# EDGAR Filing Document

**Accession Number:** 0001281790
**File Stem:** 0001162044-25-000899
**Filing Date:** 2025-8
**Character Count:** 124109
**Document Hash:** 5d0c24d0dea0755816f4d92509c7a37e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001162044-25-000899.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001162044-25-000899

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANK FUNDS
- **CENTRAL INDEX KEY:** 0001281790

**ORGANIZATION NAME:**
- **EIN:** 200766084
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21532
- **FILM NUMBER:** 251268307

**BUSINESS ADDRESS:**
- **STREET 1:** 781 CRANDON BOULEVARD
- **STREET 2:** UNIT 202
- **CITY:** KEY BISCAYNE
- **STATE:** FL
- **ZIP:** 33149
- **BUSINESS PHONE:** 9738877698

**MAIL ADDRESS:**
- **STREET 1:** 781 CRANDON BOULEVARD
- **STREET 2:** UNIT 202
- **CITY:** KEY BISCAYNE
- **STATE:** FL
- **ZIP:** 33149

## Series and Classes Contracts Data

### Camelot Event Driven Fund (Series ID: S000061828)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000200195 | Class A Shares             |  |
| C000200196 | Institutional Class Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** FRANK FUNDS

- **b. Investment Company Act file number:** 811-21532

- **c. CIK number of Registrant:** 0001281790

- **d. LEI of Registrant:** 549300LBDAM02QHSWS48

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

  - **Street Address 1:** 781 Crandon Blvd.

  - **City:** Key Biscayne

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33149

  - **Telephone number:** 973-887-7698

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

- **a. Name of Series:** Camelot Event Driven Fund

- **b. EDGAR series identifier (if any):** S000061828

- **c. LEI of Series:** 549300LPHVKPIMYLGN33

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $95126757.28

**Total Liabilities:** $200285.38

**Net Assets:** $94926471.91

**Cash Not Reported:** $5683891.77

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200195 | -0.34%               | 1.28%                | 1.26%                |
| Class ID C000200196 | -0.33%               | 1.34%                | 1.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $710247.75               | $-5384008.44                               |
| Month 2  | $277267.72               | $711356.36                                 |
| Month 3  | $-269925.55              | $3307051.11                                |

**Designated Index Information**

- **Index Name:** S&P 500 (TR)

- **Index Identifier:** 500TR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 51Job, Inc.                                          | 51Job, Inc. ADR                                                                                                 | CUSIP: 316827104<br>LEI: 52990088ZF32Q8YHCJ53 | Long             | EC               | CORP              | KY        |     15400 | NS      | $71148.00     | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| A Spac II Acquistion Corp                            | A SPAC II Acquisition Corp.                                                                                     | CUSIP: G0543H125<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     15000 | NS      | $172350.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AFC Mortgage Loan Trust                              | AFC Home Equity Loan Trust Series 2000-02 Class 1A, 3.874%, (1 Month LIBOR USD + 0.790%) 6/25/2030              | CUSIP: 00105HEJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2466 | PA      | $2350.51      | 0.00%             | 2030-06-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Limited                           | Agnico Eagle Mines Limited                                                                                      | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     17500 | NS      | $2081275.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Agnico Eagle Mines Ltd., July 18, 2025, Call @ $80.00                                                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -175 | NC      | $-670775.00   | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Agnico Eagle Mines Ltd., July 18, 2025, Put @ $80.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       175 | NC      | $2625.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                       | Air Products & Chemicals, Inc.                                                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      4000 | NS      | $1128240.00   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Air Products and Chemicals, Inc., January 16, 2026, Call @ $330.00                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -25 | NC      | $-13250.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Air Products and Chemicals, Inc., January 16, 2026, Put @ $330.00                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        25 | NC      | $128500.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Air Products and Chemicals, Inc., September 19, 2025, Call @ $330.00                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -15 | NC      | $-1950.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Air Products and Chemicals, Inc., September 19, 2025, Put @ $330.00                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        15 | NC      | $74700.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Airship AI Holdings, Inc.                            | Airship AI Holdings, Inc. Warrant                                                                               | CUSIP: 008940116<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      6500 | NS      | $12935.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                            | Akamai Technologies, Inc.                                                                                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      7000 | NS      | $558320.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Akamai Technologies, Inc., January 15, 2027, Call @ $75.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -70 | NC      | $-131250.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Akamai Technologies, Inc., January 15, 2027, Put @ $75.00                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        70 | NC      | $67900.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Apogee 21 Holdings, Inc.                             | Apogee 21 Holdings                                                                                              | CUSIP: 03769Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ares Acquisition Corp II                             | Ares Acquisition Corp. II                                                                                       | CUSIP: G33033112<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3100 | NS      | $35402.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astaldi Societa Per Azioni                           | Astaldi SPA SPF                                                                                                 | CUSIP: GSITC0445<br>LEI: 81560001F41A81948348 | Long             | EC               | CORP              | IT        |   1022580 | NS      | $40903.20     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Avidxchange Holdings, Inc.                           | Avidxchange Holdings, Inc.                                                                                      | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $489500.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp.                                         | B2Gold Corp.                                                                                                    | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    630200 | NS      | $2275022.00   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BAB, Inc.                                            | BAB, Inc.                                                                                                       | CUSIP: 055183107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    479411 | NS      | $405917.29    | 0.43%             |  |  |  | No            |                  3 | On Loan: No      |
| BP PLC                                               | BP PLC ADR                                                                                                      | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     25000 | NS      | $748250.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BP PLC, January 15, 2027, Call @ $35.00                                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       250 | NC      | $36250.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BP PLC, January 15, 2027, Put @ $20.00                                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -250 | NC      | $-18000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BP PLC, January 15, 2027, Put @ $32.00                                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       250 | NC      | $126000.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Barrick Gold Corp., December 18, 2026, Call @ $17.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-84300.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Barrick Gold Corp., January 16, 2026, Call @ $17.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -400 | NC      | $-181000.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Barrick Gold Corp., January 16, 2026, Put @ $17.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       400 | NC      | $17400.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp.                                   | Barrick Gold Corp.                                                                                              | CUSIP: 06849F108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     55000 | NS      | $1145100.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                        | BioMarin Pharmaceutical Inc.                                                                                    | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     92456 | NS      | $5082306.32   | 5.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 15, 2027, Put @ $60.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       320 | NC      | $336000.00    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 16, 2026, Call @ $70.00                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -394 | NC      | $-63040.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 16, 2026, Call @ $75.00                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -210 | NC      | $-19950.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 16, 2026, Put @ $55.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -20 | NC      | $-10600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 16, 2026, Put @ $57.50                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-64500.00    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 16, 2026, Put @ $65.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        40 | NC      | $45600.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 16, 2026, Put @ $70.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       290 | NC      | $445150.00    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Blacksky Technology Inc                              | BlackSky Technology, Inc.                                                                                       | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $308700.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BlackSky Technology, Inc., November 21, 2025, Call @ $10.00                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-169950.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                            | Blueprint Medicines Corp.                                                                                       | CUSIP: 09627Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $512720.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Brand Engagement Network, Inc.                       | Brand Engagement Network, Inc. Warrant                                                                          | CUSIP: 104932116<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      2066 | NS      | $62.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property Preferred LP                     | Brookfield Property Partners LP 6.25% (Bermuda)                                                                 | CUSIP: G1624R107<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       722 | NS      | $10750.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD Cayman Investment                               | CFLD Cayman Investment, 2.500%, 01/31/2031                                                                      | CUSIP: N/A<br>LEI: 3003006ZC30FH27GHL08       | Long             | DBT              | CORP              | KY        |    239850 | PA      | $4797.00      | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings Group, Co., LTD.                       | CIFI Holdings Group, 6.550%, 03/28/2024                                                                         | CUSIP: N/A<br>LEI: 549300WGKSV867C0JF48       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $94500.00     | 0.10%             | 2025-07-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Captivision, Inc.                                    | Captivision Inc.                                                                                                | CUSIP: G18932106<br>LEI: N/A                  | Short            | DE               | CORP              | XX        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Captivision, Inc.                                    | Captivision Inc. Warrants                                                                                       | CUSIP: G18932114<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      2000 | NS      | $44.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., December 18, 2026, Call @ $170.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $31500.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., January 15, 2027, Put @ $130.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       190 | NC      | $227050.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., June 18, 2026, Call @ $135.00                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-86250.00    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., June 18, 2026, Put @ $135.00                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $51625.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., September 18, 2026, Call @ $150.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-47300.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                        | Chevron Corp.                                                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32000 | NS      | $4582080.00   | 4.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                  | Citigroup Mortgage Loan Trust, Inc. Series 2005-OPT1 Class M3, 3.789%, (1 Month LIBOR USD + 0.710%), 2/25/2035  | CUSIP: 17307GNT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60179 | PA      | $56133.99     | 0.06%             | 2035-02-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc.                                                                            | CUSIP: 18453H106<br>LEI: 54930076J6KDZL504O62 | Long             | EC               | CORP              | US        |     11249 | NS      | $13161.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc. Rights                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     11249 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Colgate-Palmolive Company                            | Colgate-Palmolive Company                                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7000 | NS      | $636300.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Colgate-Palmolive, Co., January 16, 2026, Call @ $95.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -70 | NC      | $-26600.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Colgate-Palmolive, Co., January 16, 2026, Put @ $95.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        70 | NC      | $49700.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Computer Horizons Corp.                              | Computer Horizons Corp.                                                                                         | CUSIP: 205908304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Conwert Immobilien Invest SE                         | Conwert Immobilien Invest SE (Austria)                                                                          | CUSIP: N/A<br>LEI: 529900VN62L73X20JX85       | Long             | EC               | CORP              | AT        |     45000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CWALT, Inc., Alternative Loan Series 07-0A7 Class A3 | Countrywide Alternative Loan Series 07-0A7 Class A3, 0.5017%, (1 Month LIBOR USD + 0.300%) 05/25/2047           | CUSIP: 126680AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2047-05-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CWALT, Inc., Alternative Loan Series 07-0A7 Class A3 | Countrywide Asset-Backed Certificates Series 2007-11 Class 2M2, 3.404%, (1 Month LIBOR USD + 0.320%) 06/25/2047 | CUSIP: 23247LAH1<br>LEI: 549300H6I2066O1LC673 | Long             | DBT              | CORP              | US        |    416212 | PA      | $15207.73     | 0.02%             | 2047-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                          | Covestro AG                                                                                                     | CUSIP: 22304D207<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     10000 | NS      | $713699.60    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle International Corp.                     | Crown Castle International Corp.                                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     53000 | NS      | $5444690.00   | 5.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Call @ $97.50                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -180 | NC      | $-257400.00   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Call @ $85.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -110 | NC      | $-247500.00   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Call @ $87.50                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -110 | NC      | $-227700.00   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Put @ $85.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       110 | NC      | $71500.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Put @ $87.50                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       110 | NC      | $62700.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Put @ $97.50                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       180 | NC      | $170100.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 16, 2026, Call @ $85.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-202500.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 16, 2026, Call @ $95.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -30 | NC      | $-37500.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DIH Holdings, Inc.                                   | DIH Holdings, Inc.                                                                                              | CUSIP: 23290B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $734.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIH Holdings, Inc.                                   | DIH Holdings, Inc. Warrant                                                                                      | CUSIP: 23290B114<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |     30000 | NS      | $570.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                   | Devon Energy Corp.                                                                                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     23000 | NS      | $731630.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Devon Energy Corp., January 15, 2027, Put @ $35.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       150 | NC      | $101700.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | DiamondBack Energy, Inc., June 18, 2026, Call @ $140.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -75 | NC      | $-135375.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | DiamondBack Energy, Inc., June 18, 2026, Put @ $140.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        75 | NC      | $141000.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                             | Diamondback Energy, Inc.                                                                                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     10500 | NS      | $1442700.00   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel Group Holdings Ltd.                          | Digicel Group 0.5 Ltd. Private Placement Series 144 A 8.0%, 04/01/2025                                          | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     28351 | PA      | $5212.10      | 0.01%             | 2025-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                          | Digicel Group 0.5 Ltd. Private Placement Series 144A Conv. 7.00%, Perpetual                                     | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     88196 | PA      | $4674.39      | 0.00%             | 2050-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                    | Dollar Tree, Inc.                                                                                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     10000 | NS      | $990400.00    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Dollar Tree, Inc., January 16, 2026, Call @ $105.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-97250.00    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Dollar Tree, Inc., January 16, 2026, Put @ $105.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $136500.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Emisphere Technologies, Inc.                         | Emisphere Technologies, Inc.                                                                                    | CUSIP: 291345106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $234300.00    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                        | Equinix                                                                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3000 | NS      | $2386410.00   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., December 18, 2026, Call @ $700                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -10 | NC      | $-166500.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., December 18, 2026, Call @ $740                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -10 | NC      | $-137000.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., December 18, 2026, Put @ $700                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        10 | NC      | $56500.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., December 18, 2026, Put @ $740                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        10 | NC      | $70500.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., December 19, 2025, Call @ $750                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -10 | NC      | $-83100.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Exide Technologies                                   | Exide Technologies                                                                                              | CUSIP: 302051404<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |      5926 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Exide Technologies                                   | Exide Technologies                                                                                              | CUSIP: 302051305<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |      1777 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Exide Technologies                                   | Exide Technologies, 11.000%, 4/30/2022                                                                          | CUSIP: 302051AY3<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    546810 | PA      | $0.00         | 0.00%             | 2025-09-22      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FLYHT Aerospace Solutions, Inc.                      | FLYHT Aerospace Solutions Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    101663 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series B, 0.00%, (3 Month LIBOR USD + 0.1377%) Perpetual                       | CUSIP: 313400608<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     19000 | NS      | $338580.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series F, 5.00%, Perpetual                                                     | CUSIP: 313400863<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |      4500 | NS      | $84375.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series H, 5.10%, Perpetual                                                     | CUSIP: 313400855<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     55000 | NS      | $1039500.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series M, 0.00%, Perpetual                                                     | CUSIP: 313400780<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     10600 | NS      | $193450.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series Q, 0.00%, Perpetual                                                     | CUSIP: 313400756<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     42879 | NS      | $765604.55    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series S, 0.00%, (3 Month LIBOR USD + 0.50%) Perpetual                         | CUSIP: 313400715<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     25000 | NS      | $457250.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series H, 5.81%, Perpetual                                                      | CUSIP: 313586885<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |      5500 | NS      | $121110.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series I, 5.375%, Perpetual                                                     | CUSIP: 313586877<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |       700 | NS      | $14987.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series M, 4.75%, Perpetual                                                      | CUSIP: 313586836<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |      4440 | NS      | $94350.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series N, 5.50%, Perpetual                                                      | CUSIP: 313586828<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |       360 | NS      | $7695.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series T 8.25%, Perpetual                                                       | CUSIP: 313586737<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |     20000 | NS      | $274800.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association             | GNR Government National Mortgage Series 2019-108 Class NI, 4.00%, 08/20/2049                                    | CUSIP: 38381XZK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGA              | US        |     63674 | PA      | $10308.13     | 0.01%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                         | GSR Mortgage Loan Trust Series 2005-5F Class B2, 5.76%, 6/25/2035                                               | CUSIP: 36242D7Y3<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | DBT              | CORP              | US        |     13156 | PA      | $0.13         | 0.00%             | 2035-06-25      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Gates Industrial Corp. PLC                           | Gates Industrial Corp. plc                                                                                      | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |      3200 | NS      | $73696.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                                  | Goldman Sachs Tr Financial Square Government Fund - Institutional Class                                         | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4573226 | NS      | $4573225.80   | 4.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Greentown China Holdings Limited                     | Greentown China Holdings Limited                                                                                | CUSIP: 4100M1050<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20000 | NS      | $24076.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guoco Group Ltd.                                     | Guoco Group Limited (Bermuda)                                                                                   | CUSIP: N/A<br>LEI: 3OIHUMDMI0Z4XVPQ8V78       | Long             | EC               | CORP              | BM        |     10000 | NS      | $90064.73     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hejun Shunze Investment Co.                          | Hejun Shunzie Investment, 11.500%, due 6/4/2022                                                                 | CUSIP: N/A<br>LEI: 2549003R8RQYIUTF0A45       | Long             | DBT              | CORP              | CN        |   5000000 | PA      | $50.00        | 0.00%             | 2025-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Helen Of Troy Limited                                | Helen of Troy, Ltd.                                                                                             | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5000 | NS      | $141900.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Helen of Troy, Ltd., January 16, 2026, Call @ $55.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-11375.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Helen of Troy, Ltd., January 16, 2026, Put @ $55.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $135250.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tim Hellas Telecommunications SA                     | Hellas Telecommunication Luxembourg II SCA (United Kingdom), 6.054%, (3 Month LIBOR USD + 5.750% ) 1/15/2015    | CUSIP: 88706QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $6250.00      | 0.01%             | 2039-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Honeywell International, Inc.                        | Honeywell International, Inc.                                                                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3000 | NS      | $698640.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Honeywell International, Inc., January 16, 2026, Call @ $210.00                                                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -30 | NC      | $-92400.00    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Honeywell International, Inc., January 16, 2026, Put @ 180.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -30 | NC      | $-4650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Honeywell International, Inc., January 16, 2026, Put @ 210.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        30 | NC      | $18000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                          | Humana Inc.                                                                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      9000 | NS      | $2200320.00   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Humana, Inc., January 16, 2026, Call @ $240.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-135680.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Humana, Inc., January 16, 2026, Call @ $260.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-123000.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Humana, Inc., January 16, 2026, Put @ $240.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        40 | NC      | $99800.00     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Humana, Inc., January 16, 2026, Put @ $260.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $176500.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Infinity Capital Group                               | Infinity Capital Group, 7.00%, 12/31/2049                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25000 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Intelsat SA                                          | Intelsat Emergence SA (Luxembourg)                                                                              | CUSIP: L5217E120<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      4675 | NS      | $98175.00     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelsat SA                                          | Intelsat Emergence SA Warrant 2/17/2027                                                                         | CUSIP: L5217E112<br>LEI: N/A                  | Long             | DE               | CORP              | LU        |         6 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Investcorp Europe Acquisition Corp. I                | Investcorp Europe Acquisition Corp. I Class A Warrants, 11/23/2028                                              | CUSIP: G4923T113<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      3500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Inyx, Inc.                                           | Inyx, Inc.                                                                                                      | CUSIP: 461868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167850 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jingrui Holdings, Ltd.                               | Jingrui Holdings, Ltd., 12.750%, 09/09/2023, Defaulted                                                          | CUSIP: N/A<br>LEI: 549300RXCFKI6KHCMP52       | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $12500.00     | 0.01%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kvh Industries, Inc.                                 | KVH Industries, Inc.                                                                                            | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70000 | NS      | $373100.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kvh Industries, Inc.                                 | KVH Industries, Inc. Rights                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | KY        |    145009 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KWG Group Holdings, Ltd.                             | KWG Group Holdings, Ltd., 7.400%, 001/13/2027                                                                   | CUSIP: N/A<br>LEI: 549300LK82ZOM92E7H90       | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $121000.00    | 0.13%             | 2027-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa Group Holdings, Ltd., 9.375%, 06/30/2024, Defaulted                                                       | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $127500.00    | 0.13%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                           | Lamb Weston Holdings, Inc.                                                                                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     45000 | NS      | $2333250.00   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Lamb Weston Holdings, Inc., January 16, 2026, Call @ $50.00                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -450 | NC      | $-344250.00   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Lamb Weston Holdings, Inc., January 16, 2026, Put @ $40.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-35500.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Lamb Weston Holdings, Inc., January 16, 2026, Put @ $50.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       450 | NC      | $245250.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon, Republic of (Lebanese Republic)             | Lebanese Republic Series GMTN (Lebanon) 6.15%, 6/19/2020                                                        | CUSIP: N/A<br>LEI: 529900QPC4K951KHL354       | Long             | DBT              | CORP              | LB        |   1000000 | PA      | $188587.50    | 0.20%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series LEHN 5.50%, 02/27/2020                                                    | CUSIP: 525ESCBV0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $40.00        | 0.00%             | 2040-02-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTN 8.75%, 2/14/2023                                                      | CUSIP: 525ESCIM3<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $80.00        | 0.00%             | 2043-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTN1 0.00%, (1 Month CPI YOY + 2.25%) 2/17/2015                           | CUSIP: 525ESC5G0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $44.00        | 0.00%             | 2039-07-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTNG 0.00% (1 Month CPI YOY + 2.25%), 07/08/2014                          | CUSIP: 525ESCAN9<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $52.00        | 0.00%             | 2039-02-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTNG 7.00%, 1/28/2020                                                     | CUSIP: 525ESCAI0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $40.00        | 0.00%             | 2040-01-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTNH, 8.250%, 9/23/2020                                                   | CUSIP: 525ESC059<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $40.00        | 0.00%             | 2040-09-03      | Fixed         | 0.00%                 | No            |                  2 | 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        |      4000 | NS      | $835800.00    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Madison Square Garden Sports Corp., August 15, 2025, Call @ $185.00                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-105200.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Madison Square Garden Sports Corp., August 15, 2025, Put @ $185.00                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        40 | NC      | $12000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Marathon Petroleum Corp., December 19,2025, Call @ $140.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-126600.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                             | Marathon Petroleum Corp.                                                                                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4000 | NS      | $664440.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                    | Match Group, Inc.                                                                                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     31000 | NS      | $957590.00    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Match Group, Inc., January 16, 2026, Call @ $30.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -310 | NC      | $-116250.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Match Group, Inc., January 16, 2026, Put @ $25.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -110 | NC      | $-11000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Match Group, Inc., January 16, 2026, Put @ $30.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       310 | NC      | $86335.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NII Holdings, Inc.                                   | NII Holdings, Inc.                                                                                              | CUSIP: 62913F508<br>LEI: 5493008M1YG2GODK3P05 | Long             | EC               | CORP              | US        |     44529 | NS      | $22264.50     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Nabors Energy Transition Corp. II                    | Nabors Energy Transition Corp. II                                                                               | CUSIP: G6363K122<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3600 | NS      | $40716.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natures Miracle Holdings, Inc.                       | Natures Miracle Holdings, Inc.                                                                                  | CUSIP: 63903P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $11.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natures Miracle Holdings, Inc.                       | Natures Miracle Holdings, Inc. Warrant 3/8/2029                                                                 | CUSIP: 63903P118<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      2500 | NS      | $12.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Newmont Corp., December 18, 2026, Call @ $40.00                                                                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -420 | NC      | $-904050.00   | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Newmont Corp., December 18, 2026, Put @ $40.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       420 | NC      | $74550.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Newmont Corp., January 16, 2026, Put @ $30.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       300 | NC      | $9750.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Newmont Corp., January 16, 2026, Call @ $30.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -300 | NC      | $-864750.00   | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp.                                        | Newmont Corp.                                                                                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     72000 | NS      | $4194720.00   | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Neiman-Marcus Group Inc                              | Nwa Sen                                                                                                         | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       791 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                                                      | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     85000 | NS      | $3570850.00   | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., January 15, 2027, Put @ $35.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-31700.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., January 15, 2027, Put @ $45.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       310 | NC      | $230950.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., January 15, 2027, Put @ $47.50                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $89750.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., January 16, 2026, Call @ $52.50                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -80 | NC      | $-8640.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., January 16, 2026, Put @ $52.50                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        80 | NC      | $91000.00     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., June 18, 2026, Call @ $47.50                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-35000.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., June 18, 2026, Put @ $47.50                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $79250.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., September 19, 2025, Call @ $40.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       190 | NC      | $74100.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., September 19, 2025, Call @ $50.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -380 | NC      | $-19000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Optinose                                             | Optinose CVR                                                                                                    | CUSIP: 684CVR012<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |     60000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PS International Group Ltd.                          | PS International Group, Ltd.                                                                                    | CUSIP: G7308J105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       500 | NS      | $190.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pratus Energy Services Ltd.                          | Paratus Energy Services Ltd. Series 144A (United Kingdom) 10.000%, 07/15/2026                                   | CUSIP: 81173JAC3<br>LEI: 549300XB7T5BX418QX67 | Long             | DBT              | CORP              | BM        |     51830 | PA      | $51596.76     | 0.05%             | 2026-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.               | Pershing Square Tontine Holdings, Ltd. ESCROW                                                                   | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petrocorp, Inc.                                      | Petrocorp., Inc.                                                                                                | CUSIP: 71645N994<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Phillips 66 Co.                                      | Phillips 66 Co.                                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     38000 | NS      | $4533400.00   | 4.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., August 15, 2025, Call @ $125.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -90 | NC      | $-27900.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Call @ $110.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -120 | NC      | $-267000.00   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Call @ $120.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-86500.00    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Put @ $100.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -80 | NC      | $-73200.00    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Put @ $110.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       120 | NC      | $154800.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Put @ $120.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $87000.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Put @ $130.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        80 | NC      | $182000.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., November 21, 2025, Call @ $125.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-26800.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66, January 15, 2027, Call @ $130                                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -80 | NC      | $-105600.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                          | Prosus N.V.                                                                                                     | CUSIP: 74365P108<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     65388 | NS      | $727768.44    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Sales Tax                                | Puerto Rico Commonwealth Restructured Series A1, 4.00%, 7/01/2037                                               | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | CORP              | US        |     17074 | PA      | $16267.25     | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax                                | Puerto Rico Commonwealth Restructured Series A1, 5.625%, 7/01/2029                                              | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | CORP              | US        |     24036 | PA      | $25353.41     | 0.03%             | 2029-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series CCC, 4.25%, 7/01/2021                                               | CUSIP: 74526QYF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $5462.50      | 0.01%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series CCC, 4.25%, 7/01/2023                                               | CUSIP: 74526QYW6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5462.50      | 0.01%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series DDD, 3.50%, 7/01/2020                                               | CUSIP: 74526QZE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $40968.75     | 0.04%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series DDD, 3.625%, 7/01/2021                                              | CUSIP: 74526QZF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $16387.50     | 0.02%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series TT, 5.00%, 7/01/2020                                                | CUSIP: 74526QKN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $30043.75     | 0.03%             | 2025-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series WW, 5.50%, 7/01/2019                                                | CUSIP: 74526QUV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $8193.75      | 0.01%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                     | Radius Recycling, Inc.                                                                                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     20000 | NS      | $593800.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                         | Rapid7, Inc.                                                                                                    | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     12000 | NS      | $277560.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Rapid7, Inc., January 16, 2026, Call @ $30.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -120 | NC      | $-17040.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Redsun Properties Group, Ltd.                        | Red Sun Properties Group, Inc., 7.30% due 1/13/2025                                                             | CUSIP: N/A<br>LEI: 549300TYWIIKAOK07L47       | Long             | DBT              | CORP              | KY        |   4400000 | PA      | $55000.00     | 0.06%             | 2025-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Redco Properties Group, Ltd.                         | Redco Properties Group, Ltd., 11.000%, 08/06/2023, Defaulted                                                    | CUSIP: N/A<br>LEI: 54930027GMI4T9YDMM54       | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $15000.00     | 0.02%             | 2025-08-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Regulus Therapeutics, Inc.                           | Regulus Therapeutics, Inc. CVR                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |     60000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rongchangda Development                              | Rongchangda Development, 3.00%, 3/29/2028                                                                       | CUSIP: N/A<br>LEI: 549300ZND9XLR0EN3R16       | Long             | DBT              | CORP              | VG        |   1200001 | PA      | $22245.02     | 0.02%             | 2028-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rongchangda Development                              | Rongchangda Development, 3.00%, 3/29/2028                                                                       | CUSIP: N/A<br>LEI: 549300ZND9XLR0EN3R16       | Long             | DBT              | CORP              | VG        |    249999 | PA      | $4374.98      | 0.00%             | 2028-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ronshine China Holdings Limited                      | Ronshine China Holdings, Ltd., 7.35%, 12/15/2023, Defaulted                                                     | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $9250.00      | 0.01%             | 2025-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ronshine China Holdings Limited                      | Ronshine China Holdings, Ltd., 8.75%, 10/2/2022, Defaulted                                                      | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $24000.00     | 0.03%             | 2025-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ronshine China Holdings Limited                      | Ronshine Service Holding Co., Ltd                                                                               | CUSIP: 763681023<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    150000 | NS      | $3974.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                           | SBI Holdings, Inc.                                                                                              | CUSIP: 012093969<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     15000 | NS      | $523623.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S&P 500 ETF Trust, July 18, 2025, Put @ $550.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        65 | NC      | $2015.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S&P 500 ETF Trust, June 30, 2025, Put @ $500.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       500 | NC      | $500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S&P 500 ETF Trust, June 30, 2025, Put @ $525.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $200.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sacre-Coeur Minerals Ltd.                            | Sacre-Coeur Minerals Ltd. (Canada)                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |    109444 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Scout24 SE                                           | Scout24 SE                                                                                                      | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      1500 | NS      | $207180.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Seabridge Gold Inc                                   | Seabridge Gold Inc.                                                                                             | CUSIP: 811916105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    195000 | NS      | $2831400.00   | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Seabridge Gold, Inc., February 20, 2026, Call @ $14.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -950 | NC      | $-244625.00   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Seabridge Gold, Inc., January 15, 2027, Call @ $15.00                                                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |     -1000 | NC      | $-355000.00   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Seadrill 2021 Ltd.                                   | Seadrill Limited                                                                                                | CUSIP: G7997W102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         2 | NS      | $52.50        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pratus Energy Services Ltd.                          | Seadrill New Finance Private Placement Series 144A (United Kingdom) 12.00%, 7/15/2025                           | CUSIP: 811ESCAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    128802 | PA      | $0.00         | 0.00%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Semantix, Inc.                                       | Semantix, Inc. Class A Warrants 08/04/2027                                                                      | CUSIP: G6332A114<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       375 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Shimao Group Holdings, Ltd.                          | Shimao Group Holdings, Ltd. 5.200% 01/16/2027 Defaulted                                                         | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $75045.00     | 0.08%             | 2027-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings, Ltd.                          | Shimao Group Holdings, Ltd. 5.200% 01/30/2025 Defaulted                                                         | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | CORP              | KY        |   1808000 | PA      | $115350.40    | 0.12%             | 2025-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holding Limited                     | Sino Ocean Group Holdings LTD 1.00% Perpetual                                                                   | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | HK        |    857626 | PA      | $77366.44     | 0.08%             | 2050-12-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holding Limited                     | Sino Ocean Group Holdings LTD 3.00% 03/27/2033                                                                  | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | HK        |    585000 | PA      | $98865.00     | 0.10%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holding Limited                     | Sino Ocean Group Holdings LTD MCB 0.00% 03/27/2027                                                              | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | HK        |   2001128 | PA      | $15440.70     | 0.02%             | 2027-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holding Limited                     | Sino-Ocean Group Holdings, Ltd.                                                                                 | CUSIP: Y8002N103<br>LEI: 529900OLNN3N4AB8ME83 | Long             | EC               | CORP              | HK        |   2000000 | NS      | $22420.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                             | Sirius XM Holdings                                                                                              | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5862 | NS      | $134650.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                                   | Skechers USA, Inc.                                                                                              | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     33000 | NS      | $2082300.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sohu.Com Limited                                     | Sohu.com Limited                                                                                                | CUSIP: 83410S108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29000 | NS      | $385990.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                               | Southwest Airlines Co.                                                                                          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     35000 | NS      | $1135400.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Airlines, Inc., January 15, 2027, Call @ $30.00                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-106650.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Airlines, Inc., January 15, 2027, Put @ $30.00                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       150 | NC      | $60750.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Airlines, Inc., January 16, 2026, Call @ $25.00                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-167500.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Airlines, Inc., January 16, 2026, Put @ $25.00                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $17400.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                      | Starbucks Corp.                                                                                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     40000 | NS      | $3665200.00   | 3.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., December 18, 2026, Call @ $105.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-91500.00    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., December 18, 2026, Put @ $105.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $201000.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., January 15, 2027, Call @ $95.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-134500.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., January 15, 2027, Put @ $95.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $144750.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., June 18, 2026, Call @ $90.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-255000.00   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., June 18, 2026, Put @ $90.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $200500.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Strategic Environmental & Energy Resources Inc.      | Strategic Environmental & Energy Resources, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     43000 | NS      | $890.10       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Suncar Technology Group, Inc.                        | SunCar Technology Group, Inc. Class A, Warrant 05/18/2028                                                       | CUSIP: G85727116<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       300 | NS      | $21.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Limited                         | Sunac China Hildings Limited                                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | EC               | CORP              | KY        |    300000 | NS      | $54650.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings, Ltd.                           | Sunac China Holdings, Ltd., 7.250%, 09/30/2030                                                                  | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |   4295256 | PA      | $506152.97    | 0.53%             | 2030-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                  | Suncor Energy Inc.                                                                                              | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     45000 | NS      | $1685250.00   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Suncor Energy, Inc., June 18, 2026, Call @ $35.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -250 | NC      | $-128750.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Suncor Energy, Inc., June 18, 2026, Put @ $35.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       250 | NC      | $65250.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Suncor Energy, Inc., March 20, 2026, Call @ $35.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-95000.00    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Suncor Energy, Inc., March 20, 2026, Put @ $35.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $43500.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rapid7, Inc.                                         | Surgery Partners, Inc.                                                                                          | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     22000 | NS      | $489060.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Surgery Partners, Inc., December 19, 2025, Call @ $20.00                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -120 | NC      | $-42000.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Tarena International, Inc.                           | TCTM Kids IT Education, Inc.                                                                                    | CUSIP: 876108200<br>LEI: 5493003SGWGFEXTC4U52 | Long             | EC               | CORP              | KY        |     59708 | NS      | $60370.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO Co.                                             | TOYO Co Ltd Rights                                                                                              | CUSIP: G8976D107<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      1000 | NS      | $3700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO Co.                                             | TOYO Co Ltd WTS                                                                                                 | CUSIP: G8976D115<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      5000 | NS      | $500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                            | The J. M. Smucker Co.                                                                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4000 | NS      | $392800.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | The J.M. Smucker Co., January 16, 2026, Call @ $95.00                                                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-35800.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | The J.M. Smucker Co., January 16, 2026, Put @ $85.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-9880.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | The J.M. Smucker Co., January 16, 2026, Put @ $95.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        40 | NC      | $22000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Times China Holdings Limited                         | Times China Holdings Ltd.                                                                                       | CUSIP: 8904A1004<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    500000 | NS      | $12229.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Times China Holdings Limited                         | Times China Holdings, Ltd., 5.75%, 01/14/2027, Defaulted                                                        | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $65000.00     | 0.07%             | 2027-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treehouse Foods, Inc.                                | TreeHouse Foods, Inc.                                                                                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    162000 | NS      | $3146040.00   | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Treehouse Foods, Inc., October 17, 2025, Call @ $40.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -250 | NC      | $-6250.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Of America                             | U.S. Government Treasury Bill, 2.75%, 08/15/2032                                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1845078.12   | 1.94%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Of America                             | US Treasury Note 3.375% 5/15/2033                                                                               | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1906562.50   | 2.01%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Department Of The Treasury             | US Treasury Note 4.50% 11/15/2033                                                                               | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4109218.76   | 4.33%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      9500 | NS      | $2963715.00   | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., January 15, 2027, Put @ $280.00                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $82820.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., July 18, 2025, Call @ $280.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -20 | NC      | $-66400.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., July 18, 2025, Put @ $280.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $1920.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., June 17, 2027, Put @ $290.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $101800.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., September 18, 2026, Call @ $280.00                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -20 | NC      | $-144800.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., September 18, 2026, Put @ $280.00                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $69350.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., September 19, 2025, Call @ $270.00                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -15 | NC      | $-78690.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., September 19, 2025, Put @ $270.00                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        15 | NC      | $13350.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WeBuild SpA                                          | WeBuild SpA ADR                                                                                                 | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |     25935 | NS      | $109909.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Winn Dixie Stores, Inc.                              | Winn Dixie Stores, Inc. 8.875% 4/01/2008                                                                        | CUSIP: 9742809B7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $0.00         | 0.00%             | 2025-09-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                | Yuzhou Group Holdings Company Limited 5.370% Perpetual, Defaulted                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    505000 | PA      | $13887.50     | 0.01%             | 2025-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group, Ltd.                        | Zhenro Properties Group 14.724 PERP *Defaulted                                                                  | CUSIP: N/A<br>LEI: 549300I66TVJEL841P38       | Long             | DBT              | CORP              | KY        |   6000000 | PA      | $7500.00      | 0.01%             | 2025-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group, Ltd.                        | Zhenro Properties Group, 6.630%, 01/06/2026 *Defaulted                                                          | CUSIP: N/A<br>LEI: 549300I66TVJEL841P38       | Long             | DBT              | CORP              | KY        |    500000 | PA      | $1625.00      | 0.00%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IHeartMedia, Inc.                                    | iHeartMedia, Inc. Class A                                                                                       | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4610 | NS      | $8113.60      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                               | iShares 20+ Year Treasury Bond ETF, June 30, 2025, Call @ $92.00                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      3000 | NC      | $3000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Frank Funds

**Signature:** /s/ Brian J. Frank

**Name of Signer:** Brian J. Frank

**Title:** President and Treasurer