A                  | N/A              | DO               |  | US        |          28833 | NS      | $2283.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Global Star Acquisition, Inc.                                    | CUSIP: 37962G110<br>LEI: N/A                  | N/A              | DO               |  | US        |          50064 | NS      | $1737.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monterey Capital Acquisition Corp.                               | Monterey Capital Acquisition Corp.                               | CUSIP: 61244M125<br>LEI: N/A                  | Long             |  | CORP              | US        |          71394 | NS      | $6782.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -1167 | NC      | $324949.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Live Oak Mobility Acquisition Corp.                              | CUSIP: 538126111<br>LEI: N/A                  | N/A              | DO               |  | US        |          17760 | NS      | $2486.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Rosecliff Acquisition Corp. I                                    | CUSIP: 77732R111<br>LEI: N/A                  | N/A              | DO               |  | US        |          27555 | NS      | $826.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Acquisition Opportunity, Inc.                           | American Acquisition Opportunity, Inc., Class A                  | CUSIP: 02369M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          74925 | NS      | $749250.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Ensysce Biosciences, Inc.                                        | CUSIP: 293602116<br>LEI: N/A                  | N/A              | DO               |  | US        |         170623 | NS      | $3753.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                                     | Cutera, Inc.                                                     | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Short            | EC               | CORP              | US        |        -137382 | NS      | $-6075032.04  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       83372000 | PA      | $82430590.89  | 5.35%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Insight Acquisition Corp.                                        | Insight Acquisition Corp., Class A                               | CUSIP: 45784L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          50340 | NS      | $507427.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       12436499 | PA      | $54623.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Build Acquisition Corp.                                          | CUSIP: 12008J113<br>LEI: N/A                  | N/A              | DO               |  | US        |         135000 | NS      | $1350.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Achari Ventures Holdings Corp. I                                 | Achari Ventures Holdings Corp. I                                 | CUSIP: 00444X101<br>LEI: 549300WXLNJWTBJTI395 | Long             | EC               | CORP              | US        |          42909 | NS      | $438529.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROC Energy Acquisition Corp.                                     | ROC Energy Acquisition Corp.                                     | CUSIP: 77118V116<br>LEI: N/A                  | Long             |  | CORP              | US        |         149375 | NS      | $23900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | PowerUp Acquisition Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         226462 | NS      | $18116.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen California Municipal Value Fund                           | Nuveen California Municipal Value Fund                           | CUSIP: 67062C107<br>LEI: 549300TMONWV3LX8YU60 | Long             |  | RF                | US        |          19354 | NS      | $163541.30    | 0.01%             |  |  |  | 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                                                              | Hall of Fame Resort & Entertainment Co.                          | CUSIP: 40619L110<br>LEI: N/A                  | N/A              | DO               |  | US        |         111051 | NS      | $5219.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        7161000 | PA      | $7016642.83   | 0.46%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796ZQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       11213000 | PA      | $10973082.28  | 0.71%             | 2023-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OPY Acquisition Corp. I                                          | OPY Acquisition Corp. I, Class A                                 | CUSIP: 671005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          82572 | NS      | $827371.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM High Yield Bond Fund, Inc.                                  | PGIM High Yield Bond Fund, Inc.                                  | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             |  | RF                | US        |          25996 | NS      | $308572.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Income Opportunities Fund                                    | KKR Income Opportunities Fund                                    | CUSIP: 48249T106<br>LEI: 549300H65GA67Q2C3B36 | Long             |  | RF                | US        |          44233 | NS      | $487005.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Impact Acquisition Corp.                                   | Focus Impact Acquisition Corp., Class A                          | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         101950 | NS      | $1037851.00   | 0.07%             |  |  |  | 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      | $618.66       | 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      | $-615.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                       | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       12872000 | PA      | $8592060.00   | 0.56%             | 2028-03-01      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Yotta Acquisition Corp.                                          | Yotta Acquisition Corp.                                          | CUSIP: 98741Y129<br>LEI: N/A                  | Long             |  | CORP              | US        |          68693 | NS      | $8243.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bite Acquisition Corp.                                           | Bite Acquisition Corp.                                           | CUSIP: 09175K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         172710 | NS      | $1739189.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Preferred & Income Securities Fund                        | Nuveen Preferred & Income Securities Fund                        | CUSIP: 67072C105<br>LEI: 1V4KW82TOLZ6S7J7N128 | Long             |  | RF                | US        |         126808 | NS      | $862294.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           -304 | NC      | $243859.59    | 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      | $-26.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Quality Municipal Income Trust                           | Invesco Quality Municipal Income Trust                           | CUSIP: 46133G107<br>LEI: WLEGDSEH0E242WVNUY02 | Long             |  | RF                | US        |          71167 | NS      | $670393.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawks Acquisition Corp.                                          | Hawks Acquisition Corp., Class A                                 | CUSIP: 42032P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          91460 | NS      | $913685.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Novavax, Inc.                                                    | Novavax, Inc.                                                    | CUSIP: 670002AC8<br>LEI: 529900J4GJHPEPQ23205 | Long             | DBT              | CORP              | US        |        1271000 | PA      | $1251935.00   | 0.08%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| John Hancock Income Securities Trust                             | John Hancock Income Securities Trust                             | CUSIP: 410123103<br>LEI: 549300RB36J7QSFLWG11 | Long             |  | RF                | US        |           1757 | NS      | $18712.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Live Oak Crestview Climate Acquisition Corp.                     | CUSIP: 538086117<br>LEI: N/A                  | N/A              | DO               |  | US        |          54710 | NS      | $9842.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc., Class A                                              | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |         -42764 | NS      | $-382737.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CompoSecure, Inc.                                                | CUSIP: 20459V113<br>LEI: N/A                  | N/A              | DO               |  | US        |          62862 | NS      | $44003.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Thunder Bridge Capital Partners IV, Inc.                         | CUSIP: 88605L115<br>LEI: N/A                  | N/A              | DO               |  | US        |          64400 | NS      | $12236.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Learn CW Investment Corp.                                        | Learn CW Investment Corp., Class A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          26704 | NS      | $269710.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Banner Acquisition Corp.                                         | CUSIP: 06654K119<br>LEI: N/A                  | N/A              | DO               |  | US        |          20196 | NS      | $304.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                                              | Varex Imaging Corp.                                              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Short            | EC               | CORP              | US        |         -90378 | NS      | $-1834673.40  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| abrdn Total Dynamic Dividend Fund                                | abrdn Total Dynamic Dividend Fund                                | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |          64117 | NS      | $500112.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite, Inc.                                                 | Eventbrite, Inc., Class A                                        | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Short            | EC               | CORP              | US        |         -36502 | NS      | $-213901.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen AMT-Free Municipal Value Fund                             | Nuveen AMT-Free Municipal Value Fund                             | CUSIP: 670695105<br>LEI: 5493002K5IM2S29FUR04 | Long             |  | RF                | US        |          11197 | NS      | $152391.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ZyVersa Therapeutics, Inc.                                       | CUSIP: 98987D110<br>LEI: N/A                  | N/A              | DO               |  | US        |          38655 | NS      | $2705.85      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GSR II Meteora Acquisition Corp.                                 | GSR II Meteora Acquisition Corp.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          15261 | NS      | $14192.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Sizzle Acquisition Corp.                                         | CUSIP: 83014E117<br>LEI: N/A                  | N/A              | DO               |  | US        |          35872 | NS      | $10761.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Gores Holdings IX, Inc.                                          | CUSIP: 38287A119<br>LEI: N/A                  | N/A              | DO               |  | US        |         552098 | NS      | $104953.83    | 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      | $-990.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Armada Acquisition Corp. I                                       | CUSIP: 04208V111<br>LEI: N/A                  | N/A              | DO               |  | US        |          64166 | NS      | $1989.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                     | EZCORP, Inc.                                                     | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |        3900000 | PA      | $3773250.00   | 0.25%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Canna-Global Acquisition Corp.                                   | CUSIP: 13767K119<br>LEI: N/A                  | N/A              | DO               |  | US        |         188580 | NS      | $3752.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Jupiter Acquisition Corp.                                        | CUSIP: 482082112<br>LEI: N/A                  | N/A              | DO               |  | US        |         105000 | NS      | $6300.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AllianceBernstein National Municipal Income Fund, Inc.           | AllianceBernstein National Municipal Income Fund, Inc.           | CUSIP: 01864U106<br>LEI: MNYPOOOZYY8V01GEIT28 | Long             |  | RF                | US        |          51758 | NS      | $542423.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Tech Acquisitions II, Inc.                            | Industrial Tech Acquisitions II, Inc., Class A                   | CUSIP: 45635R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         126008 | NS      | $1282761.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics plc                                         | Horizon Therapeutics plc                                         | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |         207207 | NS      | $23580156.60  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascadia Acquisition Corp.                                       | Cascadia Acquisition Corp., Class A                              | CUSIP: 14739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         120606 | NS      | $1220532.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | International General Insurance Holdings Ltd.                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | BM        |         189604 | NS      | $109970.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Achari Ventures Holdings Corp. I                                 | CUSIP: 00444X119<br>LEI: N/A                  | N/A              | DO               |  | US        |          42909 | NS      | $2145.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Newbury Street Acquisition Corp.                                 | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DO               |  | US        |          88000 | NS      | $6160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qomolangma Acquisition Corp.                                     | Qomolangma Acquisition Corp.                                     | CUSIP: 74738V204<br>LEI: N/A                  | Long             |  |  | US        |          23684 | OU      | $239445.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Forum Merger IV Corp.                                            | Forum Merger IV Corp., Class A                                   | CUSIP: 349875104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          51042 | NS      | $512972.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTRT Health Acquisition Corp.                                    | DTRT Health Acquisition Corp., Class A                           | CUSIP: 23344T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          66953 | NS      | $693633.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accretion Acquisition Corp.                                      | Accretion Acquisition Corp.                                      | CUSIP: 00438Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         202180 | NS      | $2037974.40   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| General American Investors Co., Inc.                             | General American Investors Co., Inc.                             | CUSIP: 368802104<br>LEI: 254900MHIF9G7IS1T951 | Long             |  | RF                | US        |           2788 | NS      | $100786.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobira Therapeutics, Inc.                                        | Tobira Therapeutics, Inc., CVR                                   | CUSIP: 888CVR990<br>LEI: 54930086LNMGJM5NB025 | Long             |  | CORP              | US        |          11880 | NS      | $146105.35    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| TLG Acquisition One Corp.                                        | TLG Acquisition One Corp., Class A                               | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         412909 | NS      | $4203413.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Acri Capital Acquisition Corp.                                   | CUSIP: 00501A119<br>LEI: N/A                  | N/A              | DO               |  | US        |          27498 | NS      | $962.43       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Springwater Special Situations Corp.                             | CUSIP: 85205U115<br>LEI: N/A                  | N/A              | DO               |  | US        |          20106 | NS      | $402.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Investment Grade Income Fund, Inc.                 | Western Asset Investment Grade Income Fund, Inc.                 | CUSIP: 95766T100<br>LEI: 549300W1ZCJRJ5Y1E041 | Long             |  | RF                | US        |           2029 | NS      | $23495.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Cascadia Acquisition Corp.                                       | CUSIP: 14739D118<br>LEI: N/A                  | N/A              | DO               |  | US        |          60303 | NS      | $639.21       | 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      | $-47.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc.                                            | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8575000 | PA      | $7215862.50   | 0.47%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Veritone, Inc.                                                   | Veritone, Inc.                                                   | CUSIP: 92347MAB6<br>LEI: 549300XTAS2FCSL4EL89 | Long             | DBT              | CORP              | US        |        1091000 | PA      | $657327.50    | 0.04%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Voya Global Equity Dividend and Premium Opportunity Fund         | Voya Global Equity Dividend and Premium Opportunity Fund         | CUSIP: 92912T100<br>LEI: 549300YJVN8KX08ZHI42 | Long             |  | RF                | US        |          21948 | NS      | $118738.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                                                 | 3D Systems Corp.                                                 | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Short            | EC               | CORP              | US        |         -48182 | NS      | $-356546.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | M3-Brigade Acquisition II Corp.                                  | CUSIP: 553800111<br>LEI: N/A                  | N/A              | DO               |  | US        |         413333 | NS      | $22485.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artemis Strategic Investment Corp.                               | Artemis Strategic Investment Corp., Class A                      | CUSIP: 04303A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         204800 | NS      | $2099200.00   | 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      | $-335.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Asset Municipal Partners Fund, Inc.                      | Western Asset Municipal Partners Fund, Inc.                      | CUSIP: 95766P108<br>LEI: 5493001Z97VQ69W5OH84 | Long             |  | RF                | US        |           7583 | NS      | $88266.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New York Quality Municipal Income Fund                    | Nuveen New York Quality Municipal Income Fund                    | CUSIP: 67066X107<br>LEI: 549300B795LQBEIHRS62 | Long             |  | RF                | US        |          40192 | NS      | $430054.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Senior Connect Acquisition Corp. I                               | CUSIP: 81723H116<br>LEI: N/A                  | N/A              | DO               |  | US        |          78500 | NS      | $4717.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | AMCI Acquisition Corp. II                                        | CUSIP: 00166R118<br>LEI: N/A                  | N/A              | DO               |  | US        |          69500 | NS      | $16680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Hurricane Acquisition Corp.                                 | Jaws Hurricane Acquisition Corp., Class A                        | CUSIP: 47201B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         169809 | NS      | $1698090.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CENAQ Energy Corp.                                               | CUSIP: 15130M110<br>LEI: N/A                  | N/A              | DO               |  | US        |         105000 | NS      | $11550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                   | LCI Industries                                                   | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |        6925000 | PA      | $5834312.50   | 0.38%             | 2026-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       30000000 | PA      | $29674500.00  | 1.93%             | 2023-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Selina Hospitality plc                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |          21842 | NS      | $1638.15      | 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      | $-10.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pono Capital Corp.                                               | Pono Capital Corp., Class A                                      | CUSIP: 732450101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         119700 | NS      | $1255653.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Real Asset Income and Growth Fund                         | Nuveen Real Asset Income and Growth Fund                         | CUSIP: 67074Y105<br>LEI: RQLXTE3CBG56EZF1BQ60 | Long             |  | RF                | US        |          12355 | NS      | $144553.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Strategic Credit Fund                                 | Blackstone Strategic Credit Fund                                 | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             |  | RF                | US        |          36664 | NS      | $387905.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Doma Holdings, Inc.                                              | CUSIP: 25703A112<br>LEI: N/A                  | N/A              | DO               |  | US        |          35241 | NS      | $602.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Municipal High Income Fund, Inc.                   | Western Asset Municipal High Income Fund, Inc.                   | CUSIP: 95766N103<br>LEI: 549300V8S0EC6SV7H926 | Long             |  | RF                | US        |          23749 | NS      | $151518.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OCA Acquisition Corp.                                            | CUSIP: 670865112<br>LEI: N/A                  | N/A              | DO               |  | US        |          55769 | NS      | $552.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       33355000 | PA      | $33189128.25  | 2.16%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Acropolis Infrastructure Acquisition Corp.                       | CUSIP: 005029111<br>LEI: N/A                  | N/A              | DO               |  | US        |         140333 | NS      | $16839.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry, Inc.                                                    | Xometry, Inc., Class A                                           | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |         -62362 | NS      | $-2009927.26  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.                               | Madison Square Garden Sports Corp., Class A                      | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6510 | NS      | $1193478.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Belong Acquisition Corp.                                         | CUSIP: 08069M110<br>LEI: N/A                  | N/A              | DO               |  | US        |          64000 | NS      | $8960.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                   | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        1585000 | PA      | $1137237.50   | 0.07%             | 2027-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Edoc Acquisition Corp.                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          55000 | NS      | $2172.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Prime Number Acquisition I Corp.                                 | CUSIP: 74168P115<br>LEI: N/A                  | N/A              | DO               |  | US        |          17850 | NS      | $1160.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co. III                              | Khosla Ventures Acquisition Co. III, Class A                     | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         184081 | NS      | $1832526.36   | 0.12%             |  |  |  | No            |                  1 | 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      |
| Churchill Capital Corp. VI                                       | Churchill Capital Corp. VI, Class A                              | CUSIP: 17143W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          67203 | NS      | $671693.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| dMY Technology Group, Inc. VI                                    | dMY Technology Group, Inc. VI                                    | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          82182 | NS      | $825929.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Banyan Acquisition Corp.                                         | CUSIP: 06690B115<br>LEI: N/A                  | N/A              | DO               |  | US        |         167229 | NS      | $4180.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International, Inc.                               | Sunnova Energy International, Inc.                               | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |        3450000 | PA      | $2668575.00   | 0.17%             | 2026-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | DTRT Health Acquisition Corp.                                    | CUSIP: 23344T111<br>LEI: N/A                  | N/A              | DO               |  | US        |          60408 | NS      | $13295.80     | 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      | $-365.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Build Acquisition Corp.                                          | Build Acquisition Corp., Class A                                 | CUSIP: 12008J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          18151 | NS      | $181873.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Plate Acquisition Corp.                                     | Home Plate Acquisition Corp., Class A                            | CUSIP: 43734R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          41016 | NS      | $415081.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Transformation Opportunities Corp.                       | Digital Transformation Opportunities Corp., Class A              | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         115119 | NS      | $1156370.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiverr International Ltd.                                        | Fiverr International Ltd.                                        | CUSIP: N/A<br>LEI: 549300Z8OREY6THCPF67       | Short            | EC               | CORP              | IL        |           -909 | NS      | $-26488.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Partnering Corp.                                   | Post Holdings Partnering Corp., Class A                          | CUSIP: 737465104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          93000 | NS      | $923490.00    | 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      | $-422.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Atlantic Coastal Acquisition Corp. II                            | CUSIP: 04845A116<br>LEI: N/A                  | N/A              | DO               |  | US        |         206631 | NS      | $13431.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Senior Floating Rate Term Fund                        | Blackstone Senior Floating Rate Term Fund                        | CUSIP: 09256U105<br>LEI: 549300PXYPBYRHU59R03 | Long             |  | RF                | US        |          17136 | NS      | $213000.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Light Acquisition Group, Inc.                              | First Light Acquisition Group, Inc., Class A                     | CUSIP: 320703101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40464 | NS      | $411518.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc., Class A                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               | CORP              | US        |          -7436 | NS      | $-635778.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Future Health ESG Corp.                                          | CUSIP: 36118W110<br>LEI: N/A                  | N/A              | DO               |  | US        |          45911 | NS      | $3213.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Merger Corp.                                                  | FG Merger Corp.                                                  | CUSIP: 30324Y101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          98184 | NS      | $1000494.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broad Capital Acquisition Corp.                                  | Broad Capital Acquisition Corp.                                  | CUSIP: 11125B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          69739 | NS      | $712732.58    | 0.05%             |  |  |  | No            |                  1 | 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      |
| Silver Spike Acquisition Corp. II                                | Silver Spike Acquisition Corp. II, Class A                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          80000 | NS      | $807200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthView Acquisition Corp.                                      | NorthView Acquisition Corp.                                      | CUSIP: 66718N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         154598 | NS      | $1566077.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| abrdn Global Dynamic Dividend Fund                               | abrdn Global Dynamic Dividend Fund                               | CUSIP: 00302M106<br>LEI: 2549008871AD4OJQWG76 | Long             |  | RF                | US        |           6385 | NS      | $60402.10     | 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      | $-613.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TechTarget, Inc.                                                 | TechTarget, Inc.                                                 | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Short            | EC               | CORP              | US        |         -18560 | NS      | $-817753.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AMCI Acquisition Corp. II                                        | AMCI Acquisition Corp. II, Class A                               | CUSIP: 00166R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         139000 | NS      | $1387220.00   | 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      | $-869.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Northern Star Investment Corp. IV                                | CUSIP: 66575B119<br>LEI: N/A                  | N/A              | DO               |  | US        |          13777 | NS      | $321.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Health Acquisition Corp.                                 | Digital Health Acquisition Corp.                                 | CUSIP: 253893101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          71745 | NS      | $761214.45    | 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      | $-657.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Resources & Commodities Strategy Trust                 | BlackRock Resources & Commodities Strategy Trust                 | CUSIP: 09257A108<br>LEI: 8DZAUY8151XS5PISSX42 | Long             |  | RF                | US        |          55665 | NS      | $554980.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc., Class A                                   | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -32328 | NS      | $-1808105.04  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Pennsylvania Quality Municipal Income Fund                | Nuveen Pennsylvania Quality Municipal Income Fund                | CUSIP: 670972108<br>LEI: 5493000C1CS4Q000GF67 | Long             |  | RF                | US        |          34735 | NS      | $386600.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Sagicor Financial Co. Ltd.                                       | CUSIP: 78669Q118<br>LEI: N/A                  | N/A              | DO               |  | BM        |         124500 | NS      | $4597.49      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DWS Municipal Income Trust                                       | DWS Municipal Income Trust                                       | CUSIP: 233368109<br>LEI: TEL2CK71Z3LE1OCHIB43 | Long             |  | RF                | US        |          23655 | NS      | $203669.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROC Energy Acquisition Corp.                                     | ROC Energy Acquisition Corp.                                     | CUSIP: 77118V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         149375 | NS      | $1530346.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Energy and Resources Trust                             | BlackRock Energy and Resources Trust                             | CUSIP: 09250U101<br>LEI: GG70RT52UUBWY2PJSI68 | Long             |  | RF                | US        |          28318 | NS      | $354824.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New Jersey Quality Municipal Income Fund                  | Nuveen New Jersey Quality Municipal Income Fund                  | CUSIP: 67069Y102<br>LEI: 5493006CFPL75HL16F31 | Long             |  | RF                | US        |          18025 | NS      | $203682.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Georgia Quality Municipal Income Fund                     | Nuveen Georgia Quality Municipal Income Fund                     | CUSIP: 67072B107<br>LEI: 54930023QNPVRWXW1U13 | Long             |  | RF                | US        |           2792 | NS      | $28279.89     | 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      | $-26.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parabellum Acquisition Corp.                                     | Parabellum Acquisition Corp., Class A                            | CUSIP: 69901P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          32371 | NS      | $329400.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Better World Acquisition Corp.                                   | Better World Acquisition Corp.                                   | CUSIP: 08772B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          35583 | NS      | $371842.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Acquisition Corp. II                                      | Fusion Acquisition Corp. II, Class A                             | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          26625 | NS      | $267315.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |         -24352 | NS      | $-2916882.56  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CF Acquisition Corp. VIII                                        | CUSIP: 12520C117<br>LEI: N/A                  | N/A              | DO               |  | US        |          48500 | NS      | $1358.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Dynamic Credit Allocation Fund, Inc.                        | Ares Dynamic Credit Allocation Fund, Inc.                        | CUSIP: 04014F102<br>LEI: 549300BZI16VZUT2N044 | Long             |  | RF                | US        |          17006 | NS      | $197099.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Graf Acquisition Corp. IV                                        | CUSIP: 384272118<br>LEI: N/A                  | N/A              | DO               |  | US        |          73000 | NS      | $6197.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flaherty & Crumrine Total Return Fund, Inc.                      | Flaherty & Crumrine Total Return Fund, Inc.                      | CUSIP: 338479108<br>LEI: 254900OFZ9J1RLHWZQ22 | Long             |  | RF                | US        |             48 | NS      | $757.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Strategic Municipal Bond Fund, Inc.                   | BNY Mellon Strategic Municipal Bond Fund, Inc.                   | CUSIP: 09662E109<br>LEI: 54930044KK4C1VDJ7M52 | Long             |  | RF                | US        |          64373 | NS      | $372075.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland Unlimited                                              | Cleveland Unlimited                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |              1 | NS      | $282451.96    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Eventbrite, Inc.                                                 | Eventbrite, Inc.                                                 | CUSIP: 29975EAD1<br>LEI: 549300N6XBV2B1FAUF55 | Long             | DBT              | CORP              | US        |        7400000 | PA      | $5106000.00   | 0.33%             | 2026-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                             | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |          -1424 | NS      | $-40712.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SeaStar Medical Holding Corp.                                    | CUSIP: 81256L112<br>LEI: N/A                  | N/A              | DO               |  | US        |           9992 | NS      | $903.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                                                 | 3D Systems Corp.                                                 | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |        9900000 | PA      | $6751800.00   | 0.44%             | 2026-11-15      | 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      | $-937.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | American Acquisition Opportunity, Inc.                           | CUSIP: 02369M110<br>LEI: N/A                  | N/A              | DO               |  | US        |          58500 | NS      | $1205.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Healthwell Acquisition Corp. I                                   | CUSIP: 42227R117<br>LEI: N/A                  | N/A              | DO               |  | US        |         139600 | NS      | $11168.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Ault Disruptive Technologies Corp.                               | CUSIP: 05150A112<br>LEI: N/A                  | N/A              | DO               |  | US        |          54855 | NS      | $2194.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farfetch Ltd.                                                    | Farfetch Ltd., Class A                                           | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Short            | EC               | CORP              | KY        |        -100865 | NS      | $-477091.45   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd.                                | CUSIP: 45333D120<br>LEI: N/A                  | Long             |  | CORP              | US        |         112518 | NS      | $11139.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 180 Life Sciences Corp.                                          | CUSIP: 68236V112<br>LEI: N/A                  | N/A              | DO               |  | US        |         441146 | NS      | $27880.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldenstone Acquisition Ltd.                                     | Goldenstone Acquisition Ltd.                                     | CUSIP: 38136Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          32200 | NS      | $329084.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Goldenstone Acquisition Ltd.                                     | CUSIP: 38136Y110<br>LEI: N/A                  | N/A              | DO               |  | US        |          32200 | NS      | $35.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DA32 Life Science Tech Acquisition Corp.                         | DA32 Life Science Tech Acquisition Corp., Class A                | CUSIP: 23312M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         133050 | NS      | $1317195.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Pono Capital Two, Inc.                                           | CUSIP: 73245B115<br>LEI: N/A                  | N/A              | DO               |  | US        |          92094 | NS      | $5074.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco California Value Municipal Income Trust                  | Invesco California Value Municipal Income Trust                  | CUSIP: 46132H106<br>LEI: 0O4FOPVOK8KA2I2US555 | Long             |  | RF                | US        |          71929 | NS      | $681886.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AxonPrime Infrastructure Acquisition Corp.                       | AxonPrime Infrastructure Acquisition Corp., Class A              | CUSIP: 05467C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         234165 | NS      | $2313550.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition II Corp.                                  | M3-Brigade Acquisition II Corp., Class A                         | CUSIP: 553800103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         129342 | NS      | $1296006.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FOXO Technologies, Inc.                                          | CUSIP: 351471115<br>LEI: N/A                  | N/A              | DO               |  | US        |          15728 | NS      | $423.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11020301 | PA      | $-48715.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Alset Capital Acquisition Corp.                                  | CUSIP: 02115M117<br>LEI: N/A                  | N/A              | DO               |  | US        |          61248 | NS      | $4746.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Genesis Unicorn Capital Corp.                                    | CUSIP: 37187C118<br>LEI: N/A                  | N/A              | DO               |  | US        |          67549 | NS      | $3039.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Otonomo Technologies Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | IL        |         251220 | NS      | $7486.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Templeton Emerging Markets Fund                                  | Templeton Emerging Markets Fund                                  | CUSIP: 880191101<br>LEI: CZCIR4LW4R7Y5KBS5R36 | Long             |  | RF                | US        |          10196 | NS      | $116438.32    | 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      | $2.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plutonian Acquisition Corp.                                      | Plutonian Acquisition Corp.                                      | CUSIP: 72942P203<br>LEI: N/A                  | Long             |  |  | US        |          15166 | OU      | $152418.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Edify Acquisition Corp.                                          | CUSIP: 28059Q111<br>LEI: N/A                  | N/A              | DO               |  | US        |          41550 | NS      | $1250.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Municipal Fund, Inc.                            | Neuberger Berman Municipal Fund, Inc.                            | CUSIP: 64124P101<br>LEI: 549300IIZWX8QVUHXO20 | Long             |  | RF                | US        |          38328 | NS      | $399377.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Globalink Investment, Inc.                                       | CUSIP: 37892F125<br>LEI: N/A                  | N/A              | DO               |  | US        |          74843 | NS      | $748.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Select Maturities Municipal Fund                          | Nuveen Select Maturities Municipal Fund                          | CUSIP: 67061T101<br>LEI: 5493004ODX60CHWL4U41 | Long             |  | RF                | US        |           2108 | NS      | $19098.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance New York Municipal Bond Fund                         | Eaton Vance New York Municipal Bond Fund                         | CUSIP: 27827Y109<br>LEI: 5493003LD9U89XVQ7W91 | Long             |  | RF                | US        |          38311 | NS      | $345182.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                          | Lantheus Holdings, Inc.                                          | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |        1940000 | PA      | $1953386.00   | 0.13%             | 2027-12-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Cardio Diagnostics Holdings, Inc.                                | CUSIP: 14159C111<br>LEI: N/A                  | N/A              | DO               |  | US        |          18211 | NS      | $901.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      662665144 | PA      | $-21856977.83 | -1.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Berenson Acquisition Corp. I                                     | Berenson Acquisition Corp. I, Class A                            | CUSIP: 083690107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         110400 | NS      | $1108416.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Inception Growth Acquisition Ltd.                                | CUSIP: 45333D112<br>LEI: N/A                  | N/A              | DO               |  | US        |          56259 | NS      | $2250.36      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Relativity Acquisition Corp.                                     | CUSIP: 75944B114<br>LEI: N/A                  | N/A              | DO               |  | US        |          89748 | NS      | $2916.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                        | 8x8, Inc.                                                        | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Short            | EC               | CORP              | US        |        -436011 | NS      | $-1883567.52  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Marblegate Acquisition Corp.                                     | CUSIP: 56608A113<br>LEI: N/A                  | N/A              | DO               |  | US        |         573387 | NS      | $22935.48     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796ZP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       13205000 | PA      | $12946930.33  | 0.84%             | 2023-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Blockchain Acquisition Corp.                              | Global Blockchain Acquisition Corp.                              | CUSIP: 37961B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         161196 | NS      | $1629691.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Quality Fund II, Inc.                     | BlackRock MuniHoldings Quality Fund II, Inc.                     | CUSIP: 09254C107<br>LEI: V04K6JK5YHD4O5SHSC34 | Long             |  | RF                | US        |          20192 | NS      | $200910.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiverr International Ltd.                                        | Fiverr International Ltd.                                        | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |        5276000 | PA      | $4254737.76   | 0.28%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Thunder Bridge Capital Partners III, Inc.                        | CUSIP: 88605T118<br>LEI: N/A                  | N/A              | DO               |  | US        |          16818 | NS      | $1289.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Infrastructure Industrials and Materials Fund               | Voya Infrastructure Industrials and Materials Fund               | CUSIP: 92912X101<br>LEI: CDDOXZNDBE7I8PJXIJ33 | Long             |  | RF                | US        |          12142 | NS      | $111342.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Advantage Municipal Income Trust II                      | Invesco Advantage Municipal Income Trust II                      | CUSIP: 46132E103<br>LEI: DA89O2CSN0WUDR74HM71 | Long             |  | RF                | US        |          54664 | NS      | $469563.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals, Inc.                                     | Inovio Pharmaceuticals, Inc.                                     | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Short            | EC               | CORP              | US        |         -31940 | NS      | $-49826.40    | -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      | $182049.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       45461000 | PA      | $45037873.56  | 2.92%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Epiphany Technology Acquisition Corp.                            | Epiphany Technology Acquisition Corp., Class A                   | CUSIP: 29429X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          88153 | NS      | $881530.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       12672532 | PA      | $-56019.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Providence Acquisition Corp. II                              | New Providence Acquisition Corp. II, Class A                     | CUSIP: 64823D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         145550 | NS      | $1480243.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Berenson Acquisition Corp. I                                     | CUSIP: 083690115<br>LEI: N/A                  | N/A              | DO               |  | US        |          15392 | NS      | $561.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                         | Sea Ltd.                                                         | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |        8250000 | PA      | $6043125.00   | 0.39%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Redwoods Acquisition Corp.                                       | Redwoods Acquisition Corp.                                       | CUSIP: 758083109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          74885 | NS      | $761580.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Ecosystem Development Corp.                              | Fintech Ecosystem Development Corp., Class A                     | CUSIP: 318136108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          10730 | NS      | $109982.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                                          | Lumentum Holdings, Inc.                                          | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |         -39696 | NS      | $-2070940.32  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LAVA Medtech Acquisition Corp.                                   | CUSIP: 519345110<br>LEI: N/A                  | N/A              | DO               |  | US        |          31732 | NS      | $161.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C5 Acquisition Corp.                                             | C5 Acquisition Corp., Class A                                    | CUSIP: 12530D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         309299 | NS      | $3151756.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniLit Acquisition Corp.                                        | OmniLit Acquisition Corp., Class A                               | CUSIP: 68218C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         138059 | NS      | $1375067.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 26 Capital Acquisition Corp.                                     | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DO               |  | US        |          74200 | NS      | $20776.00     | 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      | $2966.03      | 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      | $13670.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upwork, Inc.                                                     | Upwork, Inc.                                                     | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Short            | EC               | CORP              | US        |          -4236 | NS      | $-44223.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Home Plate Acquisition Corp.                                     | CUSIP: 43734R111<br>LEI: N/A                  | N/A              | DO               |  | US        |          20508 | NS      | $205.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Black Mountain Acquisition Corp.                                 | CUSIP: 09216A116<br>LEI: N/A                  | N/A              | DO               |  | US        |         183774 | NS      | $6744.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Highland Income Fund                                             | Highland Income Fund                                             | CUSIP: 43010E404<br>LEI: 254900CMUE9FRYL2UR80 | Long             |  | RF                | US        |          18473 | NS      | $190271.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Gardiner Healthcare Acquisitions Corp.                           | CUSIP: 365506112<br>LEI: N/A                  | N/A              | DO               |  | US        |          52651 | NS      | $6844.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer High Income Fund, Inc.                                   | Pioneer High Income Fund, Inc.                                   | CUSIP: 72369H106<br>LEI: GRH7C46DLKO4V5KVBT29 | Long             |  | RF                | US        |          61578 | NS      | $400257.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Forest Road Acquisition Corp. II                                 | Forest Road Acquisition Corp. II, Class A                        | CUSIP: 34619V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         104302 | NS      | $1046670.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Clean Earth Acquisitions Corp.                                   | CUSIP: 184493112<br>LEI: N/A                  | N/A              | DO               |  | US        |          97674 | NS      | $7813.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Apeiron Capital Investment Corp.                                 | CUSIP: 03752A119<br>LEI: N/A                  | N/A              | DO               |  | US        |          54024 | NS      | $8103.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Legato Merger Corp. II                                           | CUSIP: 52473Y112<br>LEI: N/A                  | N/A              | DO               |  | US        |          77207 | NS      | $33893.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | AltEnergy Acquisition Corp.                                      | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DO               |  | US        |          61463 | NS      | $6330.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Accretion Acquisition Corp.                                      | CUSIP: 00438Y115<br>LEI: N/A                  | N/A              | DO               |  | US        |         101090 | NS      | $1890.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NewHold Investment Corp. II                                      | CUSIP: 651450116<br>LEI: N/A                  | N/A              | DO               |  | US        |          67366 | NS      | $10057.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OmniLit Acquisition Corp.                                        | CUSIP: 68218C116<br>LEI: N/A                  | N/A              | DO               |  | US        |          40496 | NS      | $1316.12      | 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      | $-1596.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virtus Equity & Convertible Income Fund                          | Virtus Equity & Convertible Income Fund                          | CUSIP: 92841M101<br>LEI: 549300E7CGC36IOELF91 | Long             |  | RF                | US        |          31016 | NS      | $565421.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | dMY Squared Technology Group, Inc.                               | CUSIP: 233276112<br>LEI: N/A                  | N/A              | DO               |  | US        |           6140 | NS      | $2512.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Germany Fund, Inc. (The)                                     | New Germany Fund, Inc. (The)                                     | CUSIP: 644465106<br>LEI: 549300TPS2RTTJ8O3C08 | Long             |  | RF                | US        |            844 | NS      | $6659.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Epiphany Technology Acquisition Corp.                            | CUSIP: 29429X117<br>LEI: N/A                  | N/A              | DO               |  | US        |          65416 | NS      | $150.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxpro Capital Acquisition Corp.                                 | Maxpro Capital Acquisition Corp., Class A                        | CUSIP: 57778T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           9347 | NS      | $97115.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                               | Marriott Vacations Worldwide Corp.                               | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |        1940000 | PA      | $1915750.00   | 0.12%             | 2027-12-15      | Fixed         | 3.25%                 | 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      | $-12.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Long-Short Credit Income Fund                         | Blackstone Long-Short Credit Income Fund                         | CUSIP: 09257D102<br>LEI: 549300SM8M5F2TV58W35 | Long             |  | RF                | US        |          28037 | NS      | $303921.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Avalon Acquisition, Inc.                                         | CUSIP: 05338E119<br>LEI: N/A                  | N/A              | DO               |  | US        |          79701 | NS      | $5180.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Quality Trust                         | BlackRock Municipal Income Quality Trust                         | CUSIP: 092479104<br>LEI: ZQ1Z8W71OQGQTC6ZJ410 | Long             |  | RF                | US        |          22969 | NS      | $260698.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniVest Fund, Inc.                                    | BlackRock MuniVest Fund, Inc.                                    | CUSIP: 09253R105<br>LEI: 68LQJ5NLUNQI2T9OLL41 | Long             |  | RF                | US        |          68733 | NS      | $481818.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Feutune Light Acquisition Corp.                                  | Feutune Light Acquisition Corp., Class A                         | CUSIP: 31561T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          94079 | NS      | $956783.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Zeus Acquisition Corp.                                      | FTAC Zeus Acquisition Corp., Class A                             | CUSIP: 30320F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         320427 | NS      | $3236312.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Aetherium Acquisition Corp.                                      | CUSIP: 00809J119<br>LEI: N/A                  | N/A              | DO               |  | US        |         175712 | NS      | $579.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infinera Corp.                                                   | Infinera Corp.                                                   | CUSIP: 45667GAF0<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |        7575000 | PA      | $9388455.00   | 0.61%             | 2028-08-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Luminar Technologies, Inc.                                       | Luminar Technologies, Inc.                                       | CUSIP: 550424AA3<br>LEI: 549300AVGXLDWYMI4298 | Long             | DBT              | CORP              | US        |        3325000 | PA      | $1858010.00   | 0.12%             | 2026-12-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | FTAC Emerald Acquisition Corp.                                   | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DO               |  | US        |         118863 | NS      | $5943.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Intermediate Muni Fund, Inc.                       | Western Asset Intermediate Muni Fund, Inc.                       | CUSIP: 958435109<br>LEI: 5493000MG5MROBD48K57 | Long             |  | RF                | US        |          15735 | NS      | $119428.65    | 0.01%             |  |  |  | No            |                  1 | 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      |
| Adams Natural Resources Fund, Inc.                               | Adams Natural Resources Fund, Inc.                               | CUSIP: 00548F105<br>LEI: 549300LPTQAH0G3NGD42 | Long             |  | RF                | US        |           7866 | NS      | $171478.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | First Reserve Sustainable Growth Corp.                           | CUSIP: 336169115<br>LEI: N/A                  | N/A              | DO               |  | US        |          20625 | NS      | $259.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance California Municipal Bond Fund                       | Eaton Vance California Municipal Bond Fund                       | CUSIP: 27828A100<br>LEI: 549300FJGD8HWP11TO17 | Long             |  | RF                | US        |          72362 | NS      | $625207.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broad Capital Acquisition Corp.                                  | Broad Capital Acquisition Corp.                                  | CUSIP: 11125B110<br>LEI: N/A                  | Long             |  | CORP              | US        |          69739 | NS      | $6973.90      | 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      | $182064.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock New York Municipal Income Trust                        | BlackRock New York Municipal Income Trust                        | CUSIP: 09248L106<br>LEI: PJKTUMDJPIZ89SB71052 | Long             |  | RF                | US        |          51247 | NS      | $516057.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Number Acquisition I Corp.                                 | Prime Number Acquisition I Corp.                                 | CUSIP: 74168P123<br>LEI: N/A                  | Long             |  | CORP              | US        |          35700 | NS      | $6426.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Altitude Acquisition Corp.                                       | CUSIP: 02156Y111<br>LEI: N/A                  | N/A              | DO               |  | US        |          96300 | NS      | $3948.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Municipal Bond Infrastructure Fund, Inc.              | BNY Mellon Municipal Bond Infrastructure Fund, Inc.              | CUSIP: 09662W109<br>LEI: 5493003OUY2BKGFZ2414 | Long             |  | RF                | US        |           6550 | NS      | $68840.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Preferred & Income Opportunities Fund                     | Nuveen Preferred & Income Opportunities Fund                     | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |          43375 | NS      | $315770.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                       | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |       12100000 | PA      | $10330980.00  | 0.67%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | B Riley Principal 250 Merger Corp.                               | CUSIP: 05602L112<br>LEI: N/A                  | N/A              | DO               |  | US        |         117289 | NS      | $3530.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort, Inc.                                                   | CryoPort, Inc.                                                   | CUSIP: 229050AC3<br>LEI: 9845004D8538BT8JF626 | Long             | DBT              | CORP              | US        |        3083000 | PA      | $2260147.30   | 0.15%             | 2026-12-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Pivotal Investment Corp. III                                     | Pivotal Investment Corp. III, Class A                            | CUSIP: 72582M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          81030 | NS      | $820104.63    | 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      | $-1389.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Fusion Acquisition Corp. II                                      | CUSIP: 36118N110<br>LEI: N/A                  | N/A              | DO               |  | US        |          27666 | NS      | $22.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | VPC Impact Acquisition Holdings II                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          26666 | NS      | $325.33       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RF Acquisition Corp.                                             | RF Acquisition Corp.                                             | CUSIP: 74954L120<br>LEI: N/A                  | Long             |  | CORP              | US        |         114573 | NS      | $9177.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazard Global Total Return and Income Fund, Inc.                 | Lazard Global Total Return and Income Fund, Inc.                 | CUSIP: 52106W103<br>LEI: MZRC4RJENF0LPRIWFB85 | Long             |  | RF                | US        |           1196 | NS      | $17509.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Strategies Acquisition Corp.                           | Financial Strategies Acquisition Corp.                           | CUSIP: 31772T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          18686 | NS      | $192839.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delaware Investments National Municipal Income Fund              | Delaware Investments National Municipal Income Fund              | CUSIP: 24610T108<br>LEI: NIC7ULNUGCUI836YP119 | Long             |  | RF                | US        |           1300 | NS      | $13481.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SHF Holdings, Inc.                                               | CUSIP: 824430110<br>LEI: N/A                  | N/A              | DO               |  | US        |          33152 | NS      | $2081.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                        | CUSIP: 26142V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -18577 | NS      | $-211592.03   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock California Municipal Income Trust                      | BlackRock California Municipal Income Trust                      | CUSIP: 09248E102<br>LEI: LE6236HQD6DXEGUHE217 | Long             |  | RF                | US        |          30080 | NS      | $325766.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schultze Special Purpose Acquisition Corp. II                    | Schultze Special Purpose Acquisition Corp. II, Class A           | CUSIP: 808212104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          63730 | NS      | $643673.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Brooge Energy Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          76721 | NS      | $15344.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BurTech Acquisition Corp.                                        | CUSIP: 123013112<br>LEI: N/A                  | N/A              | DO               |  | US        |         447209 | NS      | $2727.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twelve Seas Investment Co. II                                    | Twelve Seas Investment Co. II, Class A                           | CUSIP: 90118T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200274 | NS      | $2018761.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Municipal Bond Fund                                  | Eaton Vance Municipal Bond Fund                                  | CUSIP: 27827X101<br>LEI: 5493006Q4EBOXVQBQD12 | Long             |  | RF                | US        |          76785 | NS      | $797796.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | dMY Technology Group, Inc. VI                                    | CUSIP: 233247113<br>LEI: N/A                  | N/A              | DO               |  | US        |          41091 | NS      | $4314.56      | 0.00%             |  |  |  | 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      |
| Carnival Corp.                                                   | Carnival Corp.                                                   | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        7020000 | PA      | $6268860.00   | 0.41%             | 2027-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Osiris Acquisition Corp.                                         | CUSIP: 68829A111<br>LEI: N/A                  | N/A              | DO               |  | US        |         254000 | NS      | $10439.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen Municipal Credit Income Fund                              | Nuveen Municipal Credit Income Fund                              | CUSIP: 67070X101<br>LEI: 54930078DL3R0VSYW338 | Long             |  | RF                | US        |          86190 | NS      | $1041175.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Silver Spike Acquisition Corp. II                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          20000 | NS      | $596.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LMP Capital and Income Fund, Inc.                                | LMP Capital and Income Fund, Inc.                                | CUSIP: 50208A102<br>LEI: 549300YJH1GYGXCCQ467 | Long             |  | RF                | US        |           2343 | NS      | $28209.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DermTech, Inc.                                                   | CUSIP: 24984K113<br>LEI: N/A                  | N/A              | DO               |  | US        |         142912 | NS      | $15677.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EF Hutton Acquisition Corp. I                                    | CUSIP: 28201D117<br>LEI: N/A                  | N/A              | DO               |  | US        |          34096 | NS      | $545.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                                    | Shopify, Inc.                                                    | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |        7675000 | PA      | $6552531.25   | 0.43%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Genesis Unicorn Capital Corp.                                    | Genesis Unicorn Capital Corp., Class A                           | CUSIP: 37187C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          67549 | NS      | $686973.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | AxonPrime Infrastructure Acquisition Corp.                       | CUSIP: 05467C116<br>LEI: N/A                  | N/A              | DO               |  | US        |          78055 | NS      | $3145.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Star Acquisition, Inc.                                    | Global Star Acquisition, Inc., Class A                           | CUSIP: 37962G102<br>LEI: 549300WVYNDKLU5S4I14 | Long             | EC               | CORP              | US        |          50064 | NS      | $506147.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NorthView Acquisition Corp.                                      | CUSIP: 66718N111<br>LEI: N/A                  | N/A              | DO               |  | US        |          77299 | NS      | $3671.70      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BNY Mellon Strategic Municipals, Inc.                            | BNY Mellon Strategic Municipals, Inc.                            | CUSIP: 05588W108<br>LEI: 549300FH0LKMOBY7N332 | Long             |  | RF                | US        |          76547 | NS      | $467702.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Social Leverage Acquisition Corp. I                              | CUSIP: 83363K110<br>LEI: N/A                  | N/A              | DO               |  | US        |          20666 | NS      | $1239.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Artemis Strategic Investment Corp.                               | CUSIP: 04303A111<br>LEI: N/A                  | N/A              | DO               |  | US        |         102400 | NS      | $13844.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ShoulderUp Technology Acquisition Corp.                          | ShoulderUp Technology Acquisition Corp., Class A                 | CUSIP: 82537G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         299987 | NS      | $3056867.53   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Landcadia Holdings IV, Inc.                                      | CUSIP: 51477A112<br>LEI: N/A                  | N/A              | DO               |  | US        |          84500 | NS      | $11373.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Investment Quality Municipal Trust, Inc. (The)         | Blackrock Investment Quality Municipal Trust, Inc. (The)         | CUSIP: 09247D105<br>LEI: HIQUII1IK2OOB2XHIJ72 | Long             |  | RF                | US        |           3871 | NS      | $45135.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Acquisition Corp.                                         | Alpine Acquisition Corp.                                         | CUSIP: 02083L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30206 | NS      | $315350.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund II, Inc.                        | BlackRock MuniYield Quality Fund II, Inc.                        | CUSIP: 09254G108<br>LEI: PRQP520S3DVB025IWS24 | Long             |  | RF                | US        |          13919 | NS      | $142252.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Fund, Inc.                            | BlackRock Municipal Income Fund, Inc.                            | CUSIP: 09253X102<br>LEI: W7IEW9KTXVCYG8ZQQV11 | Long             |  | RF                | US        |          72644 | NS      | $823056.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trajectory Alpha Acquisition Corp.                               | Trajectory Alpha Acquisition Corp., Class A                      | CUSIP: 89301B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         109920 | NS      | $1104696.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                                      | Chegg, Inc.                                                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Short            | EC               | CORP              | US        |         -20713 | NS      | $-523417.51   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ShoulderUp Technology Acquisition Corp.                          | CUSIP: 82537G112<br>LEI: N/A                  | N/A              | DO               |  | US        |         108870 | NS      | $2177.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apeiron Capital Investment Corp.                                 | Apeiron Capital Investment Corp., Class A                        | CUSIP: 03752A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         108048 | NS      | $1108572.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alset Capital Acquisition Corp.                                  | Alset Capital Acquisition Corp., Class A                         | CUSIP: 02115M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         122496 | NS      | $1227409.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Schultze Special Purpose Acquisition Corp. II                    | CUSIP: 808212112<br>LEI: N/A                  | N/A              | DO               |  | US        |          31865 | NS      | $360.07       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nuveen California Quality Municipal Income Fund                  | Nuveen California Quality Municipal Income Fund                  | CUSIP: 67066Y105<br>LEI: 549300ZT6V9X5U9BHR46 | Long             |  | RF                | US        |          69963 | NS      | $774490.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield New York Quality Fund, Inc.                  | BlackRock MuniYield New York Quality Fund, Inc.                  | CUSIP: 09255E102<br>LEI: 158AYFGDRFUGVL3TD012 | Long             |  | RF                | US        |          60145 | NS      | $589421.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Ltd. Duration Preferred and Income Fund, Inc.     | Cohen & Steers Ltd. Duration Preferred and Income Fund, Inc.     | CUSIP: 19248C105<br>LEI: FB4GVFNX9R92BO4AY061 | Long             |  | RF                | US        |          21082 | NS      | $400979.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart III Corp.                                              | Lionheart III Corp., Class A                                     | CUSIP: 536262108<br>LEI: 549300FOQIPVJ7BSVU47 | Long             | EC               | CORP              | US        |          89680 | NS      | $916529.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GX Acquisition Corp. II                                          | GX Acquisition Corp. II, Class A                                 | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         245504 | NS      | $2457495.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |         -87697 | NS      | $-4018276.54  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forum Merger IV Corp.                                            | CUSIP: 349875112<br>LEI: N/A                  | N/A              | DO               |  | US        |         117500 | NS      | $3525.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Venture Acquisition Corp.                                     | TG Venture Acquisition Corp.                                     | CUSIP: 87251T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         273650 | NS      | $2783020.50   | 0.18%             |  |  |  | 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      | $1946.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAVA Medtech Acquisition Corp.                                   | LAVA Medtech Acquisition Corp., Class A                          | CUSIP: 519345102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          63464 | NS      | $652409.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen California AMT-Free Quality Municipal Income Fund         | Nuveen California AMT-Free Quality Municipal Income Fund         | CUSIP: 670651108<br>LEI: 5493005SR7RRUAG9VK19 | Long             |  | RF                | US        |          24414 | NS      | $300292.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | C5 Acquisition Corp.                                             | CUSIP: 12530D113<br>LEI: N/A                  | N/A              | DO               |  | US        |         131692 | NS      | $3950.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                                      | DigitalOcean Holdings, Inc.                                      | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |        3325000 | PA      | $2485437.50   | 0.16%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Twelve Seas Investment Co. II                                    | CUSIP: 90118T114<br>LEI: N/A                  | N/A              | DO               |  | US        |          32933 | NS      | $494.00       | 0.00%             |  |  |  | No            |                  1 | 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      |
| N/A                                                              | Eve Holding, Inc.                                                | CUSIP: 29970N112<br>LEI: N/A                  | N/A              | DO               |  | US        |          82099 | NS      | $20524.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                                      | GoPro, Inc.                                                      | CUSIP: 38268TAD5<br>LEI: 549300CQJMLT21SZFL16 | Long             | DBT              | CORP              | US        |        1225000 | PA      | $1107376.50   | 0.07%             | 2025-11-15      | Fixed         | 1.25%                 | 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      | $145209.91    | 0.01%             | 2015-12-01      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Nuveen Massachusetts Quality Municipal Income Fund               | Nuveen Massachusetts Quality Municipal Income Fund               | CUSIP: 67061E104<br>LEI: 549300RK5RSCWBBL2616 | Long             |  | RF                | US        |           3212 | NS      | $33950.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNR Acquisition Corp.                                            | HNR Acquisition Corp.                                            | CUSIP: 40472A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          49014 | NS      | $501413.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Power & Digital Infrastructure Acquisition II Corp.              | CUSIP: 73919C118<br>LEI: N/A                  | N/A              | DO               |  | US        |         159558 | NS      | $11200.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Pono Capital Corp.                                               | CUSIP: 732450119<br>LEI: N/A                  | N/A              | DO               |  | US        |          89775 | NS      | $5835.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ault Disruptive Technologies Corp.                               | Ault Disruptive Technologies Corp.                               | CUSIP: 05150A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          73140 | NS      | $751147.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FinServ Acquisition Corp. II                                     | FinServ Acquisition Corp. II, Class A                            | CUSIP: 31809Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           9858 | NS      | $98875.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adams Diversified Equity Fund, Inc.                              | Adams Diversified Equity Fund, Inc.                              | CUSIP: 006212104<br>LEI: 5493005W7G81BNPP7M23 | Long             |  | RF                | US        |          61293 | NS      | $891200.22    | 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      | $-1575.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc.                                                  | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               | CORP              | US        |           -365 | NS      | $-259828.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Warburg Pincus Capital Corp. I-B                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          12000 | NS      | $60.00        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AltEnergy Acquisition Corp.                                      | AltEnergy Acquisition Corp., Class A                             | CUSIP: 02157M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         122926 | NS      | $1257532.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                              | Norwegian Cruise Line Holdings Ltd.                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |        -174646 | NS      | $-2137667.04  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OceanTech Acquisitions I Corp.                                   | CUSIP: 675507115<br>LEI: N/A                  | N/A              | DO               |  | US        |         104000 | NS      | $4056.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegean Marine Petroleum Network, Inc.                            | Aegean Marine Petroleum Network, Inc. Escrow                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        2375000 | PA      | $190000.00    | 0.01%             | 2022-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Seaport Calibre Materials Acquisition Corp.                      | CUSIP: 812204113<br>LEI: N/A                  | N/A              | DO               |  | US        |          22683 | NS      | $793.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Municipal Opportunity Trust                              | Invesco Municipal Opportunity Trust                              | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             |  | RF                | US        |          78959 | NS      | $782483.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Nubia Brand International Corp.                                  | CUSIP: 67022R111<br>LEI: N/A                  | N/A              | DO               |  | US        |         142150 | NS      | $11372.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Global Systems Dynamics, Inc.                                    | CUSIP: 37653T116<br>LEI: N/A                  | N/A              | DO               |  | US        |          69500 | NS      | $3475.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Good Works II Acquisition Corp.                                  | CUSIP: 38216G112<br>LEI: N/A                  | N/A              | DO               |  | US        |         126000 | NS      | $9135.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldenstone Acquisition Ltd.                                     | Goldenstone Acquisition Ltd.                                     | CUSIP: 38136Y128<br>LEI: N/A                  | Long             |  | CORP              | US        |          32200 | NS      | $2898.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goal Acquisitions Corp.                                          | Goal Acquisitions Corp.                                          | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         151974 | NS      | $1528858.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Panacea Acquisition Corp. II                                     | Panacea Acquisition Corp. II, Class A                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         100000 | NS      | $1009000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Logistics Innovation Technologies Corp.                          | CUSIP: 54141L118<br>LEI: N/A                  | N/A              | DO               |  | US        |          81857 | NS      | $3282.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Churchill Capital Corp. VII                                      | CUSIP: 17144M110<br>LEI: N/A                  | N/A              | DO               |  | US        |          16600 | NS      | $820.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp. III                               | Northern Star Investment Corp. III, Class A                      | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         170970 | NS      | $1718248.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Rail and Resources Acquisition Corp.                  | Integrated Rail and Resources Acquisition Corp., Class A         | CUSIP: 45827R106<br>LEI: 549300G3080C4RIDLA64 | Long             | EC               | CORP              | US        |         108438 | NS      | $1103898.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| D & Z Media Acquisition Corp.                                    | D & Z Media Acquisition Corp., Class A                           | CUSIP: 23305Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          99246 | NS      | $992460.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Data Knights Acquisition Corp.                                   | CUSIP: 237699111<br>LEI: N/A                  | N/A              | DO               |  | US        |          50667 | NS      | $1758.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp. VII                                      | Churchill Capital Corp. VII, Class A                             | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         322641 | NS      | $3216730.77   | 0.21%             |  |  |  | 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      |
| Carnival Corp.                                                   | Carnival Corp.                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |        -372177 | NS      | $-2999746.62  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Fund, Inc.                                   | BlackRock MuniYield Fund, Inc.                                   | CUSIP: 09253W104<br>LEI: AVXF9RZVI4EDWXACOH81 | Long             |  | RF                | US        |          75008 | NS      | $780833.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Evo Acquisition Corp.                                            | CUSIP: 30052G116<br>LEI: N/A                  | N/A              | DO               |  | US        |           9660 | NS      | $539.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Alpine Acquisition Corp.                                         | CUSIP: 02083L117<br>LEI: N/A                  | N/A              | DO               |  | US        |          15103 | NS      | $1510.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Colombier Acquisition Corp.                                      | CUSIP: 19533H116<br>LEI: N/A                  | N/A              | DO               |  | US        |          78300 | NS      | $6733.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock MuniYield Michigan Quality Fund, Inc.                  | BlackRock MuniYield Michigan Quality Fund, Inc.                  | CUSIP: 09254V105<br>LEI: J3H1DOS8Q2FL9RVLS329 | Long             |  | RF                | US        |          17266 | NS      | $191479.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | HNR Acquisition Corp.                                            | CUSIP: 40472A128<br>LEI: N/A                  | N/A              | DO               |  | US        |          49014 | NS      | $4901.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RF Acquisition Corp.                                             | RF Acquisition Corp., Class A                                    | CUSIP: 74954L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         128573 | NS      | $1299873.03   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtus Dividend Interest & Premium Strategy Fund                 | Virtus Dividend Interest & Premium Strategy Fund                 | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             |  | RF                | US        |          56687 | NS      | $639429.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forest Road Acquisition Corp. II                                 | CUSIP: 34619V111<br>LEI: N/A                  | N/A              | DO               |  | US        |          16622 | NS      | $5551.75      | 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      | $-972.65      | -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      | $-1458.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intelligent Medicine Acquisition Corp.                           | Intelligent Medicine Acquisition Corp., Class A                  | CUSIP: 45828D106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         239244 | NS      | $2459428.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Integral Acquisition Corp. 1                                     | CUSIP: 45827K119<br>LEI: N/A                  | N/A              | DO               |  | US        |          53808 | NS      | $4008.70      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Financial Strategies Acquisition Corp.                           | CUSIP: 31772T115<br>LEI: N/A                  | N/A              | DO               |  | US        |         131193 | NS      | $2623.86      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Sustainable Development Acquisition I Corp.                      | CUSIP: 86934L111<br>LEI: N/A                  | N/A              | DO               |  | US        |          41836 | NS      | $1673.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metal Sky Star Acquisition Corp.                                 | Metal Sky Star Acquisition Corp.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         103342 | NS      | $1052021.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniVest Fund II, Inc.                                 | BlackRock MuniVest Fund II, Inc.                                 | CUSIP: 09253T101<br>LEI: TC1SINW7C50S8NN8GU32 | Long             |  | RF                | US        |          31307 | NS      | $327158.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp.                                         | Sizzle Acquisition Corp.                                         | CUSIP: 83014E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         121744 | NS      | $1244223.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Conyers Park III Acquisition Corp.                               | CUSIP: 21289P110<br>LEI: N/A                  | N/A              | DO               |  | US        |         161500 | NS      | $24063.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thunder Bridge Capital Partners III, Inc.                        | Thunder Bridge Capital Partners III, Inc., Class A               | CUSIP: 88605T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          86946 | NS      | $848592.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Credit Strategies Income Fund                             | Nuveen Credit Strategies Income Fund                             | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |         110478 | NS      | $562333.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LightJump Acquisition Corp.                                      | CUSIP: 53228M114<br>LEI: N/A                  | N/A              | DO               |  | US        |          26406 | NS      | $3908.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR II Meteora Acquisition Corp.                                 | GSR II Meteora Acquisition Corp., Class A                        | CUSIP: 36263W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         244186 | NS      | $2477266.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                                     | Cutera, Inc.                                                     | CUSIP: 232109AF5<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |        1033000 | PA      | $1051697.30   | 0.07%             | 2029-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Offerpad Solutions, Inc.                                         | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DO               |  | US        |          12710 | NS      | $285.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies, Inc.                                         | Array Technologies, Inc.                                         | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |        -356376 | NS      | $-6888748.08  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Ecosystem Development Corp.                              | Fintech Ecosystem Development Corp.                              | CUSIP: 318136124<br>LEI: N/A                  | Long             |  | CORP              | US        |          10730 | NS      | $1502.20      | 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      | $12700.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health, Inc.                                            | Guardant Health, Inc.                                            | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |         -18426 | NS      | $-501187.20   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | PROOF Acquisition Corp. I                                        | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DO               |  | US        |          75432 | NS      | $2315.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Globalink Investment, Inc.                                       | Globalink Investment, Inc.                                       | CUSIP: 37892F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          74843 | NS      | $763398.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone, Inc.                                                   | Veritone, Inc.                                                   | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Short            | EC               | CORP              | US        |          -4653 | NS      | $-24660.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | USHG Acquisition Corp.                                           | CUSIP: 91748P118<br>LEI: N/A                  | N/A              | DO               |  | US        |          41285 | NS      | $49.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Logistics Innovation Technologies Corp.                          | Logistics Innovation Technologies Corp., Class A                 | CUSIP: 54141L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          48818 | NS      | $493061.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Floating Rate Income Opportunity Fund                     | Nuveen Floating Rate Income Opportunity Fund                     | CUSIP: 6706EN100<br>LEI: 6TG15UBKG3HMZ9US3I68 | Long             |  | RF                | US        |          20240 | NS      | $158074.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital5, Inc.                                                | GigCapital5, Inc.                                                | CUSIP: 37519U109<br>LEI: 549300EQ1NNV387FGF92 | Long             | EC               | CORP              | US        |         123100 | NS      | $1255620.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Trust II                              | BlackRock Municipal Income Trust II                              | CUSIP: 09249N101<br>LEI: 17UVWS2OK706BUPLKK60 | Long             |  | RF                | US        |          74829 | NS      | $772983.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Emerald Acquisition Corp.                                   | FTAC Emerald Acquisition Corp., Class A                          | CUSIP: 29103K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         283096 | NS      | $2836621.92   | 0.18%             |  |  |  | No            |                  1 | 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      | $8784.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Premier Municipal Income Fund                   | Federated Hermes Premier Municipal Income Fund                   | CUSIP: 31423P108<br>LEI: C0TUI5ZPEIY028NN4Q23 | Long             |  | RF                | US        |          38501 | NS      | $404260.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CIIG Capital Partners II, Inc.                                   | CUSIP: 12561U117<br>LEI: N/A                  | N/A              | DO               |  | US        |          70884 | NS      | $4961.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp.                                                   | Infinera Corp.                                                   | CUSIP: 45667GAE3<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |        2925000 | PA      | $3254605.47   | 0.21%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BlackRock MuniHoldings New York Quality Fund, Inc.               | BlackRock MuniHoldings New York Quality Fund, Inc.               | CUSIP: 09255C106<br>LEI: YP1D2S6Y4JY0A7W3DV93 | Long             |  | RF                | US        |          45494 | NS      | $467223.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Rise Acquisition Corp.                                   | Fortune Rise Acquisition Corp.                                   | CUSIP: 34969G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          98648 | NS      | $1017060.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Beard Energy Transition Acquisition Corp.                        | Beard Energy Transition Acquisition Corp., Class A               | CUSIP: 07402Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         149518 | NS      | $1523588.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AltC Acquisition Corp.                                           | AltC Acquisition Corp., Class A                                  | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         177566 | NS      | $1761454.72   | 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      | $-990.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group, Inc.                                               | Zillow Group, Inc., Class C                                      | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |         -41177 | NS      | $-1326311.17  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications, Inc.                                        | Shaw Communications, Inc., Class B                               | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |         867039 | NS      | $24980200.44  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Pine Technology Acquisition Corp.                                | CUSIP: 722850112<br>LEI: N/A                  | N/A              | DO               |  | US        |         213333 | NS      | $362.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp.                                             | Repay Holdings Corp.                                             | CUSIP: 76029L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -16212 | NS      | $-130506.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Globalink Investment, Inc.                                       | Globalink Investment, Inc.                                       | CUSIP: 37892F117<br>LEI: N/A                  | Long             |  | CORP              | US        |          74843 | NS      | $3772.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd.                                               | Ivanhoe Mines Ltd.                                               | CUSIP: 46579RAA2<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |         575000 | PA      | $698337.50    | 0.05%             | 2026-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Broadmark Realty Capital, Inc.                                   | CUSIP: 11135B118<br>LEI: N/A                  | N/A              | DO               |  | US        |         263708 | NS      | $316.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McLaren Technology Acquisition Corp.                             | McLaren Technology Acquisition Corp., Class A                    | CUSIP: 58176U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         205792 | NS      | $2101136.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yotta Acquisition Corp.                                          | Yotta Acquisition Corp.                                          | CUSIP: 98741Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         156021 | NS      | $1566450.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                             | Teladoc Health, Inc.                                             | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |        3900000 | PA      | $2995959.72   | 0.19%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Granite Ridge Resources, Inc.                                    | CUSIP: 387432115<br>LEI: N/A                  | N/A              | DO               |  | US        |          79433 | NS      | $91347.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welsbach Technology Metals Acquisition Corp.                     | Welsbach Technology Metals Acquisition Corp.                     | CUSIP: 950415117<br>LEI: N/A                  | Long             |  | CORP              | US        |           9289 | NS      | $1857.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FG Merger Corp.                                                  | CUSIP: 30324Y119<br>LEI: N/A                  | N/A              | DO               |  | US        |          73638 | NS      | $3681.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Digital Holdings, Inc.                                  | Marathon Digital Holdings, Inc.                                  | CUSIP: 565788AB2<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |        6855000 | PA      | $1529751.38   | 0.10%             | 2026-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Accretion Acquisition Corp.                                      | Accretion Acquisition Corp.                                      | CUSIP: 00438Y123<br>LEI: N/A                  | Long             |  | CORP              | US        |         202180 | NS      | $14637.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Zimmer Energy Transition Acquisition Corp.                       | CUSIP: 989570114<br>LEI: N/A                  | N/A              | DO               |  | US        |         160666 | NS      | $30526.54     | 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      | $-22.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Debt Strategies Fund, Inc.                             | BlackRock Debt Strategies Fund, Inc.                             | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |          55000 | NS      | $506000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Beard Energy Transition Acquisition Corp.                        | CUSIP: 07402Q119<br>LEI: N/A                  | N/A              | DO               |  | US        |          74755 | NS      | $5980.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Aurora Acquisition Corp.                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |           9375 | NS      | $140.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Industrial Income REIT                                    | Summit Industrial Income REIT                                    | CUSIP: 866120116<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | EC               | CORP              | CA        |         716960 | NS      | $12014639.88  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | GSR II Meteora Acquisition Corp.                                 | CUSIP: 36263W121<br>LEI: N/A                  | N/A              | DO               |  | US        |         244186 | NS      | $15603.49     | 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      | $27.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Envestnet, Inc.                                                  | Envestnet, Inc.                                                  | CUSIP: 29404KAF3<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |        1230000 | PA      | $1319790.00   | 0.09%             | 2027-12-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Mason Industrial Technology, Inc.                                | CUSIP: 57520Y114<br>LEI: N/A                  | N/A              | DO               |  | US        |          50518 | NS      | $1010.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Stratim Cloud Acquisition Corp.                                  | CUSIP: 86309R115<br>LEI: N/A                  | N/A              | DO               |  | US        |         148000 | NS      | $1480.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                     | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |        2058000 | PA      | $2584848.00   | 0.17%             | 2025-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EQ Health Acquisition Corp.                                      | EQ Health Acquisition Corp., Class A                             | CUSIP: 26886A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          87656 | NS      | $885325.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Hill Acquisition Corp.                                    | Signal Hill Acquisition Corp., Class A                           | CUSIP: 82664R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          89860 | NS      | $918369.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancroft Fund Ltd.                                               | Bancroft Fund Ltd.                                               | CUSIP: 059695106<br>LEI: 5493000X4Y1FB4G26P45 | Long             |  | RF                | US        |           8596 | NS      | $140802.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Global High Income Fund, Inc.                      | Western Asset Global High Income Fund, Inc.                      | CUSIP: 95766B109<br>LEI: 549300JWVV1XIQ66WD13 | Long             |  | RF                | US        |          28880 | NS      | $196384.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Reserve Sustainable Growth Corp.                           | First Reserve Sustainable Growth Corp., Class A                  | CUSIP: 336169107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          87838 | NS      | $882771.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Vision Sensing Acquisition Corp.                                 | CUSIP: 92838J111<br>LEI: N/A                  | N/A              | DO               |  | US        |          38412 | NS      | $1125.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Priveterra Acquisition Corp.                                     | Priveterra Acquisition Corp., Class A                            | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         134555 | NS      | $1352950.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | VMG Consumer Acquisition Corp.                                   | CUSIP: 91842V110<br>LEI: N/A                  | N/A              | DO               |  | US        |          90393 | NS      | $3615.72      | 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      | $535.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Getaround, Inc.                                                  | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DO               |  | US        |          13769 | NS      | $629.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp.                                                   | Infinera Corp.                                                   | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Short            | EC               | CORP              | US        |       -1052704 | NS      | $-7095224.96  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort, Inc.                                                   | CryoPort, Inc.                                                   | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Short            | EC               | CORP              | US        |          -2689 | NS      | $-46654.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                                     | Cutera, Inc.                                                     | CUSIP: 232109AC2<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |       10581000 | PA      | $11247603.00  | 0.73%             | 2028-06-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| OCA Acquisition Corp.                                            | OCA Acquisition Corp., Class A                                   | CUSIP: 670865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         122375 | NS      | $1255567.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nubia Brand International Corp.                                  | Nubia Brand International Corp., Class A                         | CUSIP: 67022R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         284300 | NS      | $3053382.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Blockchain Moon Acquisition Corp.                                | CUSIP: 09370F125<br>LEI: N/A                  | N/A              | DO               |  | US        |          44844 | NS      | $807.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Progress Acquisition Corp.                                       | CUSIP: 74327P113<br>LEI: N/A                  | N/A              | DO               |  | US        |          41500 | NS      | $2602.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Tactical Income Fund, Inc.                                | Apollo Tactical Income Fund, Inc.                                | CUSIP: 037638103<br>LEI: 549300JOTMM1DVBHF402 | Long             |  | RF                | US        |           7742 | NS      | $93833.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambit Biosciences Corp.                                          | Ambit Biosciences Corp., CVR                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         146272 | NS      | $140030.57    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Realogy Group LLC                                                | Realogy Group LLC                                                | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4425000 | PA      | $3093075.00   | 0.20%             | 2026-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                                    | Shopify, Inc., Class A                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |          -6863 | NS      | $-238214.73   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Jackson Acquisition Co.                                          | CUSIP: 46653C114<br>LEI: N/A                  | N/A              | DO               |  | US        |         183961 | NS      | $1048.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | DUET Acquisition Corp.                                           | CUSIP: 26431Q114<br>LEI: N/A                  | N/A              | DO               |  | US        |          73788 | NS      | $1106.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First Trust High Income Long                                     | First Trust High Income Long                                     | CUSIP: 33738E109<br>LEI: JUEVI6DHENZLPUBV7E49 | Long             |  | RF                | US        |          26849 | NS      | $307421.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                                          | Liberty Broadband Corp., Class C                                 | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |           1422 | NS      | $108455.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FoxWayne Enterprises Acquisition Corp.                           | FoxWayne Enterprises Acquisition Corp., Class A                  | CUSIP: 35166L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          34500 | NS      | $349830.00    | 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      | $-1436.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                   | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       12113000 | PA      | $8222304.40   | 0.53%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Monterey Capital Acquisition Corp.                               | CUSIP: 61244M117<br>LEI: N/A                  | N/A              | DO               |  | US        |          71394 | NS      | $2720.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                  | CUSIP: 56087FAB0<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |        6075000 | PA      | $6002100.00   | 0.39%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| iStar, Inc.                                                      | iStar, Inc.                                                      | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |        2331000 | PA      | $2313490.32   | 0.15%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fastly, Inc.                                                     | Fastly, Inc., Class A                                            | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Short            | EC               | CORP              | US        |          -1980 | NS      | $-16216.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EF Hutton Acquisition Corp. I                                    | EF Hutton Acquisition Corp. I                                    | CUSIP: 28201D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          34096 | NS      | $341300.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Emerging Markets High Dividend Equity Fund                  | Voya Emerging Markets High Dividend Equity Fund                  | CUSIP: 92912P108<br>LEI: 549300MBU0OQHUKI2Y86 | Long             |  | RF                | US        |          16544 | NS      | $85367.04     | 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      | $-1596.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alset Capital Acquisition Corp.                                  | Alset Capital Acquisition Corp.                                  | CUSIP: 02115M125<br>LEI: N/A                  | Long             |  | CORP              | US        |         122496 | NS      | $18374.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BlackRock MuniYield Quality Fund III, Inc.                       | BlackRock MuniYield Quality Fund III, Inc.                       | CUSIP: 09254E103<br>LEI: UB5J2GS6Q51M6A2L8886 | Long             |  | RF                | US        |          59192 | NS      | $663542.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                                      | Greenbrier Cos., Inc. (The)                                      | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |       11535000 | PA      | $10168102.50  | 0.66%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Legato Merger Corp. II                                           | Legato Merger Corp. II                                           | CUSIP: 52473Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         154414 | NS      | $1562669.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Williams Rowland Acquisition Corp.                               | CUSIP: 96951B110<br>LEI: N/A                  | N/A              | DO               |  | US        |         115833 | NS      | $5224.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd.                                | CUSIP: 45333D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         112518 | NS      | $1139807.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Systems Dynamics, Inc.                                    | Global Systems Dynamics, Inc., Class A                           | CUSIP: 37653T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         179996 | NS      | $1859358.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings New Jersey Quality Fund, Inc.             | BlackRock MuniHoldings New Jersey Quality Fund, Inc.             | CUSIP: 09254X101<br>LEI: FDX8Y56FK6PN1WE5XX39 | Long             |  | RF                | US        |          20671 | NS      | $228827.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royce Global Value Trust, Inc.                                   | Royce Global Value Trust, Inc.                                   | CUSIP: 78081T104<br>LEI: 254900MA25TE88EMIP63 | Long             |  | RF                | US        |           1365 | NS      | $11807.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings, Inc.                                  | Marathon Digital Holdings, Inc.                                  | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |           -828 | NS      | $-2831.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MFS Multimarket Income Trust                                     | MFS Multimarket Income Trust                                     | CUSIP: 552737108<br>LEI: WJEDYZGROW7MJ1187O21 | Long             |  | RF                | US        |           3385 | NS      | $15266.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                     | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |         -27579 | NS      | $-1363229.97  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                                                  | Bandwidth, Inc., Class A                                         | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Short            | EC               | CORP              | US        |          -3391 | NS      | $-77823.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deep Medicine Acquisition Corp.                                  | Deep Medicine Acquisition Corp., Class A                         | CUSIP: 243733102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         152927 | NS      | $1624084.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tekla Healthcare Opportunities Fund                              | Tekla Healthcare Opportunities Fund                              | CUSIP: 879105104<br>LEI: 549300WT8EMZSV1XVW72 | Long             |  | RF                | US        |          23384 | NS      | $463237.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FinServ Acquisition Corp. II                                     | CUSIP: 31809Y111<br>LEI: N/A                  | N/A              | DO               |  | US        |          20791 | NS      | $106.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 4d pharma plc                                                    | CUSIP: 35085K117<br>LEI: N/A                  | N/A              | DO               |  | GB        |          15533 | NS      | $23.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Bannix Acquisition Corp.                                         | CUSIP: 066644113<br>LEI: N/A                  | N/A              | DO               |  | US        |          26277 | NS      | $656.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insight Select Income Fund                                       | Insight Select Income Fund                                       | CUSIP: 45781W109<br>LEI: 2138009UQXO3YKI55769 | Long             |  | RF                | US        |          16106 | NS      | $243361.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Global Acquisition II Corp.                              | Seaport Global Acquisition II Corp., Class A                     | CUSIP: 81221H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          81696 | NS      | $833299.20    | 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      | $-768.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCI Industries                                                   | LCI Industries                                                   | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |         -13630 | NS      | $-1260093.50  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Aequi Acquisition Corp.                                          | CUSIP: 00775W110<br>LEI: N/A                  | N/A              | DO               |  | US        |         107000 | NS      | $2996.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Kadem Sustainable Impact Corp.                                   | CUSIP: 48284E113<br>LEI: N/A                  | N/A              | DO               |  | US        |         151547 | NS      | $1560.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Signal Hill Acquisition Corp.                                    | CUSIP: 82664R113<br>LEI: N/A                  | N/A              | DO               |  | US        |          44930 | NS      | $449.30       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banner Acquisition Corp.                                         | Banner Acquisition Corp.                                         | CUSIP: 06654K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40407 | NS      | $407302.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp.                                             | Repay Holdings Corp.                                             | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8300000 | PA      | $6061559.47   | 0.39%             | 2026-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Financial Strategies Acquisition Corp.                           | Financial Strategies Acquisition Corp.                           | CUSIP: 31772T123<br>LEI: N/A                  | Long             |  | CORP              | US        |         131193 | NS      | $9839.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tekla Healthcare Investors                                       | Tekla Healthcare Investors                                       | CUSIP: 87911J103<br>LEI: 549300SNASESIFOS6V75 | Long             |  | RF                | US        |          28169 | NS      | $507042.00    | 0.03%             |  |  |  | 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      | $-36.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viscogliosi Brothers Acquisition Corp.                           | Viscogliosi Brothers Acquisition Corp.                           | CUSIP: 92838K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          52960 | NS      | $535425.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       70000000 | PA      | $69463700.60  | 4.51%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | McLaren Technology Acquisition Corp.                             | CUSIP: 58176U117<br>LEI: N/A                  | N/A              | DO               |  | US        |          89681 | NS      | $2242.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seaport Calibre Materials Acquisition Corp.                      | Seaport Calibre Materials Acquisition Corp.                      | CUSIP: 812204105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          58801 | NS      | $603886.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROOF Acquisition Corp. I                                        | PROOF Acquisition Corp. I, Class A                               | CUSIP: 74349W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         150864 | NS      | $1534286.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellsworth Growth and Income Fund Ltd.                            | Ellsworth Growth and Income Fund Ltd.                            | CUSIP: 289074106<br>LEI: 549300GYFOXHCDQTI772 | Long             |  | RF                | US        |          35893 | NS      | $286426.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anzu Special Acquisition Corp. I                                 | Anzu Special Acquisition Corp. I, Class A                        | CUSIP: 03737A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         257365 | NS      | $2599386.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arogo Capital Acquisition Corp.                                  | Arogo Capital Acquisition Corp., Class A                         | CUSIP: 042644104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          96774 | NS      | $981288.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EQ Health Acquisition Corp.                                      | CUSIP: 26886A119<br>LEI: N/A                  | N/A              | DO               |  | US        |          43828 | NS      | $13.15        | 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      | $31.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                          | Lumentum Holdings, Inc.                                          | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |       14356000 | PA      | $10866056.40  | 0.71%             | 2028-06-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Aesther Healthcare Acquisition Corp.                             | Aesther Healthcare Acquisition Corp., Class A                    | CUSIP: 00809L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40504 | NS      | $421241.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Capital Group, Inc.                                         | Home Capital Group, Inc.                                         | CUSIP: 436913107<br>LEI: 529900BYMJZJJLBC8L85 | Long             | EC               | CORP              | CA        |         166021 | NS      | $5220955.82   | 0.34%             |  |  |  | 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      | $-5.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Ltd. Duration Income Trust                              | Franklin Ltd. Duration Income Trust                              | CUSIP: 35472T101<br>LEI: P58SM14RY02PYB0IA680 | Long             |  | RF                | US        |          93932 | NS      | $583317.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                                                   | Innoviva, Inc.                                                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |        -225252 | NS      | $-2984589.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc.                                                       | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |        9150000 | PA      | $8056204.70   | 0.52%             | 2025-05-15      | Fixed         | 1.50%                 | 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      | $60.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Varex Imaging Corp.                                              | Varex Imaging Corp.                                              | CUSIP: 92214XAB2<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |        3100000 | PA      | $3609640.00   | 0.23%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NorthView Acquisition Corp.                                      | NorthView Acquisition Corp.                                      | CUSIP: 66718N129<br>LEI: N/A                  | Long             |  | CORP              | US        |         154598 | NS      | $26668.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Floating Rate Fund, Inc.                                 | Pioneer Floating Rate Fund, Inc.                                 | CUSIP: 72369J102<br>LEI: 5493002P921ISFUETH70 | Long             |  | RF                | US        |          37685 | NS      | $330497.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Arizona Quality Municipal Income Fund                     | Nuveen Arizona Quality Municipal Income Fund                     | CUSIP: 67061W104<br>LEI: 549300DWXOLUWN2P0B05 | Long             |  | RF                | US        |           1064 | NS      | $11874.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Nogin, Inc.                                                      | CUSIP: 65528N113<br>LEI: N/A                  | N/A              | DO               |  | US        |          83154 | NS      | $1621.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roth CH Acquisition V Co.                                        | Roth CH Acquisition V Co.                                        | CUSIP: 77867R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          28286 | NS      | $285971.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                                     | EZCORP, Inc., Class A                                            | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |        -278080 | NS      | $-2266352.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Velodyne Lidar, Inc.                                             | CUSIP: 92259F119<br>LEI: N/A                  | N/A              | DO               |  | US        |          89378 | NS      | $22809.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blockchain Moon Acquisition Corp.                                | Blockchain Moon Acquisition Corp.                                | CUSIP: 09370F117<br>LEI: 549300W5G04TQZZCFC27 | Long             |  | CORP              | US        |          44844 | NS      | $1574.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Everest Consolidator Acquisition Corp.                           | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DO               |  | US        |          65508 | NS      | $989.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       12707000 | PA      | $12601620.85  | 0.82%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        3029000 | PA      | $2997971.38   | 0.19%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Conx Corp.                                                       | CUSIP: 212873111<br>LEI: N/A                  | N/A              | DO               |  | US        |          92500 | NS      | $13875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | PHP Ventures Acquisition Corp.                                   | CUSIP: 69291C114<br>LEI: N/A                  | N/A              | DO               |  | US        |          14700 | NS      | $882.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniAssets Fund, Inc.                                  | BlackRock MuniAssets Fund, Inc.                                  | CUSIP: 09254J102<br>LEI: UJYLDIG1NIEEIV3PO802 | Long             |  | RF                | US        |          29693 | NS      | $321278.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JUPITER WELLNESS ACQUISITION Corp.                               | JUPITER WELLNESS ACQUISITION Corp., Class A                      | CUSIP: 48208E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         149929 | NS      | $1566758.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Hennessy Capital Investment Corp. VI                             | CUSIP: 42600H116<br>LEI: N/A                  | N/A              | DO               |  | US        |         232490 | NS      | $22435.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sustainable Development Acquisition I Corp.                      | Sustainable Development Acquisition I Corp., Class A             | CUSIP: 86934L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          17475 | NS      | $175798.50    | 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      | $-1575.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Post Holdings Partnering Corp.                                   | CUSIP: 737465112<br>LEI: N/A                  | N/A              | DO               |  | US        |          64630 | NS      | $5170.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Senior Floating-Rate Trust                           | Eaton Vance Senior Floating-Rate Trust                           | CUSIP: 27828Q105<br>LEI: VJXUJZ1EC079NQ236240 | Long             |  | RF                | US        |          30688 | NS      | $335726.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMG Consumer Acquisition Corp.                                   | VMG Consumer Acquisition Corp., Class A                          | CUSIP: 91842V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         236497 | NS      | $2402809.52   | 0.16%             |  |  |  | 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      | $-1045.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUPITER WELLNESS ACQUISITION Corp.                               | JUPITER WELLNESS ACQUISITION Corp.                               | CUSIP: 48208E116<br>LEI: N/A                  | Long             |  | CORP              | US        |         149929 | NS      | $14992.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xometry, Inc.                                                    | Xometry, Inc.                                                    | CUSIP: 98423FAA7<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |        7225000 | PA      | $6102188.40   | 0.40%             | 2027-02-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NextNav, Inc.                                                    | CUSIP: 65345N114<br>LEI: N/A                  | N/A              | DO               |  | US        |          45678 | NS      | $17704.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Seaport Global Acquisition II Corp.                              | CUSIP: 81221H113<br>LEI: N/A                  | N/A              | DO               |  | US        |          40848 | NS      | $396.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Kimbell Tiger Acquisition Corp.                                  | CUSIP: 49436K114<br>LEI: N/A                  | N/A              | DO               |  | US        |         185772 | NS      | $16719.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Global Advantage and Premium Opportunity Fund               | Voya Global Advantage and Premium Opportunity Fund               | CUSIP: 92912R104<br>LEI: 549300P8MCGWLP88NI42 | Long             |  | RF                | US        |          11128 | NS      | $96813.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Senior Floating Rate Income Fund II                  | First Trust Senior Floating Rate Income Fund II                  | CUSIP: 33733U108<br>LEI: 549300188EQ1UO018C30 | Long             |  | RF                | US        |          20668 | NS      | $196966.04    | 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      | $-981.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Arogo Capital Acquisition Corp.                                  | CUSIP: 042644112<br>LEI: N/A                  | N/A              | DO               |  | US        |          96774 | NS      | $7258.05      | 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      | $-44.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Authentic Equity Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          41266 | NS      | $643.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Leafly Holdings, Inc.                                            | CUSIP: 52178J113<br>LEI: N/A                  | N/A              | DO               |  | US        |          32727 | NS      | $1312.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobiv Acquisition Corp.                                          | Mobiv Acquisition Corp., Class A                                 | CUSIP: 60742N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         101917 | NS      | $1079301.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health, Inc.                                            | Guardant Health, Inc.                                            | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |       11200000 | PA      | $6965280.00   | 0.45%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | DiamondHead Holdings Corp.                                       | CUSIP: 25278L113<br>LEI: N/A                  | N/A              | DO               |  | US        |          20700 | NS      | $2173.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       12753987 | PA      | $-3640934.21  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FAST Acquisition Corp. II                                        | CUSIP: 311874119<br>LEI: N/A                  | N/A              | DO               |  | US        |          24250 | NS      | $16247.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GDL Fund (The)                                                   | GDL Fund (The)                                                   | CUSIP: 361570104<br>LEI: 5493000XKGL8ZPN99479 | Long             |  | RF                | US        |           7291 | NS      | $57161.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Dune Acquisition Corp.                                           | CUSIP: 265334110<br>LEI: N/A                  | N/A              | DO               |  | US        |          22884 | NS      | $251.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EdtechX Holdings Acquisition Corp. II                            | CUSIP: 28139A110<br>LEI: N/A                  | N/A              | DO               |  | US        |          40875 | NS      | $1794.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Moneylion, Inc.                                                  | CUSIP: 60938K114<br>LEI: N/A                  | N/A              | DO               |  | US        |          94214 | NS      | $3872.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       15288000 | PA      | $14949565.11  | 0.97%             | 2023-06-29      | 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      | $-981.24      | -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      | $-1458.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Arrowroot Acquisition Corp.                                      | CUSIP: 04282M110<br>LEI: N/A                  | N/A              | DO               |  | US        |          41500 | NS      | $207.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       10971466 | PA      | $48188.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      196847225 | PA      | $-41105508.58 | -2.67%            |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                               | CUSIP: 23282WAB6<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |        6165000 | PA      | $7068172.50   | 0.46%             | 2027-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Direct Selling Acquisition Corp.                                 | Direct Selling Acquisition Corp., Class A                        | CUSIP: 25460L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         102582 | NS      | $1055568.78   | 0.07%             |  |  |  | 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      | $-615.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Senior Floating Rate Fund, Inc.                           | Apollo Senior Floating Rate Fund, Inc.                           | CUSIP: 037636107<br>LEI: 5493005XHGCCBXT5YQ39 | Long             |  | RF                | US        |          14939 | NS      | $184347.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp. III                                    | Concord Acquisition Corp. III, Class A                           | CUSIP: 20607V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          27000 | NS      | $275130.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S                                           | Chr Hansen Holding A/S                                           | CUSIP: N/A<br>LEI: 549300MKPW8ZF3E8MW37       | Long             | EC               | CORP              | DK        |         159260 | NS      | $11456017.12  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Acri Capital Acquisition Corp.                                   | Acri Capital Acquisition Corp.                                   | CUSIP: 00501A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          54996 | NS      | $563159.04    | 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      | $-41.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Acquisition Ventures Corp.                               | Western Acquisition Ventures Corp.                               | CUSIP: 95758L107<br>LEI: 5493003I8CYRIJL4WQ06 | Long             | EC               | CORP              | US        |          67539 | NS      | $717264.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition Corp.                               | Atlantic Coastal Acquisition Corp., Class A                      | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |           9967 | NS      | $99869.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, Inc.                                                         | 2U, Inc.                                                         | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Short            | EC               | CORP              | US        |          -7116 | NS      | $-44617.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FutureTech II Acquisition Corp.                                  | FutureTech II Acquisition Corp., Class A                         | CUSIP: 36119D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          38964 | NS      | $402498.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Integrated Rail and Resources Acquisition Corp.                  | CUSIP: 45827R114<br>LEI: N/A                  | N/A              | DO               |  | US        |          54219 | NS      | $7590.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Adit EdTech Acquisition Corp.                                    | CUSIP: 007024110<br>LEI: N/A                  | N/A              | DO               |  | US        |          41250 | NS      | $2475.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          65113 | PA      | $285.99       | 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      | $-1430.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blockchain Moon Acquisition Corp.                                | Blockchain Moon Acquisition Corp.                                | CUSIP: 09370F109<br>LEI: 549300W5G04TQZZCFC27 | Long             | EC               | CORP              | US        |          71617 | NS      | $729777.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Industrial Tech Acquisitions II, Inc.                            | CUSIP: 45635R116<br>LEI: N/A                  | N/A              | DO               |  | US        |          63004 | NS      | $5040.32      | 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        |      503985592 | NS      | $503783997.99 | 32.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Gabelli Global Small and Mid Cap Value Trust (The)               | Gabelli Global Small and Mid Cap Value Trust (The)               | CUSIP: 36249W104<br>LEI: 54930027RS7HE8UD3187 | Long             |  | RF                | US        |             48 | NS      | $538.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Peak Bio, Inc.                                                   | CUSIP: 70470P116<br>LEI: N/A                  | N/A              | DO               |  | US        |           6026 | NS      | $1493.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Pennsylvania Value Municipal Income Trust                | Invesco Pennsylvania Value Municipal Income Trust                | CUSIP: 46132K109<br>LEI: 549300S5KHBL3XISY922 | Long             |  | RF                | US        |          28701 | NS      | $281269.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International, Inc.                               | Sunnova Energy International, Inc.                               | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Short            | EC               | CORP              | US        |        -185144 | NS      | $-3334443.44  | -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      | $95.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Number Acquisition I Corp.                                 | Prime Number Acquisition I Corp., Class A                        | CUSIP: 74168P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          35700 | NS      | $362712.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                        | 8x8, Inc.                                                        | CUSIP: 282914AB6<br>LEI: 254900XWSOC5U1BRW939 | Long             | DBT              | CORP              | US        |        2450000 | PA      | $2229477.12   | 0.14%             | 2024-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CF Acquisition Corp. IV                                          | CUSIP: 12520T110<br>LEI: N/A                  | N/A              | DO               |  | US        |          78500 | NS      | $6044.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Feutune Light Acquisition Corp.                                  | Feutune Light Acquisition Corp.                                  | CUSIP: 31561T128<br>LEI: N/A                  | Long             |  | CORP              | US        |          94079 | NS      | $7620.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                 | Paramount Global, Class B                                        | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |         107063 | NS      | $1807223.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EF Hutton Acquisition Corp. I                                    | EF Hutton Acquisition Corp. I                                    | CUSIP: 28201D125<br>LEI: N/A                  | Long             |  | CORP              | US        |          34096 | NS      | $3736.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                                             | Teladoc Health, Inc.                                             | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Short            | EC               | CORP              | US        |           -889 | NS      | $-21024.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                                     | EZCORP, Inc.                                                     | CUSIP: 302301AE6<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |        1540000 | PA      | $1366041.54   | 0.09%             | 2025-05-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Newbury Street Acquisition Corp.                                 | Newbury Street Acquisition Corp.                                 | CUSIP: 65101L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         110450 | NS      | $1104500.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New York AMT-Free Quality Municipal Income Fund           | Nuveen New York AMT-Free Quality Municipal Income Fund           | CUSIP: 670656107<br>LEI: 549300V4X2BF3UXSCQ58 | Long             |  | RF                | US        |          53092 | NS      | $544723.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc.                                                     | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |       13725000 | PA      | $11295675.00  | 0.73%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Municipal 2030 Target Term Trust                       | BlackRock Municipal 2030 Target Term Trust                       | CUSIP: 09257P105<br>LEI: 549300TDIJ2J8F6X3N04 | Long             |  | RF                | US        |           6212 | NS      | $132253.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Churchill Capital Corp. V                                        | CUSIP: 17144T115<br>LEI: N/A                  | N/A              | DO               |  | US        |          10350 | NS      | $835.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, Inc.                                                         | 2U, Inc.                                                         | CUSIP: 90214JAB7<br>LEI: 5493008RVTXVR43PYF84 | Long             | DBT              | CORP              | US        |        3425000 | PA      | $2214262.50   | 0.14%             | 2025-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TG Venture Acquisition Corp.                                     | CUSIP: 87251T117<br>LEI: N/A                  | N/A              | DO               |  | US        |         215235 | NS      | $12914.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUET Acquisition Corp.                                           | DUET Acquisition Corp., Class A                                  | CUSIP: 26431Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          73788 | NS      | $737142.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                           | Booking Holdings, Inc.                                           | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Short            | DBT              | CORP              | US        |       -6200000 | PA      | $-8257804.99  | -0.54%            | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Kaixin Auto Holdings                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          28236 | NS      | $703.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IG Acquisition Corp.                                             | CUSIP: 449534114<br>LEI: N/A                  | N/A              | DO               |  | US        |         182500 | NS      | $4507.75      | 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      | $-936.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Redwoods Acquisition Corp.                                       | Redwoods Acquisition Corp.                                       | CUSIP: 758083125<br>LEI: N/A                  | Long             |  | CORP              | US        |          74885 | NS      | $11981.60     | 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      | $16428.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Northern Genesis Acquisition Corp. III                           | CUSIP: 66516W115<br>LEI: N/A                  | N/A              | DO               |  | US        |          57500 | NS      | $4824.19      | 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      | $-1430.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bannix Acquisition Corp.                                         | Bannix Acquisition Corp.                                         | CUSIP: 066644105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          26277 | NS      | $267237.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Flame Acquisition Corp.                                          | CUSIP: 33850F116<br>LEI: N/A                  | N/A              | DO               |  | US        |          65866 | NS      | $42819.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aquaron Acquisition Corp.                                        | Aquaron Acquisition Corp.                                        | CUSIP: 03842W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          35605 | NS      | $356762.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance Senior Income Trust                                  | Eaton Vance Senior Income Trust                                  | CUSIP: 27826S103<br>LEI: F34RFVU0FGX8OM0KE928 | Long             |  | RF                | US        |           6517 | NS      | $34344.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | D & Z Media Acquisition Corp.                                    | CUSIP: 23305Q114<br>LEI: N/A                  | N/A              | DO               |  | US        |          27453 | NS      | $1411.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           5848 | NC      | $607399.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot National Bancorp, Inc.                                   | Patriot National Bancorp, Inc.                                   | CUSIP: 70336F203<br>LEI: 549300T1270P6QIGPD23 | Long             | EC               | CORP              | US        |         120629 | NS      | $1278667.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 7GC & Co. Holdings, Inc.                                         | CUSIP: 81786A115<br>LEI: N/A                  | N/A              | DO               |  | US        |          67750 | NS      | $4742.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals, Inc.                                     | Inovio Pharmaceuticals, Inc.                                     | CUSIP: 45773HAB8<br>LEI: 529900B9W875XDZXTM97 | Long             | DBT              | CORP              | US        |        2075000 | PA      | $1837620.00   | 0.12%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Mercato Partners Acquisition Corp.                               | CUSIP: 58759A116<br>LEI: N/A                  | N/A              | DO               |  | US        |          71745 | NS      | $1083.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Eos Energy Enterprises, Inc.                                     | CUSIP: 29415C119<br>LEI: N/A                  | N/A              | DO               |  | US        |          94183 | NS      | $23555.17     | 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      | $-12.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       10621486 | PA      | $-46952.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Lionheart III Corp.                                              | CUSIP: 536262116<br>LEI: N/A                  | N/A              | DO               |  | US        |          44840 | NS      | $2147.84      | 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        |           5532 | NS      | $56868.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Canyon Acquisition Corp.                                  | Murphy Canyon Acquisition Corp., Class A                         | CUSIP: 626642102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         162516 | NS      | $1665789.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LF Capital Acquisition Corp. II                                  | LF Capital Acquisition Corp. II                                  | CUSIP: 50202D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         130138 | NS      | $1335215.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen AMT-Free Quality Municipal Income Fund                    | Nuveen AMT-Free Quality Municipal Income Fund                    | CUSIP: 670657105<br>LEI: 549300OTYQOOXS64NI63 | Long             |  | RF                | US        |          87829 | NS      | $998615.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EG Acquisition Corp.                                             | CUSIP: 26846A118<br>LEI: N/A                  | N/A              | DO               |  | US        |         155666 | NS      | $30043.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Mines Ltd.                                               | Ivanhoe Mines Ltd., Class A                                      | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Short            | EC               | CORP              | CA        |         -51351 | NS      | $-405801.85   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Upwork, Inc.                                                     | Upwork, Inc.                                                     | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |        4225000 | PA      | $3168155.50   | 0.21%             | 2026-08-15      | 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      | $-1621.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Semtech Corp.                                                    | Semtech Corp.                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |         -31496 | NS      | $-903620.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| InterPrivate III Financial Partners, Inc.                        | InterPrivate III Financial Partners, Inc., Class A               | CUSIP: 46064R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          82500 | NS      | $837375.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Kingswood Acquisition Corp.                                      | CUSIP: 496861113<br>LEI: N/A                  | N/A              | DO               |  | US        |         112062 | NS      | $4392.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Consolidator Acquisition Corp.                           | Everest Consolidator Acquisition Corp.                           | CUSIP: 29978K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         131016 | NS      | $1340293.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CDI                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      116975000 | PA      | $-5309812.49  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Belong Acquisition Corp.                                         | Belong Acquisition Corp., Class A                                | CUSIP: 08069M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         128000 | NS      | $1265920.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagaliam Acquisition Corp.                                       | Sagaliam Acquisition Corp., Class A                              | CUSIP: 78661R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          31501 | NS      | $327925.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies, Inc.                                         | Maxar Technologies, Inc.                                         | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |         213111 | NS      | $11026363.14  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group, Inc.                                                | Porch Group, Inc.                                                | CUSIP: 733245AA2<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |        3400000 | PA      | $1853645.52   | 0.12%             | 2026-09-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | InterPrivate IV InfraTech Partners, Inc.                         | CUSIP: 46064T110<br>LEI: N/A                  | N/A              | DO               |  | US        |          16600 | NS      | $665.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Jaws Hurricane Acquisition Corp.                                 | CUSIP: 47201B111<br>LEI: N/A                  | N/A              | DO               |  | US        |          34250 | NS      | $5497.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Acquisition Corp.                                            | Evo Acquisition Corp., Class A                                   | CUSIP: 30052G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          19320 | NS      | $207288.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conyers Park III Acquisition Corp.                               | Conyers Park III Acquisition Corp., Class A                      | CUSIP: 21289P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         484500 | NS      | $4777170.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock MuniHoldings Fund, Inc.                                | BlackRock MuniHoldings Fund, Inc.                                | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             |  | RF                | US        |          55617 | NS      | $675190.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Earth Acquisitions Corp.                                   | Clean Earth Acquisitions Corp., Class A                          | CUSIP: 184493104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         195348 | NS      | $1973014.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Farfetch Ltd.                                                    | Farfetch Ltd.                                                    | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |        5525000 | PA      | $4143750.00   | 0.27%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Global Blockchain Acquisition Corp.                              | CUSIP: 37961B120<br>LEI: N/A                  | N/A              | DO               |  | US        |         161196 | NS      | $2434.06      | 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      | $135.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Partners LP                                       | NextEra Energy Partners LP                                       | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |        3840000 | PA      | $3582720.00   | 0.23%             | 2026-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Nuveen AMT-Free Municipal Credit Income Fund                     | Nuveen AMT-Free Municipal Credit Income Fund                     | CUSIP: 67071L106<br>LEI: 549300LBMO1C0IG71T03 | Long             |  | RF                | US        |          72604 | NS      | $881412.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Municipal Income Trust                               | Eaton Vance Municipal Income Trust                               | CUSIP: 27826U108<br>LEI: 549300DINBO2K1M6KL63 | Long             |  | RF                | US        |          46401 | NS      | $457977.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | GX Acquisition Corp. II                                          | CUSIP: 36260F113<br>LEI: N/A                  | N/A              | DO               |  | US        |         137666 | NS      | $108756.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive, Inc.                                        | Peloton Interactive, Inc., Class A                               | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |           -188 | NS      | $-1492.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bannix Acquisition Corp.                                         | Bannix Acquisition Corp.                                         | CUSIP: 066644121<br>LEI: N/A                  | Long             |  | CORP              | US        |          26277 | NS      | $2233.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                            | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |         -40703 | NS      | $-263755.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                       | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |        1175000 | PA      | $820737.50    | 0.05%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SportsMap Tech Acquisition Corp.                                 | SportsMap Tech Acquisition Corp.                                 | CUSIP: 84921J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         176600 | NS      | $1804852.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Blockchain Acquisition Corp.                              | Global Blockchain Acquisition Corp.                              | CUSIP: 37961B112<br>LEI: N/A                  | Long             |  | CORP              | US        |         161196 | NS      | $6463.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Western Asset Premier Bond Fund                                  | Western Asset Premier Bond Fund                                  | CUSIP: 957664105<br>LEI: 5493007UP8PFRNTX0546 | Long             |  | RF                | US        |          15915 | NS      | $169335.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Direct Selling Acquisition Corp.                                 | CUSIP: 25460L111<br>LEI: N/A                  | N/A              | DO               |  | US        |          51291 | NS      | $2051.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | KnightSwan Acquisition Corp.                                     | CUSIP: 499103117<br>LEI: N/A                  | N/A              | DO               |  | US        |         167019 | NS      | $7532.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edify Acquisition Corp.                                          | Edify Acquisition Corp., Class A                                 | CUSIP: 28059Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         247201 | NS      | $2496730.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gardiner Healthcare Acquisitions Corp.                           | Gardiner Healthcare Acquisitions Corp.                           | CUSIP: 365506104<br>LEI: 549300IPQDY7ERMEMH57 | Long             | EC               | CORP              | US        |          52651 | NS      | $544411.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies, Inc.                                         | Array Technologies, Inc.                                         | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |       12850000 | PA      | $13062025.00  | 0.85%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| InterPrivate IV InfraTech Partners, Inc.                         | InterPrivate IV InfraTech Partners, Inc., Class A                | CUSIP: 46064T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          99015 | NS      | $1014903.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Tastemaker Acquisition Corp.                                     | CUSIP: 876545112<br>LEI: N/A                  | N/A              | DO               |  | US        |          72083 | NS      | $10812.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BARK, Inc.                                                       | CUSIP: 68622E112<br>LEI: N/A                  | N/A              | DO               |  | US        |         142155 | NS      | $21337.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Roth CH Acquisition V Co.                                        | CUSIP: 77867R118<br>LEI: N/A                  | N/A              | DO               |  | US        |          14143 | NS      | $565.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFS Municipal Income Trust                                       | MFS Municipal Income Trust                                       | CUSIP: 552738106<br>LEI: GV4WN51HRTKYT6CV5890 | Long             |  | RF                | US        |          54374 | NS      | $281657.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Digital Transformation Opportunities Corp.                       | CUSIP: 25401K115<br>LEI: N/A                  | N/A              | DO               |  | US        |          20733 | NS      | $1331.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalon Acquisition, Inc.                                         | Avalon Acquisition, Inc., Class A                                | CUSIP: 05338E101<br>LEI: 549300MQ0W8R6XMVEN12 | Long             | EC               | CORP              | US        |         229849 | NS      | $2355952.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Trajectory Alpha Acquisition Corp.                               | CUSIP: 89301B112<br>LEI: N/A                  | N/A              | DO               |  | US        |          54960 | NS      | $2198.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Innoviz Technologies Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | IL        |          57646 | NS      | $83586.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vision Sensing Acquisition Corp.                                 | Vision Sensing Acquisition Corp., Class A                        | CUSIP: 92838J103<br>LEI: 5493000VKS3Q4KRJ7514 | Long             | EC               | CORP              | US        |          51216 | NS      | $530085.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                                  | Confluent, Inc., Class A                                         | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |         -11785 | NS      | $-262098.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | KINS Technology Group, Inc.                                      | CUSIP: 49714K117<br>LEI: N/A                  | N/A              | DO               |  | US        |          78500 | NS      | $2362.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | New Providence Acquisition Corp. II                              | CUSIP: 64823D110<br>LEI: N/A                  | N/A              | DO               |  | US        |          41859 | NS      | $4185.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Digital Health Acquisition Corp.                                 | CUSIP: 253893119<br>LEI: N/A                  | N/A              | DO               |  | US        |          71745 | NS      | $7095.58      | 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      | $1069.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |        6168942 | NS      | $6168941.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Acropolis Infrastructure Acquisition Corp.                       | Acropolis Infrastructure Acquisition Corp., Class A              | CUSIP: 005029103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          20312 | NS      | $201291.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                  | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Short            | EC               | CORP              | MU        |         -73563 | NS      | $-2028131.91  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Maquia Capital Acquisition Corp.                                 | CUSIP: 56564V119<br>LEI: N/A                  | N/A              | DO               |  | US        |         113500 | NS      | $4086.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Insight Acquisition Corp.                                        | CUSIP: 45784L118<br>LEI: N/A                  | N/A              | DO               |  | US        |          25170 | NS      | $143.47       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Alpha Healthcare Acquisition Corp. III                           | CUSIP: 02073F112<br>LEI: N/A                  | N/A              | DO               |  | US        |          52000 | NS      | $8658.00      | 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      | $-937.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Global High Yield Fund, Inc.                                | PGIM Global High Yield Fund, Inc.                                | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             |  | RF                | US        |          35384 | NS      | $383562.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| dMY Squared Technology Group, Inc.                               | dMY Squared Technology Group, Inc., Class A                      | CUSIP: 233276104<br>LEI: 549300B5MTR1IYKX0H51 | Long             | EC               | CORP              | US        |          12280 | NS      | $121940.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aquaron Acquisition Corp.                                        | Aquaron Acquisition Corp.                                        | CUSIP: 03842W113<br>LEI: N/A                  | Long             |  | CORP              | US        |          35605 | NS      | $7833.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Southport Acquisition Corp.                                      | CUSIP: 84465L113<br>LEI: N/A                  | N/A              | DO               |  | US        |         182986 | NS      | $4153.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CF Acquisition Corp. VII                                         | CUSIP: 12521H115<br>LEI: N/A                  | N/A              | DO               |  | US        |          48764 | NS      | $1560.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | First Light Acquisition Group, Inc.                              | CUSIP: 320703119<br>LEI: N/A                  | N/A              | DO               |  | US        |          20232 | NS      | $1011.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Acquisition Corp. 1                                     | Integral Acquisition Corp. 1, Class A                            | CUSIP: 45827K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         107616 | NS      | $1087997.76   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Luminar Technologies, Inc.                                       | Luminar Technologies, Inc.                                       | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Short            | EC               | CORP              | US        |         -49006 | NS      | $-242579.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Earth Acquisitions Corp.                                   | Clean Earth Acquisitions Corp.                                   | CUSIP: 184493120<br>LEI: N/A                  | Long             |  | CORP              | US        |         195348 | NS      | $22465.02     | 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      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-22.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Concord Acquisition Corp. III                                    | CUSIP: 20607V114<br>LEI: N/A                  | N/A              | DO               |  | US        |         215234 | NS      | $14635.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Biotech Acquisition Corp.                                | Phoenix Biotech Acquisition Corp., Class A                       | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         212345 | NS      | $2187153.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | MedTech Acquisition Corp.                                        | CUSIP: 58507N113<br>LEI: N/A                  | N/A              | DO               |  | US        |          45166 | NS      | $3387.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International, Inc.                               | Sunnova Energy International, Inc.                               | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |        8137000 | PA      | $6570627.50   | 0.43%             | 2028-02-15      | Fixed         | 2.62%                 | 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      | $-1147.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ExcelFin Acquisition Corp.                                       | ExcelFin Acquisition Corp., Class A                              | CUSIP: 30069X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         134786 | NS      | $1374817.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | byNordic Acquisition Corp.                                       | CUSIP: 124420118<br>LEI: N/A                  | N/A              | DO               |  | US        |          69207 | NS      | $1384.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | GigCapital5, Inc.                                                | CUSIP: 37519U117<br>LEI: N/A                  | N/A              | DO               |  | US        |         123100 | NS      | $4308.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FoxWayne Enterprises Acquisition Corp.                           | CUSIP: 35166L117<br>LEI: N/A                  | N/A              | DO               |  | US        |          34500 | NS      | $2915.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | FTAC Parnassus Acquisition Corp.                                 | CUSIP: 30319B116<br>LEI: N/A                  | N/A              | DO               |  | US        |          44034 | NS      | $880.68       | 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      | $-729.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fastly, Inc.                                                     | Fastly, Inc.                                                     | CUSIP: 31188VAB6<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |        7375000 | PA      | $5346875.00   | 0.35%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Feutune Light Acquisition Corp.                                  | CUSIP: 31561T110<br>LEI: N/A                  | N/A              | DO               |  | US        |          94079 | NS      | $2822.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Holdings, Inc.                                        | DraftKings Holdings, Inc.                                        | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |        9575000 | PA      | $5922137.50   | 0.38%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc.                                                    | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |          -2296 | NS      | $-19699.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund, Inc.                           | BlackRock MuniYield Quality Fund, Inc.                           | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             |  | RF                | US        |          71184 | NS      | $825734.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Crestview Climate Acquisition Corp.                     | Live Oak Crestview Climate Acquisition Corp., Class A            | CUSIP: 538086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         164130 | NS      | $1633093.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banyan Acquisition Corp.                                         | Banyan Acquisition Corp., Class A                                | CUSIP: 06690B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         114706 | NS      | $1171148.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edoc Acquisition Corp.                                           | Edoc Acquisition Corp.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          55000 | NS      | $4944.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calamos Global Dynamic Income Fund                               | Calamos Global Dynamic Income Fund                               | CUSIP: 12811L107<br>LEI: CZEVBUHZTXPJGPSFDE25 | Long             |  | RF                | US        |           3184 | NS      | $17766.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                                      | Chegg, Inc.                                                      | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |       12745000 | PA      | $9997178.00   | 0.65%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercato Partners Acquisition Corp.                               | Mercato Partners Acquisition Corp., Class A                      | CUSIP: 58759A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         143490 | NS      | $1466467.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrowroot Acquisition Corp.                                      | Arrowroot Acquisition Corp., Class A                             | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          37750 | NS      | $379387.50    | 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      | $-1389.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LendingTree, Inc.                                                | LendingTree, Inc.                                                | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |        7500000 | PA      | $5457000.00   | 0.35%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Phoenix Biotech Acquisition Corp.                                | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DO               |  | US        |         106172 | NS      | $4172.56      | 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      | $-729.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Athena Consumer Acquisition Corp.                                | CUSIP: 04684M114<br>LEI: N/A                  | N/A              | DO               |  | US        |          64463 | NS      | $7497.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Short Duration Credit Opportunities Fund                  | Nuveen Short Duration Credit Opportunities Fund                  | CUSIP: 67074X107<br>LEI: N0WOEFO1WOMLJYH1PV29 | Long             |  | RF                | US        |           8608 | NS      | $102090.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RF Acquisition Corp.                                             | CUSIP: 74954L112<br>LEI: N/A                  | N/A              | DO               |  | US        |         114573 | NS      | $1432.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Semtech Corp.                                                    | Semtech Corp.                                                    | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |        1928000 | PA      | $1971380.00   | 0.13%             | 2027-11-01      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Concord Acquisition Corp. II                                     | Concord Acquisition Corp. II, Class A                            | CUSIP: 20607U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          76866 | NS      | $764432.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OPY Acquisition Corp. I                                          | CUSIP: 671005114<br>LEI: N/A                  | N/A              | DO               |  | US        |          41286 | NS      | $2072.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| byNordic Acquisition Corp.                                       | byNordic Acquisition Corp.                                       | CUSIP: 124420100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         138414 | NS      | $1409054.52   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tekla Life Sciences Investors                                    | Tekla Life Sciences Investors                                    | CUSIP: 87911K100<br>LEI: 5493007BYZPSOVVS0M04 | Long             |  | RF                | US        |          26909 | NS      | $382376.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Tech and Energy Transition Corp.                                 | CUSIP: 87823R110<br>LEI: N/A                  | N/A              | DO               |  | US        |         123333 | NS      | $4082.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       18513497 | PA      | $70805.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                            | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |        6625000 | PA      | $4830135.52   | 0.31%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Enhanced Global Dividend Trust                         | BlackRock Enhanced Global Dividend Trust                         | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |          48089 | NS      | $459730.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                       | Anywhere Real Estate, Inc.                                       | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Short            | EC               | CORP              | US        |         -29490 | NS      | $-188441.10   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Churchill Capital Corp. VI                                       | CUSIP: 17143W119<br>LEI: N/A                  | N/A              | DO               |  | US        |          16600 | NS      | $996.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabelli Dividend & Income Trust (The)                            | Gabelli Dividend & Income Trust (The)                            | CUSIP: 36242H104<br>LEI: 549300082N1MHBT8NI60 | Long             |  | RF                | US        |          27971 | NS      | $576482.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | InterPrivate III Financial Partners, Inc.                        | CUSIP: 46064R114<br>LEI: N/A                  | N/A              | DO               |  | US        |          16500 | NS      | $1113.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            -82 | NC      | $479370.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc.                                                    | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |        6483000 | PA      | $4943287.50   | 0.32%             | 2027-09-15      | Fixed         | 3.25%                 | 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      | $-496.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Redfin Corp.                                                     | Redfin Corp.                                                     | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |        4535000 | PA      | $2072495.00   | 0.13%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                      | TELUS Corp.                                                      | CUSIP: 87971M996<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |          82126 | NS      | $1584898.36   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc., Class A                                              | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |         -32899 | NS      | $-362546.98   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Data Knights Acquisition Corp.                                   | Data Knights Acquisition Corp., Class A                          | CUSIP: 237699103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          50667 | NS      | $528963.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NewHold Investment Corp. II                                      | NewHold Investment Corp. II, Class A                             | CUSIP: 651450108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         134732 | NS      | $1356751.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Sky Harbour Group Corp.                                          | CUSIP: 83085C115<br>LEI: N/A                  | N/A              | DO               |  | US        |           5738 | NS      | $1138.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monterey Capital Acquisition Corp.                               | Monterey Capital Acquisition Corp., Class A                      | CUSIP: 61244M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          71394 | NS      | $714653.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                           | Booking Holdings, Inc.                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |           2301 | NS      | $4637159.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc.                                                    | CUSIP: 399473AF4<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |        4250000 | PA      | $2443750.00   | 0.16%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                               | Helix Energy Solutions Group, Inc.                               | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |        3250000 | PA      | $4490257.92   | 0.29%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DWS Strategic Municipal Income Trust                             | DWS Strategic Municipal Income Trust                             | CUSIP: 23342Q101<br>LEI: HW9ZECORLBPA6LHYL567 | Long             |  | RF                | US        |             98 | NS      | $800.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas, Inc.                                       | Northern Oil and Gas, Inc.                                       | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |        1422000 | PA      | $1528650.00   | 0.10%             | 2029-04-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Invesco Trust for Investment Grade Municipals                    | Invesco Trust for Investment Grade Municipals                    | CUSIP: 46131M106<br>LEI: V0VF67S6NRLBDK357F71 | Long             |  | RF                | US        |          67152 | NS      | $674877.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Municipal High Income Advantage Fund, Inc.               | Pioneer Municipal High Income Advantage Fund, Inc.               | CUSIP: 723762100<br>LEI: UE8ZNXHQH48NNA19I459 | Long             |  | RF                | US        |          49315 | NS      | $399451.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                               | Zillow Group, Inc., Class A                                      | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |          42000 | NS      | $1310820.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Concord Acquisition Corp. II                                     | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DO               |  | US        |          95464 | NS      | $11045.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Landsea Homes Corp.                                              | CUSIP: 51509P111<br>LEI: N/A                  | N/A              | DO               |  | US        |         179336 | NS      | $17036.92     | 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      | $-14.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pine Technology Acquisition Corp.                                | Pine Technology Acquisition Corp., Class A                       | CUSIP: 722850104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         105057 | NS      | $1061075.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Fintech Ecosystem Development Corp.                              | CUSIP: 318136116<br>LEI: N/A                  | N/A              | DO               |  | US        |           5365 | NS      | $375.55       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                             | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |        6825000 | PA      | $5108512.50   | 0.33%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crixus BH3 Acquisition Co.                                       | Crixus BH3 Acquisition Co., Class A                              | CUSIP: 22677T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          84579 | NS      | $852556.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      229298612 | PA      | $650045.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Athena Consumer Acquisition Corp.                                | Athena Consumer Acquisition Corp., Class A                       | CUSIP: 04684M106<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |          75566 | NS      | $782108.10    | 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      | $857.16       | 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      | $-1.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Anzu Special Acquisition Corp. I                                 | CUSIP: 03737A119<br>LEI: N/A                  | N/A              | DO               |  | US        |          68889 | NS      | $2617.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SportsMap Tech Acquisition Corp.                                 | CUSIP: 84921J116<br>LEI: N/A                  | N/A              | DO               |  | US        |          64363 | NS      | $3533.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Redwoods Acquisition Corp.                                       | CUSIP: 758083117<br>LEI: N/A                  | N/A              | DO               |  | US        |          74885 | NS      | $3519.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Atlantic Coastal Acquisition Corp.                               | CUSIP: 048453112<br>LEI: N/A                  | N/A              | DO               |  | US        |         228472 | NS      | $11423.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Bite Acquisition Corp.                                           | CUSIP: 09175K113<br>LEI: N/A                  | N/A              | DO               |  | US        |          41600 | NS      | $2496.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                                                 | TechTarget, Inc.                                                 | CUSIP: 87874RAC4<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |        9825000 | PA      | $7457175.00   | 0.48%             | 2026-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 7GC & Co. Holdings, Inc.                                         | 7GC & Co. Holdings, Inc., Class A                                | CUSIP: 81786A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           8188 | NS      | $82862.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Holdings Acquisition Corp.                                | Breeze Holdings Acquisition Corp.                                | CUSIP: 106762123<br>LEI: N/A                  | Long             |  | CORP              | US        |          55000 | NS      | $7161.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen Ohio Quality Municipal Income Fund                        | Nuveen Ohio Quality Municipal Income Fund                        | CUSIP: 670980101<br>LEI: 549300YQTF12CXCN9E54 | Long             |  | RF                | US        |          27649 | NS      | $350865.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Diversified High Income Fund, Inc.                       | Pioneer Diversified High Income Fund, Inc.                       | CUSIP: 723653101<br>LEI: F6XC8RH66QIXRMU75G31 | Long             |  | RF                | US        |            115 | NS      | $1159.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aetherium Acquisition Corp.                                      | Aetherium Acquisition Corp., Class A                             | CUSIP: 00809J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         175712 | NS      | $1783476.80   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Novozymes A/S                                                    | Novozymes A/S, Class B                                           | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Short            | EC               | CORP              | DK        |        -244083 | NS      | $-12383235.87 | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp. V                                        | Churchill Capital Corp. V, Class A                               | CUSIP: 17144T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          42181 | NS      | $419279.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Springwater Special Situations Corp.                             | Springwater Special Situations Corp.                             | CUSIP: 85205U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40212 | NS      | $407347.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagaliam Acquisition Corp.                                       | Sagaliam Acquisition Corp.                                       | CUSIP: 78661R114<br>LEI: N/A                  | Long             |  | CORP              | US        |          70003 | NS      | $8400.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc.                                                  | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |        7514000 | PA      | $5582902.00   | 0.36%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Parabellum Acquisition Corp.                                     | CUSIP: 69901P117<br>LEI: N/A                  | N/A              | DO               |  | US        |          24278 | NS      | $971.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       33488000 | PA      | $33354399.96  | 2.17%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Virgin Galactic Holdings, Inc.                                   | Virgin Galactic Holdings, Inc.                                   | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |        4067000 | PA      | $1807781.50   | 0.12%             | 2027-02-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Juniper II Corp.                                                 | Juniper II Corp., Class A                                        | CUSIP: 48203N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         153552 | NS      | $1561623.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Monterey Bio Acquisition Corp.                                   | CUSIP: 61240F116<br>LEI: N/A                  | N/A              | DO               |  | US        |           8700 | NS      | $282.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Pivotal Investment Corp. III                                     | CUSIP: 72582M114<br>LEI: N/A                  | N/A              | DO               |  | US        |          16566 | NS      | $828.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Trust for Investment Grade New York Municipals           | Invesco Trust for Investment Grade New York Municipals           | CUSIP: 46131T101<br>LEI: FNS6N81D3V131ZZWNT79 | Long             |  | RF                | US        |          17591 | NS      | $177669.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Value Municipal Income Trust                             | Invesco Value Municipal Income Trust                             | CUSIP: 46132P108<br>LEI: X075VJ33QQP2G2NTOV20 | Long             |  | RF                | US        |          30501 | NS      | $367537.05    | 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      | $-21.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance Floating-Rate Income Trust                           | Eaton Vance Floating-Rate Income Trust                           | CUSIP: 278279104<br>LEI: HQOIMOIFYDO5NKVU2640 | Long             |  | RF                | US        |          22861 | NS      | $253528.49    | 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      | $142621.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Corner Growth Acquisition Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         110400 | NS      | $3323.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monterey Bio Acquisition Corp.                                   | Monterey Bio Acquisition Corp.                                   | CUSIP: 61240F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           8700 | NS      | $89784.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Bilander Acquisition Corp.                                       | CUSIP: 09001T114<br>LEI: N/A                  | N/A              | DO               |  | US        |          60416 | NS      | $10874.88     | 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      |
| N/A                                                              | Minority Equality Opportunities Acquisition, Inc.                | CUSIP: 60436Q118<br>LEI: N/A                  | N/A              | DO               |  | US        |          40202 | NS      | $1809.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp. I                                       | Armada Acquisition Corp. I                                       | CUSIP: 04208V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         128332 | NS      | $1308986.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | PMV Consumer Acquisition Corp.                                   | CUSIP: 693486110<br>LEI: N/A                  | N/A              | DO               |  | US        |         146000 | NS      | $1460.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Mobiv Acquisition Corp.                                          | CUSIP: 60742N114<br>LEI: N/A                  | N/A              | DO               |  | US        |         101917 | NS      | $6115.02      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Paramount Global                                                 | Paramount Global, Class A                                        | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |        -104295 | NS      | $-2045224.95  | -0.13%            |  |  |  | No            |                  1 | 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      |
| CENAQ Energy Corp.                                               | CENAQ Energy Corp., Class A                                      | CUSIP: 15130M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         140000 | NS      | $1274000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Roth Ch Acquisition IV Co.                                       | CUSIP: 77867P112<br>LEI: N/A                  | N/A              | DO               |  | US        |          49182 | NS      | $11872.53     | 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      | $-38.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Welsbach Technology Metals Acquisition Corp.                     | Welsbach Technology Metals Acquisition Corp.                     | CUSIP: 950415109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           9289 | NS      | $94747.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                                      | GoPro, Inc., Class A                                             | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Short            | EC               | CORP              | US        |         -49445 | NS      | $-246236.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Mobility Acquisition Corp.                              | Live Oak Mobility Acquisition Corp., Class A                     | CUSIP: 538126103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         269038 | NS      | $2705177.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Municipal High Income Fund Trust                         | Pioneer Municipal High Income Fund Trust                         | CUSIP: 723763108<br>LEI: 1SKUXW31ZFWF61CETQ82 | Long             |  | RF                | US        |          43423 | NS      | $372569.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Viscogliosi Brothers Acquisition Corp.                           | CUSIP: 92838K118<br>LEI: N/A                  | N/A              | DO               |  | US        |          26480 | NS      | $1437.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Better World Acquisition Corp.                                   | CUSIP: 08772B112<br>LEI: N/A                  | N/A              | DO               |  | US        |          49500 | NS      | $4875.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Juniper II Corp.                                                 | CUSIP: 48203N111<br>LEI: N/A                  | N/A              | DO               |  | US        |          53808 | NS      | $8792.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | M3-Brigade Acquisition III Corp.                                 | CUSIP: 55407R111<br>LEI: N/A                  | N/A              | DO               |  | US        |         149671 | NS      | $62846.85     | 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      | $0.70         | 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      | $-121.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp.                                          | Liberty Broadband Corp., Class A                                 | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Short            | EC               | CORP              | US        |          -1414 | NS      | $-107251.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Hawks Acquisition Corp.                                          | CUSIP: 42032P116<br>LEI: N/A                  | N/A              | DO               |  | US        |          37175 | NS      | $260.23       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BlackRock Municipal Income Trust                                 | BlackRock Municipal Income Trust                                 | CUSIP: 09248F109<br>LEI: R3ITLLW1CUEQICP4XR90 | Long             |  | RF                | US        |          71019 | NS      | $714451.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Floating Rate Income Trust                             | BlackRock Floating Rate Income Trust                             | CUSIP: 091941104<br>LEI: CORWREIZL67PMUN7T798 | Long             |  | RF                | US        |          13998 | NS      | $153138.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Northern Star Investment Corp. III                               | CUSIP: 66574L118<br>LEI: N/A                  | N/A              | DO               |  | US        |          13777 | NS      | $275.54       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 8x8, Inc.                                                        | 8x8, Inc.                                                        | CUSIP: 282914AE0<br>LEI: 254900XWSOC5U1BRW939 | Long             | DBT              | CORP              | US        |        5050000 | PA      | $4161200.00   | 0.27%             | 2028-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | FutureTech II Acquisition Corp.                                  | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DO               |  | US        |          38964 | NS      | $1176.71      | 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      | $-1621.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen Quality Municipal Income Fund                             | Nuveen Quality Municipal Income Fund                             | CUSIP: 67066V101<br>LEI: 549300RDIO25ZNWCOA97 | Long             |  | RF                | US        |          83369 | NS      | $983754.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Enhanced International Dividend Trust                  | BlackRock Enhanced International Dividend Trust                  | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |          39393 | NS      | $197752.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group, Inc.                                                | Porch Group, Inc.                                                | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |          -2783 | NS      | $-5232.04     | -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      | $929.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance National Municipal Opportunities Trust               | Eaton Vance National Municipal Opportunities Trust               | CUSIP: 27829L105<br>LEI: 54930084Z1GHZMB5XL81 | Long             |  | RF                | US        |             32 | NS      | $525.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Sitio Royalties Corp.                                            | CUSIP: 82983N116<br>LEI: N/A                  | N/A              | DO               |  | US        |         322132 | NS      | $37045.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratim Cloud Acquisition Corp.                                  | Stratim Cloud Acquisition Corp.                                  | CUSIP: 86309R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          12530 | NS      | $126051.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                                      | Greenbrier Cos., Inc. (The)                                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |         -98001 | NS      | $-3285973.53  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Breeze Holdings Acquisition Corp.                                | CUSIP: 106762115<br>LEI: N/A                  | N/A              | DO               |  | US        |          55000 | NS      | $3509.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Fortune Rise Acquisition Corp.                                   | CUSIP: 34969G110<br>LEI: N/A                  | N/A              | DO               |  | US        |          49324 | NS      | $1726.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Arbor Rapha Capital Bioholdings Corp. I                          | CUSIP: 03881F112<br>LEI: N/A                  | N/A              | DO               |  | US        |          47678 | NS      | $1930.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                                                   | Innoviva, Inc.                                                   | CUSIP: 45781MAC5<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |       13373000 | PA      | $10805384.00  | 0.70%             | 2028-03-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BlackRock MuniHoldings California Quality Fund, Inc.             | BlackRock MuniHoldings California Quality Fund, Inc.             | CUSIP: 09254L107<br>LEI: NKJSRCJXMS5PZYPXY795 | Long             |  | RF                | US        |          74655 | NS      | $801794.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas, Inc.                                       | Northern Oil and Gas, Inc.                                       | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Short            | EC               | CORP              | US        |         -21664 | NS      | $-667684.48   | -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      | $-676.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peloton Interactive, Inc.                                        | Peloton Interactive, Inc.                                        | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |        4875000 | PA      | $3455490.48   | 0.22%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Priveterra Acquisition Corp.                                     | CUSIP: 74275N110<br>LEI: N/A                  | N/A              | DO               |  | US        |          31100 | NS      | $1418.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Managed Municipals Fund, Inc.                      | Western Asset Managed Municipals Fund, Inc.                      | CUSIP: 95766M105<br>LEI: 549300HVO8EY2T8K4F73 | Long             |  | RF                | US        |          56555 | NS      | $569508.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barings Global Short Duration High Yield Fund                    | Barings Global Short Duration High Yield Fund                    | CUSIP: 06760L100<br>LEI: 549300WWIZCL845OP089 | Long             |  | RF                | US        |          19410 | NS      | $246118.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Longview Acquisition Corp. II                                    | CUSIP: 54319Q113<br>LEI: N/A                  | N/A              | DO               |  | US        |          37000 | NS      | $0.37         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| dMY Squared Technology Group, Inc.                               | dMY Squared Technology Group, Inc.                               | CUSIP: 233276203<br>LEI: 549300B5MTR1IYKX0H51 | Long             |  |  | US        |              1 | OU      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Municipal Trust                                          | Invesco Municipal Trust                                          | CUSIP: 46131J103<br>LEI: GKS5Y4B1VKHV66WSPK53 | Long             |  | RF                | US        |          74513 | NS      | $737678.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHP Ventures Acquisition Corp.                                   | PHP Ventures Acquisition Corp.                                   | CUSIP: 69291C122<br>LEI: N/A                  | Long             |  | CORP              | US        |          29400 | NS      | $5145.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Medicine Acquisition Corp.                                  | Deep Medicine Acquisition Corp.                                  | CUSIP: 243733110<br>LEI: N/A                  | Long             |  | CORP              | US        |         152927 | NS      | $7646.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                                                  | Bandwidth, Inc.                                                  | CUSIP: 05988JAB9<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |        1875000 | PA      | $1404000.00   | 0.09%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Iris Acquisition Corp.                                           | CUSIP: 89601Y119<br>LEI: N/A                  | N/A              | DO               |  | US        |          63888 | NS      | $4855.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc., Class A                                           | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |         -48868 | NS      | $-1607268.52  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Fusion Fuel Green plc                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | IE        |           5649 | NS      | $5195.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Intelligent Medicine Acquisition Corp.                           | CUSIP: 45828D114<br>LEI: N/A                  | N/A              | DO               |  | US        |          62785 | NS      | $659.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New America High Income Fund, Inc. (The)                         | New America High Income Fund, Inc. (The)                         | CUSIP: 641876800<br>LEI: V5LSTDFQKWGSW30MQ381 | Long             |  | RF                | US        |           8200 | NS      | $54120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Mount Rainier Acquisition Corp.                                  | CUSIP: 623006111<br>LEI: N/A                  | N/A              | DO               |  | US        |          84937 | NS      | $15288.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Learn CW Investment Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          13352 | NS      | $801.12       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CIIG Capital Partners II, Inc.                                   | CIIG Capital Partners II, Inc., Class A                          | CUSIP: 12561U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         161558 | NS      | $1646276.02   | 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      | $9603.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redfin Corp.                                                     | Redfin Corp.                                                     | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Short            | EC               | CORP              | US        |          -1338 | NS      | $-5673.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Compute Health Acquisition Corp.                                 | CUSIP: 204833115<br>LEI: N/A                  | N/A              | DO               |  | US        |          23100 | NS      | $2595.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Tailwind Acquisition Corp.                                       | CUSIP: 87403Q110<br>LEI: N/A                  | N/A              | DO               |  | US        |         312710 | NS      | $21889.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roth Ch Acquisition IV Co.                                       | Roth Ch Acquisition IV Co.                                       | CUSIP: 77867P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         184602 | NS      | $1890324.48   | 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      | $1364.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Nabors Energy Transition Corp.                                   | CUSIP: 629567116<br>LEI: N/A                  | N/A              | DO               |  | US        |         127094 | NS      | $7371.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Aesther Healthcare Acquisition Corp.                             | CUSIP: 00809L114<br>LEI: N/A                  | N/A              | DO               |  | US        |          20252 | NS      | $3037.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Golden Arrow Merger Corp.                                        | CUSIP: 380799114<br>LEI: N/A                  | N/A              | DO               |  | US        |         131733 | NS      | $869.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Golden Falcon Acquisition Corp.                                  | CUSIP: 38102H117<br>LEI: N/A                  | N/A              | DO               |  | US        |          64925 | NS      | $9738.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology, Inc.                                | Mason Industrial Technology, Inc., Class A                       | CUSIP: 57520Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         185225 | NS      | $1851323.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp.                                                      | TELUS Corp.                                                      | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Short            | EC               | CORP              | CA        |         -82126 | NS      | $-1584898.36  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Total Return Fund, Inc.                                   | Virtus Total Return Fund, Inc.                                   | CUSIP: 92835W107<br>LEI: 549300KKRHI4GF7RNQ81 | Long             |  | RF                | US        |          22546 | NS      | $147676.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Maxpro Capital Acquisition Corp.                                 | CUSIP: 57778T114<br>LEI: N/A                  | N/A              | DO               |  | US        |           9347 | NS      | $514.09       | 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      | $15897.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | East Resources Acquisition Co.                                   | CUSIP: 274681113<br>LEI: N/A                  | N/A              | DO               |  | US        |         219000 | NS      | $38325.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHP Ventures Acquisition Corp.                                   | PHP Ventures Acquisition Corp., Class A                          | CUSIP: 69291C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          29400 | NS      | $306054.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                                  | Confluent, Inc.                                                  | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |        5825000 | PA      | $4397875.00   | 0.29%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| iStar, Inc.                                                      | iStar, Inc.                                                      | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |        2364000 | PA      | $2316541.64   | 0.15%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CF Acquisition Corp. VII                                         | CF Acquisition Corp. VII, Class A                                | CUSIP: 12521H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         146292 | NS      | $1492178.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Acquisition Corp.                                        | Jupiter Acquisition Corp., Class A                               | CUSIP: 482082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         236154 | NS      | $2340286.14   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Focus Impact Acquisition Corp.                                   | CUSIP: 34417L117<br>LEI: N/A                  | N/A              | DO               |  | US        |          50975 | NS      | $2548.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Star Acquisition, Inc.                                    | Global Star Acquisition, Inc.                                    | CUSIP: 37962G128<br>LEI: 549300WVYNDKLU5S4I14 | Long             |  | CORP              | US        |          50064 | NS      | $8656.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Multi-Asset Income Fund                                   | Nuveen Multi-Asset Income Fund                                   | CUSIP: 670750108<br>LEI: 549300VLJPKC3DNIJ668 | Long             |  | RF                | US        |           2300 | NS      | $26427.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Appreciate Holdings, Inc.                                        | CUSIP: 03832J114<br>LEI: N/A                  | N/A              | DO               |  | US        |           1953 | NS      | $58.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Western Acquisition Ventures Corp.                               | CUSIP: 95758L115<br>LEI: N/A                  | N/A              | DO               |  | US        |          67539 | NS      | $4390.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minority Equality Opportunities Acquisition, Inc.                | Minority Equality Opportunities Acquisition, Inc., Class A       | CUSIP: 60436Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40202 | NS      | $417296.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Heartland Media Acquisition Corp.                                | CUSIP: 42237V116<br>LEI: N/A                  | N/A              | DO               |  | US        |         200423 | NS      | $7856.58      | 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      | $142606.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Carney Technology Acquisition Corp. II                           | CUSIP: 143636116<br>LEI: N/A                  | N/A              | DO               |  | US        |         163143 | NS      | $10963.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AQR Funds

**Signature:** Matt Plastina

**Name of Signer:** Matt Plastina

**Title:** Principal Financial Officer