# EDGAR Filing Document

**Accession Number:** 0001557794
**File Stem:** 0001752724-23-037607
**Filing Date:** 2023-2
**Character Count:** 3244297
**Document Hash:** 74d4591e4bb195a3e4a56db82e615045
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-037607.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-037607

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Blackstone Alternative Investment Funds
- **CENTRAL INDEX KEY:** 0001557794
- **IRS NUMBER:** 300748288
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22743
- **FILM NUMBER:** 23662734

**BUSINESS ADDRESS:**
- **STREET 1:** 345 PARK AVENUE
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10154
- **BUSINESS PHONE:** 212-583-5000

**MAIL ADDRESS:**
- **STREET 1:** 345 PARK AVENUE
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10154

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Blackstone Investor Solutions Funds
- **DATE OF NAME CHANGE:** 20120907

## Series and Classes Contracts Data

### Blackstone Alternative Multi-Strategy Fund (Series ID: S000045538)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000141764 | Class I        |  |
| C000145025 | Class D Shares |  |
| C000145027 | Class Y Shares |  |

## Nport-Ex

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
|  **INVESTMENTS IN SECURITIES — 87.7%** |  |  |
|  **COMMON STOCK — 20.5%** |  |  |
|  **Africa — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gold Fields Ltd., ADR | 42400 | $438840 |
| &nbsp;&nbsp;&nbsp;&nbsp; IAMGOLD Corp. (a) | 18100 | 46698 |
|  |  | 485538 |
|  **Total Africa** |  | **485538** |
|  **Asia — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banking — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ICICI Bank Ltd., ADR | 26200 | 573518 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Products — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Li Auto, Inc., ADR (a) | 54300 | 1107720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Niu Technologies, ADR (a) | 5800 | 30334 |
| &nbsp;&nbsp;&nbsp;&nbsp; XPeng, Inc., ADR (a) | 90500 | 899570 |
|  |  | 2037624 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; New Oriental Education & Technology Group, Inc., ADR (a) | 34410 | 1198156 |
| &nbsp;&nbsp;&nbsp;&nbsp; TAL Education Group, ADR (a) | 83000 | 585150 |
|  |  | 1783306 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Catcha Investment Corp., Class A (a) | 12099 | 122079 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futu Holdings Ltd., ADR (a) | 17900 | 727635 |
| &nbsp;&nbsp;&nbsp;&nbsp; L Catterton Asia Acquisition Corp., Class A (a),(b),(c) | 310002 | 3131020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Noah Holdings Ltd., ADR (a) | 1700 | 26350 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sentage Holdings, Inc. (a) | 20 | 39 |
|  |  | 4007123 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 111, Inc., ADR (a) | 100 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp; I-Mab, ADR (a) | 8400 | 35112 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sinovac Biotech Ltd. (a),(d) | 200 | 1294 |
| &nbsp;&nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co., Ltd., ADR | 9 | 140 |
|  |  | 36848 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; China Yuchai International Ltd. | 245 | 1733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hollysys Automation Technologies Ltd. | 3200 | 52576 |
|  |  | 54309 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Euro Tech Holdings Co. Ltd. | 150 | 215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grindrod Shipping Holdings Ltd. | 1400 | 26194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Textainer Group Holdings Ltd. | 300 | 9303 |
|  |  | 35712 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Autohome, Inc., ADR (a) | 8400 | 257040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Baidu, Inc., ADR (a) | 500 | 57190 |
| &nbsp;&nbsp;&nbsp;&nbsp; GigaMedia Ltd. (a) | 100 | 121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hello Group, Inc., ADR (a) | 24500 | 220010 |
| &nbsp;&nbsp;&nbsp;&nbsp; HUYA, Inc., ADR (a) | 2700 | 10665 |
| &nbsp;&nbsp;&nbsp;&nbsp; iQIYI, Inc., ADR (a) | 23600 | 125080 |
| &nbsp;&nbsp;&nbsp;&nbsp; JOYY, Inc., ADR | 100 | 3159 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tencent Music Entertainment Group, ADR (a) | 127900 | 1059012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weibo Corp., ADR (a) | 800 | 15296 |
|  |  | 1747573 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Discretionary — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd., ADR (a) | 2400 | $211416 |
| &nbsp;&nbsp;&nbsp;&nbsp; MINISO Group Holding Ltd., ADR (a) | 2400 | 25752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinduoduo, Inc., ADR (a) | 7400 | 603470 |
|  |  | 840638 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Staples — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Missfresh Ltd., ADR (a) | 17 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Agora, Inc., ADR (a) | 10200 | 39882 |
| &nbsp;&nbsp;&nbsp;&nbsp; Baozun, Inc., ADR (a) | 1900 | 10070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Infobird Co. Ltd. (a) | 40 | 24 |
|  |  | 49976 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Tech Hardware & Semiconductors — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ChipMOS Technologies, Inc., ADR | 600 | 12858 |
| &nbsp;&nbsp;&nbsp;&nbsp; MagnaChip Semiconductor Corp. (a) | 7100 | 66669 |
| &nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors NV | 3900 | 616317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. Ltd., ADR (c) | 103300 | 7694817 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Microelectronics Corp., ADR | 32200 | 210266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zepp Health Corp., ADR | 400 | 580 |
|  |  | 8601507 |
|  **Total Asia** |  | **19768164** |
|  **Europe — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Biotechnology & Pharmaceuticals — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Contra Aduro Biotech I (a),(d) | 1040 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; On Holding AG, Class A (a) | 300 | 5148 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Manchester United plc, Class A | 1300 | 30329 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Staple Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco PLC, ADR | 15000 | 599700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Europacific Partners plc | 11100 | 614052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nomad Foods Ltd. (a) | 2200 | 37928 |
|  |  | 1251680 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; IX Acquisition Corp., Class A (a) | 20004 | 202440 |
| &nbsp;&nbsp;&nbsp;&nbsp; ScION Tech Growth II, Class A (a),(b),(c) | 300000 | 3036000 |
|  |  | 3238440 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Affimed NV (a) | 4000 | 4960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amarin Corp. plc, ADR (a) | 37200 | 45012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Artelo Biosciences, Inc. (a) | 594 | 1717 |
| &nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC, ADR | 4100 | 277980 |
| &nbsp;&nbsp;&nbsp;&nbsp; ATAI Life Sciences NV (a) | 8700 | 23142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bicycle Therapeutics plc, ADR (a) | 3800 | 112480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass Pathways plc, ADR (a) | 2500 | 20075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care AG & Co. KGaA, ADR | 2900 | 47386 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galecto, Inc. (a) | 1500 | 1725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Genfit, ADR (a) | 200 | 872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Immatics NV (a) | 300 | 2613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV | 62 | 929 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Merus NV (a) | 2600 | $40222 |
| &nbsp;&nbsp;&nbsp;&nbsp; ProQR Therapeutics NV (a) | 5500 | 20350 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prothena Corp. plc (a) | 4600 | 277150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verona Pharma plc, ADR (a) | 4700 | 122811 |
|  |  | 999424 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arrival SA (a) | 55700 | 8884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luxfer Holdings plc | 1400 | 19208 |
|  |  | 28092 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ardmore Shipping Corp. (a) | 10600 | 152746 |
| &nbsp;&nbsp;&nbsp;&nbsp; Diana Shipping, Inc. | 53 | 207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Euronav NV | 1900 | 32376 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontline Ltd. (a) | 64500 | 783030 |
| &nbsp;&nbsp;&nbsp;&nbsp; GasLog Partners LP | 8800 | 58608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Golden Ocean Group Ltd. | 2120 | 18423 |
| &nbsp;&nbsp;&nbsp;&nbsp; OceanPal, Inc. | 29 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scorpio Tankers, Inc. | 17500 | 940975 |
| &nbsp;&nbsp;&nbsp;&nbsp; SFL Corp. Ltd. | 11600 | 106952 |
| &nbsp;&nbsp;&nbsp;&nbsp; StealthGas, Inc. (a) | 1600 | 4288 |
| &nbsp;&nbsp;&nbsp;&nbsp; TORM plc, Class A (a) | 3500 | 102095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tsakos Energy Navigation Ltd. | 6600 | 111738 |
|  |  | 2311470 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal | 34300 | 899346 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, Inc. | 700 | 8148 |
|  |  | 907494 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BP plc (b) | 67548 | 387814 |
| &nbsp;&nbsp;&nbsp;&nbsp; BP plc, ADR | 80600 | 2815358 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eni SpA (b) | 69634 | 990334 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equinor ASA (b) | 24282 | 871959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell plc (b) | 95196 | 2698378 |
| &nbsp;&nbsp;&nbsp;&nbsp; TechnipFMC plc (a) | 123800 | 1509122 |
| &nbsp;&nbsp;&nbsp;&nbsp; TotalEnergies SE (b) | 15288 | 959809 |
|  |  | 10232774 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Renewable Energy — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; FREYR Battery SA (a) | 141989 | 1232465 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Endava plc, ADR (a) | 1700 | 130050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materialise NV, ADR (a) | 1900 | 16720 |
|  |  | 146770 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group plc, ADR | 1600 | 16192 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlantica Sustainable Infrastructure plc | 400 | 10360 |
|  **Total Europe** |  | **20410638** |
|  **Middle East — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Innoviz Technologies Ltd. (a) | 5300 | 20829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mobileye Global, Inc., Class A (a) | 13398 | 469734 |
|  |  | 490563 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; NEOGAMES SA (a) | 400 | $4876 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Compugen Ltd. (a) | 23500 | 16819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oramed Pharmaceuticals, Inc. (a) | 5600 | 67368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd., ADR (a) | 7600 | 69312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vascular Biogenics Ltd. (a) | 2800 | 336 |
|  |  | 153835 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Camtek Ltd. (a) | 100 | 2196 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ituran Location and Control Ltd. | 300 | 6339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kornit Digital Ltd. (a) | 7500 | 172275 |
|  |  | 180810 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ZIM Integrated Shipping Services Ltd. | 100 | 1719 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Eldorado Gold Corp. (a) | 16400 | 137104 |
| &nbsp;&nbsp;&nbsp;&nbsp; ICL Group Ltd. | 4500 | 32895 |
|  |  | 169999 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Check Point Software Technologies Ltd. (a) | 5300 | 668648 |
| &nbsp;&nbsp;&nbsp;&nbsp; JFrog Ltd. (a) | 9500 | 202635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Radware Ltd. (a) | 3100 | 61225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sapiens International Corp. NV | 200 | 3696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wix.com Ltd. (a) | 2200 | 169026 |
|  |  | 1105230 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Tech Hardware & Semiconductors — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Silicom Ltd. (a) | 100 | 4215 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Allot Ltd. (a) | 1200 | 4128 |
|  **Total Middle East** |  | **2115375** |
|  **North America — 19.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Apparel & Textile Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brilliant Earth Group, Inc., Class A (a) | 200 | 862 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banking — 1.7%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1st Source Corp. | 300 | 15927 |
| &nbsp;&nbsp;&nbsp;&nbsp; ACNB Corp. | 100 | 3981 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alerus Financial Corp. | 400 | 9340 |
| &nbsp;&nbsp;&nbsp;&nbsp; American National Bankshares, Inc. | 16138 | 595976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ameris Bancorp | 128783 | 6070831 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ames National Corp. | 400 | 9444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arrow Financial Corp. | 101 | 3424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banc of California, Inc. | 23155 | 368859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. | 61445 | 2035058 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Marin Bancorp | 400 | 13152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT Butterfield & Son Ltd. | 200 | 5962 |
| &nbsp;&nbsp;&nbsp;&nbsp; BankFinancial Corp. | 355 | 3738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial Group, Inc. | 300 | 8829 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bar Harbor Bankshares | 200 | 6408 |
| &nbsp;&nbsp;&nbsp;&nbsp; BayCom Corp. | 400 | 7592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge Bankshares, Inc. | 300 | 3747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bridgewater Bancshares, Inc. (a) | 400 | 7096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookline Bancorp, Inc. | 3900 | 55185 |
| &nbsp;&nbsp;&nbsp;&nbsp; Business First Bancshares, Inc. | 400 | 8856 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Byline Bancorp, Inc. | 1200 | $27564 |
| &nbsp;&nbsp;&nbsp;&nbsp; Camden National Corp. | 300 | 12507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital Bancorp, Inc. | 200 | 4708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital City Bank Group, Inc. | 300 | 9750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capstar Financial Holdings, Inc. | 500 | 8830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carter Bankshares, Inc. (a) | 1000 | 16590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Pacific Financial Corp. | 1400 | 28392 |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Valley Community Bancorp | 300 | 6354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc. | 22064 | 997955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, Inc. | 400 | 8804 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNB Financial Corp. | 7717 | 183587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coastal Financial Corp. (a) | 500 | 23760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Codorus Valley Bancorp, Inc. | 100 | 2380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colony Bankcorp, Inc. | 800 | 10152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | 7800 | 235014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Community Trust Bancorp, Inc. | 400 | 18372 |
| &nbsp;&nbsp;&nbsp;&nbsp; ConnectOne Bancorp, Inc. | 1300 | 31473 |
| &nbsp;&nbsp;&nbsp;&nbsp; CrossFirst Bankshares, Inc. (a) | 1300 | 16133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Customers Bancorp, Inc (a) | 1400 | 39676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bancorp, Inc. | 1800 | 79326 |
| &nbsp;&nbsp;&nbsp;&nbsp; ECB Bancorp, Inc. (a) | 100 | 1605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Financial Services Corp. | 100 | 4896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equity Bancshares, Inc., Class A | 400 | 13068 |
| &nbsp;&nbsp;&nbsp;&nbsp; Esquire Financial Holdings, Inc. | 400 | 17304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Farmers National Banc Corp. | 1300 | 18356 |
| &nbsp;&nbsp;&nbsp;&nbsp; FB Financial Corp. | 100 | 3614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financial Institutions, Inc. | 500 | 12180 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Bancorp | 900 | 38556 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Bancshares, Inc. (The) | 61717 | 1975561 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Busey Corp. | 1700 | 42024 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Business Financial Services, Inc. | 200 | 7310 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Commonwealth Financial Corp. | 1400 | 19558 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Community Bankshares, Inc. | 200 | 6780 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Community Corp. | 100 | 2189 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Financial Bankshares, Inc. | 2100 | 72240 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Financial Corp. | 500 | 23040 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Foundation, Inc. | 2600 | 37258 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Internet Bancorp | 200 | 4856 |
| &nbsp;&nbsp;&nbsp;&nbsp; First of Long Island Corp. (The) | 700 | 12600 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Republic Bank | 62445 | 7611421 |
| &nbsp;&nbsp;&nbsp;&nbsp; Five Star Bancorp | 200 | 5448 |
| &nbsp;&nbsp;&nbsp;&nbsp; FS Bancorp, Inc. | 100 | 3344 |
| &nbsp;&nbsp;&nbsp;&nbsp; FVCBankcorp, Inc. (a) | 300 | 5721 |
| &nbsp;&nbsp;&nbsp;&nbsp; German American Bancorp, Inc. | 300 | 11190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Great Southern Bancorp, Inc. | 200 | 11898 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guaranty Bancshares, Inc. | 100 | 3464 |
| &nbsp;&nbsp;&nbsp;&nbsp; HBT Financial, Inc. | 100 | 1957 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heritage Commerce Corp. | 2700 | 35100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heritage Financial Corp. | 2100 | 64344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilltop Holdings, Inc. | 28694 | 861107 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeStreet, Inc. | 9098 | 250923 |
| &nbsp;&nbsp;&nbsp;&nbsp; HomeTrust Bancshares, Inc. | 700 | 16919 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hope Bancorp, Inc. | 800 | 10248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Horizon Bancorp, Inc. | 1600 | 24128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank Corp. | 800 | 19136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank Group, Inc. | 13752 | 826220 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bancshares Corp. | 127190 | 5820214 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investar Holding Corp. | 100 | 2153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kearny Financial Corp. | 1600 | 16240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Bancorp, Inc. | 2635 | 46402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Financial Corp. | 100 | 7297 |
| &nbsp;&nbsp;&nbsp;&nbsp; LCNB Corp. | 200 | 3600 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Bancshares, Inc. | 4000 | $120800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luther Burbank Corp. | 400 | 4444 |
| &nbsp;&nbsp;&nbsp;&nbsp; Macatawa Bank Corp. | 800 | 8824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercantile Bank Corp. | 400 | 13392 |
| &nbsp;&nbsp;&nbsp;&nbsp; Merchants Bancorp | 650 | 15808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meridian Corp. | 100 | 3029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metrocity Bankshares, Inc. | 300 | 6489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank Holding Corp. (a) | 800 | 46936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mid Penn Bancorp, Inc. | 500 | 14985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Midland States Bancorp, Inc. | 800 | 21296 |
| &nbsp;&nbsp;&nbsp;&nbsp; MidWestOne Financial Group, Inc. | 200 | 6350 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Bank Holdings Corp., Class A | 200 | 8414 |
| &nbsp;&nbsp;&nbsp;&nbsp; NBT Bancorp, Inc. | 600 | 26052 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northeast Bank | 100 | 4210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northrim BanCorp, Inc. | 100 | 5457 |
| &nbsp;&nbsp;&nbsp;&nbsp; OceanFirst Financial Corp. | 48047 | 1020999 |
| &nbsp;&nbsp;&nbsp;&nbsp; OFG Bancorp | 2600 | 71656 |
| &nbsp;&nbsp;&nbsp;&nbsp; Old Second Bancorp, Inc. | 2500 | 40100 |
| &nbsp;&nbsp;&nbsp;&nbsp; OP Bancorp | 200 | 2232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Origin Bancorp, Inc. | 400 | 14680 |
| &nbsp;&nbsp;&nbsp;&nbsp; PacWest Bancorp | 15411 | 353683 |
| &nbsp;&nbsp;&nbsp;&nbsp; PCB Bancorp | 500 | 8845 |
| &nbsp;&nbsp;&nbsp;&nbsp; PCSB Financial Corp. | 1500 | 28560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peapack Gladstone Financial Corp. | 23381 | 870241 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp, Inc. | 1100 | 31075 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle Financial Partners, Inc. | 44003 | 3229820 |
| &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. | 10391 | 1641155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Preferred Bank | 500 | 37310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Premier Financial Corp. | 148 | 3992 |
| &nbsp;&nbsp;&nbsp;&nbsp; PRIMIS FINANCIAL Corp. | 700 | 8295 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Holding Corp., Class A (a) | 1200 | 33288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Provident Bancorp, Inc. | 400 | 2912 |
| &nbsp;&nbsp;&nbsp;&nbsp; QCR Holdings, Inc. | 300 | 14892 |
| &nbsp;&nbsp;&nbsp;&nbsp; RBB Bancorp | 500 | 10425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Renasant Corp. | 2200 | 82698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic First Bancorp, Inc. (a) | 4300 | 9245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Riverview Bancorp, Inc. | 200 | 1536 |
| &nbsp;&nbsp;&nbsp;&nbsp; S&T Bancorp, Inc. | 1000 | 34180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sandy Spring Bancorp, Inc. | 100 | 3523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seacoast Banking Corp. of Florida | 185240 | 5777636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shore Bancshares, Inc. | 500 | 8715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sierra Bancorp | 500 | 10620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silvergate Capital Corp., Class A (a) | 9100 | 158340 |
| &nbsp;&nbsp;&nbsp;&nbsp; SmartFinancial, Inc. | 300 | 8250 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Plains Financial, Inc. | 500 | 13765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern First Bancshares, Inc. (a) | 100 | 4575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellar Bancorp, Inc. | 9 | 265 |
| &nbsp;&nbsp;&nbsp;&nbsp; SVB Financial Group (a) | 13187 | 3034856 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial Corp. | 186636 | 7008182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Territorial Bancorp, Inc. | 100 | 2401 |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Capital Bancshares, Inc. (a) | 122472 | 7386286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Third Coast Bancshares, Inc. (a) | 100 | 1843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank | 100 | 3084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trico Bancshares | 700 | 35693 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triumph Bancorp, Inc. (a) | 1200 | 58644 |
| &nbsp;&nbsp;&nbsp;&nbsp; TrustCo Bank Corp. | 720 | 27065 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustmark Corp. | 2600 | 90766 |
| &nbsp;&nbsp;&nbsp;&nbsp; Umpqua Holdings Corp. | 900 | 16065 |
| &nbsp;&nbsp;&nbsp;&nbsp; Univest Financial Corp. | 1200 | 31356 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Bancorp | 97167 | 4237453 |
| &nbsp;&nbsp;&nbsp;&nbsp; USCB Financial Holdings, Inc. (a) | 300 | 3660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Veritex Holdings, Inc. | 400 | 11232 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. | 89851 | $3709948 |
| &nbsp;&nbsp;&nbsp;&nbsp; West BanCorp, Inc. | 300 | 7665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westamerica BanCorp | 1100 | 64911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Western New England Bancorp, Inc. | 400 | 3784 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wintrust Financial Corp. | 82768 | 6995551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zions Bancorp NA | 1300 | 63908 |
|  |  | 75604548 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Biotechnology & Pharmaceuticals — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Contra StrongBridge (a),(d) | 5000 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Products — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ACCO Brands Corp. | 6800 | 38012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aeva Technologies, Inc. (a) | 10700 | 14552 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Axle & Manufacturing Holdings, Inc. (a) | 400 | 3128 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Outdoor Brands, Inc. (a) | 2000 | 20040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arhaus, Inc. (a) | 400 | 3900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beazer Homes USA, Inc. (a) | 2800 | 35728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Caesarstone Ltd. (a) | 800 | 4568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada Goose Holdings, Inc. (a) | 7800 | 138918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charles & Colvard Ltd. (a) | 1300 | 1059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clarus Corp. | 200 | 1568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cooper-Standard Holding, Inc. (a) | 3600 | 32616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crocs, Inc. (a) | 200 | 21686 |
| &nbsp;&nbsp;&nbsp;&nbsp; Culp, Inc. | 200 | 918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dana, Inc. | 1600 | 24208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Delta Apparel, Inc. (a) | 100 | 1061 |
| &nbsp;&nbsp;&nbsp;&nbsp; Escalade, Inc. | 300 | 3054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flexsteel Industries, Inc. | 300 | 4620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forestar Group, Inc. (a) | 1900 | 29279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands Home & Security, Inc. | 4500 | 256995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forza X1, Inc. (a) | 100 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fossil Group, Inc. (a) | 9100 | 39221 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Motors Co. | 200 | 6728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Griffon Corp. | 1100 | 39369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hooker Furniture Corp. | 1000 | 18700 |
| &nbsp;&nbsp;&nbsp;&nbsp; JAKKS Pacific, Inc. (a) | 2200 | 38478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimball International, Inc., Class B | 2200 | 14300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lakeland Industries, Inc. (a) | 400 | 5320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Landsea Homes Corp. (a) | 1108 | 5773 |
| &nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., Class A | 5700 | 88464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malibu Boats, Inc., Class A (a) | 300 | 15990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masonite International Corp. (a) | 100 | 8061 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mattel, Inc. (a) | 1700 | 30328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Miller Industries, Inc. | 400 | 10664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motorcar Parts of America, Inc. (a) | 100 | 1186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nautilus, Inc. (a) | 5800 | 8874 |
| &nbsp;&nbsp;&nbsp;&nbsp; NIKE, Inc., Class B | 5500 | 643555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peloton Interactive, Inc., Class A (a) | 14600 | 115924 |
| &nbsp;&nbsp;&nbsp;&nbsp; PVH Corp. | 2500 | 176475 |
| &nbsp;&nbsp;&nbsp;&nbsp; QuantumScape Corp. (a) | 13700 | 77679 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ralph Lauren Corp. | 100 | 10567 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skechers USA, Inc., Class A (a) | 600 | 25170 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV | 500 | 7100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Steven Madden Ltd. | 8000 | 255680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Superior Group of Cos., Inc. | 200 | 2012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Superior Industries International, Inc. (a) | 1300 | 5486 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. (a) | 46200 | 5690916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Toll Brothers, Inc. | 100 | 4992 |
| &nbsp;&nbsp;&nbsp;&nbsp; TRI Pointe Homes, Inc. (a) | 6400 | 118976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Under Armour, Inc., Class A (a) | 45800 | 465328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Urban Outfitters, Inc. (a) | 12600 | 300510 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Velodyne Lidar, Inc. (a) | 47700 | $35236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westport Fuel Systems, Inc. (a) | 13500 | 10460 |
|  |  | 8913560 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2U, Inc. (a) | 11800 | 73986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accel Entertainment, Inc. (a) | 500 | 3850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allied Esports Entertainment, Inc. (a) | 800 | 840 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Public Education, Inc. (a) | 1600 | 19664 |
| &nbsp;&nbsp;&nbsp;&nbsp; BJ's Restaurants, Inc. (a) | 3800 | 100244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bluegreen Vacations Holding Corp. | 700 | 17472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bowlero Corp. (a) | 1100 | 14828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brinker International, Inc. (a) | 200 | 6382 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carnival Corp. (a) | 97800 | 788268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carnival plc, ADR (a) | 400 | 2876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, Inc. | 1300 | 35802 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carrols Restaurant Group, Inc. (a) | 500 | 680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Century Casinos, Inc. (a) | 1300 | 9139 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chegg, Inc. (a) | 26200 | 662074 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chuy's Holdings, Inc. (a) | 1200 | 33960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coursera, Inc. (a) | 6400 | 75712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dave & Buster's Entertainment, Inc. (a) | 3400 | 120496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denny's Corp. (a) | 3100 | 28551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dine Brands Global, Inc. | 2900 | 187340 |
| &nbsp;&nbsp;&nbsp;&nbsp; El Pollo Loco Holdings, Inc. (a) | 1900 | 18924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Everi Holdings, Inc. (a) | 11700 | 167895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fiesta Restaurant Group, Inc. (a) | 400 | 2940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Full House Resorts, Inc. (a) | 1800 | 13536 |
| &nbsp;&nbsp;&nbsp;&nbsp; GAN Ltd. (a) | 7100 | 10650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Golden Entertainment, Inc. (a) | 1200 | 44880 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Game Technology plc | 28700 | 650916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kura Sushi USA, Inc., Class A (a) | 200 | 9536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Laureate Education, Inc. (a) | 14410 | 138624 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Educational Services Corp. (a) | 1600 | 9264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lindblad Expeditions Holdings, Inc. (a) | 500 | 3850 |
| &nbsp;&nbsp;&nbsp;&nbsp; McDonald's Corp. (c) | 30300 | 7984959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monarch Casino & Resort, Inc. (a) | 500 | 38445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Noodles & Co. (a) | 3100 | 17019 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norwegian Cruise Line Holdings Ltd. (a) | 41300 | 505512 |
| &nbsp;&nbsp;&nbsp;&nbsp; ONE Group Hospitality, Inc. (The) (a) | 2000 | 12600 |
| &nbsp;&nbsp;&nbsp;&nbsp; OneSpaWorld Holdings Ltd. (a) | 200 | 1866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Planet Fitness, Inc., Class A (a) | 600 | 47280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Playa Hotels & Resorts NV (a) | 27400 | 178922 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portillo's, Inc., Class A (a) | 1000 | 16320 |
| &nbsp;&nbsp;&nbsp;&nbsp; PROG Holdings, Inc. (a) | 300 | 5067 |
| &nbsp;&nbsp;&nbsp;&nbsp; Red Robin Gourmet Burgers, Inc. (a) | 4300 | 23994 |
| &nbsp;&nbsp;&nbsp;&nbsp; Red Rock Resorts, Inc., Class A | 400 | 16004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ruth's Hospitality Group, Inc. | 2500 | 38700 |
| &nbsp;&nbsp;&nbsp;&nbsp; SeaWorld Entertainment, Inc. (a) | 7200 | 385272 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shake Shack, Inc., Class A (a) | 8600 | 357158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweetgreen, Inc., Class A (a) | 600 | 5142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Target Hospitality Corp. (a) | 13900 | 210446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Technical Institute, Inc. (a) | 3000 | 20160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Virgin Galactic Holdings, Inc. (a) | 1900 | 6612 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wendy's Co. | 7600 | 171988 |
| &nbsp;&nbsp;&nbsp;&nbsp; WW International, Inc. (a) | 2300 | 8878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wynn Resorts Ltd. (a) | 800 | 65976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xponential Fitness, Inc., Class A (a) | 200 | 4586 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yum! Brands, Inc. | 9800 | 1255184 |
|  |  | 14631269 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Staple Products — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alico, Inc. | 200 | $4774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Altria Group, Inc. | 17000 | 777070 |
| &nbsp;&nbsp;&nbsp;&nbsp; AquaBounty Technologies, Inc. (a) | 9300 | 7105 |
| &nbsp;&nbsp;&nbsp;&nbsp; BellRing Brands, Inc. (a) | 36995 | 948552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cadiz, Inc. (a) | 700 | 1750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Campbell Soup Co. | 13600 | 771800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canopy Growth Corp. (a) | 7200 | 16632 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper Corp. (a) | 500 | 18905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clorox Co. (The) | 8600 | 1206838 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive Co. (c) | 37285 | 2937685 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conagra Brands, Inc. | 3600 | 139320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duckhorn Portfolio, Inc. (The) (a) | 4900 | 81193 |
| &nbsp;&nbsp;&nbsp;&nbsp; elf Beauty, Inc. (a) | 200 | 11060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Helen of Troy Ltd. (a) | 400 | 44364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honest Co., Inc. (The) (a) | 100 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hostess Brands, Inc. (a) | 600 | 13464 |
| &nbsp;&nbsp;&nbsp;&nbsp;J. M. Smucker Co. | 2900 | 459534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kellogg Co. | 1100 | 78364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | 11700 | 1588275 |
| &nbsp;&nbsp;&nbsp;&nbsp; Limoneira Co. | 1000 | 12210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, Inc., Class A | 7500 | 499875 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nature's Sunshine Products, Inc. (a) | 600 | 4992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Olaplex Holdings, Inc. (a) | 25300 | 131813 |
| &nbsp;&nbsp;&nbsp;&nbsp; Primo Water Corp. | 400 | 6216 |
| &nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble Co. | 1100 | 166716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Quanex Building Products Corp. | 500 | 11840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tejon Ranch Co. (a) | 500 | 9420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods, Inc., Class A | 3600 | 224100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vital Farms, Inc. (a) | 100 | 1492 |
|  |  | 10175660 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 6.9%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ABG Acquisition Corp., Class A (a),(b),(c) | 300000 | 3027000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accretion Acquisition Corp. (a) | 22421 | 226004 |
| &nbsp;&nbsp;&nbsp;&nbsp; ACRES Commercial Realty Corp. (a) | 233 | 1925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Acropolis Infrastructure Acquisition Corp., Class A (a),(b),(c) | 500001 | 4975010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adara Acquisition Corp., Class A (a) | 29182 | 297073 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aesther Healthcare Acquisition Corp., Class A (a) | 14500 | 150800 |
| &nbsp;&nbsp;&nbsp;&nbsp; AFC Gamma, Inc. | 300 | 4719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, Inc. | 300 | 47529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agile Growth Corp., Class A (a) | 1455 | 14681 |
| &nbsp;&nbsp;&nbsp;&nbsp; Air Lease Corp. | 8500 | 326570 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpha Partners Technology Merger Corp., Class A (a),(b),(c) | 500001 | 5025010 |
| &nbsp;&nbsp;&nbsp;&nbsp; AltC Acquisition Corp., Class A (a),(b),(c) | 375000 | 3720000 |
| &nbsp;&nbsp;&nbsp;&nbsp; AltEnergy Acquisition Corp., Class A (a) | 12170 | 124499 |
| &nbsp;&nbsp;&nbsp;&nbsp; Altimar Acquisition Corp. III, Class A (a) | 1006 | 10130 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Express Co. | 500 | 73875 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anthemis Digital Acquisitions I Corp. (a),(b),(c) | 472500 | 4857300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anzu Special Acquisition Corp., Class A (a),(c) | 46634 | 471003 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apollo Strategic Growth Capital, Class A (a),(b),(c) | 450000 | 4509000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arctos NorthStar Acquisition Corp., Class A (a),(c) | 39804 | 401622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ares Acquisition Corp., Class A (a),(c) | 47736 | 480702 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ares Capital Corp. | 31500 | 581805 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arlington Asset Investment Corp., Class A (a) | 1500 | 4395 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arrowroot Acquisition Corp., Class A (a),(c) | 35000 | 351750 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARYA Sciences Acquisition Corp., Class A (a) | 7600 | 76760 |
| &nbsp;&nbsp;&nbsp;&nbsp; ARYA Sciences Acquisition Corp., Class A (a),(b),(c) | 147703 | 1475553 |
| &nbsp;&nbsp;&nbsp;&nbsp; AssetMark Financial Holdings, Inc. (a) | 1000 | 23000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Coastal Acquisition Corp., Class A (a) | 711 | 7124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlantic Coastal Acquisition Corp., Class A (a),(c) | 55000 | 560450 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlanticus Holdings Corp. (a) | 200 | 5240 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Authentic Equity Acquisition Corp., Class A (a),(b),(c) | 550000 | $5560500 |
| &nbsp;&nbsp;&nbsp;&nbsp; B Riley Principal 250 Merger Corp., Class A (a),(b),(c) | 247911 | 2471673 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Specialty Finance, Inc. | 2600 | 30940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. | 137433 | 6255950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berenson Acquisition Corp., Class A (a) | 30454 | 305758 |
| &nbsp;&nbsp;&nbsp;&nbsp; BGC Partners, Inc., Class A | 36300 | 136851 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bilander Acquisition Corp., Class A (a),(b),(c) | 365048 | 3610325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Mountain Acquisition Corp., Class A (a),(b),(c) | 472500 | 4819500 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock Capital Investment Corp. | 4981 | 18031 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock TCP Capital Corp. | 4700 | 60818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Blockchain Coinvestors Acquisition Corp., Class A (a),(c) | 35011 | 360263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Blucora, Inc. (a) | 3200 | 81696 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlueRiver Acquisition Corp., Class A (a),(b),(c) | 142902 | 1441881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brightsphere Investment Group, Inc. | 120489 | 2479664 |
| &nbsp;&nbsp;&nbsp;&nbsp; BrightSpire Capital, Inc. | 8300 | 51709 |
| &nbsp;&nbsp;&nbsp;&nbsp; Build Acquisition Corp., Class A (a),(c) | 51304 | 514066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bullpen Parlay Acquisition Co., Class A (a),(b),(c) | 378000 | 3870720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Burtech Acquisition Corp., Class A (a) | 34004 | 345481 |
| &nbsp;&nbsp;&nbsp;&nbsp; C5 Acquisition Corp., Class A (a),(c) | 200100 | 2045022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital Southwest Corp. | 6000 | 102600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlyle Secured Lending, Inc. | 6800 | 97308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets, Inc. | 43576 | 5467481 |
| &nbsp;&nbsp;&nbsp;&nbsp; CENAQ Energy Corp., Class A (a),(c) | 174100 | 1584310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp. | 49737 | 4141103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cherry Hill Mortgage Investment Corp. | 3400 | 19720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Churchill Capital Corp., Class A (a),(b),(c) | 461695 | 4610521 |
| &nbsp;&nbsp;&nbsp;&nbsp; Churchill Capital Corp. V, Class A (a),(c) | 51081 | 507745 |
| &nbsp;&nbsp;&nbsp;&nbsp; CME Group, Inc. (c) | 28200 | 4742112 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coinbase Global, Inc., Class A (a) | 43800 | 1550082 |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass Digital Acquisition Corp. (a),(b),(c) | 375018 | 3757680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Concord Acquisition Corp. III, Class A (a),(b),(c) | 378000 | 3851820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Acquisition Corp. I, Class A (a),(c) | 48101 | 486301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Portfolio Services, Inc. (a) | 400 | 3540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corsair Partnering Corp., Class A (a),(b),(c) | 375000 | 3750000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance Corp. (a) | 200 | 94880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Suisse Group AG, ADR | 58800 | 178752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crescent Capital Bdc, Inc | 1400 | 17892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Decarbonization Plus Acquisition Corp. IV, Class A (a),(b),(c) | 334400 | 3415896 |
| &nbsp;&nbsp;&nbsp;&nbsp; DHC Acquisition Corp., Class A (a),(c) | 160795 | 1620814 |
| &nbsp;&nbsp;&nbsp;&nbsp; DiamondHead Holdings Corp., Class A (a) | 14635 | 147228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Digital Transformation Opportunities Corp., Class A (a),(c) | 37500 | 376687 |
| &nbsp;&nbsp;&nbsp;&nbsp; dMY Technology Group, Inc. (a),(b),(c) | 217060 | 2181453 |
| &nbsp;&nbsp;&nbsp;&nbsp; DP Cap Acquisition Corp., Class A (a),(b),(c) | 472500 | 4847850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dragoneer Growth Opportunities Corp., Class A (a),(b),(c) | 270531 | 2664730 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elevate Credit, Inc. (a) | 700 | 1225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ellington Residential Mortgage REIT | 1200 | 8232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enact Holdings, Inc. | 100 | 2412 |
| &nbsp;&nbsp;&nbsp;&nbsp; ESC Pershing Square (a),(d) | 2020101 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; ExcelFin Acquisition Corp., Class A (a),(b),(c) | 468700 | 4799488 |
| &nbsp;&nbsp;&nbsp;&nbsp; EZCORP, Inc., Class A (a) | 6600 | 53790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federated Hermes, Inc. | 1700 | 61727 |
| &nbsp;&nbsp;&nbsp;&nbsp; FG Acquisition Corp., Class A (a),(b) | 189198 | 1873060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidus Investment Corp. | 1700 | 32351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Wall Acquisition Corp. III, Class A (a),(b),(c) | 299136 | 3006317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finnovate Acquisition Corp., Class A (a) | 6701 | 68685 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fintech Evolution Acquisition Group, Class A (a),(b),(c) | 310002 | 3131020 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Reserve Sustainable Growth Corp., Class A (a),(c) | 86800 | 872340 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Western Financial, Inc. (a) | 41832 | 1177571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flame Acquisition Corp., Class A (a),(c) | 43746 | 439647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flywire Corp. | 5900 | 144373 |
| &nbsp;&nbsp;&nbsp;&nbsp; Focus Impact Acquisition Corp., Class A (a) | 26955 | 274402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forest Road Acquisition Corp., Class A (a),(b),(c) | 310000 | 3110850 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Forum Merger IV Corp., Class A (a),(b),(c) | 310000 | $3115500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontier Acquisition Corp. (a) | 59539 | 600153 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontier Acquisition Corp., Class A (a),(b),(c) | 310000 | 3124800 |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAC Athena Acquisition Corp., Class A (a),(c) | 218692 | 2210976 |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAC Hera Acquisition Corp., Class A (a),(b),(c) | 310000 | 3137200 |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAC Parnassus Acquisition Corp., Class A (a),(c) | 312834 | 3137725 |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAI Aviation Ltd., Class A | 100 | 1712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fusion Acquisition Corp. II, Class A (a),(c) | 201492 | 2022980 |
| &nbsp;&nbsp;&nbsp;&nbsp; G Squared Asend II, Inc., Class A (a),(b),(c) | 276531 | 2806790 |
| &nbsp;&nbsp;&nbsp;&nbsp; GATX Corp. | 1300 | 138242 |
| &nbsp;&nbsp;&nbsp;&nbsp; GCM Grosvenor, Inc., Class A | 72492 | 551664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gladstone Acquisition Corp., Class A (a),(c) | 55172 | 569927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gladstone Capital Corp. | 2800 | 26936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gladstone Investment Corp. | 2900 | 37439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Partner Acquisition Corp. II, Class A (a) | 14462 | 146211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goal Acquisitions Corp. (a),(c) | 90180 | 907211 |
| &nbsp;&nbsp;&nbsp;&nbsp; Golden Arrow Merger Corp., Class A (a) | 105465 | 1056232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. | 300 | 103014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Golub Capital BDC, Inc. | 7300 | 96068 |
| &nbsp;&nbsp;&nbsp;&nbsp; Great Ajax Corp. | 1400 | 10150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenhill & Co., Inc. | 2400 | 24600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Growth For Good Acquisition Corp. (a),(b),(c) | 378000 | 3791340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hercules Capital, Inc. | 4900 | 64778 |
| &nbsp;&nbsp;&nbsp;&nbsp; Horizon Technology Finance Corp. | 3100 | 35960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innovative International Acquisition Corp., Class A (a) | 3882 | 39985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Insight Acquisition Corp., Class A (a) | 31634 | 318871 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Money Express, Inc. (a) | 300 | 7311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invesco Ltd. | 4400 | 79156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investcorp India Acquisition Corp., Class A (a),(b),(c) | 162382 | 1680654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Itiquira Acquisition Corp., Class A (a) | 428 | 4319 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jaguar Global Growth Corp., Class A (a),(b),(c) | 214600 | 2195358 |
| &nbsp;&nbsp;&nbsp;&nbsp; Janus Henderson Group plc | 13600 | 319872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jaws Hurricane Acquisition Corp., Class A (a),(b),(c) | 262600 | 2626000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jaws Juggernaut Acquisition Corp., Class A (a),(b),(c) | 328200 | 3298410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Financial Group, Inc. | 800 | 27424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kernel Group Holdings, Inc., Class A (a) | 200 | 2022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Khosla Ventures Acquisition Co. (a),(c) | 117412 | 1171772 |
| &nbsp;&nbsp;&nbsp;&nbsp; Khosla Ventures Acquisition Co., Class A (a),(b),(c) | 310000 | 3086050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kismet Acquisition Three Corp., Class A (a),(c) | 203863 | 2048823 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kismet Acquisition Two Corp., Class A (a),(c) | 55101 | 556520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ladder Capital Corp. | 3100 | 31124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lazard Growth Acquisition Corp. I (a),(b),(c) | 450000 | 4549500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lazard Ltd., Class A | 4900 | 169883 |
| &nbsp;&nbsp;&nbsp;&nbsp; LDH Growth Corp., Class A (a),(b),(c) | 310000 | 3121700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lead Edge Growth Opportunities Ltd., Class A (a),(b),(c) | 434624 | 4389702 |
| &nbsp;&nbsp;&nbsp;&nbsp; Learn CW Investment Corp., Class A (a),(b),(c) | 398000 | 4019800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Legato Merger Corp.II (a),(c) | 87270 | 883172 |
| &nbsp;&nbsp;&nbsp;&nbsp; LendingClub Corp. (a) | 25600 | 225280 |
| &nbsp;&nbsp;&nbsp;&nbsp; LendingTree, Inc. (a) | 3700 | 78921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Leo Holdings Corp. II, Class A (a) | 1 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp; LIV Capital Acquisition Corp., Class A (a),(b),(c) | 331200 | 3398112 |
| &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Mobility Acquisition Corp., Class A (a) | 28773 | 289313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Logistics Innovation Technologies Corp., Class A (a),(b),(c) | 305916 | 3089752 |
| &nbsp;&nbsp;&nbsp;&nbsp; M3-Brigade Acquisition II Corp., Class A (a) | 200 | 2004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Macondray Capital Acquisition Corp. I, Class A (a) | 10019 | 102094 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marlin Technology Corp., Class A (a),(b),(c) | 408000 | 4133040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medallion Financial Corp. | 900 | 6426 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medicus Sciences Acquisition Corp., Class A (a) | 5952 | 59877 |
| &nbsp;&nbsp;&nbsp;&nbsp; MGIC Investment Corp. | 600 | 7800 |
| &nbsp;&nbsp;&nbsp;&nbsp; MidCap Financial Investment Corp. | 5600 | 63840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monroe Capital Corp. | 1400 | 11956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moringa Acquisition Corp., Class A (a),(b),(c) | 300000 | 3036000 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; MSD Acquisition Corp., Class A (a),(b),(c) | 323910 | $3271491 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nasdaq, Inc. | 25900 | 1588965 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Mountain Finance Corp. | 4200 | 51954 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Providence Acquisition Corp., Class A (a),(c) | 40000 | 406400 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Vista Acquisition Corp., Class A (a) | 1501 | 15175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Newcourt Acquisition Corp., Class A (a) | 2104 | 21608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Newtek Business Services Corp. | 2300 | 37375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nexpoint Real Estate Finance, Inc. | 100 | 1589 |
| &nbsp;&nbsp;&nbsp;&nbsp; Noble Rock Acquisition Corp., Class A (a),(b),(c) | 408000 | 4120800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Genesis Acquisition Corp. III, Class A (a),(b),(c) | 465000 | 4668600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Star Investment Corp., Class A (a),(b) | 310002 | 3115520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Star Investment Corp. IV, Class A (a) | 359160 | 3609558 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oaktree Specialty Lending Corp. | 21400 | 147018 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ocwen Financial Corp. (a) | 494 | 15107 |
| &nbsp;&nbsp;&nbsp;&nbsp; OFS Capital Corp. | 900 | 9180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oportun Financial Corp. (a) | 500 | 2755 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oppenheimer Holdings, Inc., Class A | 700 | 29631 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oxford Square Capital Corp. | 4100 | 12792 |
| &nbsp;&nbsp;&nbsp;&nbsp; Panacea Acquisition Corp. II, Class A (a),(b),(c) | 310000 | 3127900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pathfinder Acquisition Corp., Class A (a) | 11708 | 117958 |
| &nbsp;&nbsp;&nbsp;&nbsp; PennantPark Floating Rate Capital Ltd. | 2400 | 26352 |
| &nbsp;&nbsp;&nbsp;&nbsp; PennantPark Investment Corp. | 5200 | 29900 |
| &nbsp;&nbsp;&nbsp;&nbsp; PepperLime Health Acquisition Corp., Class A (a) | 7443 | 76067 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pine Technology Acquisition Corp., Class A (a) | 233 | 2353 |
| &nbsp;&nbsp;&nbsp;&nbsp; PJT Partners, Inc., Class A | 1100 | 81059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plum Acquisition Corp. I, Class A (a),(b),(c) | 310000 | 3124800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pono Capital Corp., Class A (a),(c) | 60000 | 655800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pontem Corp., Class A (a),(b),(c) | 465000 | 4701150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portage Fintech Acquisition Corp., Class A (a),(b),(c) | 500001 | 5015010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portman Ridge Finance Corp. | 300 | 6900 |
| &nbsp;&nbsp;&nbsp;&nbsp; PowerUp Acquisition Corp., Class A (a),(b),(c) | 260216 | 2685429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Priveterra Acquisition Corp., Class A (a),(c) | 40143 | 403638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prospector Capital Corp., Class A (a),(c) | 117312 | 1166081 |
| &nbsp;&nbsp;&nbsp;&nbsp; Radian Group, Inc. | 100 | 1907 |
| &nbsp;&nbsp;&nbsp;&nbsp; RCF Acquisition Corp., Class A (a),(c) | 140000 | 1436400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regional Management Corp. | 200 | 5616 |
| &nbsp;&nbsp;&nbsp;&nbsp; ROC Energy Acquisition Corp. (a),(b),(c) | 378000 | 3872610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Runway Growth Finance Corp. | 200 | 2318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sachem Capital Corp. | 1100 | 3630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Safeguard Scientifics, Inc. (a) | 200 | 620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saratoga Investment Corp. | 600 | 15294 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schultze Special Purpose Acquisition Corp., Class A (a) | 6940 | 70094 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seaport Global Acquisition Corp., Class A (a),(c) | 93237 | 951017 |
| &nbsp;&nbsp;&nbsp;&nbsp; Semper Paratus Acquisition Corp., Class A (a) | 1600 | 16528 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silver Spike Acquisition Corp. II, Class A (a),(b),(c) | 309256 | 3120393 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silvercrest Asset Management Group, Inc., Class A | 500 | 9385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sixth Street Specialty Lending, Inc. | 8100 | 144180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skydeck Acquisition Corp., Class A (a),(b),(c) | 243900 | 2453634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Slam Corp., Class A (a),(b),(c) | 449300 | 4537930 |
| &nbsp;&nbsp;&nbsp;&nbsp; Springwater Special Situations Corp. (a),(c) | 84513 | 856117 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sprott, Inc. | 1200 | 39996 |
| &nbsp;&nbsp;&nbsp;&nbsp; ST Energy Transition I Ltd. (a),(b),(c) | 378000 | 3863160 |
| &nbsp;&nbsp;&nbsp;&nbsp; State Street Corp. | 13860 | 1075120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stellus Capital Investment Corp. | 1200 | 15912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stewart Information Services Corp. | 500 | 21365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stifel Financial Corp. | 400 | 23348 |
| &nbsp;&nbsp;&nbsp;&nbsp; StoneX Group, Inc. (a) | 900 | 85770 |
| &nbsp;&nbsp;&nbsp;&nbsp; SuRo Capital Corp. | 4169 | 15842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sustainable Development Acquistion Corp., Class A (a) | 1000 | 10060 |
| &nbsp;&nbsp;&nbsp;&nbsp; SVF Investment Corp., Class A (a) | 1100 | 11121 |
| &nbsp;&nbsp;&nbsp;&nbsp; SVF Investment Corp. 2, Class A (a),(b),(c) | 310000 | 3124800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synchrony Financial | 800 | 26288 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; T Rowe Price Group, Inc. | 2900 | $316274 |
| &nbsp;&nbsp;&nbsp;&nbsp; TCV Acquisition Corp., Class A (a),(b),(c) | 326088 | 3293489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tech and Energy Transition Corp., Class A (a),(c) | 41402 | 415262 |
| &nbsp;&nbsp;&nbsp;&nbsp; TG Venture Acquisition Corp. (a) | 3258 | 33036 |
| &nbsp;&nbsp;&nbsp;&nbsp; TKB Critical Technologies 1, Class A (a) | 21626 | 222964 |
| &nbsp;&nbsp;&nbsp;&nbsp; TPG Pace Beneficial II Corp., Class A (a),(b),(c) | 228473 | 2244747 |
| &nbsp;&nbsp;&nbsp;&nbsp; TPG RE Finance Trust, Inc. | 3100 | 21049 |
| &nbsp;&nbsp;&nbsp;&nbsp; TPG, Inc. | 400 | 11132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tradeweb Markets, Inc., Class A | 12400 | 805132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity Capital, Inc. | 4400 | 48092 |
| &nbsp;&nbsp;&nbsp;&nbsp; TriplePoint Venture Growth BDC Corp., Class B | 3900 | 40677 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tristar Acquisition I Corp., Class A (a),(c) | 87311 | 882714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Twelve Seas Investment Co. II, Class A (a),(c) | 266682 | 2688155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vector Acquisition Corp. II, Class A (a),(b),(c) | 515579 | 5207348 |
| &nbsp;&nbsp;&nbsp;&nbsp; Victory Capital Holdings, Inc., Class A | 12956 | 347609 |
| &nbsp;&nbsp;&nbsp;&nbsp; VMG Consumer Acquisition Corp., Class A (a),(b),(c) | 356402 | 3617480 |
| &nbsp;&nbsp;&nbsp;&nbsp; VPC Impact Acquisition Holdings, Class A (a) | 6495 | 65664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warburg Pincus Capital Corp. I-A, Class A (a),(b),(c) | 310000 | 3131000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warburg Pincus Capital Corp. I-B, Class B (a),(b),(c) | 310000 | 3127900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waverley Capital Acquisition Corp., Class A (a),(b),(c) | 375000 | 3757500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Westwood Holdings Group, Inc. | 200 | 2227 |
| &nbsp;&nbsp;&nbsp;&nbsp; WhiteHorse Finance, Inc. | 1400 | 18270 |
|  |  | 310870924 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — 3.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 23andMe Holding Co., Class A (a) | 3300 | 7128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4D Molecular Therapeutics, Inc. (a) | 200 | 4442 |
| &nbsp;&nbsp;&nbsp;&nbsp; 89bio, Inc. (a) | 13400 | 170582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9 Meters Biopharma, Inc. (a) | 5 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp; AbCellera Biologics, Inc. (a) | 12300 | 124599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Acadia Healthcare Co., Inc. (a) | 100 | 8232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accelerate Diagnostics, Inc. (a) | 3100 | 2189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accolade, Inc. (a) | 5300 | 41287 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accuray, Inc. (a) | 11000 | 22990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Achieve Life Sciences, Inc. (a) | 100 | 247 |
| &nbsp;&nbsp;&nbsp;&nbsp; Actinium Pharmaceuticals, Inc. (a) | 5614 | 59789 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adaptive Biotechnologies Corp. (a) | 100 | 764 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adicet Bio, Inc. (a) | 4542 | 40605 |
| &nbsp;&nbsp;&nbsp;&nbsp; ADMA Biologics, Inc. (a) | 9400 | 36472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adverum Biotechnologies, Inc. (a) | 10300 | 5969 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aeglea BioTherapeutics, Inc. (a) | 10600 | 4769 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agile Therapeutics, Inc. (a) | 23 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; AIkido Pharma, Inc. (a) | 1100 | 3575 |
| &nbsp;&nbsp;&nbsp;&nbsp; Akero Therapeutics, Inc. (a) | 100 | 5480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alaunos Therapeutics, Inc. (a) | 40200 | 26094 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aldeyra Therapeutics, Inc. (a) | 9300 | 64728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alector, Inc. (a) | 7500 | 69225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Align Technology, Inc. (a) | 200 | 42180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aligos Therapeutics, Inc. (a) | 1500 | 1429 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alkermes plc (a) | 23100 | 603603 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allogene Therapeutics, Inc. (a) | 17800 | 111962 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc. (a) | 1900 | 451535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphatec Holdings, Inc. (a) | 7500 | 92625 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpine Immune Sciences, Inc. (a) | 1000 | 7350 |
| &nbsp;&nbsp;&nbsp;&nbsp; Altimmune, Inc. (a) | 14200 | 233590 |
| &nbsp;&nbsp;&nbsp;&nbsp; ALX Oncology Holdings, Inc. (a) | 2200 | 24794 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amedisys, Inc. (a) | 400 | 33416 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Shared Hospital Services (a) | 100 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp; AmerisourceBergen Corp. | 17900 | 2966209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amgen, Inc. (c) | 31000 | 8141840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amicus Therapeutics, Inc. (a) | 2900 | 35409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, Inc. (a) | 2200 | 4378 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Amphastar Pharmaceuticals, Inc. (a) | 1600 | $44832 |
| &nbsp;&nbsp;&nbsp;&nbsp; AnaptysBio, Inc. (a) | 1000 | 30990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anavex Life Sciences Corp. (a) | 600 | 5556 |
| &nbsp;&nbsp;&nbsp;&nbsp; AngioDynamics, Inc. (a) | 4700 | 64719 |
| &nbsp;&nbsp;&nbsp;&nbsp; ANI Pharmaceuticals, Inc. (a) | 700 | 28161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Anika Therapeutics, Inc. (a) | 1300 | 38480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Annexon, Inc. (a) | 2400 | 12408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Annovis Bio, Inc. (a) | 700 | 9401 |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Molecular Transport, Inc. (a) | 4000 | 1680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Therapeutics, Inc. (a) | 5100 | 3876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aptinyx, Inc. (a) | 5000 | 1465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aptose Biosciences, Inc. (a) | 2200 | 1276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aravive, Inc. (a) | 1100 | 1452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcellx, Inc. (a) | 200 | 6196 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcus Biosciences, Inc. (a) | 2000 | 41360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcutis Biotherapeutics, Inc. (a) | 2600 | 38480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Artivion, Inc. (a) | 100 | 1212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Assertio Holdings, Inc. (a) | 3550 | 15265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Astria Therapeutics, Inc. (a) | 1100 | 16379 |
| &nbsp;&nbsp;&nbsp;&nbsp; Athira Pharma, Inc. (a) | 5900 | 18703 |
| &nbsp;&nbsp;&nbsp;&nbsp; AtriCure, Inc. (a) | 1700 | 75446 |
| &nbsp;&nbsp;&nbsp;&nbsp; aTyr Pharma, Inc. (a) | 2500 | 5475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aurinia Pharmaceuticals, Inc. (a) | 2100 | 9072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avadel Pharmaceuticals plc, ADR (a) | 1700 | 12172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avanos Medical, Inc. (a) | 3100 | 83886 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avantor, Inc. (a) | 700 | 14763 |
| &nbsp;&nbsp;&nbsp;&nbsp; AVEO Pharmaceuticals, Inc. (a) | 3700 | 55315 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avid Bioservices, Inc. (a) | 2100 | 28917 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avidity Biosciences, Inc. (a) | 300 | 6657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avita Medical, Inc. (a) | 100 | 660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avrobio, Inc. (a) | 5400 | 3850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Axogen, Inc. (a) | 500 | 4990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Axonics, Inc. (a) | 4800 | 300144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Baudax Bio, Inc. (a) | 43 | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp; Baxter International, Inc. | 67700 | 3450669 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beam Therapeutics, Inc. (a) | 300 | 11733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkeley Lights, Inc. (a) | 14200 | 38056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Beyond Air, Inc. (a) | 1600 | 10384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Inc., Class A (a) | 400 | 168196 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bio-Techne Corp. | 2200 | 182336 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioAtla, Inc. (a) | 8500 | 70125 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. (a) | 43400 | 498232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biogen, Inc. (a) | 12300 | 3406116 |
| &nbsp;&nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical, Inc. (a),(c) | 191550 | 19823509 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bioxcel Therapeutics, Inc. (a) | 1800 | 38664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Diamond Therapeutics, Inc. (a) | 3600 | 6480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Blueprint Medicines Corp. (a) | 1900 | 83239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific Corp. (a) | 5800 | 268366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bridgebio Pharma, Inc. (a) | 4800 | 36576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookdale Senior Living, Inc. (a) | 109 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp; C4 Therapeutics, Inc. (a) | 6700 | 39530 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cardiff Oncology, Inc. (a) | 3700 | 5180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cardinal Health, Inc. | 6200 | 476594 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cardiovascular Systems, Inc. (a) | 900 | 12258 |
| &nbsp;&nbsp;&nbsp;&nbsp; CareDx, Inc. (a) | 11800 | 134638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Castle Biosciences, Inc. (a) | 3200 | 75328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Catalyst Pharmaceuticals, Inc. (a) | 30100 | 559860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Celldex Therapeutics, Inc. (a) | 2300 | 102511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charles River Laboratories International, Inc. (a) | 1800 | 392220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chimerix, Inc. (a) | 7300 | 13578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chinook Therapeutics, Inc. (a) | 3020 | 79124 |
| &nbsp;&nbsp;&nbsp;&nbsp; ChromaDex Corp. (a) | 1300 | 2184 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Clearside Biomedical, Inc. (a) | 2700 | $3024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Codiak Biosciences, Inc. (a) | 300 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cogent Biosciences, Inc. (a) | 5400 | 62424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cohbar, Inc. (a) | 283 | 478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coherus Biosciences, Inc. (a) | 2400 | 19008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Collegium Pharmaceutical, Inc. (a) | 100 | 2320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Community Health Systems, Inc. (a) | 29100 | 125712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Concert Pharmaceuticals, Inc. (a) | 7300 | 42632 |
| &nbsp;&nbsp;&nbsp;&nbsp; ContraFect Corp. (a) | 3200 | 307 |
| &nbsp;&nbsp;&nbsp;&nbsp; CorMedix, Inc. (a) | 1100 | 4642 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corvus Pharmaceuticals, Inc. (a) | 4200 | 3570 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crinetics Pharmaceuticals, Inc. (a) | 1800 | 32940 |
| &nbsp;&nbsp;&nbsp;&nbsp; CTI BioPharma Corp. (a) | 24500 | 147245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cue Biopharma, Inc. (a) | 3100 | 8835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cumberland Pharmaceuticals, Inc. (a) | 300 | 675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Curis, Inc. (a) | 19200 | 10560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cutera, Inc. (a) | 3600 | 159192 |
| &nbsp;&nbsp;&nbsp;&nbsp; CVS Health Corp. | 1200 | 111828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cymabay Therapeutics, Inc. (a) | 7500 | 47025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cyteir Therapeutics, Inc. (a) | 500 | 825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cytokinetics, Inc. (a) | 8200 | 375724 |
| &nbsp;&nbsp;&nbsp;&nbsp; CytomX Therapeutics, Inc. (a) | 12100 | 19360 |
| &nbsp;&nbsp;&nbsp;&nbsp; CytoSorbents Corp. (a) | 300 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. | 100 | 26542 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deciphera Pharmaceuticals, Inc. (a) | 7600 | 124564 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denali Therapeutics, Inc. (a) | 2700 | 75087 |
| &nbsp;&nbsp;&nbsp;&nbsp; DermTech, Inc. (a) | 7600 | 13452 |
| &nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. (a),(c) | 178208 | 20180274 |
| &nbsp;&nbsp;&nbsp;&nbsp; DiaMedica Therapeutics, Inc. (a) | 100 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Durect Corp. (a) | 630 | 2180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dynavax Technologies Corp. (a) | 19800 | 210672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dyne Therapeutics, Inc. (a) | 1200 | 13908 |
| &nbsp;&nbsp;&nbsp;&nbsp; Editas Medicine, Inc. (a) | 19900 | 176513 |
| &nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. (a),(c) | 65200 | 4864572 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eiger BioPharmaceuticals, Inc. (a) | 300 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Electromed, Inc. (a) | 100 | 1049 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eledon Pharmaceuticals, Inc. (a) | 300 | 696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 4400 | 1609696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Emergent BioSolutions, Inc. (a) | 3800 | 44878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enanta Pharmaceuticals, Inc. (a) | 1100 | 51172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enochian Biosciences, Inc. (a) | 1100 | 1133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enveric Biosciences, Inc. (a) | 11 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings Corp. (a) | 600 | 20202 |
| &nbsp;&nbsp;&nbsp;&nbsp; enVVeno Medical Corp. (a) | 400 | 2040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Erasca, Inc. (a) | 200 | 862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Esperion Therapeutics, Inc. (a) | 21300 | 132699 |
| &nbsp;&nbsp;&nbsp;&nbsp; Essa Pharma, Inc. (a) | 3200 | 8064 |
| &nbsp;&nbsp;&nbsp;&nbsp; Establishment Labs Holdings, Inc. (a) | 2000 | 131300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Exelixis, Inc. (a) | 11500 | 184460 |
| &nbsp;&nbsp;&nbsp;&nbsp; EyePoint Pharmaceuticals, Inc. (a) | 1700 | 5950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fate Therapeutics, Inc. (a) | 7800 | 78702 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fennec Pharmaceuticals, Inc. (a) | 800 | 7680 |
| &nbsp;&nbsp;&nbsp;&nbsp; FibroGen, Inc. (a) | 11100 | 177822 |
| &nbsp;&nbsp;&nbsp;&nbsp; FONAR Corp. (a) | 100 | 1675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forte Biosciences, Inc. (a) | 1000 | 1000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fulcrum Therapeutics, Inc. (a) | 2900 | 21112 |
| &nbsp;&nbsp;&nbsp;&nbsp; G1 Therapeutics, Inc. (a) | 6800 | 36924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Generation Bio Co. (a) | 100 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. (c) | 114900 | 9864165 |
| &nbsp;&nbsp;&nbsp;&nbsp; GlycoMimetics, Inc. (a) | 2800 | 8484 |
| &nbsp;&nbsp;&nbsp;&nbsp; GoodRx Holdings, Inc., Class A (a) | 21500 | 100190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gossamer Bio, Inc. (a) | 27300 | 59241 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Graphite Bio, Inc. (a) | 4000 | $13280 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSK plc, ADR | 46700 | 1641038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardant Health, Inc. (a) | 2500 | 68000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Haemonetics Corp. (a) | 4900 | 385385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Halozyme Therapeutics, Inc. (a) | 11200 | 637280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harmony Biosciences Holdings, Inc. (a) | 7200 | 396720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harrow Health, Inc. (a) | 1600 | 23616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harvard Bioscience, Inc. (a) | 2100 | 5817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heska Corp. (a) | 1200 | 74592 |
| &nbsp;&nbsp;&nbsp;&nbsp; iCAD, Inc. (a) | 1900 | 3477 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ideaya Biosciences, Inc. (a) | 1700 | 30889 |
| &nbsp;&nbsp;&nbsp;&nbsp; IGM Biosciences, Inc. (a) | 200 | 3402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Illumina, Inc. (a) | 10000 | 2022000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Immunic, Inc. (a) | 11300 | 15820 |
| &nbsp;&nbsp;&nbsp;&nbsp; ImmunoGen, Inc. (a) | 56300 | 279248 |
| &nbsp;&nbsp;&nbsp;&nbsp; Immunovant, Inc. (a) | 6500 | 115375 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imunon, Inc. (a) | 1113 | 1503 |
| &nbsp;&nbsp;&nbsp;&nbsp; Incyte Corp. (a) | 14600 | 1172672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Infinity Pharmaceuticals, Inc. (a) | 3800 | 2109 |
| &nbsp;&nbsp;&nbsp;&nbsp; InfuSystem Holdings, Inc. (a) | 800 | 6944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inhibrx, Inc. (a) | 3300 | 81312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inmode Ltd. (a) | 11700 | 417690 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innoviva, Inc. (a) | 1800 | 23850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inogen, Inc. (a) | 900 | 17739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inovio Pharmaceuticals, Inc. (a) | 39900 | 62244 |
| &nbsp;&nbsp;&nbsp;&nbsp; Insmed, Inc. (a) | 3300 | 65934 |
| &nbsp;&nbsp;&nbsp;&nbsp; Instil Bio, Inc. (a) | 16400 | 10332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Integer Holdings Corp. (a) | 400 | 27384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences Holdings Corp. (a) | 5200 | 291564 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intellia Therapeutics, Inc. (a) | 14000 | 488460 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intercept Pharmaceuticals, Inc. (a) | 9600 | 118752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Invacare Corp. (a) | 4800 | 2016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ionis Pharmaceuticals, Inc. (a) | 6400 | 241728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Iovance Biotherapeutics, Inc. (a) | 19000 | 121410 |
| &nbsp;&nbsp;&nbsp;&nbsp; IQVIA Holdings, Inc. (a) | 300 | 61467 |
| &nbsp;&nbsp;&nbsp;&nbsp; iRadimed Corp. | 400 | 11316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ironwood Pharmaceuticals, Inc. (a) | 23300 | 288687 |
| &nbsp;&nbsp;&nbsp;&nbsp; IVERIC bio, Inc. (a) | 15199 | 325411 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals PLC (a) | 3200 | 509792 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson & Johnson (c) | 70200 | 12400830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Joint Corp. (The) (a) | 2500 | 34950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jounce Therapeutics, Inc. (a) | 8800 | 9768 |
| &nbsp;&nbsp;&nbsp;&nbsp; KalVista Pharmaceuticals, Inc. (a) | 2300 | 15548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Karuna Therapeutics, Inc. (a) | 2000 | 393000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Karyopharm Therapeutics, Inc. (a) | 18100 | 61540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kezar Life Sciences, Inc. (a) | 10900 | 76736 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kodiak Sciences, Inc. (a) | 5800 | 41528 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kronos Bio, Inc. (a) | 4400 | 7128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kura Oncology, Inc. (a) | 4200 | 52122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kymera Therapeutics, Inc. (a) | 4400 | 109824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lannett Co., Inc. (a) | 3500 | 1823 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lantern Pharma, Inc. (a) | 200 | 1208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, Inc. (a) | 5900 | 300664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Larimar Therapeutics, Inc. (a) | 1933 | 7983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Leap Therapeutics, Inc. (a) | 6600 | 2970 |
| &nbsp;&nbsp;&nbsp;&nbsp; LeMaitre Vascular, Inc. | 1000 | 46020 |
| &nbsp;&nbsp;&nbsp;&nbsp; LHC Group, Inc. (a) | 4900 | 792281 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lipocine, Inc. (a) | 3800 | 1459 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liquidia Corp. (a) | 11900 | 75803 |
| &nbsp;&nbsp;&nbsp;&nbsp; LivaNova PLC (a) | 1400 | 77756 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lyra Therapeutics, Inc. (a) | 600 | 1884 |
| &nbsp;&nbsp;&nbsp;&nbsp; MacroGenics, Inc. (a) | 17800 | 119438 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Magenta Therapeutics, Inc. (a) | 4100 | $1619 |
| &nbsp;&nbsp;&nbsp;&nbsp; MannKind Corp. (a) | 3100 | 16337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maravai LifeSciences Holdings, Inc., Class A (a) | 22100 | 316251 |
| &nbsp;&nbsp;&nbsp;&nbsp; Masimo Corp. (a) | 7500 | 1109625 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medtronic plc (c) | 116400 | 9046608 |
| &nbsp;&nbsp;&nbsp;&nbsp; MEI Pharma, Inc. (a) | 500 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meridian Bioscience, Inc. (a) | 3500 | 116235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Merrimack Pharmaceuticals, Inc. (a) | 300 | 3438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mersana Therapeutics, Inc. (a) | 20000 | 117200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Milestone Pharmaceuticals, Inc. (a) | 700 | 2772 |
| &nbsp;&nbsp;&nbsp;&nbsp; MiMedx Group, Inc. (a) | 3400 | 9452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mirum Pharmaceuticals, Inc. (a) | 2400 | 46800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Molecular Templates, Inc. (a) | 2928 | 960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Myomo, Inc. (a) | 800 | 409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Myovant Sciences Ltd. (a) | 2900 | 78184 |
| &nbsp;&nbsp;&nbsp;&nbsp; NanoString Technologies, Inc. (a) | 13500 | 107595 |
| &nbsp;&nbsp;&nbsp;&nbsp; Natera, Inc. (a) | 18300 | 735111 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nektar Therapeutics (a) | 8400 | 18984 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neogen Corp. (a) | 13700 | 208651 |
| &nbsp;&nbsp;&nbsp;&nbsp; NeoGenomics, Inc. (a) | 20900 | 193116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neoleukin Therapeutics, Inc. (a) | 3900 | 1985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neurocrine Biosciences, Inc. (a) | 11200 | 1337728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neuronetics, Inc. (a) | 4400 | 30228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nevro Corp. (a) | 6800 | 269280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nexgel, Inc. (a) | 300 | 375 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextCure, Inc. (a) | 2200 | 3102 |
| &nbsp;&nbsp;&nbsp;&nbsp; NGM Biopharmaceuticals, Inc. (a) | 6400 | 32128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nkarta, Inc. (a) | 4200 | 25158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Novocure Ltd. (a) | 3000 | 220050 |
| &nbsp;&nbsp;&nbsp;&nbsp; NuVasive, Inc. (a) | 6000 | 247440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nuvation Bio, Inc. (a) | 12600 | 24192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ocular Therapeutix, Inc. (a) | 7100 | 19951 |
| &nbsp;&nbsp;&nbsp;&nbsp; Olema Pharmaceuticals, Inc. (a) | 3300 | 8085 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omeros Corp. (a) | 7600 | 17176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicell, Inc. (a) | 900 | 45378 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omthera Pharmaceutical, Inc. (a),(d) | 700 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Onconova Therapeutics, Inc. (a) | 1033 | 664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oncorus, Inc. (a) | 1600 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oncternal Therapeutics, Inc. (a) | 5700 | 5700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Opiant Pharmaceuticals, Inc. (a) | 300 | 6084 |
| &nbsp;&nbsp;&nbsp;&nbsp; OPKO Health, Inc. (a) | 35201 | 44001 |
| &nbsp;&nbsp;&nbsp;&nbsp; Option Care Health, Inc. (a) | 1600 | 48144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Organogenesis Holdings, Inc. (a) | 13100 | 35239 |
| &nbsp;&nbsp;&nbsp;&nbsp; ORIC Pharmaceuticals, Inc. (a) | 900 | 5301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orthofix Medical, Inc. (a) | 400 | 8212 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oscar Health, Inc., Class A (a) | 25900 | 63714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paratek Pharmaceuticals, Inc. (a) | 6900 | 12903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Passage Bio, Inc. (a) | 6400 | 8832 |
| &nbsp;&nbsp;&nbsp;&nbsp; PDS Biotechnology Corp. (a) | 8200 | 108240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pennant Group, Inc. (The) (a) | 100 | 1098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Perrigo Co. plc | 7500 | 255675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Personalis, Inc. (a) | 7400 | 14652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Phathom Pharmaceuticals, Inc. (a) | 100 | 1122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Phibro Animal Health Corp., Class A | 1300 | 17433 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pliant Therapeutics, Inc. (a) | 3300 | 63789 |
| &nbsp;&nbsp;&nbsp;&nbsp; PLx Pharma, Inc. (a) | 500 | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp; PMV Pharmaceuticals, Inc. (a) | 100 | 870 |
| &nbsp;&nbsp;&nbsp;&nbsp; Praxis Precision Medicines, Inc. (a) | 9600 | 22848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Precigen, Inc. (a) | 4100 | 6232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prelude Therapeutics, Inc. (a) | 1100 | 6644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Premier, Inc., Class A | 200 | 6996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prestige Consumer Healthcare, Inc. (a) | 2100 | 131460 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Progyny, Inc. (a) | 1800 | $56070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prometheus Biosciences, Inc. (a) | 11075 | 1218250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Protagonist Therapeutics, Inc. (a) | 11600 | 126556 |
| &nbsp;&nbsp;&nbsp;&nbsp; Protara Therapeutics, Inc. (a) | 700 | 1876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Provention Bio, Inc. (a) | 1100 | 11627 |
| &nbsp;&nbsp;&nbsp;&nbsp; PTC Therapeutics, Inc. (a) | 6700 | 255739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pulmonx Corp. (a) | 1300 | 10959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Puma Biotechnology, Inc. (a) | 4900 | 20727 |
| &nbsp;&nbsp;&nbsp;&nbsp; QIAGEN NV (a) | 9500 | 473765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Quanterix Corp. (a) | 6500 | 90025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Quince Therapeutics, Inc. (a) | 7100 | 4526 |
| &nbsp;&nbsp;&nbsp;&nbsp; RadNet, Inc. (a) | 2000 | 37660 |
| &nbsp;&nbsp;&nbsp;&nbsp; RAPT Therapeutics, Inc. (a) | 3600 | 71280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Reata Pharmaceuticals, Inc., Class A (a) | 300 | 11397 |
| &nbsp;&nbsp;&nbsp;&nbsp; Relmada Therapeutics, Inc. (a) | 6400 | 22336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Replimune Group, Inc. (a) | 2700 | 73440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Revance Therapeutics, Inc. (a) | 22300 | 411658 |
| &nbsp;&nbsp;&nbsp;&nbsp; REVOLUTION Medicines, Inc. (a) | 1900 | 45258 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rigel Pharmaceuticals, Inc. (a) | 47500 | 71250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Pharmaceuticals, Inc. (a) | 9800 | 191786 |
| &nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma plc, Class A | 1900 | 75088 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sage Therapeutics, Inc. (a) | 1800 | 68652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salarius Pharmaceuticals, Inc. (a) | 244 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sangamo BioSciences, Inc. (a) | 22700 | 71278 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sarepta Therapeutics, Inc. (a) | 10200 | 1321716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Satsuma Pharmaceuticals, Inc. (a) | 2800 | 2520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Savara, Inc. (a) | 2100 | 3255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Science 37 Holdings, Inc. (a) | 500 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp; scPharmaceuticals, Inc. (a) | 1700 | 12189 |
| &nbsp;&nbsp;&nbsp;&nbsp; SeaSpine Holdings Corp. (a) | 5300 | 44255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Selecta Biosciences, Inc. (a) | 16400 | 18532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sensei Biotherapeutics, Inc. (a) | 400 | 596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sensus Healthcare, Inc. (a) | 900 | 6678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shattuck Labs, Inc. (a) | 700 | 1610 |
| &nbsp;&nbsp;&nbsp;&nbsp; SIGA Technologies, Inc. (a) | 6700 | 49312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silverback Therapeutics, Inc. (a) | 4200 | 35826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singular Genomics Systems, Inc. (a) | 700 | 1407 |
| &nbsp;&nbsp;&nbsp;&nbsp; Solid Biosciences, Inc. (a) | 173 | 931 |
| &nbsp;&nbsp;&nbsp;&nbsp; SomaLogic, Inc. (a) | 1800 | 4518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sotera Health Co. (a) | 3300 | 27489 |
| &nbsp;&nbsp;&nbsp;&nbsp; SpringWorks Therapeutics, Inc. (a) | 3200 | 83232 |
| &nbsp;&nbsp;&nbsp;&nbsp; STAAR Surgical Co. (a) | 2600 | 126204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Star Equity Holdings, Inc. (a) | 400 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stereotaxis, Inc. (a) | 4700 | 9729 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stoke Therapeutics, Inc. (a) | 400 | 3692 |
| &nbsp;&nbsp;&nbsp;&nbsp; Supernus Pharmaceuticals, Inc. (a) | 3800 | 135546 |
| &nbsp;&nbsp;&nbsp;&nbsp; Surgery Partners, Inc. (a) | 100 | 2786 |
| &nbsp;&nbsp;&nbsp;&nbsp; Surmodics, Inc. (a) | 400 | 13648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sutro Biopharma, Inc. (a) | 6800 | 54944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Syndax Pharmaceuticals, Inc. (a) | 6500 | 165425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Syneos Health, Inc. (a) | 2500 | 91700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synlogic, Inc. (a) | 2600 | 1976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tactile Systems Technology, Inc. (a) | 3300 | 37884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Talaris Therapeutics, Inc. (a) | 200 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tandem Diabetes Care, Inc. (a) | 18600 | 836070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarsus Pharmaceuticals, Inc. (a) | 200 | 2932 |
| &nbsp;&nbsp;&nbsp;&nbsp; TCR2 Therapeutics, Inc. (a) | 3900 | 3895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teladoc Health, Inc. (a) | 37300 | 882145 |
| &nbsp;&nbsp;&nbsp;&nbsp; TG Therapeutics, Inc. (a) | 8900 | 105287 |
| &nbsp;&nbsp;&nbsp;&nbsp; Theravance Biopharma, Inc. (a) | 15600 | 175032 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tracon Pharmaceuticals, Inc. (a) | 1200 | 1788 |
| &nbsp;&nbsp;&nbsp;&nbsp; TransMedics Group, Inc. (a) | 500 | 30860 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Travere Therapeutics, Inc. (a) | 5800 | $121974 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tricida, Inc. (a) | 10600 | 1621 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ultragenyx Pharmaceutical, Inc. (a) | 8700 | 403071 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics Corp. (a) | 900 | 250281 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vanda Pharmaceuticals, Inc. (a) | 6500 | 48035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vapotherm, Inc. (a) | 700 | 1890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Varex Imaging Corp. (a) | 3000 | 60900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vaxart, Inc. (a) | 38000 | 36514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vaxcyte, Inc. (a) | 600 | 28770 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verastem, Inc. (a) | 24100 | 9700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vericel Corp. (a) | 3800 | 100092 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verrica Pharmaceuticals, Inc. (a) | 300 | 825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viatris, Inc. | 150600 | 1676178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viemed Healthcare, Inc. (a) | 1000 | 7560 |
| &nbsp;&nbsp;&nbsp;&nbsp; ViewRay, Inc. (a) | 15000 | 67200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viking Therapeutics, Inc. (a) | 16300 | 153220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viracta Therapeutics, Inc. (a) | 200 | 292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Virios Therapeutics, Inc. (a) | 300 | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp; VistaGen Therapeutics, Inc. (a) | 4300 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waters Corp. (a) | 100 | 34258 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical Services, Inc. | 1400 | 329490 |
| &nbsp;&nbsp;&nbsp;&nbsp; XBiotech, Inc. (a) | 900 | 3159 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xencor, Inc. (a) | 3000 | 78120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xenon Pharmaceuticals, Inc. (a) | 1000 | 39430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Y-mAbs Therapeutics, Inc. (a) | 400 | 1952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, Inc. | 500 | 63750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zynerba Pharmaceuticals, Inc. (a) | 3400 | 1802 |
|  |  | 135063067 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Products — 0.4%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AAR Corp. (a) | 200 | 8980 |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Emissions Solutions, Inc. (a) | 1400 | 3402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aerojet Rocketdyne Holdings, Inc. (a) | 3300 | 184569 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agrify Corp. (a) | 20 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allegion PLC | 2600 | 273676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allied Motion Technologies, Inc. | 400 | 13924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allison Transmission Holdings, Inc. | 2100 | 87360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Altra Industrial Motion Corp. | 400 | 23900 |
| &nbsp;&nbsp;&nbsp;&nbsp; AMETEK, Inc. | 1400 | 195608 |
| &nbsp;&nbsp;&nbsp;&nbsp; Archer Aviation, Inc., Class A (a) | 2000 | 3740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Argan, Inc. | 800 | 29504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Art's-Way Manufacturing Co., Inc. (a) | 100 | 193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Astronics Corp. (a) | 1300 | 13390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Babcock & Wilcox Enterprises, Inc. (a) | 1200 | 6924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barnes Group, Inc. | 1900 | 77615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bel Fuse, Inc., Class B | 800 | 26336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bloom Energy Corp., Class A (a) | 40138 | 767438 |
| &nbsp;&nbsp;&nbsp;&nbsp; BWX Technologies, Inc. | 3700 | 214896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chart Industries, Inc. (a) | 400 | 46092 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chase Corp. | 100 | 8626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cognex Corp. | 600 | 28266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbus McKinnon Corp. | 1600 | 51952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commercial Vehicle Group, Inc. (a) | 500 | 3405 |
| &nbsp;&nbsp;&nbsp;&nbsp; CVD Equipment Corp. (a) | 200 | 1102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Donaldson Co., Inc. | 700 | 41209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Douglas Dynamics, Inc. | 100 | 3616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dover Corp. | 4600 | 622886 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ducommun, Inc. (a) | 200 | 9992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eaton Corp. plc | 300 | 47085 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enerpac Tool Group Corp. | 1100 | 27995 |
| &nbsp;&nbsp;&nbsp;&nbsp; FARO Technologies, Inc. (a) | 200 | 5882 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Signal Corp. | 1200 | 55764 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Gates Industrial Corp. plc (a) | 1400 | $15974 |
| &nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, Inc. (a) | 7000 | 704620 |
| &nbsp;&nbsp;&nbsp;&nbsp; General Dynamics Corp. | 9200 | 2282612 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gibraltar Industries, Inc. (a) | 1100 | 50468 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gorman-Rupp Co. (The) | 600 | 15372 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hayward Holdings, Inc. (a) | 200 | 1880 |
| &nbsp;&nbsp;&nbsp;&nbsp; HEICO Corp. | 3100 | 476284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Helios Technologies, Inc. | 200 | 10888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc. | 1200 | 47292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hurco Cos., Inc. | 100 | 2613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hydrofarm Holdings Group, Inc. (a) | 7400 | 11470 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hyliion Holdings Corp. (a) | 8300 | 19422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Insteel Industries, Inc. | 400 | 11008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intevac, Inc. (a) | 500 | 3235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Janus International Group, Inc. (a) | 100 | 952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls International plc | 19300 | 1235200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kaman Corp. | 300 | 6690 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kennametal, Inc. | 2100 | 50526 |
| &nbsp;&nbsp;&nbsp;&nbsp; Keysight Technologies, Inc. (a) | 4200 | 718494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, Inc. (a) | 100 | 1032 |
| &nbsp;&nbsp;&nbsp;&nbsp; LB Foster Co., Class A (a) | 100 | 968 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lincoln Electric Holdings, Inc. | 2400 | 346776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lockheed Martin Corp. (c) | 16000 | 7783840 |
| &nbsp;&nbsp;&nbsp;&nbsp; LSI Industries, Inc. | 1000 | 12240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manitowoc Co., Inc. (The) (a) | 4000 | 36640 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mayville Engineering Co., Inc. (a) | 900 | 11394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Modine Manufacturing Co. (a) | 1900 | 37734 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mueller Water Products, Inc., Class A | 3200 | 34432 |
| &nbsp;&nbsp;&nbsp;&nbsp; nLight, Inc. (a) | 4700 | 47658 |
| &nbsp;&nbsp;&nbsp;&nbsp; NN, Inc. (a) | 3200 | 4800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordson Corp. | 300 | 71316 |
| &nbsp;&nbsp;&nbsp;&nbsp; nVent Electric plc | 7400 | 284678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oshkosh Corp. | 200 | 17638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | 14100 | 1104171 |
| &nbsp;&nbsp;&nbsp;&nbsp; PACCAR, Inc. | 1300 | 128661 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pentair PLC | 3500 | 157430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Powell Industries, Inc. | 300 | 10554 |
| &nbsp;&nbsp;&nbsp;&nbsp; Proto Labs, Inc. (a) | 2400 | 61272 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sarcos Technology and Robotics Corp. (a) | 1600 | 898 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies Holding plc | 300 | 12114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shyft Group, Inc. (The) | 2700 | 67122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirit AeroSystems Holdings, Inc., Class A | 2200 | 65120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Standex International Corp. | 300 | 30723 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, Inc. | 1800 | 135216 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tennant Co. | 200 | 12314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermon Group Holdings, Inc. (a) | 2500 | 50200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Timken Co. | 300 | 21201 |
| &nbsp;&nbsp;&nbsp;&nbsp; Titan International, Inc. (a) | 5100 | 78132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trimble, Inc. (a) | 1000 | 50560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triumph Group, Inc. (a) | 5000 | 52600 |
| &nbsp;&nbsp;&nbsp;&nbsp; TuSimple Holdings, Inc., Class A (a) | 58400 | 95776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vishay Precision Group, Inc. (a) | 400 | 15460 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wabash National Corp. | 2900 | 65540 |
| &nbsp;&nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc., Class A | 200 | 29246 |
|  |  | 19485790 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Acacia Research Corp. (a) | 2700 | 11367 |
| &nbsp;&nbsp;&nbsp;&nbsp; Air Transport Services Group, Inc. (a) | 200 | 5196 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alta Equipment Group, Inc. | 1000 | 13190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlas Technical Consultants, Inc. (a) | 400 | 2060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avalon Holdings Corp., Class A (a) | 200 | 550 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Barrett Business Services, Inc. | 500 | $46640 |
| &nbsp;&nbsp;&nbsp;&nbsp; BGSF, Inc. | 300 | 4596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brady Corp., Class A | 1100 | 51810 |
| &nbsp;&nbsp;&nbsp;&nbsp; BrightView Holdings, Inc. (a) | 100 | 689 |
| &nbsp;&nbsp;&nbsp;&nbsp; CBIZ, Inc. (a) | 800 | 37480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Civeo Corp. (a) | 525 | 16328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Concrete Pumping Holdings, Inc. (a) | 3000 | 17550 |
| &nbsp;&nbsp;&nbsp;&nbsp; CoreCivic, Inc. (a) | 7300 | 84388 |
| &nbsp;&nbsp;&nbsp;&nbsp; CorVel Corp. (a) | 300 | 43599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Covenant Logistics Group, Inc. | 400 | 13828 |
| &nbsp;&nbsp;&nbsp;&nbsp; CRA International, Inc. | 300 | 36729 |
| &nbsp;&nbsp;&nbsp;&nbsp; CryoPort, Inc. (a) | 100 | 1735 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSX Corp. | 90700 | 2809886 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daseke, Inc. (a) | 6400 | 36416 |
| &nbsp;&nbsp;&nbsp;&nbsp; DHT Holdings, Inc. | 21100 | 187368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Distribution Solutions Group, Inc. (a) | 100 | 3686 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dorian LPG Ltd. | 100 | 1895 |
| &nbsp;&nbsp;&nbsp;&nbsp; DXP Enterprises, Inc. (a) | 300 | 8265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eagle Bulk Shipping, Inc. | 2997 | 149670 |
| &nbsp;&nbsp;&nbsp;&nbsp; Emerald Holding, Inc. (a) | 1100 | 3894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ennis, Inc. | 800 | 17728 |
| &nbsp;&nbsp;&nbsp;&nbsp; EVI Industries, Inc. (a) | 100 | 2387 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fluor Corp. (a) | 10700 | 370862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Franklin Covey Co. (a) | 700 | 32739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontier Group Holdings, Inc. (a) | 5600 | 57512 |
| &nbsp;&nbsp;&nbsp;&nbsp; FTI Consulting, Inc. (a) | 100 | 15880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Genco Shipping & Trading Ltd. | 700 | 10752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Geo Group, Inc. (The) (a) | 36000 | 394200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock Corp. (a) | 1900 | 11305 |
| &nbsp;&nbsp;&nbsp;&nbsp; H&E Equipment Services, Inc. | 2400 | 108960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hackett Group, Inc. | 4100 | 83517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harsco Corp. (a) | 3200 | 20128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heidrick & Struggles International, Inc. | 500 | 13985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Herc Holdings, Inc. | 200 | 26314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudson Technologies, Inc. (a) | 9600 | 97152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huron Consulting Group, Inc. (a) | 1300 | 94380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Services Group, Inc. | 2600 | 11960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Insperity, Inc. | 1600 | 181760 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Seaways, Inc. | 8600 | 318372 |
| &nbsp;&nbsp;&nbsp;&nbsp; Iteris, Inc. (a) | 100 | 311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kelly Services, Inc., Class A | 1800 | 30420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kforce, Inc. | 900 | 49347 |
| &nbsp;&nbsp;&nbsp;&nbsp; Legalzoom.com, Inc. (a) | 500 | 3870 |
| &nbsp;&nbsp;&nbsp;&nbsp; Limbach Holdings, Inc. (a) | 200 | 2082 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marten Transport Ltd. | 4499 | 88990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mistras Group, Inc. (a) | 900 | 4437 |
| &nbsp;&nbsp;&nbsp;&nbsp; MRC Global, Inc. (a) | 10600 | 122748 |
| &nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct Co., Class A | 1400 | 114380 |
| &nbsp;&nbsp;&nbsp;&nbsp; MYR Group, Inc. (a) | 100 | 9207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Navigator Holdings Ltd. (a) | 1500 | 17940 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordic American Tankers Ltd. | 47000 | 143820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern Corp. | 200 | 49284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Orion Group Holdings, Inc. (a) | 500 | 1190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Overseas Shipholding Group, Inc., Class A (a) | 6400 | 18496 |
| &nbsp;&nbsp;&nbsp;&nbsp; PAM Transportation Services, Inc. (a) | 100 | 2590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pangaea Logistics Solutions Ltd. | 3000 | 15450 |
| &nbsp;&nbsp;&nbsp;&nbsp; Primoris Services Corp. | 1100 | 24134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Radiant Logistics, Inc. (a) | 2300 | 11707 |
| &nbsp;&nbsp;&nbsp;&nbsp; Resources Connection, Inc. | 700 | 12866 |
| &nbsp;&nbsp;&nbsp;&nbsp; RXO, Inc. (a) | 900 | 15480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schneider National, Inc., Class B | 5300 | 124020 |
| &nbsp;&nbsp;&nbsp;&nbsp; ShotSpotter, Inc. (a) | 400 | 13532 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; SP Plus Corp. (a) | 200 | $6944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sterling Construction Co., Inc. (a) | 2200 | 72160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teekay Corp. (a) | 16900 | 76726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teekay Tankers Ltd., Class A (a) | 8463 | 260745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Titan Machinery, Inc. (a) | 2300 | 91379 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOP Ships, Inc. (a) | 5 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transcat, Inc. (a) | 400 | 28348 |
| &nbsp;&nbsp;&nbsp;&nbsp; TriNet Group, Inc. (a) | 3000 | 203400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Triton International Ltd. | 3700 | 254486 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tutor Perini Corp. (a) | 6500 | 49075 |
| &nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. (a) | 200 | 12038 |
| &nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. (c) | 28800 | 5963616 |
| &nbsp;&nbsp;&nbsp;&nbsp; US Xpress Enterprises, Inc., Class A (a) | 2000 | 3620 |
| &nbsp;&nbsp;&nbsp;&nbsp; V2X, Inc. (a) | 100 | 4129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viad Corp. (a) | 200 | 4878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wilhelmina International, Inc. (a) | 100 | 345 |
| &nbsp;&nbsp;&nbsp;&nbsp; WillScot Mobile Mini Holdings Corp. (a) | 14800 | 668516 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yellow Corp. (a) | 14900 | 37399 |
|  |  | 14072819 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Argo Group International Holdings Ltd. | 2600 | 67210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, Inc. (a) | 4500 | 230715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citizens, Inc. (a) | 1200 | 2556 |
| &nbsp;&nbsp;&nbsp;&nbsp; CNO Financial Group, Inc. | 1000 | 22850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, Inc. | 45984 | 922439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Donegal Group, Inc., Class A | 900 | 12780 |
| &nbsp;&nbsp;&nbsp;&nbsp; eHealth, Inc. (a) | 7900 | 38236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Employers Holdings, Inc. | 400 | 17252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Erie Indemnity Co., Class A | 100 | 24872 |
| &nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, Inc. | 1300 | 26013 |
| &nbsp;&nbsp;&nbsp;&nbsp; Genworth Financial, Inc., Class A (a) | 12500 | 66125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goosehead Insurance, Inc., Class A (a) | 100 | 3434 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenlight Capital Re Ltd., Class A (a) | 1600 | 13040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hallmark Financial Services, Inc. (a) | 900 | 526 |
| &nbsp;&nbsp;&nbsp;&nbsp; HCI Group, Inc. | 500 | 19795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heritage Insurance Holdings, Inc. | 3900 | 7020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jackson Financial, Inc., Class A | 13200 | 459228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lemonade, Inc. (a) | 3827 | 52353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp. | 400 | 12288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Maiden Holdings Ltd. (a) | 300 | 633 |
| &nbsp;&nbsp;&nbsp;&nbsp; MBIA, Inc. (a) | 800 | 10280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mercury General Corp. | 2400 | 82080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Progressive Corp. | 9500 | 1232245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Root, Inc., Class A (a) | 583 | 2618 |
| &nbsp;&nbsp;&nbsp;&nbsp; Selectquote, Inc. (a) | 2200 | 1478 |
| &nbsp;&nbsp;&nbsp;&nbsp; SiriusPoint Ltd. (a) | 3800 | 22420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tiptree, Inc. | 500 | 6920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trean Insurance Group, Inc. (a) | 3300 | 19800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trupanion, Inc. (a) | 400 | 19012 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Insurance Holdings Corp. | 2100 | 2226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Insurance Holdings, Inc. | 2300 | 24357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unum Group | 21700 | 890351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Voya Financial, Inc. | 300 | 18447 |
|  |  | 4331599 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AdvanSix, Inc. | 600 | 22812 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alamos Gold, Inc., Class A | 4900 | 49539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alcoa Corp. | 12301 | 559326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpha Metallurgical Resources, Inc. | 1900 | 278141 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Vanguard Corp. | 1500 | 32565 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Arch Resources, Inc. | 200 | $28558 |
| &nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. | 15100 | 53907 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carpenter Technology Corp. | 1900 | 70186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Century Aluminum Co. (a) | 5000 | 40900 |
| &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, Inc. | 6900 | 587880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Codexis, Inc. (a) | 18300 | 85278 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coeur Mining, Inc. (a) | 62400 | 209664 |
| &nbsp;&nbsp;&nbsp;&nbsp; CONSOL Energy, Inc. | 1500 | 97500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellium SE (a) | 200 | 2366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eagle Materials, Inc. | 500 | 66425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical Co. | 6100 | 496784 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ecolab, Inc. | 4500 | 655020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ecovyst, Inc. (a) | 12500 | 110750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Element Solutions, Inc. | 800 | 14552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Endeavour Silver Corp. (a) | 400 | 1296 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Majestic Silver Corp. | 600 | 5004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Franco-Nevada Corp. | 1400 | 191072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gatos Silver, Inc. (a) | 7300 | 29857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Glatfelter Corp. | 12900 | 35862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging Holding Co. | 23700 | 527325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hallador Energy Co. (a) | 1500 | 14985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Haynes International, Inc. | 100 | 4569 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. | 2100 | 10647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ingevity Corp. (a) | 400 | 28176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innospec, Inc. | 100 | 10286 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intrepid Potash, Inc. (a) | 3700 | 106819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinross Gold Corp. | 9400 | 38446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kronos Worldwide, Inc. | 300 | 2820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Livent Corp. (a) | 6700 | 133129 |
| &nbsp;&nbsp;&nbsp;&nbsp; LSB Industries, Inc. (a) | 9300 | 123690 |
| &nbsp;&nbsp;&nbsp;&nbsp; McEwen Mining, Inc. (a) | 4200 | 24612 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meta Materials, Inc. (a) | 50 | 60 |
| &nbsp;&nbsp;&nbsp;&nbsp; Myers Industries, Inc. | 800 | 17784 |
| &nbsp;&nbsp;&nbsp;&nbsp; NACCO Industries, Inc., Class A | 200 | 7600 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Gold, Inc. (a) | 56800 | 55664 |
| &nbsp;&nbsp;&nbsp;&nbsp; Newmont Corp. | 48400 | 2284480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northwest Pipe Co. (a) | 200 | 6740 |
| &nbsp;&nbsp;&nbsp;&nbsp; O-I Glass, Inc. (a) | 4900 | 81193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Osisko Gold Royalties Ltd. | 5300 | 63971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | 21100 | 344774 |
| &nbsp;&nbsp;&nbsp;&nbsp; Park Aerospace Corp. | 400 | 5364 |
| &nbsp;&nbsp;&nbsp;&nbsp; PolyMet Mining Corp. (a) | 1100 | 2915 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ramaco Resources, Inc. | 10000 | 87900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ranpak Holdings Corp. (a) | 9800 | 56546 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rayonier Advanced Materials, Inc. (a) | 5800 | 55680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rogers Corp. (a) | 300 | 35802 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | 1600 | 48416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sandstorm Gold Ltd. | 20700 | 108882 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seabridge Gold, Inc. (a) | 400 | 5032 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silgan Holdings, Inc. | 200 | 10368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silvercorp Metals, Inc. | 32700 | 96792 |
| &nbsp;&nbsp;&nbsp;&nbsp; Simpson Manufacturing Co., Inc. | 100 | 8866 |
| &nbsp;&nbsp;&nbsp;&nbsp; SunCoke Energy, Inc. | 11900 | 102697 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sylvamo Corp. | 5400 | 262386 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd., Class B | 7000 | 264740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tecnoglass, Inc. | 1200 | 36924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ternium SA, ADR | 600 | 18336 |
| &nbsp;&nbsp;&nbsp;&nbsp; TimkenSteel Corp. (a) | 4900 | 89033 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trex Co., Inc. (a) | 9200 | 389436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tronox Holdings plc, Class A | 12800 | 175488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unifi, Inc. (a) | 4000 | 34440 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States Steel Corp. | 67900 | 1700895 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Valvoline, Inc. | 6200 | $202430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Venator Materials plc (a) | 2600 | 1404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrior Met Coal, Inc. | 8700 | 301368 |
| &nbsp;&nbsp;&nbsp;&nbsp; WestRock Co. | 4200 | 147672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yamana Gold, Inc. | 132800 | 737040 |
|  |  | 12599866 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — 0.9%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Activision Blizzard, Inc. (c) | 3079 | 235698 |
| &nbsp;&nbsp;&nbsp;&nbsp; Airbnb, Inc., Class A (a),(c) | 57800 | 4941900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc., Class A (a),(c) | 138200 | 12193386 |
| &nbsp;&nbsp;&nbsp;&nbsp; Altice USA, Inc., Class A (a) | 200 | 920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Angi, Inc. (a) | 23900 | 56165 |
| &nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., Class A (a) | 1700 | 17901 |
| &nbsp;&nbsp;&nbsp;&nbsp; Audacy, Inc. (a) | 12400 | 2791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bumble, Inc., Class A (a) | 2700 | 56835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cargurus, Inc. (a) | 2100 | 29421 |
| &nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc., Class A (a) | 4440 | 1505604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc. (a) | 27900 | 29295 |
| &nbsp;&nbsp;&nbsp;&nbsp; DHI Group, Inc. (a) | 2800 | 14812 |
| &nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc., Class A (a) | 8100 | 395442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eventbrite, Inc., Class A (a) | 20000 | 117200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fiverr International Ltd. (a) | 9600 | 279744 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fluent, Inc. (a) | 1800 | 1962 |
| &nbsp;&nbsp;&nbsp;&nbsp; GoDaddy, Inc., Class A (a) | 7000 | 523740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harte Hanks, Inc. (a) | 1300 | 15197 |
| &nbsp;&nbsp;&nbsp;&nbsp; HealthStream, Inc. (a) | 1400 | 34776 |
| &nbsp;&nbsp;&nbsp;&nbsp; IMAX Corp. (a) | 5900 | 86494 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp-Liberty SiriusXM, Class A (a),(b),(c) | 22282 | 875905 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp-Liberty SiriusXM, Class C (c) | 33974 | 1329403 |
| &nbsp;&nbsp;&nbsp;&nbsp; Magnite, Inc. (a) | 6500 | 68835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marqeta, Inc., Class A (a) | 69400 | 424034 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc., Class A (a),(c) | 34800 | 4187832 |
| &nbsp;&nbsp;&nbsp;&nbsp; OptimizeRx Corp. (a) | 3400 | 57120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinterest, Inc., Class A (a) | 141700 | 3440476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Quotient Technology, Inc. (a) | 12700 | 43561 |
| &nbsp;&nbsp;&nbsp;&nbsp; ROBLOX Corp., Class A (a) | 32100 | 913566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Roku, Inc. (a) | 7100 | 288970 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sciplay Corp., Class A (a) | 1900 | 30552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shutterstock, Inc. | 4000 | 210880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Snap, Inc., Class A (a) | 394000 | 3526300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology SA (a) | 20900 | 1650055 |
| &nbsp;&nbsp;&nbsp;&nbsp; TechTarget, Inc. (a) | 1200 | 52872 |
| &nbsp;&nbsp;&nbsp;&nbsp; TEGNA, Inc. | 1300 | 27547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Townsquare Media, Inc., Class A (a) | 500 | 3625 |
| &nbsp;&nbsp;&nbsp;&nbsp; TripAdvisor, Inc. (a) | 9400 | 169012 |
| &nbsp;&nbsp;&nbsp;&nbsp; TrueCar, Inc. (a) | 1800 | 4518 |
| &nbsp;&nbsp;&nbsp;&nbsp; Upwork, Inc. (a) | 22500 | 234900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Urban One, Inc. (a) | 300 | 1128 |
| &nbsp;&nbsp;&nbsp;&nbsp; VeriSign, Inc. (a) | 2500 | 513600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waitr Holdings, Inc. (a) | 17 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp; WideOpenWest, Inc. (a) | 500 | 4555 |
| &nbsp;&nbsp;&nbsp;&nbsp; World Wrestling Entertainment, Inc., Class A | 3200 | 219264 |
|  |  | 38817799 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — 0.5%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Amplify Energy Corp. (a) | 2466 | 21676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources Corp. (a) | 29300 | 908007 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barnwell Industries, Inc. | 200 | 591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Berry Corp. | 7400 | 59200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. | 13600 | 2039456 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Energy Corp. | 8 | 755 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Clean Energy Fuels Corp. (a) | 35300 | $183560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Comstock Resources, Inc. | 24600 | 337266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crescent Point Energy Corp. | 27600 | 197340 |
| &nbsp;&nbsp;&nbsp;&nbsp; CVR Energy, Inc. | 5000 | 156700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Delek US Holdings, Inc. | 15600 | 421200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Diamondback Energy, Inc. | 1200 | 164136 |
| &nbsp;&nbsp;&nbsp;&nbsp; DMC Global, Inc. (a) | 200 | 3888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Earthstone Energy, Inc., Class A (a) | 1700 | 24191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enerplus Corp. | 6700 | 118255 |
| &nbsp;&nbsp;&nbsp;&nbsp; EnLink Midstream LLC | 20800 | 255840 |
| &nbsp;&nbsp;&nbsp;&nbsp; EQT Corp. | 72100 | 2439143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Evolution Petroleum Corp. | 4400 | 33220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forum Energy Technologies, Inc. (a) | 800 | 23600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Golar LNG Ltd. (a) | 4600 | 104834 |
| &nbsp;&nbsp;&nbsp;&nbsp; Helix Energy Solutions Group, Inc. (a) | 28700 | 211806 |
| &nbsp;&nbsp;&nbsp;&nbsp; HF Sinclair Corp. | 16700 | 866563 |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Oil Ltd. | 900 | 43866 |
| &nbsp;&nbsp;&nbsp;&nbsp; Independence Contract Drilling, Inc. (a) | 3900 | 12753 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinetik Holdings, Inc. | 2980 | 98578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kosmos Energy Ltd. (a) | 114500 | 728220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Energy, Inc. (a) | 600 | 9606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Corp., Class A | 17300 | 405685 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mammoth Energy Services, Inc. (a) | 4400 | 38060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marathon Oil Corp. | 75500 | 2043785 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum Corp. | 1900 | 221141 |
| &nbsp;&nbsp;&nbsp;&nbsp; Matrix Service Co. (a) | 2300 | 14306 |
| &nbsp;&nbsp;&nbsp;&nbsp; Murphy Oil Corp. | 7700 | 331177 |
| &nbsp;&nbsp;&nbsp;&nbsp; Murphy USA, Inc. | 1400 | 391356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nabors Industries Ltd. (a) | 1200 | 185844 |
| &nbsp;&nbsp;&nbsp;&nbsp; Natural Gas Services Group, Inc. (a) | 600 | 6876 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Fortress Energy, Inc. | 37875 | 1606658 |
| &nbsp;&nbsp;&nbsp;&nbsp; Newpark Resources, Inc. (a) | 11800 | 48970 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextDecade Corp. (a) | 600 | 2964 |
| &nbsp;&nbsp;&nbsp;&nbsp; NexTier Oilfield Solutions, Inc. (a) | 48946 | 452261 |
| &nbsp;&nbsp;&nbsp;&nbsp; Noble Corp. plc (a) | 1800 | 67878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil and Gas, Inc. | 10 | 308 |
| &nbsp;&nbsp;&nbsp;&nbsp; NOW, Inc. (a) | 9400 | 119380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oceaneering International, Inc. (a) | 700 | 12243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oil States International, Inc. (a) | 12500 | 93250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ovintiv, Inc. | 17418 | 883267 |
| &nbsp;&nbsp;&nbsp;&nbsp; Par Petroleum Corp. (a) | 300 | 6975 |
| &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI Energy, Inc. | 14000 | 235760 |
| &nbsp;&nbsp;&nbsp;&nbsp; PBF Energy, Inc., Class A | 40400 | 1647512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Permian Resources Corp. | 76900 | 722860 |
| &nbsp;&nbsp;&nbsp;&nbsp; PHX Minerals, Inc. | 5300 | 20617 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Natural Resources Co. | 700 | 159873 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plains GP Holdings LP, Class A | 50200 | 624488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Precision Drilling Corp. (a) | 800 | 61360 |
| &nbsp;&nbsp;&nbsp;&nbsp; ProFrac Holding Corp., Class A (a) | 49 | 1235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ranger Oil Corp., Class A | 2900 | 117247 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ring Energy, Inc. (a) | 35200 | 86592 |
| &nbsp;&nbsp;&nbsp;&nbsp; Select Energy Services, Inc., Class A | 8600 | 79464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singularity Future Technology Ltd. (a) | 54 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sitio Royalties Corp., Class A | 3493 | 100779 |
| &nbsp;&nbsp;&nbsp;&nbsp; SM Energy Co. | 10400 | 362232 |
| &nbsp;&nbsp;&nbsp;&nbsp; Smart Sand, Inc. (a) | 4500 | 8055 |
| &nbsp;&nbsp;&nbsp;&nbsp; Solaris Oilfield Infrastructure, Inc., Class A | 3000 | 29790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Talos Energy, Inc. (a) | 21400 | 404032 |
| &nbsp;&nbsp;&nbsp;&nbsp; TETRA Technologies, Inc. (a) | 500 | 1730 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tidewater, Inc. (a) | 2500 | 92125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Transocean Ltd. (a) | 209333 | 954558 |
| &nbsp;&nbsp;&nbsp;&nbsp; TravelCenters of America, Inc. (a) | 1540 | 68961 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; US Silica Holdings, Inc. (a) | 800 | $10000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viper Energy Partners LP | 1500 | 47685 |
| &nbsp;&nbsp;&nbsp;&nbsp; W&T Offshore, Inc. (a) | 30000 | 167400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weatherford International plc (a) | 11200 | 570304 |
| &nbsp;&nbsp;&nbsp;&nbsp; World Fuel Services Corp. | 1600 | 43728 |
|  |  | 23015044 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil, Gas & Coal — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ProPetro Holding Corp. (a) | 1400 | 14518 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Private Equity — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Millennium Equity Private Equity (a),(b),(d) | 60879 | 1065383 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Agree Realty Corp. | 9300 | 659649 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpine Income Property Trust, Inc. | 2600 | 49608 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Assets Trust, Inc. | 500 | 13250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Armada Hoffler Properties, Inc. | 100 | 1150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Braemar Hotels & Resorts, Inc. | 7500 | 30825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadstone Net Lease, Inc. | 100 | 1621 |
| &nbsp;&nbsp;&nbsp;&nbsp; BRT Apartments Corp. | 300 | 5892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Camden Property Trust | 600 | 67128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chatham Lodging Trust | 2100 | 25767 |
| &nbsp;&nbsp;&nbsp;&nbsp; Community Healthcare Trust, Inc. | 200 | 7160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Creative Media & Community Trust Corp. | 200 | 980 |
| &nbsp;&nbsp;&nbsp;&nbsp; CTO Realty Growth, Inc. | 18686 | 341580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Diversified Healthcare Trust | 59600 | 38549 |
| &nbsp;&nbsp;&nbsp;&nbsp; EastGroup Properties, Inc. | 1400 | 207284 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equity Commonwealth | 17300 | 431981 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equity LifeStyle Properties, Inc. | 300 | 19380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Essential Properties Realty Trust, Inc. | 2100 | 49287 |
| &nbsp;&nbsp;&nbsp;&nbsp; eXp World Holdings, Inc. | 5700 | 63156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Farmland Partners, Inc. | 7500 | 93450 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Industrial Realty Trust, Inc. | 600 | 28956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Four Corners Property Trust, Inc. | 4600 | 119278 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gaming and Leisure Properties, Inc. | 200 | 10418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Getty Realty Corp. | 800 | 27080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gladstone Land Corp. | 1900 | 34865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hersha Hospitality Trust, Class A | 4300 | 36636 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrial Logistics Properties Trust | 5200 | 17004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Legacy Housing Corp. (a) | 400 | 7584 |
| &nbsp;&nbsp;&nbsp;&nbsp; McGrath RentCorp | 1100 | 108614 |
| &nbsp;&nbsp;&nbsp;&nbsp; Medalist Diversified REIT, Inc. | 1100 | 781 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Storage Affiliates Trust | 6900 | 249228 |
| &nbsp;&nbsp;&nbsp;&nbsp; NETSTREIT Corp. | 3900 | 71487 |
| &nbsp;&nbsp;&nbsp;&nbsp; NexPoint Residential Trust, Inc. | 100 | 4352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Park Hotels & Resorts, Inc. | 3112 | 36691 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pebblebrook Hotel Trust | 2500 | 33475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Piedmont Office Realty Trust, Inc., Class A | 900 | 8253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plymouth Industrial REIT, Inc. | 2300 | 44114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Power REIT (a) | 200 | 790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Presidio Property Trust, Inc., Class A | 500 | 500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prologis, Inc. | 28 | 3156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rafael Holdings, Inc., Class B (a) | 1200 | 2244 |
| &nbsp;&nbsp;&nbsp;&nbsp; RE/MAX Holdings, Inc., Class A | 1900 | 35416 |
| &nbsp;&nbsp;&nbsp;&nbsp; Redfin Corp. (a) | 31300 | 132712 |
| &nbsp;&nbsp;&nbsp;&nbsp; Retail Opportunity Investments Corp. | 10700 | 160821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rexford Industrial Realty, Inc. (b) | 9786 | 534707 |
| &nbsp;&nbsp;&nbsp;&nbsp; RLJ Lodging Trust | 5400 | 57186 |
| &nbsp;&nbsp;&nbsp;&nbsp; SBA Communications Corp. | 500 | 140155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Summit Hotel Properties, Inc. | 3800 | 27436 |
| &nbsp;&nbsp;&nbsp;&nbsp; Terreno Realty Corp. | 3200 | 181984 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Health Realty Income Trust | 500 | 23865 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Wheeler Real Estate Investment Trust, Inc. (a) | 200 | $274 |
| &nbsp;&nbsp;&nbsp;&nbsp; Whitestone REIT | 1900 | 18316 |
|  |  | 4266075 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate Investment Trusts (REITs) — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Life Storage, Inc. | 4600 | 453100 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Renewable Energy — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; American Superconductor Corp. (a) | 100 | 368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ballard Power Systems, Inc. (a) | 3500 | 16765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eneti, Inc. | 4390 | 44120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, Inc. (a),(c) | 39400 | 10439424 |
| &nbsp;&nbsp;&nbsp;&nbsp; FuelCell Energy, Inc. (a) | 1271 | 3533 |
| &nbsp;&nbsp;&nbsp;&nbsp; FutureFuel Corp. | 3200 | 26016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gevo, Inc. (a) | 34500 | 65550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunnova Energy International, Inc. (a) | 600 | 10806 |
| &nbsp;&nbsp;&nbsp;&nbsp; SunPower Corp. (a) | 1700 | 30651 |
| &nbsp;&nbsp;&nbsp;&nbsp; TPI Composites, Inc. (a) | 7300 | 74022 |
|  |  | 10711255 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Discretionary — 0.5%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1-800-Flowers.com, Inc., Class A (a) | 5400 | 51624 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allbirds, Inc., Class A (a) | 5100 | 12342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. (a),(c) | 145000 | 12180000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aspen Aerogels, Inc. (a) | 8500 | 100215 |
| &nbsp;&nbsp;&nbsp;&nbsp; AutoZone, Inc. (a) | 600 | 1479708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Group, Inc. (a) | 8500 | 1393405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barnes & Noble Education, Inc. (a) | 3900 | 6825 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bassett Furniture Industries, Inc. | 800 | 13904 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlueLinx Holdings, Inc. (a) | 1500 | 106665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Build-A-Bear Workshop, Inc. (a) | 1100 | 26224 |
| &nbsp;&nbsp;&nbsp;&nbsp; CarMax, Inc. (a) | 100 | 6089 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carvana Co. (a) | 1100 | 5214 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cato Corp., Class A | 2300 | 21459 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chewy, Inc., Class A (a) | 32500 | 1205100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chico's FAS, Inc. (a) | 32300 | 158916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conn's, Inc. (a) | 5800 | 39904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Designer Brands, Inc., Class A | 2900 | 28362 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dick's Sporting Goods, Inc. | 1700 | 204493 |
| &nbsp;&nbsp;&nbsp;&nbsp; eBay, Inc. | 500 | 20735 |
| &nbsp;&nbsp;&nbsp;&nbsp; Etsy, Inc. (a) | 28000 | 3353840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Express, Inc. (a) | 3400 | 3468 |
| &nbsp;&nbsp;&nbsp;&nbsp; G-III Apparel Group Ltd. (a) | 2900 | 39759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gaia, Inc. (a) | 700 | 1666 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gap, Inc. | 400 | 4512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guess?, Inc. | 4400 | 91036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Haverty Furniture Cos., Inc. | 1800 | 53820 |
| &nbsp;&nbsp;&nbsp;&nbsp; IAA, Inc. (a) | 500 | 20000 |
| &nbsp;&nbsp;&nbsp;&nbsp; La-Z-Boy, Inc. | 2000 | 45640 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monro, Inc. | 2200 | 99440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nordstrom, Inc. | 7600 | 122664 |
| &nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc. (a) | 300 | 253209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Overstock.com, Inc. (a) | 1700 | 32912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Party City Holdco, Inc. (a) | 28800 | 10527 |
| &nbsp;&nbsp;&nbsp;&nbsp; PC Connection, Inc. | 100 | 4690 |
| &nbsp;&nbsp;&nbsp;&nbsp; Petco Health & Wellness Co., Inc. (a) | 2400 | 22752 |
| &nbsp;&nbsp;&nbsp;&nbsp; PetMed Express, Inc. | 800 | 14160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poshmark, Inc., Class A (a) | 100 | 1788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qurate Retail, Inc., Class A (a) | 24500 | 39935 |
| &nbsp;&nbsp;&nbsp;&nbsp; Revolve Group, Inc. (a) | 11800 | 262668 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rush Enterprises, Inc., Class A | 700 | 36596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sally Beauty Holdings, Inc. (a) | 800 | 10016 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; ScanSource, Inc. (a) | 200 | $5844 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shift Technologies, Inc. (a) | 21 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shoe Carnival, Inc. | 3200 | 76512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stitch Fix, Inc., Class A (a) | 21700 | 67487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vera Bradley, Inc. (a) | 6100 | 27633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Veritiv Corp. | 300 | 36513 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wayfair, Inc., Class A (a) | 6700 | 220363 |
|  |  | 22020637 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Staples — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arko Corp. | 4500 | 38970 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chefs' Warehouse, Inc. (a) | 100 | 3328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grocery Outlet Holding Corp. (a) | 700 | 20433 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kroger Co. | 65100 | 2902158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Laird Superfood, Inc. (a) | 400 | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp; Natural Grocers by Vitamin Cottage, Inc. | 1000 | 9140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet Holdings, Inc. (a) | 4200 | 196728 |
| &nbsp;&nbsp;&nbsp;&nbsp; PriceSmart, Inc. | 400 | 24312 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rite Aid Corp. (a) | 16300 | 54442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers Market, Inc. (a) | 1400 | 45318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Village Super Market, Inc., Class A | 200 | 4658 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weis Markets, Inc. | 100 | 8229 |
|  |  | 3308052 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Discretionary — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Destination XL Group, Inc. (a) | 9200 | 62100 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — 2.8%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8x8, Inc. (a) | 1500 | 6480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, Class A | 5700 | 1520988 |
| &nbsp;&nbsp;&nbsp;&nbsp; ACI Worldwide, Inc. (a) | 124634 | 2866582 |
| &nbsp;&nbsp;&nbsp;&nbsp; Adobe, Inc. (a),(c) | 37300 | 12552569 |
| &nbsp;&nbsp;&nbsp;&nbsp; Agilysys, Inc. (a) | 300 | 23742 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alignment Healthcare, Inc. (a) | 3300 | 38808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allscripts Healthcare Solutions, Inc. (a) | 12300 | 216972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alteryx, Inc., Class A (a) | 3900 | 197613 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Software, Inc., Class A | 1500 | 22020 |
| &nbsp;&nbsp;&nbsp;&nbsp; ANSYS, Inc. (a) | 2100 | 507339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Appian Corp., Class A (a) | 400 | 13024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asana, Inc., Class A (a) | 21300 | 293301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., Class A (a) | 9100 | 1170988 |
| &nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 15700 | 2933859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Automatic Data Processing, Inc. | 14900 | 3559014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avaya Holdings Corp. (a) | 12400 | 2430 |
| &nbsp;&nbsp;&nbsp;&nbsp; Avid Technology, Inc. (a) | 700 | 18613 |
| &nbsp;&nbsp;&nbsp;&nbsp; AvidXchange Holdings, Inc. (a) | 431081 | 4284945 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bandwidth, Inc., Class A (a) | 6700 | 153765 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benefitfocus, Inc. (a) | 300 | 3138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bentley Systems, Inc., Class B | 400 | 14784 |
| &nbsp;&nbsp;&nbsp;&nbsp; BigCommerce Holdings, Inc. (a) | 5400 | 47196 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackBerry Ltd. (a) | 16600 | 54116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp. | 2000 | 209040 |
| &nbsp;&nbsp;&nbsp;&nbsp; Box, Inc., Class A (a) | 20800 | 647504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brightcove, Inc. (a) | 2600 | 13598 |
| &nbsp;&nbsp;&nbsp;&nbsp; C3.ai, Inc., Class A (a) | 100 | 1119 |
| &nbsp;&nbsp;&nbsp;&nbsp; CACI International, Inc., Class A (a) | 100 | 30059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. (a) | 10800 | 1734912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Calix, Inc. (a) | 1300 | 88959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cardlytics, Inc. (a) | 9600 | 55488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cass Information Systems, Inc. | 400 | 18328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerence, Inc. (a) | 8300 | 153799 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clear Secure, Inc., Class A | 600 | 16458 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc., Class A (a) | 37300 | $1686333 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cognizant Technology Solutions Corp., Class A | 1800 | 102942 |
| &nbsp;&nbsp;&nbsp;&nbsp; CommVault Systems, Inc. (a) | 2400 | 150816 |
| &nbsp;&nbsp;&nbsp;&nbsp; Computer Programs & Systems, Inc. (a) | 200 | 5444 |
| &nbsp;&nbsp;&nbsp;&nbsp; comScore, Inc. (a) | 3800 | 4408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Conduent, Inc. (a) | 11900 | 48195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Confluent, Inc., Class A (a) | 1400 | 31136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Coupa Software, Inc. (a) | 15900 | 1258803 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A (a) | 24800 | 2611192 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSG Systems International, Inc. | 900 | 51480 |
| &nbsp;&nbsp;&nbsp;&nbsp; CyberArk Software Ltd. (a) | 800 | 103720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc., Class A (a) | 9700 | 712950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Digi International, Inc. (a) | 2600 | 95030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Digimarc Corp. (a) | 1200 | 22188 |
| &nbsp;&nbsp;&nbsp;&nbsp; DigitalOcean Holdings, Inc. (a) | 15200 | 387144 |
| &nbsp;&nbsp;&nbsp;&nbsp; DocuSign, Inc. (a) | 58300 | 3230986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Domo, Inc., Class B (a) | 4200 | 59808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Donnelley Financial Solutions, Inc. (a) | 100 | 3865 |
| &nbsp;&nbsp;&nbsp;&nbsp; DoubleVerify Holdings, Inc. (a) | 100 | 2196 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc., Class A (a) | 33400 | 747492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duck Creek Technologies, Inc. (a) | 3900 | 46995 |
| &nbsp;&nbsp;&nbsp;&nbsp; Duolingo, Inc. (a) | 1100 | 78243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dynatrace, Inc. (a) | 33500 | 1283050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ebix, Inc. | 2300 | 45908 |
| &nbsp;&nbsp;&nbsp;&nbsp; eGain Corp. (a) | 1000 | 9030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elastic NV (a) | 1300 | 66950 |
| &nbsp;&nbsp;&nbsp;&nbsp; EngageSmart, Inc. (a) | 600 | 10560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Everbridge, Inc. (a) | 600 | 17748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Evertec, Inc. | 3000 | 97140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Evo Payments, Inc., Class A (a) | 4000 | 135360 |
| &nbsp;&nbsp;&nbsp;&nbsp; ExlService Holdings, Inc. (a) | 1100 | 186373 |
| &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research Systems, Inc. | 700 | 280847 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fair Isaac Corp. (a) | 600 | 359148 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fastly, Inc., Class A (a) | 28600 | 234234 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forrester Research, Inc. (a) | 500 | 17880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortinet, Inc. (a) | 44700 | 2185383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gartner, Inc. (a) | 1300 | 436982 |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Payments, Inc. | 16270 | 1615936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Green Dot Corp., Class A (a) | 8200 | 129724 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grid Dynamics Holdings, Inc. (a) | 4800 | 53856 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guidewire Software, Inc. (a) | 4600 | 287776 |
| &nbsp;&nbsp;&nbsp;&nbsp; HashiCorp, Inc., Class A (a) | 700 | 19138 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Catalyst, Inc. (a) | 6200 | 65906 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hims & Hers Health, Inc. (a) | 1000 | 6410 |
| &nbsp;&nbsp;&nbsp;&nbsp; ICF International, Inc. | 500 | 49525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Immersion Corp. | 7500 | 52725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Integral Ad Science Holding Corp. (a) | 100 | 879 |
| &nbsp;&nbsp;&nbsp;&nbsp; IonQ, Inc. (a) | 900 | 3105 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & Associates, Inc. | 1100 | 193116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jamf Holding Corp. (a) | 100 | 2130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kubient, Inc. (a) | 300 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kyndryl Holdings, Inc. (a) | 200 | 2224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Leidos Holdings, Inc. | 1800 | 189342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Limelight Networks, Inc. (a) | 18300 | 20679 |
| &nbsp;&nbsp;&nbsp;&nbsp; LivePerson, Inc. (a) | 6100 | 61854 |
| &nbsp;&nbsp;&nbsp;&nbsp; LiveRamp Holdings, Inc. (a) | 2200 | 51568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Manhattan Associates, Inc. (a) | 3100 | 376340 |
| &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess Holdings, Inc. | 2000 | 557780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. (c) | 21100 | 5060202 |
| &nbsp;&nbsp;&nbsp;&nbsp; MicroStrategy, Inc., Class A (a) | 800 | 113256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitek Systems, Inc. (a) | 3000 | 29070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Model N, Inc. (a) | 4100 | 166296 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Momentive Global, Inc. (a) | 18800 | $131600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Monday.com Ltd. (a) | 100 | 12200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Moneylion, Inc. (a) | 400 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp; MongoDB, Inc. (a) | 3300 | 649572 |
| &nbsp;&nbsp;&nbsp;&nbsp; MSCI, Inc. | 3500 | 1628095 |
| &nbsp;&nbsp;&nbsp;&nbsp; NetSol Technologies, Inc. (a) | 200 | 570 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Relic, Inc. (a) | 5400 | 304830 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextGen Healthcare, Inc. (a) | 5400 | 101412 |
| &nbsp;&nbsp;&nbsp;&nbsp; NortonLifeLock, Inc. | 8400 | 180012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nutanix, Inc., Class A (a) | 12700 | 330835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nuvei Corp. (a) | 400 | 10164 |
| &nbsp;&nbsp;&nbsp;&nbsp; Okta, Inc. (a) | 1500 | 102495 |
| &nbsp;&nbsp;&nbsp;&nbsp; Olo, Inc., Class A (a) | 1500 | 9375 |
| &nbsp;&nbsp;&nbsp;&nbsp; ON24, Inc. (a) | 1900 | 16397 |
| &nbsp;&nbsp;&nbsp;&nbsp; OneSpan, Inc. (a) | 1700 | 19023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Open Lending Corp., Class A (a) | 17800 | 120150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oracle Corp. (c) | 48600 | 3972564 |
| &nbsp;&nbsp;&nbsp;&nbsp; PagerDuty, Inc. (a) | 11500 | 305440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palantir Technologies, Inc., Class A (a) | 24000 | 154080 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. (a),(c) | 50500 | 7046770 |
| &nbsp;&nbsp;&nbsp;&nbsp; Parsons Corp. (a) | 3800 | 175750 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paya Holdings, Inc. (a) | 335028 | 2636670 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paychex, Inc. | 1300 | 150228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, Inc. (a) | 3300 | 1024023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paylocity Holding Corp. (a) | 2800 | 543928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paymentus Holdings, Inc., Class A (a) | 400 | 3204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Payoneer Global, Inc. (a) | 18200 | 99554 |
| &nbsp;&nbsp;&nbsp;&nbsp; PayPal Holdings, Inc. (a),(c) | 127571 | 9085607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paysafe Ltd. (a) | 875 | 12154 |
| &nbsp;&nbsp;&nbsp;&nbsp; PDF Solutions, Inc. (a) | 1200 | 34224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pegasystems, Inc. | 600 | 20544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Phreesia, Inc. (a) | 3700 | 119732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Privia Health Group, Inc. (a) | 1300 | 29523 |
| &nbsp;&nbsp;&nbsp;&nbsp; Progress Software Corp. | 300 | 15135 |
| &nbsp;&nbsp;&nbsp;&nbsp; PROS Holdings, Inc. (a) | 100 | 2426 |
| &nbsp;&nbsp;&nbsp;&nbsp; PTC, Inc. (a) | 1400 | 168056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Q2 Holdings, Inc. (a) | 196033 | 5267407 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qualys, Inc. (a) | 4200 | 471366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rackspace Technology, Inc. (a) | 900 | 2655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rapid7, Inc. (a) | 3400 | 115532 |
| &nbsp;&nbsp;&nbsp;&nbsp; Red Violet, Inc. (a) | 200 | 4604 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rimini Street, Inc. (a) | 4000 | 15240 |
| &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc., Class A (a) | 1600 | 56640 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sabre Corp. (a) | 29400 | 181692 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salesforce, Inc. (a) | 9100 | 1206569 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schrodinger, Inc. (a) | 1700 | 31773 |
| &nbsp;&nbsp;&nbsp;&nbsp; SecureWorks Corp., Class A (a) | 1000 | 6390 |
| &nbsp;&nbsp;&nbsp;&nbsp; SEMrush Holdings, Inc., Class A (a) | 700 | 5698 |
| &nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. (a) | 3700 | 1436599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Smartsheet, Inc., Class A (a) | 8500 | 334560 |
| &nbsp;&nbsp;&nbsp;&nbsp; SolarWinds Corp. (a) | 1400 | 13104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sprout Social, Inc., Class A (a) | 6400 | 361344 |
| &nbsp;&nbsp;&nbsp;&nbsp; SPS Commerce, Inc. (a) | 600 | 77058 |
| &nbsp;&nbsp;&nbsp;&nbsp; Squarespace, Inc., Class A (a) | 300 | 6651 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. (a) | 6400 | 2043456 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tabula Rasa HealthCare, Inc. (a) | 3000 | 14850 |
| &nbsp;&nbsp;&nbsp;&nbsp; Telos Corp. (a) | 700 | 3563 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tenable Holdings, Inc. (a) | 6000 | 228900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teradata Corp. (a) | 2700 | 90882 |
| &nbsp;&nbsp;&nbsp;&nbsp; TTEC Holdings, Inc. | 800 | 35304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Twilio, Inc., Class A (a) | 26900 | 1317024 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, Inc. (a) | 300 | 96723 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; UiPath, Inc., Class A (a) | 22100 | $280891 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unisys Corp. (a) | 1000 | 5110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Varonis Systems, Inc. (a) | 17900 | 428526 |
| &nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., Class A (a) | 6400 | 1032832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verra Mobility Corp. (a) | 16700 | 230961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vimeo, Inc. (a) | 32000 | 109760 |
| &nbsp;&nbsp;&nbsp;&nbsp; VirnetX Holding Corp. (a) | 3200 | 4160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., Class A(c) | 60800 | 12631808 |
| &nbsp;&nbsp;&nbsp;&nbsp; VMware, Inc., Class A (a) | 12800 | 1571328 |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Union Co. (The) | 23400 | 322218 |
| &nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc., Class A (a) | 2000 | 334660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Workiva, Inc. (a) | 3500 | 293895 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yext, Inc. (a) | 16500 | 107745 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zedge, Inc., Class B (a) | 1500 | 2640 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zoom Video Communications, Inc., Class A (a),(c) | 69700 | 4721478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zscaler, Inc. (a) | 17000 | 1902300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zuora, Inc., Class A (a) | 22000 | 139920 |
|  |  | 126150944 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Tech Hardware & Semiconductors — 0.8%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; A10 Networks, Inc. | 6300 | 104769 |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. (a) | 46600 | 3018282 |
| &nbsp;&nbsp;&nbsp;&nbsp; Airgain, Inc. (a) | 300 | 1953 |
| &nbsp;&nbsp;&nbsp;&nbsp; Akoustis Technologies, Inc. (a) | 300 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpha & Omega Semiconductor Ltd. (a) | 2000 | 57140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ambarella, Inc. (a) | 7100 | 583833 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amkor Technology, Inc. | 100 | 2398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Amtech Systems, Inc. (a) | 500 | 3800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Optoelectronics, Inc. (a) | 5900 | 11151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arista Networks, Inc. (a) | 25400 | 3082290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arlo Technologies, Inc. (a) | 9700 | 34047 |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviat Networks, Inc. (a) | 1000 | 31190 |
| &nbsp;&nbsp;&nbsp;&nbsp; AXT, Inc. (a) | 2700 | 11826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benchmark Electronics, Inc. | 1000 | 26690 |
| &nbsp;&nbsp;&nbsp;&nbsp; CalAmp Corp. (a) | 6800 | 30464 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cambium Networks Corp. (a) | 1500 | 32505 |
| &nbsp;&nbsp;&nbsp;&nbsp; Casa Systems, Inc. (a) | 2400 | 6552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Celestica, Inc. (a) | 9000 | 101430 |
| &nbsp;&nbsp;&nbsp;&nbsp; CEVA, Inc. (a) | 500 | 12790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cirrus Logic, Inc. (a) | 800 | 59584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cisco Systems, Inc. (c) | 222400 | 10595136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Comtech Telecommunications Corp. | 300 | 3642 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daktronics, Inc. (a) | 2600 | 7332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Diebold Nixdorf, Inc. (a) | 2700 | 3834 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dolby Laboratories, Inc., Class A | 600 | 42324 |
| &nbsp;&nbsp;&nbsp;&nbsp; EMCORE Corp. (a) | 7800 | 7508 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enovix Corp. (a) | 6000 | 74640 |
| &nbsp;&nbsp;&nbsp;&nbsp; Everspin Technologies, Inc. (a) | 2000 | 11120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Extreme Networks, Inc. (a) | 4600 | 84226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flex Ltd. (a) | 3000 | 64380 |
| &nbsp;&nbsp;&nbsp;&nbsp; FormFactor, Inc. (a) | 6200 | 137826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Garmin Ltd. | 8100 | 747549 |
| &nbsp;&nbsp;&nbsp;&nbsp; GoPro, Inc., Class A (a) | 27900 | 138942 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harmonic, Inc. (a) | 8900 | 116590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co. | 5700 | 90972 |
| &nbsp;&nbsp;&nbsp;&nbsp; HP, Inc. | 2800 | 75236 |
| &nbsp;&nbsp;&nbsp;&nbsp; Identiv, Inc. (a) | 1200 | 8688 |
| &nbsp;&nbsp;&nbsp;&nbsp; Impinj, Inc. (a) | 5000 | 545900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Infinera Corp. (a) | 14500 | 97730 |
| &nbsp;&nbsp;&nbsp;&nbsp; Inseego Corp. (a) | 8100 | 6824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. (c) | 309400 | 8177442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Intellicheck, Inc. (a) | 800 | 1600 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; InterDigital, Inc. | 2100 | $103908 |
| &nbsp;&nbsp;&nbsp;&nbsp; inTEST Corp. (a) | 700 | 7210 |
| &nbsp;&nbsp;&nbsp;&nbsp; IPG Photonics Corp. (a) | 3700 | 350279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Juniper Networks, Inc. | 5000 | 159800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kopin Corp. (a) | 12500 | 15500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lattice Semiconductor Corp. (a) | 5300 | 343864 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lumentum Holdings, Inc. (a) | 3700 | 193029 |
| &nbsp;&nbsp;&nbsp;&nbsp; Luna Innovations, Inc. (a) | 1100 | 9669 |
| &nbsp;&nbsp;&nbsp;&nbsp; MaxLinear, Inc. (a) | 9100 | 308945 |
| &nbsp;&nbsp;&nbsp;&nbsp; MKS Instruments, Inc. | 100 | 8473 |
| &nbsp;&nbsp;&nbsp;&nbsp; NetApp, Inc. | 17800 | 1069068 |
| &nbsp;&nbsp;&nbsp;&nbsp; NETGEAR, Inc. (a) | 1600 | 28976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netscout Systems, Inc. (a) | 400 | 13004 |
| &nbsp;&nbsp;&nbsp;&nbsp; Photronics, Inc. (a) | 11000 | 185130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pixelworks, Inc. (a) | 6400 | 11328 |
| &nbsp;&nbsp;&nbsp;&nbsp; PlayAGS, Inc. (a) | 5800 | 29580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, Inc. | 3700 | 265364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pure Storage, Inc., Class A (a) | 57500 | 1538700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Quantum Corp. (a) | 1200 | 1308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rambus, Inc. (a) | 500 | 17910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ribbon Communications, Inc. (a) | 2500 | 6975 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sanmina Corp. (a) | 900 | 51561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Semtech Corp. (a) | 17400 | 499206 |
| &nbsp;&nbsp;&nbsp;&nbsp; SiTime Corp. (a) | 3400 | 345508 |
| &nbsp;&nbsp;&nbsp;&nbsp; SkyWater Technology, Inc. (a) | 200 | 1422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | 10200 | 929526 |
| &nbsp;&nbsp;&nbsp;&nbsp; SMART Global Holdings, Inc. (a) | 100 | 1488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Stratasys Ltd. (a) | 9900 | 117414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Super Micro Computer, Inc. (a) | 1100 | 90310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synaptics, Inc. (a) | 5100 | 485316 |
| &nbsp;&nbsp;&nbsp;&nbsp; TESSCO Technologies, Inc. (a) | 400 | 1928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Electronics, Inc. (a) | 200 | 4162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Veeco Instruments, Inc. (a) | 4530 | 84167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viasat, Inc. (a) | 200 | 6330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viavi Solutions, Inc. (a) | 4200 | 44142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vicor Corp. (a) | 900 | 48375 |
| &nbsp;&nbsp;&nbsp;&nbsp; VOXX International Corp. (a) | 1900 | 15922 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xerox Holdings Corp. | 20700 | 302220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies Corp., Class A (a) | 600 | 153846 |
|  |  | 36103844 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AST SpaceMobile, Inc. (a) | 5900 | 28438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cogent Communications Holdings, Inc. | 2100 | 119868 |
| &nbsp;&nbsp;&nbsp;&nbsp; EchoStar Corp., Class A (a) | 3800 | 63384 |
| &nbsp;&nbsp;&nbsp;&nbsp; ESC NII Holdings, Inc. (a),(d) | 50677 | 13176 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gogo, Inc. (a) | 9100 | 134316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Iridium Communications, Inc. | 300 | 15420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ooma, Inc. (a) | 1100 | 14982 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spok Holdings, Inc. | 5200 | 42588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 20800 | 819520 |
|  |  | 1251692 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation & Logistics — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; American Airlines Group, Inc. (a) | 132900 | 1690488 |
| &nbsp;&nbsp;&nbsp;&nbsp; JetBlue Airways Corp. (a) | 12400 | 80352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mesa Air Group, Inc. (a) | 7200 | 11016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Logistics Holdings, Inc. | 600 | 20064 |
|  |  | 1801920 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Shares** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Water Co. Ltd. | 800 |  | $11840 |
| &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy, Inc. | 4700 |  | 392920 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northwest Natural Holding Co. | 300 |  | 14277 |
| &nbsp;&nbsp;&nbsp;&nbsp; NorthWestern Corp. | 800 |  | 47472 |
| &nbsp;&nbsp;&nbsp;&nbsp; PNM Resources, Inc. | 9700 |  | 473263 |
| &nbsp;&nbsp;&nbsp;&nbsp; Unitil Corp. | 300 |  | 15408 |
| &nbsp;&nbsp;&nbsp;&nbsp; York Water Co. (The) | 500 |  | 22490 |
|  |  |  | 977670 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Waste & Environmental Services & Equipment — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Waste & Environmental Services & Equipment — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CECO Environmental Corp. (a) | 4600 |  | 53728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Clean Harbors, Inc. (a) | 500 |  | 57060 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Recovery, Inc. (a) | 4600 |  | 94254 |
| &nbsp;&nbsp;&nbsp;&nbsp; Evoqua Water Technologies Corp. (a) | 300 |  | 11880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Heritage-Crystal Clean, Inc. (a) | 500 |  | 16240 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic Services, Inc. | 6700 |  | 864233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, Inc. | 300 |  | 39768 |
|  |  |  | 1137163 |
|  **Total North America** | **Total North America** |  | **876907160** |
|  **Oceania — 0.0%** | **Oceania — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Benitec Biopharma, Inc. (a) | 200 |  | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BHP Group Ltd., ADR | 300 |  | 18615 |
|  **Total Oceania** | **Total Oceania** |  | **18649** |
|  **South America — 0.0%** | **South America — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banking — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banking — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bancolombia SA, ADR | 1900 |  | 54226 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcos Dorados Holdings, Inc., Class A | 19363 |  | 161875 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gerdau SA, ADR | 7200 |  | 39888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nexa Resources SA | 2200 |  | 13266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, ADR | 7100 |  | 566864 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wheaton Precious Metals Corp. | 2500 |  | 97700 |
|  |  |  | 717718 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Latin America Ltd., Class C (a) | 800 |  | 6080 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ecopetrol SA, ADR | 100 |  | 1047 |
| &nbsp;&nbsp;&nbsp;&nbsp; Geopark Ltd. | 4200 |  | 64890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gran Tierra Energy, Inc. (a) | 85600 |  | 84744 |
| &nbsp;&nbsp;&nbsp;&nbsp; Petroleo Brasileiro SA, ADR | 900 |  | 9585 |
|  |  |  | 160266 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Staples — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Staples — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cia Brasileira de Distribuicao, ADR (a) | 10100 |  | 31310 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dlocal Ltd. (a) | 3300 |  | 51381 |
| &nbsp;&nbsp;&nbsp;&nbsp; StoneCo Ltd., Class A (a) | 81300 |  | 767472 |
|  |  |  | 818853 |
|  **Total South America** | **Total South America** |  | **1950328** |
|  **TOTAL COMMON STOCK <br>(COST $942,585,494)** | **TOTAL COMMON STOCK <br>(COST $942,585,494)** |  | **921655852** |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Description** | **Shares** |  | **Value** | **Value** |
|  **PREFERRED STOCK — 0.2%** | **PREFERRED STOCK — 0.2%** |  |  |  |
|  **North America — 0.2%** | **North America — 0.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Journey Beyond Preferred Equity (a),(b),(d) | 15330 |  | $| 1605619 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI EQUITY (a),(b),(d) | 3039 |  |  | 3061793 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Discretionary — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Discretionary — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Guitar Center, Inc. (a),(b),(d) | 38645 |  |  | 5052834 |
|  **Total North America** | **Total North America** |  |  | **9720246** |
|  **TOTAL PREFERRED STOCK <br>(COST $8,825,537)** | **TOTAL PREFERRED STOCK <br>(COST $8,825,537)** |  |  | **9720246** |
| **Security Description** | **Principal**<br>**Amount** |  | **Value** | **Value** |
|  **ASSET-BACKED SECURITIES — 4.1%** | **ASSET-BACKED SECURITIES — 4.1%** | **ASSET-BACKED SECURITIES — 4.1%** | **ASSET-BACKED SECURITIES — 4.1%** | **ASSET-BACKED SECURITIES — 4.1%** |
|  **North America — 4.1%** | **North America — 4.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ACE Securities Corp. Home Equity Loan Trust, Series 2005-AG1, Class M2, 1 mo. USD LIBOR + .69%, 5.08%, 08/25/35 (b),(e) | $759979 |  |  | 584976 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ajax Mortgage Loan Trust, Series 2021-E, Class B2, 3.76%, 12/25/60 (b),(c),(e),(f) | 762000 |  |  | 548680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allegany Park CLO Ltd., Series 2019-1A, Class AR, 3 mo. TSFR + 1.30%, 5.26%, 01/20/35 (b),(c),(e),(f) | 5300000 |  |  | 5171925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Allegro CLO XII Ltd., Series 2020-1A, Class E, 3 mo. USD LIBOR + 7.10%, 11.38%, 01/21/32 (b),(c),(e),(f) | 1000000 |  |  | 879207 |
| &nbsp;&nbsp;&nbsp;&nbsp; AMSR Trust, Series 2022-SFR3, Class E1, 4.00%, 10/17/39 (b),(f) | 118000 |  |  | 100603 |
| &nbsp;&nbsp;&nbsp;&nbsp; Arbor Realty Collateralized Loan Obligation Ltd., Series 2020-FL1, Class C, 1 mo. TSFR + 2.16%, 6.50%, 02/15/35 (b),(c),(e),(f) | 1792000 |  |  | 1719644 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ares LIV CLO Ltd., Series 2019-54A, Class E, 3 mo. USD LIBOR + 7.34%, 11.42%, 10/15/32 (b),(c),(e),(f) | 250000 |  |  | 221390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ares LXI CLO Ltd., Series 2021-61A, Class E, 3 mo. USD LIBOR + 6.25%, 10.49%, 10/20/34 (b),(c),(e),(f) | 1000000 |  |  | 867861 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ares XLIII CLO Ltd., Series 2017-43A, Class ER, 3 mo. USD LIBOR + 6.86%, 10.94%, 07/15/34 (b),(c),(e),(f) | 1500000 |  |  | 1253355 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-3A, Class A1R, 3 mo. USD LIBOR + 1.16%, 5.48%,<br>10/23/34 (b),(c),(e),(f) | 6000000 |  |  | 5764254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, Class A1, 3 mo. TSFR + 1.32%, 5.25%, 04/18/35 (b),(c),(e),(f) | 7000000 |  |  | 6733594 |
| &nbsp;&nbsp;&nbsp;&nbsp; Balboa Bay Loan Funding Ltd., Series 2021-1A, Class E, 3 mo. USD LIBOR + 6.16%, 10.40%, 07/20/34 (b),(c),(e),(f) | 1000000 |  |  | 844756 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barings CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Barings CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Barings CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Barings CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Barings CLO Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class DR, 3 mo. USD LIBOR + 6.78%, 10.86%,<br>04/15/36 (b),(c),(e),(f) | 500000 |  |  | 445049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-4A, Class E, 3 mo. USD LIBOR + 7.39%, 11.47%, 01/15/33 (b),(e),(f) | 500000 |  |  | 460022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-4A, Class A, 3 mo. USD LIBOR + 1.22%, 5.46%, 01/20/32 (b),(c),(e),(f) | 10000000 |  |  | 9838360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class E, 3 mo. USD LIBOR + 6.25%, 10.33%, 07/15/34 (b),(c),(e),(f) | 1000000 |  |  | 883826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class DRR, 3 mo. USD LIBOR + 7.20%, 11.44%, 01/20/32 (b),(c),(e),(f) | 1000000 |  |  | 894139 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class ER, 3 mo. USD LIBOR + 6.75%, 10.83%, 07/15/34 (b),(c),(e),(f) | 1000000 |  |  | 875888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class ER, 3 mo. USD LIBOR + 6.70%, 10.78%, 10/15/34 (b),(c),(e),(f) | 1000000 |  |  | 872311 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlueMountain CLO XXIX Ltd., Series 2020-29A, Class ER, 3 mo. USD LIBOR + 6.86%, 11.22%, 07/25/34 (b),(c),(e),(f) | 1000000 |  |  | 881195 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class E, 3 mo. USD LIBOR + 6.40%, 10.48%, 04/15/34 (b),(c),(e),(f) | 250000 |  |  | 218076 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlueMountain CLO XXX Ltd., Series 2020-30A, Class AR, 3 mo. TSFR + 1.37%, 5.23%, 04/15/35 (b),(c),(e),(f) | 7250000 |  |  | 6996308 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPCRE 2022-FL2 Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; BPCRE 2022-FL2 Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; BPCRE 2022-FL2 Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; BPCRE 2022-FL2 Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; BPCRE 2022-FL2 Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-FL2, Class AS, 1 mo. TSFR + 3.10%, 7.42%, 01/16/37 (b),(e),(f) | 1000000 |  |  | 983731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-FL2, Class B, 1 mo. TSFR + 3.80%, 8.12%, 01/16/37 (b),(e),(f) | 1000000 |  |  | 973155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Broad River Bsl Funding CLO Ltd., Series 2020-1A, Class ER, 3 mo. USD LIBOR + 6.50%, 10.74%, 07/20/34 (b),(c),(e),(f) | 2000000 |  |  | 1705308 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; BSPRT 2022-FL9 Issuer Ltd., Series 2022-FL9, Class C, 1 mo. TSFR + 3.92%, 8.25%,<br>07/15/39 (b),(e),(f) | $1277000 | $1223148 |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlyle US CLO Ltd., Series 2020-1A, Class DR, 3 mo. USD LIBOR + 6.25%, 10.49%,<br>07/20/34 (b),(c),(e),(f) | 1000000 | 872628 |
| &nbsp;&nbsp;&nbsp;&nbsp; CarVal CLO I Ltd., Series 2018-1A, Class E, 3 mo. USD LIBOR + 5.77%, 9.85%,<br>07/16/31 (b),(c),(e),(f) | 2000000 | 1621860 |
| &nbsp;&nbsp;&nbsp;&nbsp; CarVal CLO II Ltd., Series 2019-1A, Class ER, 3 mo. USD LIBOR + 6.57%, 10.81%,<br>04/20/32 (b),(c),(e),(f) | 2500000 | 2202540 |
| &nbsp;&nbsp;&nbsp;&nbsp; CarVal CLO IV Ltd., Series 2021-1A, Class E, 3 mo. USD LIBOR + 6.60%, 10.84%,<br>07/20/34 (b),(c),(e),(f) | 1000000 | 843771 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cedar Funding IV CLO Ltd., Series 2014-4A, Class ERR, 3 mo. USD LIBOR + 6.61%,<br>10.93%, 07/23/34 (b),(c),(e),(f) | 1500000 | 1292359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cedar Funding VI CLO Ltd., Series 2016-6A, Class ERR, 3 mo. USD LIBOR + 6.72%,<br>10.96%, 04/20/34 (b),(c),(e),(f) | 1250000 | 1094658 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cedar Funding XII CLO Ltd., Series 2020-12A, Class A1R, 3 mo. USD LIBOR + 1.13%, 5.49%, 10/25/34 (b),(c),(e),(f) | 8325000 | 8059041 |
| &nbsp;&nbsp;&nbsp;&nbsp; CIFC Funding Ltd., Series 2019-3A, Class DR, 3 mo. USD LIBOR + 6.80%,<br>10.88%, 10/16/34 (b),(c),(e),(f) | 1000000 | 893946 |
| &nbsp;&nbsp;&nbsp;&nbsp; CoreVest American Finance Trust, | &nbsp;&nbsp;&nbsp;&nbsp; CoreVest American Finance Trust, | &nbsp;&nbsp;&nbsp;&nbsp; CoreVest American Finance Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-2, Class M, 5.41%, 12/25/27 (b),(c),(e),(f) | 1000000 | 874454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2, Class XA, 2.41%, 06/15/52 (b),(c),(e),(f),(g) | 4351242 | 327461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-3, Class XA, 2.05%, 10/15/52 (b),(c),(e),(f),(g) | 8997441 | 360348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class E, 4.68%, 03/15/50 (b),(c),(e),(f) | 125000 | 102693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-4, Class XB, 2.80%, 12/15/52 (b),(c),(e),(f),(g) | 1000000 | 115259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-4, Class XA, 3.85%, 12/15/52 (b),(c),(e),(f),(g) | 847747 | 98201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1, Class XA, 2.95%, 04/15/53 (b),(c),(e),(f),(g) | 826557 | 59201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class XA, 3.00%, 07/15/54 (b),(c),(e),(f),(g) | 836919 | 82390 |
| &nbsp;&nbsp;&nbsp;&nbsp; Countrywide Asset-Backed Certificates, Series 2007-3, Class 2A4, 1 mo. USD LIBOR + .32%, 4.71%, 05/25/47 (b),(e) | 321698 | 196162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dryden 95 CLO Ltd., Series 2021-95A, Class E, 3 mo. USD LIBOR + 6.15%, 10.83%,<br>08/20/34 (b),(c),(e),(f) | 1000000 | 854029 |
| &nbsp;&nbsp;&nbsp;&nbsp; FBR Securitization Trust, Series 2005-5, Class M4, 1 mo. USD LIBOR + .98%, 5.36%,<br>11/25/35 (b),(e) | 512000 | 289723 |
| &nbsp;&nbsp;&nbsp;&nbsp; FFMLT Trust, Series 2005-FF11, Class M3, 1 mo. USD LIBOR + .93%, 5.32%,<br>11/25/35 (b),(e) | 289163 | 224334 |
| &nbsp;&nbsp;&nbsp;&nbsp; FirstKey Homes 2022-SFR1 Trust, Series 2022-SFR1, Class E1, 5.00%, 05/17/39 (b),(c),(f) | 1000000 | 851353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fort Washington CLO Ltd., Series 2021-2A, Class E, 3 mo. USD LIBOR + 6.61%, 10.85%, 10/20/34 (b),(c),(e),(f) | 1500000 | 1308015 |
| &nbsp;&nbsp;&nbsp;&nbsp; FS Rialto Issuer LLC, | &nbsp;&nbsp;&nbsp;&nbsp; FS Rialto Issuer LLC, | &nbsp;&nbsp;&nbsp;&nbsp; FS Rialto Issuer LLC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-FL4, Class C, 1 mo. SOFR + 3.25%, 7.06%, 01/19/39 (b),(c),(e),(f) | 1000000 | 957958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-FL5, Class B, 1 mo. TSFR + 3.73%, 7.70%, 06/19/37 (b),(e),(f) | 155000 | 149810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-FL5, Class C, 1 mo. TSFR + 3.92%, 8.25%, 06/19/37 (b),(e),(f) | 1000000 | 974554 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy 30 Clo Ltd., Series 2022-30A, Class E, 3 mo. TSFR + 6.95%, 10.81%,<br>04/15/35 (b),(c),(e),(f) | 1000000 | 874440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy XXII CLO Ltd., Series 2016-22A, Class ERR, 3 mo. USD LIBOR + 6.50%, 10.58%, 04/16/34 (b),(c),(e),(f) | 500000 | 430676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Galaxy XXVII CLO Ltd., Series 2018-27A, Class E, 3 mo. USD LIBOR + 5.78%, 10.42%, 05/16/31 (b),(c),(e),(f) | 1000000 | 833721 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldentree Loan Management US Clo 8 Ltd., Series 2020-8A, Class ER, 3 mo. USD LIBOR + 6.15%, 10.39%, 10/20/34 (b),(c),(e),(f) | 1000000 | 862727 |
| &nbsp;&nbsp;&nbsp;&nbsp; GoldentTree Loan Management US CLO 1 Ltd., Series 2021-11A, Class A, 3 mo. USD LIBOR + 1.13%, 5.37%, 10/20/34 (b),(c),(e),(f) | 10000000 | 9734210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greywolf CLO II Ltd., Series 2013-1A, Class C1RR, 3 mo. USD LIBOR + 3.35%, 7.43%,<br>04/15/34 (b),(c),(e),(f) | 1000000 | 929144 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSAA Home Equity Trust, Series 2004-5, Class M2, 4.42%, 06/25/34 (b),(h) | 295260 | 218282 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gulf Stream Meridian 5 Ltd., Series 2021-5A, Class D, 3 mo. USD LIBOR + 6.33%, 10.41%, 07/15/34 (b),(c),(e),(f) | 1500000 | 1278818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Halsey Point CLO I Ltd., Series 2019-1A, Class E, 3 mo. USD LIBOR + 7.70%, 11.94%,<br>01/20/33 (b),(c),(e),(f) | 1000000 | 901629 |
| &nbsp;&nbsp;&nbsp;&nbsp; HalseyPoint CLO 4 Ltd., Series 2021-4A, Class E, 3 mo. USD LIBOR + 6.71%, 10.95%,<br>04/20/34 (b),(c),(e),(f) | 1500000 | 1285137 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Halseypoint Clo 5 Ltd., Series 2021-5A, Class E, 3 mo. USD LIBOR + 6.94%, 11.35%, 01/30/35 (b),(c),(e),(f) | $1000000 | $854653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jamestown CLO XIV Ltd., Series 2019-14A, Class DR, 3 mo. USD LIBOR + 7.20%, 11.44%, 10/20/34 (b),(c),(e),(f) | 1500000 | 1308235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lehman XS Trust, Series 2007-9, Class 1A3, 1 mo. USD LIBOR + .60%, 4.99%,<br>06/25/37 (b),(e) | 734579 | 561215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Long Beach Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Long Beach Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Long Beach Mortgage Loan Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-10, Class 2A3, 1 mo. USD LIBOR + .16%, 4.55%, 11/25/36 (b),(e) | 3019297 | 984372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-4, Class 2A4, 1 mo. USD LIBOR + .52%, 4.91%, 05/25/36 (b),(e) | 6903957 | 2002831 |
| &nbsp;&nbsp;&nbsp;&nbsp; Magnetite XII Ltd., Series 2015-12A, Class ARR, 3 mo. USD LIBOR + 1.10%, 5.18%, 10/15/31 (b),(c),(e),(f) | 5000000 | 4919780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Magnetite XXVIII Ltd., Series 2020-28A, Class AR, 3 mo. USD LIBOR + 1.13%, 5.37%, 01/20/35 (b),(c),(e),(f) | 10000000 | 9762970 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mastr Asset Backed Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Mastr Asset Backed Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Mastr Asset Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-WMC3, Class A4, 1 mo. USD LIBOR + .32%, 4.71%, 08/25/36 (b),(e) | 477099 | 170350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-WMC4, Class A5, 1 mo. USD LIBOR + .15%, 4.54%, 10/25/36 (b),(e) | 511575 | 166048 |
| &nbsp;&nbsp;&nbsp;&nbsp; Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-H1, Class 2A2, 1 mo. USD LIBOR + 3.50%, 7.89%, 10/25/37 (b),(e) | 706455 | 468586 |
| &nbsp;&nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-RM5, Class A2B, 1 mo. USD LIBOR + ..24%, 4.63%, 10/25/37 (b),(e) | 1524442 | 241156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-RM5, Class A2C, 1 mo. USD LIBOR + ..36%, 4.75%, 10/25/37 (b),(e) | 2220611 | 356135 |
| &nbsp;&nbsp;&nbsp;&nbsp; MF1 LLC, | &nbsp;&nbsp;&nbsp;&nbsp; MF1 LLC, | &nbsp;&nbsp;&nbsp;&nbsp; MF1 LLC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-FL9, Class B, 1 mo. TSFR + 3.15%, 7.47%, 06/19/37 (b),(e),(f) | 1213000 | 1193855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-FL9, Class C, 1 mo. TSFR + 3.70%, 8.02%, 06/19/37 (b),(e),(f) | 1000000 | 981539 |
| &nbsp;&nbsp;&nbsp;&nbsp; MF1 Ltd., Series 2021-FL7, Class C, 1 mo. USD LIBOR + 2.05%, 6.39%,<br>10/16/36 (b),(e),(f) | 310000 | 290131 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 31 Ltd., Series 2019-31A, Class ER, 3 mo. USD LIBOR + 6.50%, 10.74%, 04/20/31 (b),(e),(f) | 1000000 | 877133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class ER, 3 mo. USD LIBOR + 6.25%, 10.49%, 10/20/35 (b),(c),(e),(f) | 1000000 | 860141 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Mountain CLO 2 Ltd., Series CLO-2A, Class E, 3 mo. USD LIBOR + 6.36%, 10.44%, 04/15/34 (b),(c),(e),(f) | 1000000 | 869110 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Residential Mortgage Loan Trust, Series 2022-SFR2, Class E1, 4.00%, 09/04/39 (b),(f) | 161000 | 130456 |
| &nbsp;&nbsp;&nbsp;&nbsp; OCP CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; OCP CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; OCP CLO Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-10A, Class DR2, 3 mo. USD LIBOR + 2.95%, 7.28%,<br>01/26/34 (b),(c),(e),(f) | 1000000 | 909204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-18A, Class ER, 3 mo. USD LIBOR + 6.43%, 10.67%,<br>07/20/32 (b),(c),(e),(f) | 1000000 | 885963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-22A, Class E, 3 mo. USD LIBOR + 6.60%, 10.84%,<br>12/02/34 (b),(c),(e),(f) | 2000000 | 1748042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-25A, Class E1, 3 mo. TSFR + 6.15%, 9.63%, 07/20/35 (b),(e),(f) | 1000000 | 927881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Octagon Investment Partners XXI Ltd., Series 2014-1A, Class AAR3, 3 mo. USD LIBOR + 1.00%, 5.65%, 02/14/31 (b),(c),(e),(f) | 5000000 | 4909965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-1A, Class A1A4, 3 mo. USD LIBOR + 1.13%, 5.81%,<br>05/21/34 (b),(c),(e),(f) | 10000000 | 9687890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-4A, Class A, 3 mo. USD LIBOR + 1.17%, 5.25%, 10/15/34 (b),(c),(e),(f) | 8000000 | 7766784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-3A, Class E, 3 mo. TSFR + 7.98%, 11.27%, 07/20/35 (b),(e),(f) | 1000000 | 930037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Parallel Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Parallel Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Parallel Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1A, Class E, 3 mo. USD LIBOR + 6.72%, 10.96%, 07/20/32 (b),(c),(e),(f) | 666500 | 549247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class D, 3 mo. USD LIBOR + 7.20%, 11.44%, 10/20/34 (b),(c),(e),(f) | 1000000 | 847762 |
| &nbsp;&nbsp;&nbsp;&nbsp; Park Avenue Institutional Advisers CLO Ltd., Series 2022-1A, Class D, 3 mo. TSFR + 7.29%, 11.25%, 04/20/35 (b),(c),(e),(f) | 1000000 | 852948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pikes Peak CLO 6, Series 2020-6A, Class ER2, 3 mo. USD LIBOR + 6.43%, 11.10%,<br>05/18/34 (b),(c),(e),(f) | 500000 | 428406 |
| &nbsp;&nbsp;&nbsp;&nbsp; Point Securitization Trust 2021-1, Series 2021-1, Class A2, 5.56%,<br>02/25/52 (b),(c),(e),(f),(g) | 1000000 | 931110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Post CLO 2021-1 Ltd., Series 2021-1A, Class E, 3 mo. USD LIBOR + 6.45%, 10.53%, 10/15/34 (b),(c),(e),(f) | 1000000 | 887597 |
| &nbsp;&nbsp;&nbsp;&nbsp; PPM CLO 2 Ltd., Series 2019-2A, Class E, 3 mo. USD LIBOR + 6.55%, 10.63%,<br>04/16/32 (b),(c),(e),(f) | 1750000 | 1511170 |
| &nbsp;&nbsp;&nbsp;&nbsp; PPM CLO 3 Ltd., Series 2019-3A, Class ER, 3 mo. USD LIBOR + 6.61%, 10.69%,<br>04/17/34 (b),(c),(e),(f) | 500000 | 418156 |
| &nbsp;&nbsp;&nbsp;&nbsp; PRET 2021-NPL3 LLC, Series 2021-NPL3, Class A2, 3.72%, 07/25/51 (b),(c),(f),(h) | 101000 | 84307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Progress Residential Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Progress Residential Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Progress Residential Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SFR11, Class F, 4.42%, 01/17/39 (b),(f) | 100000 | 78911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SFR8, Class E1, 2.38%, 10/17/38 (b),(f) | 100000 | 82117 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** | **Principal**<br>**Amount** |  | **Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SFR9, Class F, 4.05%, 11/17/40 (b),(f) | $| 100000 |  | $| 79249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-SFR1, Class G, 5.52%, 02/17/41 (b),(f) |  | 100000 |  |  | 77914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-SFR2, Class E1, 4.55%, 04/17/27 (b) |  | 100000 |  |  | 85349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-SFR3, Class E1, 5.20%, 04/17/39 (b),(c),(f) |  | 1000000 |  |  | 879587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-SFR3, Class E2, 5.60%, 04/17/39 (b),(c),(f) |  | 1000000 |  |  | 875608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-SFR4, Class E1, 6.12%, 05/17/41 (b),(f) |  | 100000 |  |  | 86015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rad CLO 2 Ltd., Series 2018-2A, Class ER, 3 mo. USD LIBOR + 6.00%, 10.08%,<br>10/15/31 (b),(c),(e),(f) |  | 416667 |  |  | 367392 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rad CLO 3 Ltd., Series 2019-3A, Class ER, 3 mo. USD LIBOR + 6.50%, 10.58%,<br>04/15/32 (b),(c),(e),(f) |  | 1000000 |  |  | 862835 |
| &nbsp;&nbsp;&nbsp;&nbsp; RAMP Trust, Series 2005-RS4, Class M7, 1 mo. USD LIBOR + 1.28%, 6.31%,<br>04/25/35 (b),(e) |  | 2253000 |  |  | 1605747 |
| &nbsp;&nbsp;&nbsp;&nbsp; RASC Trust, | &nbsp;&nbsp;&nbsp;&nbsp; RASC Trust, | &nbsp;&nbsp;&nbsp;&nbsp; RASC Trust, | &nbsp;&nbsp;&nbsp;&nbsp; RASC Trust, | &nbsp;&nbsp;&nbsp;&nbsp; RASC Trust, | &nbsp;&nbsp;&nbsp;&nbsp; RASC Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-KS1, Class M4, 1 mo. USD LIBOR + .53%, 5.18%, 02/25/36 (b),(e) |  | 321574 |  |  | 229214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-KS8, Class M1, 1 mo. USD LIBOR + .29%, 4.68%, 10/25/36 (b),(e) |  | 283303 |  |  | 236558 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ready Capital Mortgage Financing LLC, Series 2022-FL9, Class B, 1 mo. TSFR + 3.61%, 7.93%, 06/25/37 (b),(e),(f) |  | 290000 |  |  | 280510 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2020-1A, Class E, 3 mo. USD LIBOR + 6.90%, 11.14%, 01/20/32 (b),(c),(e),(f) |  | 1500000 |  |  | 1331710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Romark CLO II Ltd., Series 2018-2A, Class D, 3 mo. USD LIBOR + 6.25%, 10.61%, 07/25/31 (b),(c),(e),(f) |  | 2250000 |  |  | 1806496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Romark CLO IV Ltd., Series 2021-4A, Class D, 3 mo. USD LIBOR + 6.95%, 10.86%, 07/10/34 (b),(c),(e),(f) |  | 500000 |  |  | 421920 |
| &nbsp;&nbsp;&nbsp;&nbsp; RR 2 Ltd., Series 2017-2A, Class DR, 3 mo. USD LIBOR + 5.80%, 9.88%,<br>04/15/36 (b),(c),(e),(f) |  | 1000000 |  |  | 849590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shackleton XIV CLO Ltd., Series 2019-14A, Class ER, 3 mo. USD LIBOR + 7.32%, 11.56%, 07/20/34 (b),(c),(e),(f) |  | 500000 |  |  | 427813 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sound Point CLO XXIII, Series 2019-2A, Class ER, 3 mo. USD LIBOR + 6.47%, 10.55%, 07/15/34 (b),(c),(e),(f) |  | 2400000 |  |  | 1913784 |
| &nbsp;&nbsp;&nbsp;&nbsp; STAR Trust, | &nbsp;&nbsp;&nbsp;&nbsp; STAR Trust, | &nbsp;&nbsp;&nbsp;&nbsp; STAR Trust, | &nbsp;&nbsp;&nbsp;&nbsp; STAR Trust, | &nbsp;&nbsp;&nbsp;&nbsp; STAR Trust, | &nbsp;&nbsp;&nbsp;&nbsp; STAR Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-SFR3, Class E1, 1 mo. TSFR + 3.20%, 7.52%, 05/17/24 (b),(c),(e),(f) |  | 1000000 |  |  | 954816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-SFR3, Class E2, 1 mo. TSFR + 3.70%, 8.02%, 05/17/24 (b),(c),(e),(f) |  | 1000000 |  |  | 947905 |
| &nbsp;&nbsp;&nbsp;&nbsp; TCI-Flatiron CLO Ltd., Series 2017-1A, Class E, 3 mo. USD LIBOR + 6.35%, 11.00%, 11/18/30 (b),(c),(e),(f) |  | 750000 |  |  | 675497 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO IV Ltd., Series 2021-4A, Class E, 3 mo. USD LIBOR + 6.25%, 10.53%, 07/21/34 (b),(c),(e),(f) |  | 1000000 |  |  | 873030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO V Ltd., Series 2021-5A, Class E, 3 mo. USD LIBOR + 6.35%, 10.59%, 10/20/34 (b),(c),(e),(f) |  | 1500000 |  |  | 1305822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinitas CLO VI Ltd., Series 2017-6A, Class ER, 3 mo. USD LIBOR + 6.82%, 11.17%, 01/25/34 (b),(c),(e),(f) |  | 1000000 |  |  | 837879 |
| &nbsp;&nbsp;&nbsp;&nbsp; TRTX Issuer Ltd., Series 2022-FL5, Class AS, 1 mo. SOFR + 2.15%, 5.96%,<br>02/15/39 (b),(e),(f) |  | 1000000 |  |  | 947859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vericrest Opportunity Loan Transferee, Series 2021-NP11, Class A2, 4.21%,<br>08/25/51 (b),(f),(h) |  | 100000 |  |  | 84345 |
| &nbsp;&nbsp;&nbsp;&nbsp; Vibrant CLO XIII Ltd., Series 2021-13A, Class D, 3 mo. USD LIBOR + 7.06%, 11.14%, 07/15/34 (b),(c),(e),(f) |  | 1500000 |  |  | 1286807 |
| &nbsp;&nbsp;&nbsp;&nbsp; VOLT CIII LLC, Series 2021-CF1, Class A2, 3.97%, 08/25/51 (b),(c),(f),(h) |  | 124000 |  |  | 103335 |
| &nbsp;&nbsp;&nbsp;&nbsp; Voya CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Voya CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Voya CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Voya CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Voya CLO Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Voya CLO Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-3A, Class A1A, 3 mo. USD LIBOR + 1.15%, 5.23%,<br>10/15/31 (b),(c),(e),(f) |  | 5602000 |  |  | 5525253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-3A, Class E, 3 mo. USD LIBOR + 5.75%, 9.83%, 10/15/31 (b),(c),(e),(f) |  | 1500000 |  |  | 1208870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-3A, Class DR, 3 mo. USD LIBOR + 3.25%, 7.49%,<br>10/20/34 (b),(c),(e),(f) |  | 1100000 |  |  | 1011550 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Home Equity Trust, Series 2006-1, Class M6, 5.06%, 05/25/36 (b),(e) |  | 2974216 |  |  | 2516083 |
|  **Total North America** | **Total North America** | **Total North America** |  |  | **186128828** |
|  **TOTAL ASSET-BACKED SECURITIES <br>(COST $197,993,025)** | **TOTAL ASSET-BACKED SECURITIES <br>(COST $197,993,025)** | **TOTAL ASSET-BACKED SECURITIES <br>(COST $197,993,025)** |  |  | **186128828** |
|  **CONVERTIBLE BONDS — 0.1%** | **CONVERTIBLE BONDS — 0.1%** | **CONVERTIBLE BONDS — 0.1%** | **CONVERTIBLE BONDS — 0.1%** | **CONVERTIBLE BONDS — 0.1%** | **CONVERTIBLE BONDS — 0.1%** |
|  **North America — 0.1%** | **North America — 0.1%** | **North America — 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; RWT Holdings, Inc., 5.75%, 10/01/25 (b),(c) |  | 3418000 |  |  | 2866848 |
|  **Total North America** | **Total North America** | **Total North America** |  |  | **2866848** |
|  **TOTAL CONVERTIBLE BONDS <br>(COST $3,418,000)** | **TOTAL CONVERTIBLE BONDS <br>(COST $3,418,000)** | **TOTAL CONVERTIBLE BONDS <br>(COST $3,418,000)** |  |  | **2866848** |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |
|  **BANK DEBT — 3.2%** | **BANK DEBT — 3.2%** | **BANK DEBT — 3.2%** | **BANK DEBT — 3.2%** |
|  **Europe — 0.2%** | **Europe — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Mallinckrodt International Finance S.A., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 USD Exit Term Loan, 10.24%, 09/30/27 (b),(e) | $1767006 |  | $1328453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 USD Term Loan, 9.99%, 09/30/27 (b),(e) | 12963314 |  | 9744134 |
|  |  |  | 11072587 |
|  **Total Europe** | **Total Europe** |  | **11072587** |
|  **North America — 2.5%** | **North America — 2.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Apparel & Textile Products — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Apparel & Textile Products — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Mad Engine Global, LLC Term Loan, 11.730%, 07/15/27 (b),(e) | 1543421 |  | 1259169 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.4%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.4%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; HB Acquisitions LLC 2022 AUD Term Loan, 10.307%, 02/15/25 (b),(d),(e) | 21079817 |  | 14065152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Journey Beyond AUD Term Loan, 8.863%, 02/15/25 (b),(d) | 4778354 |  | 3253343 |
|  |  |  | 17318495 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan, 8.134%, 10/01/25 (b),(e) | 2338839 |  | 1938313 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Entertainment Resources — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Entertainment Resources — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alterra Mountain Company, 2021 Series B-2 Consenting Term Loan, 1 mo. LIBOR + 3.50%, 7.88%, 08/17/28 (b),(e) | 108625 |  | 107064 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equinox Holdings, Inc., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2017 1st Lien Term Loan, 7.73%, 03/08/24 (b),(e) | 11387542 |  | 8526422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2017 2nd Lien Term Loan, 11.73%, 09/06/24 (b),(e) | 3281628 |  | 2133059 |
|  |  |  | 10766545 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Exploration & Production — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Exploration & Production — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Par Pacific Holdings, Inc. Term Loan B, 10.580%, 01/12/26 (b),(e) | 1615301 |  | 1585692 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Covetrus, Inc., Term Loan, 3 mo. TSFR, 5.00%, 10/13/29 (b),(e) | 1186543 |  | 1108824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Team Health Holdings, Inc., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1st Lien Term Loan, 7.13%, 02/06/24 (b),(e) | 2474455 |  | 2108781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 Term Loan B, 9.57%, 03/02/27 (b),(e) | 1375726 |  | 1028355 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Renal Care, Inc. 2019 Term Loan B, 9.438%, 06/26/26 (b),(e) | 2488057 |  | 1378458 |
|  |  |  | 5624418 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MED ParentCo LP, 1st Lien Term Loan, 1 mo. USD LIBOR, 4.25%, 08/31/26 (b),(e) | 498994 |  | 423911 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Home Improvement — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Home Improvement — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Stitch Aquisition Corporation Term Loan B, 11.480%, 07/28/28 (b),(e) | 1550396 |  | 1312674 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Other — 0.3%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Other — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brand Energy & Infrastructure Services, Inc. 2017 Term Loan, 8.608%, 06/21/24 (b),(e) | 4283490 |  | 3823015 |
| &nbsp;&nbsp;&nbsp;&nbsp; QualTek USA, LLC 2018 1st Lien Term Loan, 10.665%, 07/18/25 (b),(e) | 12550636 |  | 8126537 |
|  |  |  | 11949552 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; American Auto Auction Group, LLC 2021 Term Loan B, 9.730%, 12/30/27 (b),(e) | 9381712 |  | 7214536 |
| &nbsp;&nbsp;&nbsp;&nbsp; TKC Holdings, Inc., 2022 PIK Toggle Holdco Term Loan, 1 mo. SOFR CME + 12.00%, 12.00%, 02/15/27 (b),(d),(e) | 3597323 |  | 2050474 |
|  |  |  | 9265010 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Leisure Products — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Leisure Products — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Leisure Products — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bulldog Purchaser Inc., 2018 Term Loan, 1 mo. LIBOR + 3.75%, 8.17%,<br>09/05/25 (b),(e) | $4306481 |  | $3708182 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Machinery Manufacturing — 0.4%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Machinery Manufacturing — 0.4%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Machinery Manufacturing — 0.4%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcline FM Holdings, LLC 2021 2nd Lien Term Loan, 12.980%, 06/23/29 (b),(d),(e) | 4416711 |  | 3886706 |
| &nbsp;&nbsp;&nbsp;&nbsp; Engineered Machinery Holdings, Inc., | &nbsp;&nbsp;&nbsp;&nbsp; Engineered Machinery Holdings, Inc., | &nbsp;&nbsp;&nbsp;&nbsp; Engineered Machinery Holdings, Inc., | &nbsp;&nbsp;&nbsp;&nbsp; Engineered Machinery Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 USD 2nd Lien Incremental Term Loan, 11.23%, 05/21/29 (b),(e) | 1122432 |  | 1013926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 USD 2nd Lien Term Loan, 10.73%, 05/21/29 (b),(e) | 11545028 |  | 10505976 |
|  |  |  | 15406608 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Property & Casualty Insurance — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Property & Casualty Insurance — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Property & Casualty Insurance — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asurion LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Asurion LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Asurion LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Asurion LLC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan B8, 1 mo. USD LIBOR, 3.25%, 12/23/26 (b),(e),(i) | 2223291 |  | 1977351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Second Lien Term Loan B4, 1 mo. USD LIBOR, 5.25%, 01/20/29 (b),(e) | 1560274 |  | 1205873 |
|  |  |  | 3183224 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Publishing & Broadcasting — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Publishing & Broadcasting — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Publishing & Broadcasting — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; A-L Parent LLC 2016 1st Lien Term Loan, 7.640%, 12/01/23 (b),(e) | 11769656 |  | 8764157 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Refining & Marketing — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Refining & Marketing — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Refining & Marketing — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gulf Finance LLC, 2021 Term Loan, 1 mo. USD LIBOR, 11.14%, 08/25/26 (b) | 1916570 |  | 1796784 |
| &nbsp;&nbsp;&nbsp;&nbsp; Gulf Finance, LLC, 2021 Term Loan, 1 mo. LIBOR + 6.75%, 11.14%,<br>08/25/26 (b),(e) | 1926847 |  | 1806419 |
|  |  |  | 3603203 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Consumer Discretionary — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Consumer Discretionary — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Consumer Discretionary — 0.0%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Michaels Companies, Inc. 2021 Term Loan B, 8.980%, 04/15/28 (b),(e) | 748953 |  | 644519 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Constant Contact Inc Second Lien Term Loan, 11.409%, 02/12/29 (b),(e) | 2830542 |  | 2132333 |
| &nbsp;&nbsp;&nbsp;&nbsp; CoreLogic, Inc., Term Loan, 1 mo. USD LIBOR, 3.50%, 06/02/28 (b),(e) | 296636 |  | 246578 |
| &nbsp;&nbsp;&nbsp;&nbsp; DMT Solutions Global Corporation 2020 Incremental Term Loan, 10.726%,<br>07/02/24 (b),(d),(e) | 1698948 |  | 1597010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Magenta Buyer LLC, 2022 Incremental Term Loan, 12.00%, 07/27/28 (b),(d) | 474617 |  | 441394 |
|  |  |  | 4417315 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Travel & Lodging — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Travel & Lodging — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Travel & Lodging — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower LLC, 2021 Term Loan B, 1 mo. LIBOR + 3.00%, 7.38%, 08/02/28 (b),(e) | 1392922 |  | 1382475 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hornblower Sub, LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Hornblower Sub, LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Hornblower Sub, LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Hornblower Sub, LLC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2020 Repriced Term Loan B, 8.67%, 04/27/25 (b),(e) | 10484915 |  | 7227147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan, 12.76%, 11/10/25 (b),(e) | 108047 |  | 108047 |
|  |  |  | 8717669 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.0%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazos Electric Power Cooperative Inc, Revolver, 3 mo. USD LIBOR, 3.91%, 09/28/23 (b),(d),(e),(i) | 675477 |  | 405286 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Waste & Environmental Services & Equipment — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Waste & Environmental Services & Equipment — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Waste & Environmental Services & Equipment — 0.0%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gopher Resource LLC, 1st Lien Term Loan, 3 mo. USD LIBOR, 3.25%,<br>03/06/25 (b),(e) | 1614411 |  | 1073583 |
|  **Total North America** | **Total North America** | **Total North America** | **111367525** |
|  **South America — 0.5%** | **South America — 0.5%** | **South America — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Infinity Bidco US LLC Fixed Term Loan, 9.500%, 12/23/22 (b),(d) | 5801118 |  | 5801118 |
| &nbsp;&nbsp;&nbsp;&nbsp; McLaren Racing Limited, GBP Term Loan, 0.00%, 12/31/35 (b),(d) | 2150815 | GBP | 2937893 |
|  |  |  | 8739011 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gordian Medical, Inc. Term Loan B, 10.980%, 01/31/27 (b),(d) | 5779556 |  | 4045690 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Millennium HoldCo, Inc. 2020 Term Loan, 8.871%, 05/01/25 (b),(d) | 2263819 |  | 2178925 |
|  |  |  | 6224615 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Other — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Other — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Other — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Infinity Bidco US LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Infinity Bidco US LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Infinity Bidco US LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Infinity Bidco US LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Infinity Bidco US LLC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Incremental Fixed Term Loan, 3 mo. LIBOR + 9.50%, 9.50%, 04/01/28 (b),(d) | $1180146 |  | $| 1180146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 Incremental Fixed Term Loan, 3 mo. LIBOR + 9.50%, 9.50%, 04/01/28 (b),(d) | 1305759 |  |  | 1305759 |
|  |  |  |  | 2485905 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Samarco Mineracao S.A., | &nbsp;&nbsp;&nbsp;&nbsp; Samarco Mineracao S.A., | &nbsp;&nbsp;&nbsp;&nbsp; Samarco Mineracao S.A., | &nbsp;&nbsp;&nbsp;&nbsp; Samarco Mineracao S.A., | &nbsp;&nbsp;&nbsp;&nbsp; Samarco Mineracao S.A., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fixed Rate Term Loan 2, 2.17%, 08/31/22 (b) | 730380 |  |  | 262937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan, 2.17%, 12/31/22 (b) | 719110 |  |  | 258879 |
|  |  |  |  | 521816 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Mining — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Mining — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Mining — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Samarco Mineracao S.A., Fixed Rate Term Loan, 1.67%, 08/30/24 (b) | 11623127 |  |  | 4184326 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Publishing & Broadcasting — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Publishing & Broadcasting — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Publishing & Broadcasting — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; LBI Media, Inc., Exit Term Loan, 3 mo. LIBOR + 7.50%, 11.73%,<br>10/15/24 (b),(d),(e) | 329101 |  |  | 97085 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Travel & Lodging — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Travel & Lodging — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Travel & Lodging — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Hornblower Sub, LLC 2021 Incremental Term Loan, 12.769%, 11/10/25 (b) | 450371 |  |  | 450371 |
|  **Total South America** | **Total South America** | **Total South America** |  | **22703129** |
|  **TOTAL BANK DEBT <br>(COST $176,019,570)** | **TOTAL BANK DEBT <br>(COST $176,019,570)** | **TOTAL BANK DEBT <br>(COST $176,019,570)** |  | **145143241** |
|  **CORPORATE BONDS & NOTES — 6.8%** | **CORPORATE BONDS & NOTES — 6.8%** | **CORPORATE BONDS & NOTES — 6.8%** | **CORPORATE BONDS & NOTES — 6.8%** | **CORPORATE BONDS & NOTES — 6.8%** |
|  **Africa — 0.3%** | **Africa — 0.3%** | **Africa — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Sasol Financing USA LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Sasol Financing USA LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Sasol Financing USA LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Sasol Financing USA LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Sasol Financing USA LLC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 09/18/26 (b) | 2171000 |  |  | 1919310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/27/24 (b) | 6960000 |  |  | 6804024 |
|  |  |  |  | 8723334 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Eskom Holdings SOC Ltd., 7.13%, 02/11/25 (b),(j) | 5422000 |  |  | 4922742 |
|  **Total Africa** | **Total Africa** | **Total Africa** |  | **13646076** |
|  **Asia — 1.3%** | **Asia — 1.3%** | **Asia — 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GC Treasury Center Co. Ltd., MTN, 4.40%, 03/30/32 (b),(j) | 4145000 |  |  | 3648512 |
| &nbsp;&nbsp;&nbsp;&nbsp; GC Treasury Center Co., Ltd., MTN, 5.20%, 03/30/52 (b),(j) | 2207000 |  |  | 1753110 |
|  |  |  |  | 5401622 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance 2017 Co., Ltd., MTN, 4.25%, 11/07/27 (b) | 2446000 |  |  | 2084121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance 2019 Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance 2019 Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance 2019 Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance 2019 Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance 2019 Co., Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/30/25 (b),(e) | 207000 |  |  | 159226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 3.38%, 02/24/30 (b) | 300000 |  |  | 227842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 3.63%, 09/30/30 (b) | 825000 |  |  | 629009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 3.88%, 11/13/29 (b) | 200000 |  |  | 157495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 4.50%, 05/29/29 (b) | 1551000 |  |  | 1282924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance II Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance II Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance II Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance II Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Huarong Finance II Co., Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 4.63%, 06/03/26 (b),(j) | 1291000 |  |  | 1136080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 4.88%, 11/22/26 (b),(j) | 1762000 |  |  | 1571073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 5.00%, 11/19/25 (b),(j) | 1575000 |  |  | 1449942 |
|  |  |  |  | 8697712 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Internet Media — 0.3%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Internet Media — 0.3%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Internet Media — 0.3%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Prosus NV, | &nbsp;&nbsp;&nbsp;&nbsp; Prosus NV, | &nbsp;&nbsp;&nbsp;&nbsp; Prosus NV, | &nbsp;&nbsp;&nbsp;&nbsp; Prosus NV, | &nbsp;&nbsp;&nbsp;&nbsp; Prosus NV, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.09%, 01/19/30 (b) | 1913000 | EUR |  | 1588892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.83%, 02/08/51 (j) | 14098000 |  |  | 8517559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 01/19/32 (b),(j) | 1151000 |  |  | 952876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 3.06%, 07/13/31 (b),(j) | 1500000 |  |  | 1156621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 4.03%, 08/03/50 (b),(j) | 2834000 |  |  | 1767925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tencent Holdings Ltd., MTN, 3.84%, 04/22/51 (b),(j) | 2981000 |  |  | 2112008 |
|  |  |  |  | 16095881 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Metals & Mining — 0.4%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Metals & Mining — 0.4%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Metals & Mining — 0.4%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeport Indonesia PT, | &nbsp;&nbsp;&nbsp;&nbsp; Freeport Indonesia PT, | &nbsp;&nbsp;&nbsp;&nbsp; Freeport Indonesia PT, | &nbsp;&nbsp;&nbsp;&nbsp; Freeport Indonesia PT, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 04/14/52 (b),(j) | $3334000 |  | $2910623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 5.32%, 04/14/32 (b),(j) | 11313000 |  | 10376671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia Asahan Aluminium Persero PT, 6.76%, 11/15/48 (j) | 3012000 |  | 2824770 |
|  |  |  | 16112064 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — 0.0%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; China Evergrande Group, | &nbsp;&nbsp;&nbsp;&nbsp; China Evergrande Group, | &nbsp;&nbsp;&nbsp;&nbsp; China Evergrande Group, | &nbsp;&nbsp;&nbsp;&nbsp; China Evergrande Group, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/28/25 (b),(j) | 853000 |  | 60339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 04/11/22 (b),(j),(k) | 1800000 |  | 123750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 04/11/23 (b),(j) | 400000 |  | 26720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Scenery Journey Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Scenery Journey Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Scenery Journey Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Scenery Journey Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 10/24/22 (b),(j) | 3901000 |  | 243812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12.00%, 10/24/23 (b),(j) | 400000 |  | 23500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13.00%, 11/06/22 (b),(j) | 800000 |  | 47150 |
|  |  |  | 525271 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Refining & Marketing — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Refining & Marketing — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Refining & Marketing — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Thaioil Treasury Center Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Thaioil Treasury Center Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Thaioil Treasury Center Co., Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Thaioil Treasury Center Co., Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 3.50%, 10/17/49 (b),(j) | 1650000 |  | 983992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 3.75%, 06/18/50 (b),(j) | 1180000 |  | 732578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 5.38%, 11/20/48 (b),(j) | 1970000 |  | 1565092 |
|  |  |  | 3281662 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Consumer Discretionary — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Consumer Discretionary — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Consumer Discretionary — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd., 3.15%, 02/09/51 (b) | 4595000 |  | 2852394 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; PT Perusahaan Perseroan Persero Perusahaan Listrik Negara, | &nbsp;&nbsp;&nbsp;&nbsp; PT Perusahaan Perseroan Persero Perusahaan Listrik Negara, | &nbsp;&nbsp;&nbsp;&nbsp; PT Perusahaan Perseroan Persero Perusahaan Listrik Negara, | &nbsp;&nbsp;&nbsp;&nbsp; PT Perusahaan Perseroan Persero Perusahaan Listrik Negara, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/25/49 (b),(j) | 512000 |  | 484193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 4.00%, 06/30/50 (j) | 1113000 |  | 796598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 4.38%, 02/05/50 (j) | 1000000 |  | 747364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 5.25%, 05/15/47 (b),(j) | 3345000 |  | 2822344 |
|  |  |  | 4850499 |
|  **Total Asia** | **Total Asia** | **Total Asia** | **57817105** |
|  **Europe — 0.8%** | **Europe — 0.8%** | **Europe — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles Manufacturing — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles Manufacturing — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles Manufacturing — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aston Martin Capital Holdings Ltd., 10.50%, 11/30/25 (b),(c),(f) | 5813000 |  | 5398517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mclaren Finance plc, 7.50%, 08/01/26 (b),(c),(f) | 2523000 |  | 1854405 |
|  |  |  | 7252922 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Entertainment Resources — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Entertainment Resources — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Entertainment Resources — 0.0%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CPUK Finance Ltd., 6.50%, 08/28/26 (b),(j) | 1147000 | GBP | 1269631 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food & Beverage — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food & Beverage — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Food & Beverage — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forno d'Asolo SpA, 3 mo. EURIBOR + 5.50%, 7.70%, 04/30/27 (b),(e),(f) | 3404000 | EUR | 3206553 |
| &nbsp;&nbsp;&nbsp;&nbsp; MHP Lux SA, | &nbsp;&nbsp;&nbsp;&nbsp; MHP Lux SA, | &nbsp;&nbsp;&nbsp;&nbsp; MHP Lux SA, | &nbsp;&nbsp;&nbsp;&nbsp; MHP Lux SA, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 09/19/29 (b),(f) | 689000 |  | 318690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 04/03/26 (b),(j) | 2257000 |  | 1076092 |
| &nbsp;&nbsp;&nbsp;&nbsp; MHP SE ,7.750%, 05/10/24 (b),(f),(j) | 2813000 |  | 1392154 |
|  |  |  | 5993489 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Restaurants — 0.3%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Restaurants — 0.3%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Restaurants — 0.3%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Stonegate Pub Co. Financing 2019 plc ,8.250%, 07/31/25 (b),(f),(j) | 11588000 |  | 12636401 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Supermarkets — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Supermarkets — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Supermarkets — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Iceland Bondco plc, 4.63%, 03/15/25 (b) | $2989000 | GBP | $2995634 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation & Logistics — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation & Logistics — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation & Logistics — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Heathrow Finance PLC, | &nbsp;&nbsp;&nbsp;&nbsp; Heathrow Finance PLC, | &nbsp;&nbsp;&nbsp;&nbsp; Heathrow Finance PLC, | &nbsp;&nbsp;&nbsp;&nbsp; Heathrow Finance PLC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/01/27 (b),(h),(j) | 2393000 | GBP | 2431581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 09/01/29 (b),(h),(j) | 1483000 | GBP | 1335691 |
|  |  |  | 3767272 |
|  **Total Europe** | **Total Europe** | **Total Europe** | **33915349** |
|  **Middle East — 0.1%** | **Middle East — 0.1%** | **Middle East — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — 0.0%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Hapoalim BM, 5 year CMT + 2.16%, 3.26%, 01/21/32 (b),(e),(j) | 3296000 |  | 2836142 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MDGH GMTN RSC Ltd., 5.50%, 04/28/33 (b) | 2982000 |  | 3147799 |
|  **Total Middle East** | **Total Middle East** | **Total Middle East** | **5983941** |
|  **North America — 3.7%** | **North America — 3.7%** | **North America — 3.7%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles Manufacturing — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles Manufacturing — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Automobiles Manufacturing — 0.0%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Rivian Holdings LLC, 6 mo. USD LIBOR + 5.63%, 10.16%, 10/15/26 (b),(e),(f) | 783000 |  | 755595 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GPD Cos., Inc., 10.13%, 04/01/26 (b),(f) | 236000 |  | 201190 |
| &nbsp;&nbsp;&nbsp;&nbsp; WR Grace Holdings LLC, 5.63%, 08/15/29 (b),(c),(f) | 3623000 |  | 2924739 |
|  |  |  | 3125929 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Finance — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Finance — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Finance — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortress Transportation and Infrastructure Investors LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Fortress Transportation and Infrastructure Investors LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Fortress Transportation and Infrastructure Investors LLC, | &nbsp;&nbsp;&nbsp;&nbsp; Fortress Transportation and Infrastructure Investors LLC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/01/28 (b),(f) | 428000 |  | 365131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 08/01/27 (b),(c),(f) | 6148000 |  | 6163370 |
|  |  |  | 6528501 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Finance — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Finance — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Finance — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Curo Group Holdings Corp., 7.50%, 08/01/28 (b),(c),(f) | 14015000 |  | 6537437 |
| &nbsp;&nbsp;&nbsp;&nbsp; PHH Mortgage Corp., 7.88%, 03/15/26 (b),(c),(f) | 2002000 |  | 1778445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rithm Capital Corp., 6.25%, 10/15/25 (b),(f) | 590000 |  | 529407 |
|  |  |  | 8845289 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Products — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Products — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Products — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kronos Acquisition Holdings, Inc., 7.00%, 12/31/27 (b),(c),(f) | 11259000 |  | 9260527 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Services — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; TKC Holdings, Inc., | &nbsp;&nbsp;&nbsp;&nbsp; TKC Holdings, Inc., | &nbsp;&nbsp;&nbsp;&nbsp; TKC Holdings, Inc., | &nbsp;&nbsp;&nbsp;&nbsp; TKC Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 05/15/28 (b),(c),(f) | 6816000 |  | 5325714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 05/15/29 (b),(c),(f) | 9071000 |  | 5083352 |
|  |  |  | 10409066 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Containers & Packaging — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Containers & Packaging — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Containers & Packaging — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; LABL, Inc., | &nbsp;&nbsp;&nbsp;&nbsp; LABL, Inc., | &nbsp;&nbsp;&nbsp;&nbsp; LABL, Inc., | &nbsp;&nbsp;&nbsp;&nbsp; LABL, Inc., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 11/01/29 (b),(c),(f) | 1978000 |  | 1575422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 07/15/27 (b),(f) | 268000 |  | 249374 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mauser Packaging Solutions Holding Co., 7.25%, 04/15/25 (b),(c),(f) | 6760000 |  | 6251085 |
|  |  |  | 8075881 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Exploration & Production — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Exploration & Production — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Exploration & Production — 0.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Par Petroleum LLC/Par Petroleum Finance Corp., 7.75%, 12/15/25 (b),(c),(f) | 7220000 |  | 6931200 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — 0.0%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MF Global Holdings Ltd., 6.75%, 08/08/16 (b),(d),(k) | 436000 |  | 125350 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Akumin Escrow, Inc., 7.50%, 08/01/28 (b),(c),(f) | $5577000 |  | $3397404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Akumin, Inc., 7.00%, 11/01/25 (b),(c),(f) | 3344000 |  | 2394831 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Renal Care, Inc., 10.63%, 07/15/27 (b),(c),(f) | 3352000 |  | 729060 |
|  |  |  | 6521295 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — 0.2%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Team Health Holdings, Inc., 6.38%, 02/01/25 (b),(c),(f) | 14168000 |  | 8164168 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Home Improvement — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Home Improvement — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Werner FinCo LP, 8.75%, 07/15/25 (b),(c),(f) | 4383000 |  | 2936610 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Other — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Other — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brand Industrial Services, Inc., 8.50%, 07/15/25 (b),(c),(f) | 5719000 |  | 4569390 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Integrated Oils — 0.5%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Integrated Oils — 0.5%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Petroleos Mexicanos, 3.50%, 01/30/23 (b) | 1029000 |  | 1023855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 01/23/46 (b) | 245000 |  | 142627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 02/12/48 (b) | 1543000 |  | 943159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 01/23/45 (b) | 1024000 |  | 634040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 01/23/29 (b) | 907000 |  | 776309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/15/35 (b) | 2956000 |  | 2144304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/16/32 (b) | 2113000 |  | 1659227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/21/47 (b) | 2216000 |  | 1413805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 01/28/60 (b) | 993000 |  | 627599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.69%, 01/23/50 | 13777000 |  | 9532288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/02/29 (b) | 3853636 |  | 3613519 |
|  |  |  | 22510732 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Machinery Manufacturing — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Machinery Manufacturing — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Husky III Holding Ltd., PIK, 13.00%, 02/15/25 (b),(c),(f) | 5930000 |  | 5248050 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Medical Equipment & Devices Manufacturing — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Medical Equipment & Devices Manufacturing — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Medline Borrower LP, 5.25%, 10/01/29 (b),(f) | 2480000 |  | 1969790 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pharmaceuticals — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1375209 BC Ltd., 9.00%, 01/30/28 (b),(f) | 522000 |  | 508298 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pipeline — 0.4%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Pipeline — 0.4%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Martin Midstream Partners LP / Martin Midstream Finance Corp., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 02/29/24 (b),(c),(f) | 3151352 |  | 3143474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 02/28/25 (b),(c),(f) | 16438963 |  | 16356768 |
|  |  |  | 19500242 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Property & Casualty Insurance — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Property & Casualty Insurance — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Highlands Holdings Bond Issuer Ltd. / Highlands Holdings Bond Co-Issuer, Inc., PIK, 7.63%, 10/15/25 (b),(c),(f) | 5023873 |  | 4672645 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jones Deslauriers Insurance Management, Inc., 10.50%, 12/15/30 (b),(f) | 121000 |  | 119167 |
|  |  |  | 4791812 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson, Inc., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/29 - 02/01/30 (b) | 1474000 |  | 1133570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/31 (b) | 632000 |  | 475733 |
| &nbsp;&nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/29 (b),(c),(f) | 970000 |  | 821105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/01/28 (b),(c),(f) | 1146000 |  | 1038810 |
| &nbsp;&nbsp;&nbsp;&nbsp; XHR LP, 4.88%, 06/01/29 (b),(f) | 100000 |  | 81913 |
|  |  |  | 3551131 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Refining & Marketing — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Refining & Marketing — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Petroleos del Peru SA, 5.63%, 06/19/47 (j) | 1500000 |  | 980175 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Restaurants — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Restaurants — 0.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GPS Hospitality Holding Co. LLC / GPS Finco, Inc., 7.00%, 08/15/28 (b),(c),(f) | 6709000 |  | 4226670 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Consumer Discretionary — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Consumer Discretionary — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Michaels Cos., Inc. (The), |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/01/28 (b),(f) | $100000 |  | $| 80453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 05/01/29 (b),(c),(f) | 4262000 |  |  | 2847733 |
| &nbsp;&nbsp;&nbsp;&nbsp; PetSmart, Inc., 7.75%, 02/15/29 (b),(f) | 1062000 |  |  | 997423 |
|  |  |  |  | 3925609 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Services — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AthenaHealth Group, Inc., 6.50%, 02/15/30 (b),(c),(f) | 3708000 |  |  | 2732544 |
| &nbsp;&nbsp;&nbsp;&nbsp; CoreLogic, Inc., 4.50%, 05/01/28 (b),(f) | 295000 |  |  | 226324 |
|  |  |  |  | 2958868 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Travel & Lodging — 0.3%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Travel & Lodging — 0.3%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc, 4.88%, 07/01/31 (b),(f) | 31000 |  |  | 25301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marriott Ownership Resorts, Inc., 4.50%, 06/15/29 (b),(f) | 190000 |  |  | 157629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Travel + Leisure Co., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 12/01/29 (b),(f) | 100000 |  |  | 81483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/01/30 (b),(c),(f) | 187000 |  |  | 155073 |
| &nbsp;&nbsp;&nbsp;&nbsp; Viking Cruises Ltd., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/15/27 (b),(c),(f) | 8462000 |  |  | 6897922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/25 (b),(c),(f) | 6284000 |  |  | 5702730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/29 (b),(c),(f) | 1740000 |  |  | 1439850 |
|  |  |  |  | 14459988 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ferrellgas LP, 5.88%, 04/01/29 (b),(c),(f) | 4268000 |  |  | 3510089 |
|  **Total North America** | **Total North America** |  |  | **164390255** |
|  **South America — 0.6%** | **South America — 0.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Airlines — 0.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Airlines — 0.2%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Azul Investments LLP, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/26/24 (b),(c),(f),(j) | 8936000 |  |  | 7189760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/15/26 (b),(c),(f),(j) | 3322000 |  |  | 2032030 |
| &nbsp;&nbsp;&nbsp;&nbsp; Latam Airlines Group SA, 13.38%, 10/15/29 (b),(f) | 1910000 |  |  | 1944839 |
|  |  |  |  | 11166629 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Integrated Oils — 0.4%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Integrated Oils — 0.4%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Petrobras Global Finance BV, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 01/15/30 | 4640000 |  |  | 4322160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 01/27/25 (b) | 5884000 |  |  | 5847876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 01/17/27 (b) | 5861000 |  |  | 6131192 |
|  |  |  |  | 16301228 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Metals & Mining — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Metals & Mining — 0.0%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Corp. Nacional del Cobre de Chile, 3.70%, 01/30/50 (j) | 1650000 |  |  | 1227884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Samarco Mineracao SA, 4.13%, 11/01/22 (b),(c),(j),(k) | 1600000 |  |  | 680000 |
|  |  |  |  | 1907884 |
|  **Total South America** | **Total South America** |  |  | **29375741** |
|  **TOTAL CORPORATE BONDS & NOTES <br>(COST $351,619,361)** | **TOTAL CORPORATE BONDS & NOTES <br>(COST $351,619,361)** |  |  | **305128467** |
|  **SOVEREIGN DEBT — 4.5%** | **SOVEREIGN DEBT — 4.5%** | **SOVEREIGN DEBT — 4.5%** | **SOVEREIGN DEBT — 4.5%** | **SOVEREIGN DEBT — 4.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Argentine Republic Government International Bond, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.50%, 07/09/35 (b),(h) | 22447431 |  |  | 5693693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 07/09/41 (b),(h) | 6165818 |  |  | 1739310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bahrain Government International Bond, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/19/44 (b),(j) | 1684000 |  |  | 1309987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 05/14/30 (j) | 1799000 |  |  | 1826237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 6.25%, 01/25/51 (b),(j) | 1079000 |  |  | 849766 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile Government International Bond, 2.45%, 01/31/31 (b),(l) | $9475000 |  | $7858821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia Government International Bond, 4.125%, 02/22/42 - 05/15/51 (b) | 8444000 |  | 5088961 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dominican Republic International Bond, 5.88%, 01/30/60 (j) | 6000000 |  | 4393021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Egypt Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Egypt Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Egypt Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/06/25 (b) | 801000 |  | 717039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.90%, 02/21/48 (j) | 4348000 |  | 2739762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 01/31/47 (j) | 12048000 |  | 8008016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 7.05%, 01/15/32 (b) | 861000 |  | 627970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 7.50%, 02/16/61 (j) | 8567000 |  | 5275901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 7.60%, 03/01/29 (b),(j) | 941000 |  | 764421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 8.15%, 11/20/59 (j) | 24375000 |  | 15902640 |
| &nbsp;&nbsp;&nbsp;&nbsp; French Republic Government Bond OAT, 0.10%, 03/01/29 (b),(j) | 3498407 | EUR | 3643501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Guatemala Government Bond, 6.13%, 06/01/50 (j) | 2000000 |  | 1879525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hazine Mustesarligi Varlik Kiralama AS, 9.76%, 11/13/25 (b) | 5170000 |  | 5389725 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Hungary Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Hungary Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Hungary Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/21/51 | 4537000 |  | 2724124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/22/27 | 696000 | EUR | 739016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/29/41 (b) | 7990000 |  | 8721676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Indonesia Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Indonesia Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Indonesia Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 03/12/71 (b) | 3591000 |  | 2345898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 4.13%, 01/15/25 (b) | 1118000 |  | 1105748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Iraq International Bond ,5.800%, 01/15/28 (b),(f),(j) | 15271437 |  | 14049723 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ivory Coast Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Ivory Coast Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Ivory Coast Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Ivory Coast Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/31/32 (b),(h),(j) | 238866 |  | 225322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 06/15/33 (j) | 7863000 |  | 6978413 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jordan Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Jordan Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Jordan Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Jordan Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 10/10/47 (j) | 4000000 |  | 3424832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 01/15/28 (b),(j) | 1680000 |  | 1697170 |
| &nbsp;&nbsp;&nbsp;&nbsp; KSA Sukuk Ltd., 5.27%, 10/25/28 (b),(l) | 8939000 |  | 9280756 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lebanon Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Lebanon Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Lebanon Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Lebanon Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 04/14/20 (b),(j),(k) | 3567000 |  | 204318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 6.38%, 03/09/20 (b),(k) | 23870000 |  | 1387802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 8.25%, 04/12/21 (b),(j),(k) | 3525000 |  | 201912 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morocco Government International Bond, 4.00%, 12/15/50 | 4000000 |  | 2733528 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nigeria Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Nigeria Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Nigeria Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Nigeria Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 01/21/49 (j) | 4000000 |  | 2982800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 8.25%, 09/28/51 (j) | 4357000 |  | 2897405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Oman Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Oman Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Oman Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Oman Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/08/47 (j) | 3000000 |  | 2728056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/25/51 (j) | 3000000 |  | 2895000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Panama Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Panama Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Panama Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Panama Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | 3000000 |  | 2261504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 02/14/35 (b) | 9853000 |  | 9994981 |
| &nbsp;&nbsp;&nbsp;&nbsp; Paraguay Government International Bond, 5.60%, 03/13/48 (j) | 3000000 |  | 2615448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic of Angola, MTN, 9.13%, 11/26/49 | 3000000 |  | 2336400 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic of South Africa Government International Bond, 5.65%, 09/27/47 | 8000000 |  | 5856800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Republic of Sri Lanka, | &nbsp;&nbsp;&nbsp;&nbsp; Republic of Sri Lanka, | &nbsp;&nbsp;&nbsp;&nbsp; Republic of Sri Lanka, | &nbsp;&nbsp;&nbsp;&nbsp; Republic of Sri Lanka, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/18/23 (b),(j),(k) | 2549000 |  | 790080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 06/28/24 (b),(j),(k) | 2343000 |  | 723393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/18/28 (b),(j),(k) | 1829000 |  | 567451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.55%, 03/28/30 (b),(j),(k) | 1679000 |  | 518945 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Government International Bonds, 5.50%, 10/25/32 (b),(l) | 24375000 |  | 25752139 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Turkey Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Turkey Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Turkey Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/11/47 (b) | 6823000 |  | 4639640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.88%, 01/15/28 (b) | 6162000 |  | 6376154 |
|  **TOTAL SOVEREIGN DEBT <br>(COST $207,481,598)** | **TOTAL SOVEREIGN DEBT <br>(COST $207,481,598)** | **TOTAL SOVEREIGN DEBT <br>(COST $207,481,598)** | **203464730** |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |
|  **MORTGAGE-BACKED SECURITIES — 20.5%** | **MORTGAGE-BACKED SECURITIES — 20.5%** | **MORTGAGE-BACKED SECURITIES — 20.5%** | **MORTGAGE-BACKED SECURITIES — 20.5%** |
|  **Europe — 0.1%** | **Europe — 0.1%** | **Europe — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Collateralized Mortgage Obligation (Residential) — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Collateralized Mortgage Obligation (Residential) — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Collateralized Mortgage Obligation (Residential) — 0.0%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Mulcair Securities No 3 DAC, 3 mo. EURIBOR + 2.00%, 3.50%, 04/24/65 (b),(e),(j) | $158000 |  | $154301 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Mortgage-Backed Securities — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Mortgage-Backed Securities — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Mortgage-Backed Securities — 0.1%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Atom Mortgage Securities DAC, Series 1X, Class E, 3 mo. SONIO + 2.80%, 5.78%, 07/22/31 (b),(e),(j) | 97255 | GBP | 110880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Last Mile Securities, Series 2021-1X, Class A3, 2.85%, 08/17/31 (b),(e) | 1986591 | EUR | 1967458 |
| &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Finance XI DAC, | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Finance XI DAC, | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Finance XI DAC, | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Finance XI DAC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-2MGN, Class A, 3 mo. EURIBOR + 3.25%, 5.05%, 02/16/25 (b),(e),(j) | 95663 | EUR | 99276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-2MGN, Class B, 3 mo. EURIBOR + 4.75%, 6.55%, 02/16/25 (b),(e),(j) | 95727 | EUR | 97909 |
|  |  |  | 2275523 |
|  **Total Europe** | **Total Europe** | **Total Europe** | **2429824** |
|  **North America — 20.4%** | **North America — 20.4%** | **North America — 20.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Collateralized Mortgage Obligation (Residential) — 1.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Collateralized Mortgage Obligation (Residential) — 1.2%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Collateralized Mortgage Obligation (Residential) — 1.2%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ajax Mortgage Loan Trust, Series 2021-E, Class B1, 3.73%, 12/25/60 (b),(c),(e),(f) | 972000 |  | 752327 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alternative Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Alternative Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Alternative Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Alternative Loan Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-16CB, Class M, 5.75%, 08/25/34 (b),(e) | 333371 |  | 274576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-2CB, Class M, 5.77%, 03/25/34 (b),(e) | 441637 |  | 324198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2004-4CB, Class M, 5.81%, 04/25/34 (b),(e) | 219531 |  | 171148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-46CB, Class A9, 5.50%, 10/25/35 (b) | 1747381 |  | 1473467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-56, Class 1A2, 5.55%, 11/25/35 (b),(e) | 333421 |  | 248206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-76, Class 1A2, 12 mo. MTA + 2.00%, 4.05%, 01/25/36 (b),(e) | 1933972 |  | 1588319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR1, Class 2A3A, 1 mo. USD LIBOR + ..70%, 5.09%, 12/25/35 (b),(e) | 285120 |  | 242216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-13T1 SEQ, Class A15, 6.00%, 05/25/36 (b) | 417774 |  | 226418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-29T1, Class 3A1, 6.50%, 10/25/36 (b) | 563876 |  | 198342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-H, Class 5A1, 1 mo. USD LIBOR + .36%, 4.71%, 10/20/36 (b),(e) | 4059368 |  | 1348088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA12, Class A2, 1 mo. USD LIBOR + .21%, 4.56%, 09/20/46 (b),(e) | 227135 |  | 195861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA12 SEQ, Class A1C, 1 mo. USD LIBOR + .28%, 4.63%,<br>09/20/46 (b),(e) | 323435 |  | 254285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA16, Class A4B, 1 mo. USD LIBOR + .50%, 4.89%, 10/25/46 (b),(e) | 1368 |  | 17173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA17, Class 1A1D, 1 mo. USD LIBOR + .29%, 4.64%,<br>12/20/46 (b),(e) | 314665 |  | 264827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA19, Class A1, 1 mo. USD LIBOR + .18%, 4.53%, 02/20/47 (b),(e) | 381035 |  | 296169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA19, Class A4, 1 mo. USD LIBOR + .21%, 4.56%, 02/20/47 (b),(e) | 366390 |  | 284521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA2, Class A1, 1 mo. USD LIBOR + .42%, 4.77%, 05/20/46 (b),(e) | 607881 |  | 484169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA8, Class 2A4, 1 mo. USD LIBOR + ..52%, 4.91%, 07/25/46 (b),(e) | 371198 |  | 244286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA9, Class 2A1A, 1 mo. USD LIBOR + ..21%, 4.56%, 07/20/46 (b),(e) | 234442 |  | 171974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-18CB, Class 1A2, 4.86%, 08/25/37 (b),(e) | 735331 |  | 246598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-20, Class A1, 4.89%, 08/25/47 (b),(e) | 658052 |  | 249748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-23CB, Class 1A7, 4.89%, 03/25/37 (b),(e) | 609396 |  | 261487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-23CB, Class A3, 1 mo. USD LIBOR + .50%, 4.89%, 09/25/37 (b),(e) | 606358 |  | 239378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA2, Class 1A1, 12 mo. MTA + .84%, 2.89%, 03/25/47 (b),(e) | 282121 |  | 226087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OH2, Class A2B, 1 mo. USD LIBOR + ..36%, 4.75%, 08/25/47 (b),(e) | 181627 |  | 165031 |
| &nbsp;&nbsp;&nbsp;&nbsp; American Home Mortgage Investment Trust, Series 2005-2, Class 5A4C, 5.91%, 09/25/35 (b),(h) | 824715 |  | 496994 |
| &nbsp;&nbsp;&nbsp;&nbsp; Angel Oak Mortgage Trust, Series 2021-8, Class B1, 4.11%, 11/25/66 (b),(e),(f) | 109000 |  | 73320 |
| &nbsp;&nbsp;&nbsp;&nbsp; Banc of America Funding Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Banc of America Funding Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Banc of America Funding Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Banc of America Funding Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-B, Class 3M2, 1 mo. USD LIBOR + 1.05%, 5.40%, 04/20/35 (b),(e) | 1536356 |  | 1279247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-H, Class 6A1, 1 mo. USD LIBOR + .38%, 4.73%, 10/20/36 (b),(e) | 406307 |  | 297291 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Mortgage Loan Trust, Series 2021-NQM1, Class B2, 5.43%, 09/25/51 (b),(f) | 100000 |  | 77432 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bear Stearns ALT-A Trust, Series 2006-4, Class 13A1, 1 mo. USD LIBOR + .32%, 4.71%, 08/25/36 (b),(e) | 306511 |  | 243634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bear Stearns ARM Trust, Series 2004-3, Class B1, 3.50%, 07/25/34 (b),(e) | 219109 |  | 197002 |
| &nbsp;&nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, Series 2022-NQM, Class B1, 4.75%,<br>09/25/61 (b),(c),(e),(f) | 1000000 |  | 788909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chase Mortgage Finance Trust, Series 2007-A1, Class 1M, 3.53%, 02/25/37 (b),(e) | 264496 |  | 207492 |
| &nbsp;&nbsp;&nbsp;&nbsp; CHL Mortgage Pass-Through Trust, Series 2005-3, Class 1A4, 1 mo. USD LIBOR + .72%, 5.11%, 04/25/35 (b),(e) | 552619 |  | 398960 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-AR6, Class 2A4, 1 mo. USD LIBOR + ..44%, 4.83%, 09/25/36 (b),(e) | 809988 |  | 244685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-E, Class A2, 7.88%, 11/25/70 (b),(c),(f),(h) | 1013168 |  | 954352 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; COLT Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; COLT Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; COLT Mortgage Loan Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HX1, Class B1, 3.11%, 10/25/66 (b),(e),(f) | $118000 | $85570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HX1, Class B3A, 4.18%, 10/25/66 (b),(e),(f) | 100000 | 70240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class B1, 4.12%, 12/27/66 (b),(e),(f) | 100000 | 75361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class B2, 4.12%, 12/27/66 (b),(e),(f) | 100000 | 72168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class B1, 4.00%, 02/25/67 (b),(e),(f) | 100000 | 73590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-5, Class B1, 4.80%, 03/25/67 (b),(c),(e),(f) | 1000000 | 857668 |
| &nbsp;&nbsp;&nbsp;&nbsp; COLT Trust, | &nbsp;&nbsp;&nbsp;&nbsp; COLT Trust, | &nbsp;&nbsp;&nbsp;&nbsp; COLT Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-RPL1, Class B1, 4.79%, 09/25/61 (b),(e),(f) | 100000 | 82521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-RPL1, Class B2, 4.79%, 09/25/61 (b),(c),(e),(f) | 446000 | 331599 |
| &nbsp;&nbsp;&nbsp;&nbsp; Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR26, Class CB1, 3.77%, 11/25/33 (b),(e) | 294138 | 274843 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSMC, | &nbsp;&nbsp;&nbsp;&nbsp; CSMC, | &nbsp;&nbsp;&nbsp;&nbsp; CSMC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NQM3, Class B1, 3.43%, 04/25/66 (b),(e),(f) | 211000 | 139068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NQM7, Class B1, 3.72%, 10/25/66 (b),(e),(f) | 100000 | 74572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NQM8, Class B2, 4.21%, 10/25/66 (b),(e),(f) | 100000 | 73031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NQM8, Class B1, 4.21%, 10/25/66 (b),(e),(f) | 226899 | 152311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Deephaven Residential Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Deephaven Residential Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Deephaven Residential Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-2, Class B3, 5.85%, 05/25/65 (b),(e),(f) | 263000 | 227857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class B1, 3.17%, 04/25/66 (b),(e),(f) | 117000 | 80956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2, Class B2, 3.93%, 04/25/66 (b),(e),(f) | 100000 | 73757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-4, Class B2, 4.48%, 11/25/66 (b),(e),(f) | 100000 | 66469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class B1, 4.30%, 01/25/67 (b),(e),(f) | 100000 | 75968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class B2, 4.30%, 01/25/67 (b),(e),(f) | 100000 | 63930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class M1, 4.34%, 03/25/67 (b),(e),(f) | 100000 | 77077 |
| &nbsp;&nbsp;&nbsp;&nbsp; DSLA Mortgage Loan Trust, Series 2005-AR2, Class 2A1A, 1 mo. USD LIBOR + .42%, 4.76%, 03/19/45 (b),(e) | 1308072 | 1075054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eagle RE Ltd., Series 2020-1, Class M2, 1 mo. USD LIBOR + 2.00%, 6.39%,<br>01/25/30 (b),(e),(f) | 10192000 | 9492431 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-HQA2, Class M2AI, 2.00%, 12/25/29 (b),(g) | 739956 | 9858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-HQA1, Class M2AI, 1.50%, 09/25/30 (b),(g) | 40330 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association, | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association, | &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C02, Class 2X3, 2.30%, 09/25/29 (b),(g) | 407674 | 7335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C02, Class 2X4, 2.80%, 09/25/29 (b),(g) | 1205472 | 26403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C04, Class 2X2, 1.75%, 11/25/29 (b),(g) | 5426504 | 103961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C07, Class 1X3, 1.00%, 05/25/30 (b),(g) | 1081369 | 6517 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flagstar Mortgage Trust, Series 2018-4, Class B4, 4.20%, 07/25/48 (b),(e),(f) | 230344 | 181574 |
| &nbsp;&nbsp;&nbsp;&nbsp; GCAT Trust, | &nbsp;&nbsp;&nbsp;&nbsp; GCAT Trust, | &nbsp;&nbsp;&nbsp;&nbsp; GCAT Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HX1, Class M1, 4.03%, 12/27/66 (b),(e),(f) | 100000 | 77447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HX1, Class B1, 4.03%, 12/27/66 (b),(e),(f) | 100000 | 74690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-NQM4, Class M1, 5.76%, 08/25/67 (b),(e),(f) | 145000 | 121870 |
| &nbsp;&nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, Series 2006-OA1, Class 1A1, 1 mo. USD LIBOR + .44%, 4.83%, 08/25/46 (b),(e) | 8122442 | 1849764 |
| &nbsp;&nbsp;&nbsp;&nbsp; HarborView Mortgage Loan Trust, Series 2006-4, Class 1A1A, 1 mo. USD LIBOR + .36%, 4.70%, 05/19/46 (b),(e) | 574427 | 306740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Homeward Opportunities Fund Trust, Series 2022-1, Class M1, 5.07%,<br>07/25/67 (b),(e),(f) | 179000 | 153097 |
| &nbsp;&nbsp;&nbsp;&nbsp; IndyMac INDX Mortgage Loan Trust, Series 2006-AR7, Class 3A1, 2.97%,<br>05/25/36 (b),(e) | 229942 | 203980 |
| &nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Mortgage Trust, Series 2018-5, Class B4, 3.73%, 10/25/48 (b),(e),(f) | 264203 | 199514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Legacy Mortgage Asset Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Mortgage Asset Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Legacy Mortgage Asset Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-GS4, Class A2, 4.00%, 02/25/60 (b),(c),(f),(h) | 1000000 | 908709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-GS3, Class A2, 3.25%, 07/25/61 (b),(c),(f),(h) | 556000 | 458757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lehman Mortgage Trust, Series 2007-1, Class 1A2, 5.75%, 02/25/37 (b) | 613399 | 598220 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lehman XS Trust, Series 2007-4N, Class 2A, 1 mo. USD LIBOR + .40%, 4.79%, 03/25/47 (b),(e) | 521419 | 461358 |
| &nbsp;&nbsp;&nbsp;&nbsp; LHOME Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; LHOME Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; LHOME Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-RTL1, Class M, 4.46%, 02/25/26 (b),(c),(e),(f) | 1884000 | 1649647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-RTL2, Class M, 4.61%, 06/25/26 (b),(c),(f),(h) | 684000 | 630915 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Merrill Lynch Alternative Note Asset Trust, Series 2007-A2, Class A2A, 1 mo. USD LIBOR + .40%, 4.79%, 03/25/37 (b),(e) | $788015 | $237347 |
| &nbsp;&nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class M1, 3.48%, 06/25/35 (b),(e) | 649262 | 580827 |
| &nbsp;&nbsp;&nbsp;&nbsp; MFA Trust, | &nbsp;&nbsp;&nbsp;&nbsp; MFA Trust, | &nbsp;&nbsp;&nbsp;&nbsp; MFA Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-INV2, Class B1, 4.39%, 11/25/56 (b),(e),(f) | 100000 | 72872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-NQM, Class M1, 4.30%, 12/25/66 (b),(c),(e),(f) | 1000000 | 775380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Mortgage Loan Trust, Series 2004-7AR, Class B1, 3.63%, 09/25/34 (b),(e) | 284156 | 241096 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Insurance-Linked Notes, Series 2020-1, Class M2B, 1 mo. USD LIBOR + 2.25%, 6.64%, 01/25/30 (b),(e),(f) | 1425000 | 1259489 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Residential Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; New Residential Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp;&nbsp; New Residential Mortgage Loan Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-NQM1, Class B1, 3.82%, 04/25/61 (b),(e),(f) | 100000 | 69659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-NQM1, Class B2, 3.82%, 04/25/61 (b),(e),(f) | 100000 | 66217 |
| &nbsp;&nbsp;&nbsp;&nbsp; PMT Credit Risk Transfer Trust, Series 2019-2R, Class A, 1 mo. USD LIBOR + 2.75%, 7.14%, 05/27/23 (b),(e),(f) | 1853285 | 1753504 |
| &nbsp;&nbsp;&nbsp;&nbsp; PRPM LLC, | &nbsp;&nbsp;&nbsp;&nbsp; PRPM LLC, | &nbsp;&nbsp;&nbsp;&nbsp; PRPM LLC, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-6, Class A2, 3.47%, 07/25/26 (b),(f),(h) | 100000 | 83037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-7, Class A2, 3.67%, 08/25/26 (b),(f),(h) | 207000 | 174079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-8, Class A2, 3.60%, 09/25/26 (b),(e),(f) | 129000 | 109140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-9 SEQ, Class A2, 3.97%, 10/25/26 (b),(c),(e),(f) | 244000 | 208134 |
| &nbsp;&nbsp;&nbsp;&nbsp; Residential Accredit Loans, Inc. Trust, Series 2006-QO7, Class 1A1, 12 mo. MTA + .80%, 2.85%, 09/25/46 (b),(e) | 334233 | 279906 |
| &nbsp;&nbsp;&nbsp;&nbsp; STACR Trust, Series 2018-HRP2, Class M3AI, 1.75%, 02/25/47 (b),(f),(g) | 1069922 | 14311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-INV1, Class B1, 3.26%, 11/25/55 (b),(f) | 123000 | 96356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3, Class B1, 3.35%, 06/25/56 (b),(e),(f) | 100000 | 74085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-6, Class B1, 3.94%, 11/25/66 (b),(e),(f) | 100000 | 70677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-6, Class B2, 3.94%, 11/25/66 (b),(e),(f) | 100000 | 64852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class B1, 3.96%, 12/25/66 (b),(e),(f) | 135000 | 100645 |
| &nbsp;&nbsp;&nbsp;&nbsp; Structured Asset Securities Corp Mortgage Pass-Through CTFS, Series 2003-26A, Class B1II, 3.79%, 09/25/33 (b),(e) | 260310 | 201014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thornburg Mortgage Securities Trust, Series 2005-3, Class B1, 3.73%, 10/25/45 (b),(e) | 571720 | 482607 |
| &nbsp;&nbsp;&nbsp;&nbsp; TRK Trust, | &nbsp;&nbsp;&nbsp;&nbsp; TRK Trust, | &nbsp;&nbsp;&nbsp;&nbsp; TRK Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-INV2, Class B1, 4.10%, 11/25/56 (b),(e),(f) | 117000 | 74859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-INV2, Class B2, 4.44%, 11/25/56 (b),(c),(e),(f) | 1000000 | 560906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-INV1, Class B1, 4.06%, 02/25/57 (b),(e),(f) | 111000 | 74768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-INV1, Class B2, 4.06%, 02/25/57 (b),(e),(f) | 100000 | 62362 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verus Securitization Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Verus Securitization Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Verus Securitization Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class B2, 3.98%, 01/25/67 (b),(c),(e),(f) | 1000000 | 606212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-4, Class B1, 4.72%, 04/25/67 (b),(c),(e),(f) | 1000000 | 665907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-8, Class M1, 6.19%, 09/25/67 (b),(e),(f) | 1000000 | 867081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-INV1, Class M1, 5.89%, 08/25/67 (b),(e),(f) | 1000000 | 882898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-INV1, Class B1, 5.89%, 08/25/67 (b),(e),(f) | 1000000 | 783844 |
| &nbsp;&nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Certificates Series, | &nbsp;&nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Certificates Series, | &nbsp;&nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Certificates Series, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR17, Class A1C4, 1 mo. USD LIBOR + .80%, 5.19%, 12/25/45 (b),(e) | 244378 | 204478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR2, Class B1, 1 mo. USD LIBOR + .80%, 5.18%, 01/25/45 (b),(e) | 280796 | 204025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR6, Class B1, 1 mo. USD LIBOR + .90%, 5.29%, 04/25/45 (b),(e) | 491945 | 349862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR9, Class B1, 1 mo. USD LIBOR + .95%, 5.33%, 07/25/45 (b),(e) | 191553 | 183391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-AR1, Class 2A1C, 12 mo. MTA + 1.07%, 3.12%, 01/25/46 (b),(e) | 238888 | 212193 |
| &nbsp;&nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Certificates Trust, | &nbsp;&nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Certificates Trust, | &nbsp;&nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Certificates Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR1, Class B1, 1 mo. USD LIBOR + .83%, 5.21%, 01/25/45 (b),(e) | 313496 | 275910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-AR17, Class 1A, 12 mo. MTA + .82%, 2.51%, 12/25/46 (b),(e) | 1496940 | 1223791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA5, Class 2A, 12 mo. MTA + .80%, 2.85%, 06/25/47 (b),(e) | 415452 | 305948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-11, Class A2, 5.75%, 01/25/36 (b) | 243105 | 194600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-3, Class 1A9, 6.00%, 04/25/37 (b) | 612389 | 513125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA3, Class 2A, 12 mo. MTA + .75%, 2.80%, 02/25/47 (b),(e) | 206206 | 177495 |
|  |  | 52773854 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Mortgage-Backed Securities — 4.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Commercial Mortgage-Backed Securities — 4.1%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arbor Multifamily Mortgage Securities Trust, Series 2022-MF4 SEQ, Class E, 2.00%,<br>02/15/55 (b),(f) | $130000 |  | $71668 |
| &nbsp;&nbsp;&nbsp;&nbsp; AREIT CRE Trust, Series 2022-CRE7, Class C, 1 mo. TSFR + 3.84%, 8.17%,<br>06/17/39 (b),(e),(f) | 1000000 |  | 968919 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ashford Hospitality Trust, Series 2018-KEYS, Class D, 1 mo. USD LIBOR + 2.75%, 7.07%, 06/15/35 (b),(c),(e),(f) | 90000 |  | 84866 |
| &nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BAMLL Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BPR, Class EMP, 3.89%, 11/05/32 (b),(e),(f) | 8817000 |  | 7975620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BPR, Class FMP, 3.89%, 11/05/32 (b),(e),(f) | 4408000 |  | 3817266 |
| &nbsp;&nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust, Series 2018-B7, Class D, 3.00%, 05/15/53 (b),(c),(f) | 290000 |  | 206822 |
| &nbsp;&nbsp;&nbsp;&nbsp; BHMS Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BHMS Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BHMS Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BHMS Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-ATLS, Class C, 1 mo. USD LIBOR + 1.90%, 6.22%, 07/15/35 (b),(e),(f) | 525000 |  | 484630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-ATLS, Class E, 1 mo. USD LIBOR + 3.00%, 7.32%, 07/15/35 (b),(c),(e),(f) | 2103000 |  | 1839084 |
| &nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX 2021-SOAR, Class F, 1 mo. USD LIBOR + 2.35%, 6.67%, 06/15/38 (b),(c),(e),(f) | 1404361 |  | 1289576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-VIVA, Class E, 3.55%, 03/11/44 (b),(c),(e),(f) | 1000000 |  | 702363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MC, Class G, 1 mo. USD LIBOR + 3.09%, 7.40%, 04/15/34 (b),(e),(f) | 100000 |  | 90252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SOAR, Class E, 1 mo. USD LIBOR + 1.80%, 6.12%, 06/15/38 (b),(e),(f) | 2822618 |  | 2656789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SOAR, Class G, 1 mo. USD LIBOR + 2.80%, 7.12%, 06/15/38 (b),(e),(f) | 99248 |  | 91880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-SOAR, Class J, 1 mo. USD LIBOR + 3.75%, 8.07%, 06/15/38 (b),(e),(f) | 992482 |  | 931209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-AHP, Class E, 1 mo. TSFR + 3.04%, 7.38%, 01/17/39 (b),(e),(f) | 216000 |  | 201769 |
| &nbsp;&nbsp;&nbsp;&nbsp; BX Trust, Series 2018-GW, Class F, 1 mo. USD LIBOR + 2.42%, 6.74%,<br>05/15/35 (b),(c),(e),(f) | 106000 |  | 101230 |
| &nbsp;&nbsp;&nbsp;&nbsp; BXSC Commercial Mortgage Trust, Series 2022-WSS, Class E, 1 mo. TSFR + 4.13%, 8.47%, 03/15/35 (b),(e),(f) | 148000 |  | 140600 |
| &nbsp;&nbsp;&nbsp;&nbsp; CAMB Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; CAMB Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; CAMB Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; CAMB Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-LIFE, Class E, 1 mo. USD LIBOR + 2.15%, 6.47%, 12/15/37 (b),(c),(e),(f) | 1000000 |  | 957500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-LIFE, Class F, 1 mo. USD LIBOR + 2.55%, 6.87%, 12/15/37 (b),(c),(e),(f) | 1000000 |  | 952500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-LIFE, Class G, 1 mo. USD LIBOR + 3.25%, 7.57%, 12/15/37 (b),(e),(f) | 129000 |  | 122204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-CX2, Class C, 2.77%, 11/10/46 (b),(e),(f) | 1332000 |  | 977680 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK98, 0.00%,<br>08/29/29 (b),(c),(f),(n) | 1000000 |  | 533600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2012-GC8, Class C, 4.91%, 09/10/45 (b),(c),(e),(f) | 104920 |  | 104920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-GC25, Class D, 3.55%, 10/10/47 (b),(c),(f) | 155000 |  | 139832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-GC29, Class D, 3.11%, 04/10/48 (b),(c),(f) | 1000000 |  | 830920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-GC33, Class D, 3.17%, 09/10/58 (b) | 100000 |  | 78187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C3, Class D, 3.00%, 11/15/49 (b),(f) | 1826000 |  | 1263342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-GC37, Class D, 2.79%, 04/10/49 (b),(c),(f) | 100000 |  | 79197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C7, Class E, 2.75%, 12/15/72 (b),(c),(f) | 697000 |  | 443785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-420K, Class E, 3.31%, 11/10/42 (b),(e),(f) | 100000 |  | 68827 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cold Storage Trust, Series 2020-ICE5, Class F, 1 mo. USD LIBOR + 3.49%, 7.81%,<br>11/15/37 (b),(c),(e),(f) | 982991 |  | 936756 |
| &nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-CR14, Class D, 4.59%, 02/10/47 (b),(c),(e),(f) | 591000 |  | 553048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-CR18, Class D, 4.75%, 07/15/47 (b),(c),(e),(f) | 2161000 |  | 1912135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-CR21, Class E, 3.00%, 12/10/47 (c),(f) | 1686000 |  | 1262645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR27, Class E, 3.25%, 10/10/48 (b),(c),(f) | 1439000 |  | 1099111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-GC44, Class 180B, 3.40%, 08/15/57 (b),(e),(f) | 160000 |  | 142659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-GC44, Class 180C, 3.40%, 08/15/57 (b),(c),(e),(f) | 386000 |  | 348946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-GC44, Class 180D, 3.40%, 08/15/57 (b),(c),(e),(f) | 231000 |  | 201252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR22, Class E, 3.00%, 03/10/48 (b),(c),(f) | 239000 |  | 188394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR23, Class E, 3.23%, 05/10/48 (b),(c),(f) | 4794000 |  | 3672770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR23, Class C, 4.30%, 05/10/48 (b),(e) | 123000 |  | 113123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR23, Class D, 4.30%, 05/10/48 (b),(c),(e) | 502000 |  | 436497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR25, Class D, 3.77%, 08/10/48 (b),(c),(e) | 479000 |  | 391630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR27, Class D, 3.45%, 10/10/48 (b),(c),(e),(f) | 3065000 |  | 2583531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-LC21, Class C, 4.33%, 07/10/48 (b),(e) | 1113000 |  | 1012099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-LC21, Class D, 4.33%, 07/10/48 (b),(c),(e) | 1348000 |  | 1127238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-CD1, Class D, 2.78%, 08/10/49 (b),(c),(e),(f) | 2075000 |  | 1579637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Crescent Capital Trust, Series 2021-MOON, Class E, 1 mo. USD LIBOR + 2.55%, 6.87%, 04/15/36 (b),(c),(e),(f) | 1000000 |  | 959847 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; CSAIL 2015-C4 Commercial Mortgage Trust, Series 2015-C4, Class E, 3.56%,<br>11/15/48 (b),(e) | $100000 | $85653 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C2, Class D, 4.18%, 06/15/57 (b),(e) | 843000 | 636917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C3, Class D, 3.36%, 08/15/48 (b),(e) | 3139000 | 1929349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C4, Class F, 3.50%, 11/15/48 (b),(c),(e),(f) | 5568000 | 4385914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C5, Class C, 4.64%, 11/15/48 (b),(e) | 355000 | 325266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C14, Class D, 4.92%, 11/15/51 (b),(c),(e),(f) | 100000 | 76387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-CX11, Class D, 2.75%, 04/15/51 (b),(c),(e),(f) | 604000 | 412565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C16, Class D, 3.00%, 06/15/52 (b),(c),(f) | 163000 | 108368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C17, Class D, 2.50%, 09/15/52 (b),(c),(f) | 1409000 | 953680 |
| &nbsp;&nbsp;&nbsp;&nbsp; DBWF Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; DBWF Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; DBWF Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-GLKS, Class D, 1 mo. USD LIBOR + 2.40%, 6.84%, 12/19/30 (b),(e),(f) | 138000 | 131790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-GLKS, Class E, 1 mo. USD LIBOR + 3.02%, 7.46%, 12/19/30 (b),(e),(f) | 45000 | 42300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-GLKS, Class F, 1 mo. USD LIBOR + 3.49%, 7.93%, 12/19/30 (b),(c),(e),(f) | 2202000 | 2063080 |
| &nbsp;&nbsp;&nbsp;&nbsp; ELP Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; ELP Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; ELP Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ELP, Class D, 1 mo. USD LIBOR + 1.52%, 5.84%, 11/15/38 (b),(c),(e),(f) | 3637000 | 3373318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ELP, Class F, 1 mo. USD LIBOR + 2.67%, 6.99%, 11/15/38 (b),(e),(f) | 100000 | 90625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ELP, Class J, 1 mo. USD LIBOR + 3.61%, 7.93%, 11/15/38 (b),(e),(f) | 1004000 | 916774 |
| &nbsp;&nbsp;&nbsp;&nbsp; EQUS Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; EQUS Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; EQUS Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-EQAZ, Class D, 1 mo. USD LIBOR + 1.65%, 5.97%, 10/15/38 (b),(e),(f) | 2030959 | 1883715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-EQAZ, Class E, 1 mo. USD LIBOR + 2.30%, 6.62%, 10/15/38 (b),(e),(f) | 123997 | 113768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MN1, Class M2, 1 mo. SOFR + 3.75%, 7.68%, 01/25/51 (b),(c),(e),(f) | 102000 | 88113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MN2, Class M2, 1 mo. SOFR + 3.35%, 7.28%, 07/25/41 (b),(e),(f) | 128000 | 107034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K122, Class X3, 2.63%, 01/25/49 (b),(e),(g) | 1000000 | 149292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-FBLU, Class H, 3.96%, 12/10/36 (b),(e),(f) | 111000 | 98085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-FBLU, Class G, 3.96%, 12/10/36 (b),(c),(e),(f) | 664000 | 597211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-FBLU, Class F, 3.96%, 12/10/36 (b),(c),(e),(f) | 3344000 | 3045264 |
| &nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-KGX1, Class CFX, 3.59%, 10/25/27 (b),(c),(e),(f) | 1000000 | 883272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-KL4L, Class BCR, 1 mo. USD LIBOR + 3.50%, 7.64%,<br>11/25/25 (b),(e),(f) | 21076 | 20858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Great Wolf Trust, Series 2019-WOLF, Class F, 1 mo. USD LIBOR + 3.13%, 7.45%, 12/15/36 (b),(e),(f) | 1336000 | 1252500 |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Corp. Trust, | &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Corp. Trust, | &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Corp. Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2013-GC10, Class E, 4.34%, 02/10/46 (b),(c),(e),(f) | 3900000 | 3439410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DM, Class F, 1 mo. USD LIBOR + 3.44%, 7.75%, 11/15/36 (b),(e),(f) | 211000 | 193273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ROSS, Class F, 1 mo. USD LIBOR + 3.90%, 8.22%,<br>05/15/26 (b),(c),(e),(f) | 1019000 | 891009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ROSS, Class G, 1 mo. USD LIBOR + 4.65%, 8.97%,<br>05/15/26 (b),(c),(e),(f) | 1000000 | 948747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ROSS, Class H, 1 mo. USD LIBOR + 5.90%, 10.22%,<br>05/15/26 (b),(c),(e),(f) | 1000000 | 936107 |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2012-GCJ9, Class D, 4.80%, 11/10/45 (b),(e),(f) | 215000 | 215000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-GC20, Class D, 5.00%, 04/10/47 (b),(e),(f) | 851911 | 638155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-GC20, Class C, 5.00%, 04/10/47 (b),(c),(e) | 1874000 | 1737487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-GC24, Class B, 4.51%, 09/10/47 (b),(c),(e) | 100000 | 93546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-GC24, Class C, 4.53%, 09/10/47 (b),(c),(e) | 303000 | 260533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-GS2, Class D, 2.75%, 05/10/49 (b),(c),(f) | 1415000 | 1093850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-GS4, Class D, 3.23%, 11/10/49 (b),(c),(e),(f) | 200000 | 153356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-GS8, Class D, 2.70%, 11/10/50 (b),(c),(f) | 1593000 | 1217661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-HULA, Class G, 1 mo. USD LIBOR + 3.40%, 7.72%,<br>07/15/25 (b),(c),(e),(f) | 974233 | 891455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-70P, Class C, 1 mo. USD LIBOR + 1.50%, 5.82%, 10/15/36 (b),(e),(f) | 138000 | 128340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, Series 2019-MAUI, Class G, 1 mo. USD LIBOR + 3.15%, 7.47%, 05/15/38 (b),(c),(e),(f) | 1000000 | 931667 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilton USA Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Hilton USA Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Hilton USA Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-HHV, Class F, 4.19%, 11/05/38 (b),(c),(e),(f) | 20252000 | 17043577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-HHV, Class E, 4.19%, 11/05/38 (b),(c),(e),(f) | 982000 | 846127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-SFP, Class F, 6.16%, 11/05/35 (b),(c),(f) | 1068000 | 1028791 |
| &nbsp;&nbsp;&nbsp;&nbsp; IMT Trust, Series 2017-APTS, Class FFX, 3.50%, 06/15/34 (b),(c),(e),(f) | 625000 | 582966 |
| &nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Corp., Series 2019-MARG, Class F, 1 mo. USD LIBOR + 3.00%, 7.32%, 05/15/34 (b),(e),(f) | 156000 | 151531 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-JP1, Class C, 4.73%, 01/15/49 (b),(e) | $102000 | $94253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-JP3, Class D, 3.40%, 08/15/49 (b),(c),(e),(f) | 100000 | 76277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-NNNZ SEQ, Class M, 8.54%, 01/16/37 (c),(f) | 423006 | 364850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MHC, Class E, 1 mo. USD LIBOR + 2.45%, 6.77%, 04/15/38 (b),(e),(f) | 100000 | 94750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MHC, Class F, 1 mo. USD LIBOR + 2.95%, 7.27%, 04/15/38 (b),(e),(f) | 1000000 | 940000 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C23, Class D, 3.98%, 09/15/47 (b),(e),(f) | 100000 | 85335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C28, Class D, 3.65%, 10/15/48 (b),(e),(f) | 2537000 | 2160562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C29, Class D, 3.68%, 05/15/48 (b),(c),(e) | 112000 | 80601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C30, Class D, 3.73%, 07/15/48 (b),(c),(e) | 4360000 | 3699386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C31, Class E, 4.62%, 08/15/48 (b),(c),(e),(f) | 1093000 | 627580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C1, Class C, 4.74%, 03/17/49 (b),(e) | 651000 | 586642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C1, Class E, 4.74%, 03/17/49 (b),(c),(e),(f) | 3126000 | 2451628 |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR Industrial Portfolio Trust, | &nbsp;&nbsp;&nbsp;&nbsp; KKR Industrial Portfolio Trust, | &nbsp;&nbsp;&nbsp;&nbsp; KKR Industrial Portfolio Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-KDIP, Class F, 1 mo. USD LIBOR + 2.05%, 6.37%, 12/15/37 (b),(e),(f) | 83250 | 76174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-KDIP, Class G, 1 mo. USD LIBOR + 3.75%, 8.07%, 12/15/37 (b),(c),(e),(f) | 750000 | 706882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Life 2021-BMR Mortgage Trust, Series 2021-BMR, Class F, 1 mo. USD LIBOR + 2.35%, 6.67%, 03/15/38 (b),(c),(e),(f) | 1130416 | 1066830 |
| &nbsp;&nbsp;&nbsp;&nbsp; LSTAR Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; LSTAR Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; LSTAR Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-3, Class E, 3.14%, 04/20/48 (b),(e),(f) | 121000 | 102763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-5, Class C, 4.67%, 03/10/50 (b),(c),(e),(f) | 967000 | 818088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-5, Class D, 4.67%, 03/10/50 (b),(c),(e),(f) | 1125000 | 906296 |
| &nbsp;&nbsp;&nbsp;&nbsp; LUXE Trust, | &nbsp;&nbsp;&nbsp;&nbsp; LUXE Trust, | &nbsp;&nbsp;&nbsp;&nbsp; LUXE Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-TRIP, Class F, 1 mo. USD LIBOR + 3.25%, 7.57%, 10/15/38 (b),(c),(e),(f) | 1019000 | 955240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-TRIP, Class G, 1 mo. USD LIBOR + 4.25%, 8.57%, 10/15/38 (b),(c),(e),(f) | 1128000 | 1058945 |
| &nbsp;&nbsp;&nbsp;&nbsp; MBRT, | &nbsp;&nbsp;&nbsp;&nbsp; MBRT, | &nbsp;&nbsp;&nbsp;&nbsp; MBRT, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-MBR, Class D, 1 mo. USD LIBOR + 2.05%, 6.37%, 11/15/36 (b),(e),(f) | 411000 | 395588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-MBR, Class F, 1 mo. USD LIBOR + 2.90%, 7.22%, 11/15/36 (b),(c),(e),(f) | 1000000 | 950000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-MBR, Class G, 1 mo. USD LIBOR + 3.25%, 7.57%, 11/15/36 (b),(c),(e),(f) | 1000000 | 954671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-MBR, Class H1, 1 mo. USD LIBOR + 4.35%, 8.67%, 11/15/36 (b),(e),(f) | 218000 | 209400 |
| &nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; MHC Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MHC, Class D, 1 mo. USD LIBOR + 1.60%, 5.92%, 04/15/38 (b),(e),(f) | 1059000 | 1003403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MHC, Class E, 1 mo. USD LIBOR + 2.10%, 6.42%, 04/15/38 (b),(e),(f) | 1000000 | 940000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MHC, Class F, 1 mo. USD LIBOR + 2.60%, 6.92%, 04/15/38 (b),(e),(f) | 1128000 | 1057500 |
| &nbsp;&nbsp;&nbsp;&nbsp; MHC Trust, | &nbsp;&nbsp;&nbsp;&nbsp; MHC Trust, | &nbsp;&nbsp;&nbsp;&nbsp; MHC Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MHC2, Class E, 1 mo. USD LIBOR + 1.95%, 6.27%, 05/15/38 (b),(e),(f) | 332000 | 311250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MHC2, Class F, 1 mo. USD LIBOR + 2.40%, 6.72%,<br>05/15/38 (b),(c),(e),(f) | 1095000 | 1012875 |
| &nbsp;&nbsp;&nbsp;&nbsp; MHP 2021-STOR, | &nbsp;&nbsp;&nbsp;&nbsp; MHP 2021-STOR, | &nbsp;&nbsp;&nbsp;&nbsp; MHP 2021-STOR, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-STOR, Class E, 1 mo. USD LIBOR + 1.75%, 6.07%, 07/15/38 (b),(e),(f) | 398000 | 373374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-STOR, Class F, 1 mo. USD LIBOR + 2.20%, 6.52%, 07/15/38 (b),(e),(f) | 311000 | 289619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-STOR, Class G, 1 mo. USD LIBOR + 2.75%, 7.07%, 07/15/38 (b),(e),(f) | 100000 | 92875 |
| &nbsp;&nbsp;&nbsp;&nbsp; MHP 2022-MHIL, | &nbsp;&nbsp;&nbsp;&nbsp; MHP 2022-MHIL, | &nbsp;&nbsp;&nbsp;&nbsp; MHP 2022-MHIL, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-MHIL, Class F, 1 mo. TSFR + 3.26%, 7.59%, 01/15/27 (b),(c),(e),(f) | 971659 | 891497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-MHIL, Class G, 1 mo. TSFR + 3.96%, 8.29%, 01/15/27 (b),(c),(e),(f) | 971659 | 916797 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C17, Class D, 4.73%, 08/15/47 (b),(e),(f) | 100000 | 91294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C20, Class D, 3.07%, 02/15/48 (b),(c),(f) | 393000 | 342619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C21, Class D, 4.13%, 03/15/48 (b),(e),(f) | 3575000 | 2200509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C22, Class D, 4.20%, 04/15/48 (b),(c),(e),(f) | 870000 | 687219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C30, Class D, 3.00%, 09/15/49 (b),(e),(f) | 1323000 | 894972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C31, Class D, 3.00%, 11/15/49 (b),(c),(e),(f) | 2354000 | 1589675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C32, Class D, 3.40%, 12/15/49 (b),(e),(f) | 991000 | 727256 |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-UB11, Class E, 2.60%, 08/15/49 (b),(c),(e),(f) | 3200500 | 1607032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-UB12, Class D, 3.31%, 12/15/49 (b),(f) | 1761000 | 1027533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-SUN, Class E, 1 mo. USD LIBOR + 1.95%, 6.27%, 07/15/35 (b),(e),(f) | 134000 | 128640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-SUN, Class F, 1 mo. USD LIBOR + 2.55%, 6.87%, 07/15/35 (b),(c),(e),(f) | 1000000 | 955000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Natixis Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Natixis Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Natixis Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-RIVA, Class D, 1 mo. TSFR + 2.10%, 6.43%, 02/15/33 (b),(c),(e),(f) | 222525 | 220436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-MILE, Class D, 1 mo. TSFR + 2.75%, 7.07%, 07/15/36 (b),(c),(e),(f) | 102000 | 91538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-MILE, Class E, 1 mo. TSFR + 3.50%, 7.82%, 07/15/36 (b),(c),(e),(f) | 135000 | 119224 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; New Orleans Hotel Trust, Series 2019-HNLA, Class E, 1 mo. USD LIBOR + 2.69%, 7.01%, 04/15/32 (b),(c),(e),(f) | $1301000 | $1166604 |
| &nbsp;&nbsp;&nbsp;&nbsp; OPG Trust, | &nbsp;&nbsp;&nbsp;&nbsp; OPG Trust, | &nbsp;&nbsp;&nbsp;&nbsp; OPG Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-PORT, Class D, 1 mo. USD LIBOR + 1.13%, 5.45%, 10/15/36 (b),(e),(f) | 68537 | 63739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-PORT, Class E, 1 mo. USD LIBOR + 1.53%, 5.85%, 10/15/36 (b),(e),(f) | 68537 | 63568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-PORT, Class G, 1 mo. USD LIBOR + 2.40%, 6.72%, 10/15/36 (b),(c),(e),(f) | 195332 | 180193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Prima Capital CRE Securitization Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Prima Capital CRE Securitization Ltd., | &nbsp;&nbsp;&nbsp;&nbsp; Prima Capital CRE Securitization Ltd., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-1S, Class C, 5.50%, 10/01/33 (b),(c),(f) | 1000000 | 888328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-RK1, Class CG, 4.00%, 04/15/38 (b),(c),(f) | 339000 | 254863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-RK1, Class BT, 4.45%, 04/15/38 (b),(c),(f) | 1173000 | 936479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-RK1, Class CT, 4.45%, 04/15/38 (b),(c),(f) | 121000 | 93498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ready Capital Mortgage Financing, Series 2022-FL9, Class C, 1 mo. TSFR + 4.31%, 8.63%, 06/25/37 (b),(e),(f) | 1000000 | 984714 |
| &nbsp;&nbsp;&nbsp;&nbsp; ReadyCap Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; ReadyCap Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; ReadyCap Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-6, Class C, 4.13%, 10/25/52 (b),(c),(e),(f) | 1691000 | 1441517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-6, Class D, 4.71%, 10/25/52 (b),(c),(e),(f) | 227000 | 170309 |
| &nbsp;&nbsp;&nbsp;&nbsp; SG Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; SG Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; SG Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C5, Class D, 4.83%, 10/10/48 (b),(c),(e),(f) | 295000 | 227480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-PREZ, Class E, 3.48%, 09/15/39 (b),(c),(e),(f) | 1720000 | 1301068 |
| &nbsp;&nbsp;&nbsp;&nbsp; SREIT Trust, | &nbsp;&nbsp;&nbsp;&nbsp; SREIT Trust, | &nbsp;&nbsp;&nbsp;&nbsp; SREIT Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-FLWR, Class G, 1 mo. USD LIBOR + 3.67%, 7.99%, 07/15/23 (b),(e),(f) | 223000 | 208683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-IND, Class G, 1 mo. USD LIBOR + 3.27%, 7.58%, 10/15/38 (b),(c),(e),(f) | 1366000 | 1326158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MFP, Class D, 1 mo. USD LIBOR + 1.58%, 5.90%, 11/15/38 (b),(e),(f) | 1154000 | 1090530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-MFP, Class G, 1 mo. USD LIBOR + 2.97%, 7.29%, 11/15/38 (b),(e),(f) | 1000000 | 901414 |
| &nbsp;&nbsp;&nbsp;&nbsp; STWD Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; STWD Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; STWD Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-LIH, Class E, 1 mo. USD LIBOR + 2.90%, 7.22%, 11/15/36 (b),(c),(e),(f) | 1000000 | 915682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-LIH, Class F, 1 mo. USD LIBOR + 3.55%, 7.87%, 11/15/36 (b),(e),(f) | 125000 | 120296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-LIH SEQ, Class G, 1 mo. USD LIBOR + 4.20%, 8.52%,<br>11/15/36 (b),(c),(e),(f) | 1000000 | 938488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STWD Trust, Series 2021-FLWR, Class E, 1 mo. USD LIBOR + 1.92%, 6.24%,<br>07/15/36 (b),(e),(f) | 836000 | 783750 |
| &nbsp;&nbsp;&nbsp;&nbsp; TPGI Trust, | &nbsp;&nbsp;&nbsp;&nbsp; TPGI Trust, | &nbsp;&nbsp;&nbsp;&nbsp; TPGI Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DGWD, Class E, 1 mo. USD LIBOR + 2.35%, 6.67%,<br>06/15/26 (b),(c),(e),(f) | 1189000 | 1097838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DGWD, Class F, 1 mo. USD LIBOR + 3.00%, 7.32%, 06/15/26 (b),(c),(e),(f) | 1143000 | 1077927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DGWD, Class G, 1 mo. USD LIBOR + 3.85%, 8.17%,<br>06/15/26 (b),(c),(e),(f) | 1390000 | 1305788 |
| &nbsp;&nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C11, Class D, 3.00%, 06/15/51 (b),(c),(e),(f) | 168000 | 119347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C9, Class D, 4.95%, 03/15/51 (b),(c),(e),(f) | 331000 | 249655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C17, Class D, 2.50%, 10/15/52 (b),(f) | 103000 | 69225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-LC18, Class D, 3.96%, 12/15/47 (b),(c),(e),(f) | 992000 | 881204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C26, Class D, 3.59%, 02/15/48 (b),(c),(f) | 4590000 | 4040986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C27, Class D, 3.77%, 02/15/48 (b),(f) | 5146000 | 3667693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C31, Class D, 3.85%, 11/15/48 (b) | 2058000 | 1697276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-NXS4, Class D, 3.69%, 12/15/48 (b),(e) | 100000 | 84176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C32, Class D, 3.79%, 01/15/59 (b),(c),(e),(f) | 465000 | 384766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-LC24, Class D, 3.21%, 10/15/49 (b),(c),(f) | 4253000 | 3354703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-NXS5, Class E, 4.98%, 01/15/59 (b),(e),(f) | 100000 | 85831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-JWDR, Class D, 3.33%, 09/15/31 (b),(c),(e),(f) | 100000 | 84373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-JWDR, Class E, 3.86%, 09/15/31 (b),(c),(e),(f) | 2022000 | 1706475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-JWDR, Class F, 4.56%, 09/15/31 (b),(c),(e),(f) | 2300000 | 1943900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-JWDR, Class G, 5.38%, 09/15/31 (b),(c),(e),(f) | 2074000 | 1744219 |
| &nbsp;&nbsp;&nbsp;&nbsp; WFRBS Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; WFRBS Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; WFRBS Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C19, Class D, 4.23%, 03/15/47 (b),(c),(f) | 379000 | 336986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C22, Class D, 3.91%, 09/15/57 (b),(c),(e),(f) | 4703000 | 4003283 |
| &nbsp;&nbsp;&nbsp;&nbsp; WMRK Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; WMRK Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; WMRK Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-WMRK, Class D, 9.27%, 11/15/27 (b),(e),(f) | 1000000 | 996300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-WMRK, Class E, 10.01%, 11/15/27 (b),(e),(f) | 1000000 | 996301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Worldwide Plaza Trust, Series 2017-WWP, Class F, 3.60%, 11/10/36 (b),(c),(e),(f) | 109000 | 57783 |
|  |  | 185000315 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Interest Only Commercial Mortgage-Backed Securities — 0.0%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Interest Only Commercial Mortgage-Backed Securities — 0.0%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class XCP, 0.00%,<br>12/15/36 (b),(e),(f),(g) | $15243000 |  | $153 |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, Series 2019-GC40, Class XD, 1.16%,<br>07/10/52 (b),(c),(e),(f),(g) | 2219000 |  | 139719 |
|  |  |  | 139872 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Inverse Interest Only Collateralized Mortgage Obligations — 0.5%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Inverse Interest Only Collateralized Mortgage Obligations — 0.5%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BBCMS Mortgage Trust 2022-C16, Series 2022-C16, Class XD, 2.18%,<br>06/15/55 (b),(e),(f),(g) | 4299000 |  | 657820 |
| &nbsp;&nbsp;&nbsp;&nbsp; CFK Trust, Series 2020-MF2, Class X, 0.77%, 03/15/39 (b),(c),(e),(f),(g) | 19612000 |  | 553235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C7, Class XD, 1.20%, 12/15/72 (b),(c),(e),(f),(g) | 5347000 |  | 359880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-GC43, Class XD, 0.62%, 11/10/52 (b),(c),(e),(f),(g) | 5918000 |  | 201449 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commercial Mortgage Trust, Series 2014-UBS4, Class XA, 1.09%, 08/10/47 (b),(e),(g) | 15453075 |  | 171266 |
| &nbsp;&nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C2, Class XA, 0.72%, 06/15/57 (b),(e),(g) | 33613597 |  | 427161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-C3, Class XA, 0.68%, 08/15/48 (b),(c),(e),(g) | 91823549 |  | 1203990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C18, Class XD, 1.46%, 12/15/52 (b),(c),(e),(f),(g) | 4452333 |  | 340310 |
| &nbsp;&nbsp;&nbsp;&nbsp; DC Office Trust, Series 2019-MTC, Class X, 0.11%, 09/15/45 (b),(c),(e),(f),(g) | 64579000 |  | 513597 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., | &nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K-1514, Class X3, 2.77%, 10/25/34 (b),(c),(e),(g) | 13043739 |  | 2629631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K049, Class X3, 1.55%, 10/25/43 (b),(c),(e),(g) | 2177000 |  | 72026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K061, Class X1, 0.16%, 11/25/26 (b),(c),(e),(g) | 16191269 |  | 98281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K071, Class X1, 0.29%, 11/25/27 (b),(c),(e),(g) | 88067675 |  | 1042105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K085, Class X3, 2.31%, 12/25/45 (b),(e),(g) | 1000000 |  | 106126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K095, Class X3, 2.10%, 08/25/47 (b),(c),(e),(g) | 9297000 |  | 977645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K102, Class X3, 1.89%, 12/25/46 (b),(e),(g) | 1000000 |  | 98354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K115, Class X3, 2.96%, 09/25/48 (b),(e),(g) | 1000000 |  | 161940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K118, Class X3, 2.69%, 10/25/48 (b),(e),(g) | 652000 |  | 97974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K119, Class X3, 2.73%, 09/25/48 (b),(e),(g) | 1525000 |  | 233825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K126, Class X3, 2.63%, 01/25/49 (b),(e),(g) | 1148000 |  | 176689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K128, Class X3, 2.78%, 04/25/31 (b),(e),(g) | 1000000 |  | 162513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K142, Class X3, 3.10%, 03/25/32 (b),(e),(g) | 1000000 |  | 193430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K142, Class X3, 3.14%, 04/25/50 (b),(e),(g) | 1000000 |  | 197556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K148, Class X3, 4.15%, 08/25/54 (b),(e),(g) | 751000 |  | 200115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K154, Class X1, 0.30%, 11/25/32 (b),(c),(e),(g) | 31253861 |  | 642861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K725, Class X1, 0.70%, 01/25/24 (b),(c),(e),(g) | 127752649 |  | 657671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KLU1, Class X3, 4.05%, 01/25/31 (b),(c),(e),(g) | 21325855 |  | 2588809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KLU2, Class X1, 0.95%, 08/25/29 (b),(c),(e),(g) | 56168163 |  | 2648947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KLU2, Class X3, 3.91%, 08/25/29 (b),(c),(e),(g) | 8342310 |  | 1298706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KS11, Class XFX, 1.60%, 06/25/29 (b),(c),(e),(g) | 25265000 |  | 1919837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KW10, Class X3, 2.72%, 10/25/32 (b),(c),(e),(g) | 5935000 |  | 815605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association, Series 2017-C03, Class 1X2, 1.80%,<br>10/25/29 (b),(g) | 1829093 |  | 35098 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMDB Commercial Mortgage Securities Trust, Series 2019-COR6, Class XD, 1.42%,<br>11/13/52 (b),(c),(e),(f),(g) | 4231000 |  | 322859 |
| &nbsp;&nbsp;&nbsp;&nbsp; MFT Trust, Series 2020-ABC, Class XA, 0.12%, 02/10/42 (b),(c),(e),(f),(g) | 20401000 |  | 183650 |
| &nbsp;&nbsp;&nbsp;&nbsp; STACR Trust, Series 2018-DNA3, Class M2AI, 1.50%, 09/25/48 (b),(f),(g) | 631462 |  | 7497 |
|  |  |  | 21998458 |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Mortgage Securities — 3.8%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Mortgage Securities — 3.8%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, | &nbsp;&nbsp;&nbsp;&nbsp; BOCA Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-BOCA, Class D, 1 mo. TSFR + 3.32%, 7.65%, 05/15/39 (b),(c),(e),(f) | 1000000 |  | 983944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-BOCA, Class E, 1 mo. TSFR + 4.22%, 8.55%, 05/15/39 (b),(c),(e),(f) | 1040000 |  | 1023584 |
| &nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association II Jumbo, TBA, 30 Year Maturity, 6.00%, 01/23/53 (m) | 120000000 |  | 121800000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association II Jumbo, TBA, 30 Year Maturity, 6.50%, 01/23/53 (m) | 44000000 |  | 44941864 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class C, 4.37%,<br>01/15/48 (b),(e) | 642000 |  | 591810 |
| &nbsp;&nbsp;&nbsp;&nbsp; Natixis Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Natixis Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Natixis Commercial Mortgage Securities Trust, | &nbsp;&nbsp;&nbsp;&nbsp; Natixis Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-RRI, Class C, 1 mo. TSFR + 3.10%, 7.43%, 03/15/35 (b),(e),(f) | 131000 |  | 127263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-RRI, Class E, 1 mo. TSFR + 5.19%, 9.53%, 03/15/35 (b),(e),(f) | 100000 |  | 96393 |
|  |  |  | 169564858 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Security Description** | **Principal**<br>**Amount** |  | **Value** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Uniform Mortgage-Backed Securities — 10.8%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Uniform Mortgage-Backed Securities — 10.8%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Uniform Mortgage-Backed Securities — 10.8%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Uniform Mortgage-Backed Securities — 10.8%</u>* |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/12/53 (m) | $14000000 |  | $13793822 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/12/53 - 02/13/53 (m) | 466000000 |  | 472779014 |  |
|  |  |  | 486572836 |  |
|  **Total North America** | **Total North America** |  | **916050193** |  |
|  **TOTAL MORTGAGE-BACKED SECURITIES <br>(COST $943,673,212)** | **TOTAL MORTGAGE-BACKED SECURITIES <br>(COST $943,673,212)** |  | **918480017** |  |
|  **U.S. GOVERNMENT SPONSORED AGENCY SECURITIES — 0.1%** | **U.S. GOVERNMENT SPONSORED AGENCY SECURITIES — 0.1%** | **U.S. GOVERNMENT SPONSORED AGENCY SECURITIES — 0.1%** | **U.S. GOVERNMENT SPONSORED AGENCY SECURITIES — 0.1%** |  |
|  **North America — 0.1%** | **North America — 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Interest Only Collateralized Mortgage Obligations — 0.1%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Interest Only Collateralized Mortgage Obligations — 0.1%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association, | &nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association, | &nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association, | &nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association, |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-151, Class SC, 1 mo. USD LIBOR + 6.15%, 1.80%, 10/20/45 (b),(e),(g) | 3082052 |  | 324417 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-161, Class AS, 1 mo. USD LIBOR + 6.20%, 1.85%, 11/20/45 (b),(e),(g) | 3859000 |  | 413781 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-114, Class SP, 1 mo. USD LIBOR + 6.20%, 1.85%, 07/20/47 (b),(e),(g) | 2584874 |  | 264495 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-117, Class SA, 1 mo. USD LIBOR + 6.20%, 1.85%, 08/20/47 (b),(e),(g) | 3802648 |  | 400202 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-156, Class SB, 1 mo. USD LIBOR + 6.20%, 1.85%, 10/20/47 (b),(e),(g) | 3507721 |  | 382040 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-56, Class AS, 1 mo. USD LIBOR + 6.15%, 1.80%, 04/20/47 (b),(e),(g) | 3060960 |  | 316647 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-73, Class SM, 1 mo. USD LIBOR + 6.20%, 1.85%, 05/20/47 (b),(e),(g) | 3060133 |  | 333628 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-48, Class SA, 1 mo. USD LIBOR + 6.20%, 1.85%, 04/20/48 (b),(e),(g) | 4484777 |  | 477552 |  |
|  |  |  | 2912762 |  |
|  **Total North America** | **Total North America** |  | **2912762** |  |
|  **TOTAL U.S. GOVERNMENT SPONSORED AGENCY SECURITIES <br>(COST $2,942,548)** | **TOTAL U.S. GOVERNMENT SPONSORED AGENCY SECURITIES <br>(COST $2,942,548)** |  | **2912762** |  |
|  **MUNICIPALS — 0.0%** | **MUNICIPALS — 0.0%** | **MUNICIPALS — 0.0%** | **MUNICIPALS — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>North America — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>North America — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; California Housing Finance Agency, Rev., Series 2019 X, (SER X),, 0.29%,<br>01/15/35 (b),(c),(e) | 14740866 |  | 228854 |  |
|  **TOTAL MUNICIPALS <br>(COST $661,595)** | **TOTAL MUNICIPALS <br>(COST $661,595)** |  | **228854** |  |
|  **U.S. TREASURY NOTES — 0.3%** | **U.S. TREASURY NOTES — 0.3%** | **U.S. TREASURY NOTES — 0.3%** | **U.S. TREASURY NOTES — 0.3%** |  |
|  **North America — 0.3%** | **North America — 0.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/28/27 (b),(l) | 14535500 |  | 13312474 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/15/32 (b) | 1680600 |  | 1530396 |  |
|  **Total North America** | **Total North America** |  | **14842870** |  |
|  **TOTAL U.S. TREASURY NOTES <br>(COST $15,105,633)** | **TOTAL U.S. TREASURY NOTES <br>(COST $15,105,633)** |  | **14842870** |  |
| **Security Description** | **Shares** |  | **Value** |  |
|  **EXCHANGE-TRADED FUNDS — 0.3%** | **EXCHANGE-TRADED FUNDS — 0.3%** | **EXCHANGE-TRADED FUNDS — 0.3%** | **EXCHANGE-TRADED FUNDS — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CION Investment Corp. | 2300 |  | 22425 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF (b),(c) | 24005 |  | 2530847 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Pershing Square Holdings Ltd. | 334617 |  | 11577748 |  |
|  **TOTAL EXCHANGE-TRADED FUNDS <br>(COST $12,821,052)** | **TOTAL EXCHANGE-TRADED FUNDS <br>(COST $12,821,052)** |  | **14131020** |  |
|  **WARRANTS — 0.0%** | **WARRANTS — 0.0%** | **WARRANTS — 0.0%** | **WARRANTS — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Acropolis Infrastructure Acquisition Corp. (a),(b) | 239443 |  | 28733 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpha Partners Technology Merger Corp. (a),(b) | 166667 |  | 8333 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Anthemis Digital Acquisitions I Corp. (a),(b) | 375000 |  | 33750 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Apollo Strategic Growth Capital, Class A (a),(b) | 250000 |  | 35000 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Appreciate Holdings, Inc. (a),(b) | 42331 |  | 1693 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Athena Consumer Acquisition Corp. (a),(b) | 262057 |  | 30477 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Penny Warrant (a),(b) | 111184 |  | 33355 |  |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Warrant (a),(b) | 100595 | $0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Authentic Equity Acquisition Corp. (a),(b) | 275000 | 4290 |
| &nbsp;&nbsp;&nbsp;&nbsp; B Riley Principal 250 Merger Corp. (a),(b) | 82637 | 2487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Mountain Acquisition Corp. (a),(b) | 590640 | 21676 |
| &nbsp;&nbsp;&nbsp;&nbsp; BlueRiver Acquisition Corp., Class A (a),(b) | 47634 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bullpen Parlay Acquisition Co. (a),(b) | 189000 | 3780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Catalyst Partners Acquisition Corp., Class A (a),(b) | 50000 | 85 |
| &nbsp;&nbsp;&nbsp;&nbsp; CC Neuberger Principal Holdings III (a),(b) | 67580 | 3406 |
| &nbsp;&nbsp;&nbsp;&nbsp; Churchill Capital Corp. (a),(b) | 32967 | 1629 |
| &nbsp;&nbsp;&nbsp;&nbsp; Churchill Capital Corp., A Shares (a),(b) | 59372 | 3562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colonnade Acquisition Corp. II, A Shares (a),(b) | 84985 | 4249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass Digital Acquisition Corp. (a),(b) | 125006 | 10000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Compute Health Acquisition Corp., A Shares (a),(b) | 116250 | 13066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Concord Acquisition Corp., Class A (a),(b) | 189000 | 12852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corner Growth Acquisition Corp. (a),(b) | 125000 | 1250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corner Growth Acquisition Corp., A Shares (a),(b) | 125000 | 3763 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corsair Partnering Corp., Class A (a),(b) | 125000 | 41037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Decarbonization Plus Acquisition Corp., A Shares (a),(b) | 167200 | 106172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Selling Acquisition Corp. (a),(b) | 329221 | 13169 |
| &nbsp;&nbsp;&nbsp;&nbsp; DP Cap Acquisition Corp., A Shares (a),(b) | 236250 | 23625 |
| &nbsp;&nbsp;&nbsp;&nbsp; ECARX Holdings, Inc., Class A (a),(b) | 93350 | 9158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Elliott Opportunity II Corp. (a),(b) | 91574 | 8242 |
| &nbsp;&nbsp;&nbsp;&nbsp; Enterprise 4.0 Technology Acquisition Corp. (a),(b) | 250000 | 7500 |
| &nbsp;&nbsp;&nbsp;&nbsp; ExcelFin Acquisition Corp. (a),(b) | 234350 | 2461 |
| &nbsp;&nbsp;&nbsp;&nbsp; FG Acquisition Corp. (a),(b) | 94599 | 118249 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fintech Evolution Acquisition Group (a),(b) | 103334 | 827 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forest Road Acquisition Corp., Class A (a),(b) | 62000 | 20708 |
| &nbsp;&nbsp;&nbsp;&nbsp; Forum Merger IV Corp., Class A (a),(b) | 77500 | 783 |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontier Acquisition Corp. (a),(b) | 77500 | 899 |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAC Hera Acquisition Corp., A Shares (a),(b) | 77500 | 1938 |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAC Parnassus Acquisition Corp., Class A (a),(b) | 77500 | 1163 |
| &nbsp;&nbsp;&nbsp;&nbsp; G Squared Asend II, Inc. (a),(b) | 92177 | 3696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Growth For Good Acquisition Corp. (a),(b) | 189000 | 7560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investcorp India Acquisition Corp. (a),(b) | 81191 | 4141 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jaguar Global Growth Corp. (a),(b) | 107300 | 5472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jaws Hurricane Acquisition Corp. (a),(b) | 65650 | 10537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jaws Mustang Acquisition Corp., C Shares (a),(b) | 66487 | 4322 |
| &nbsp;&nbsp;&nbsp;&nbsp; L Catterton Asia Acquisition Corp., Class A (a),(b) | 375000 | 16612 |
| &nbsp;&nbsp;&nbsp;&nbsp; Landcadia Holdings IV, Inc. (a),(b) | 116250 | 15647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lazard Growth Acquisition Corp., A Shares (a),(b) | 67587 | 473 |
| &nbsp;&nbsp;&nbsp;&nbsp; LDH Growth Corp., Class A (a),(b) | 62000 | 1370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lead Edge Growth Opportunities Ltd., Class A (a),(b) | 465420 | 5120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Learn CW Investment Corp., Class A (a),(b) | 199000 | 11940 |
| &nbsp;&nbsp;&nbsp;&nbsp; LIV Capital Acquisition Corp. (a),(b) | 371548 | 37155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Logistics Innovation Technologies Corp. (a),(b) | 101972 | 3946 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marlin Technology Corp. (a),(b) | 500000 | 800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mason Industrial Technology, Inc., A Shares (a),(b) | 407437 | 8149 |
| &nbsp;&nbsp;&nbsp;&nbsp; McLaren Racing Ltd. (a),(b),(d) | 22935 | 241865 |
| &nbsp;&nbsp;&nbsp;&nbsp; Motive Capital Corp. II, A Shares (a),(b) | 200000 | 8020 |
| &nbsp;&nbsp;&nbsp;&nbsp; MSD Acquisition Corp., Class A (a),(b) | 64782 | 4859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Noble Rock Acquisition Corp., A Shares (a),(b) | 200000 | 10020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Genesis Acquisition Corp. (a),(b) | 116250 | 9753 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Star Investment Corp., Class A (a),(b) | 51667 | 1033 |
| &nbsp;&nbsp;&nbsp;&nbsp; Northern Star Investment Corp., Class A (a),(b) | 51664 | 1204 |
| &nbsp;&nbsp;&nbsp;&nbsp; OCA Acquisition Corp., A Shares (a),(b) | 233750 | 2338 |
| &nbsp;&nbsp;&nbsp;&nbsp; Osiris Acquisition Corp. (a),(b) | 290880 | 11955 |
| &nbsp;&nbsp;&nbsp;&nbsp; Parabellum Acquisition Corp. (a),(b) | 292500 | 11700 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pathfinder Acquisition Corp., A Shares (a),(b) | 62487 | 9685 |
| &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Biotech Acquisition Corp. (a),(b) | 76900 | 3022 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pivotal Investment Corp. III, A Shares (a),(b) | 60000 | 3000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Plum Acquisition Corp. I, A Shares (a),(b) | 62000 | 1860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pontem Corp., A Shares (a),(b) | 155000 | 12400 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Shares** | **Value** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Portage Fintech Acquisition Corp. (a),(b) | 166165 | $| 33233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Powered Brands, A Shares (a),(b) | 155000 |  | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp; PowerUp Acquisition Corp. (a),(b) | 130108 |  | 10409 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rigel Resource Acquisition Corp., A Shares (a),(b) | 289168 |  | 28917 |
| &nbsp;&nbsp;&nbsp;&nbsp; ScION Tech Growth II (a),(b) | 286291 |  | 1059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Silver Spike Acquisition Corp. II, A Shares (a),(b) | 77314 |  | 2304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Skydeck Acquisition Corp., Class A(a),(b) | 81300 |  | 1585 |
| &nbsp;&nbsp;&nbsp;&nbsp; Slam Corp., A Shares (a),(b) | 112325 |  | 9885 |
| &nbsp;&nbsp;&nbsp;&nbsp; ST Energy Transition I Ltd. (a),(b) | 521933 |  | 31316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Tailwind International Acquisition Corp. (a),(b) | 100000 |  | 410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thunder Bridge Capital Partners III, Inc., A Shares (a),(b) | 39640 |  | 3040 |
| &nbsp;&nbsp;&nbsp;&nbsp; TZP Strategies Acquisition Corp., A Shares (a),(b) | 149166 |  | 2834 |
| &nbsp;&nbsp;&nbsp;&nbsp; VMG Consumer Acquisition Corp. (a),(b) | 178201 |  | 7271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warburg Pincus Capital Corp. I-A, A Shares (a),(b) | 62000 |  | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warburg Pincus Capital Corp. I-B (a),(b) | 62000 |  | 310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Waverley Capital Acquisition Corp., Class A (a),(b) | 125000 |  | 5700 |
|  **TOTAL WARRANTS <br>(COST $5,392,304)** | **TOTAL WARRANTS <br>(COST $5,392,304)** |  | **1222118** |
|  **INVESTMENTS IN INVESTEE FUNDS — 11.8%** | **INVESTMENTS IN INVESTEE FUNDS — 11.8%** | **INVESTMENTS IN INVESTEE FUNDS — 11.8%** | **INVESTMENTS IN INVESTEE FUNDS — 11.8%** |
|  **Europe — 0.6%** | **Europe — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Qube Torus(cost $25,000,000) (a),(b),(o) | 25000 |  | 27411126 |
|  **Total Europe** | **Total Europe** |  | **27411126** |
|  **North America — 11.2%** | **North America — 11.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aeolus Property Catastrophe Keystone PF Fund LP (a),(o) | 4 |  | 42536019 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asgard Fixed Income Risk Premia Fund (cost $228,630,770) (a),(o) | 231114 |  | 208619348 |
| &nbsp;&nbsp;&nbsp;&nbsp; Atreides Co. Series K DIs - SpaceX (Common)(cost $1,762,684) (a),(o) | 1 |  | 2133824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Centiva Offshore Fund LLP(cost $75,000,000) (a),(o) | 1 |  | 74454730 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pimco ILS Fund SP II (cost $37,824,100) (a),(o) | 7 |  | 35400623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rokos Global Macro Fund Ltd. (cost $93,000,000) (a),(o) | 1 |  | 110523414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Statar Cap (cost $25,000,000) (a),(o) | 25000 |  | 26399856 |
|  **Total North America** | **Total North America** |  | **500067814** |
|  **TOTAL INVESTMENTS IN INVESTEE FUNDS <br>(COST $530,624,246)** | **TOTAL INVESTMENTS IN INVESTEE FUNDS <br>(COST $530,624,246)** |  | **527478940** |
|  **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Growth For Good Acquisition Corp (a),(b) | 378000 |  | 15120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Jaguar Global Growth Corp. (a),(b) | 214600 |  | 12897 |
| &nbsp;&nbsp;&nbsp;&nbsp; ROC Energy Acquisition Corp. (a),(b) | 561887 |  | 89902 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zogenix, Inc. (d) | 0 |  | 95958 |
|  **TOTAL RIGHTS <br>(COST $114,632)** | **TOTAL RIGHTS <br>(COST $114,632)** |  | **213877** |
|  **TOTAL LONG-TERM INVESTMENTS <br>(COST $3,399,277,807)** | **TOTAL LONG-TERM INVESTMENTS <br>(COST $3,399,277,807)** |  | **3253618670** |
|  **COMMODITIES — 8.2%** | **COMMODITIES — 8.2%** | **COMMODITIES — 8.2%** | **COMMODITIES — 8.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp; California Carbon Allowance Vintage Specific 2017 (a),(b) | 4204876 |  | 120553795 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Carbon Allowance Vintage Specific 2020 (a),(b) | 4411124 |  | 126466925 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Carbon Allowance Vintage Specific 2022 (a),(b) | 1161000 |  | 33285870 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Carbon Allowance Vintage Specific 2023 (a),(b) | 525000 |  | 15067500 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Carbon Allowance Vintage Specific 2024 (a),(b) | 2482000 |  | 72027640 |
| &nbsp;&nbsp;&nbsp;&nbsp; California Carbon Allowance Vintage Specific 2025 (a),(b) | 689 |  | 20022 |
|  **TOTAL COMMODITIES <br>(COST $359,281,224)** | **TOTAL COMMODITIES <br>(COST $359,281,224)** |  | **367421752** |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** | **PURCHASED OPTIONS — 2.8%** |
|  **EXCHANGE-TRADED CALL OPTIONS — 0.2%** | **EXCHANGE-TRADED CALL OPTIONS — 0.2%** | **EXCHANGE-TRADED CALL OPTIONS — 0.2%** | **EXCHANGE-TRADED CALL OPTIONS — 0.2%** | **EXCHANGE-TRADED CALL OPTIONS — 0.2%** | **EXCHANGE-TRADED CALL OPTIONS — 0.2%** | **EXCHANGE-TRADED CALL OPTIONS — 0.2%** | **EXCHANGE-TRADED CALL OPTIONS — 0.2%** |
|  CRUDE OIL FUT OPT DEC 23 | 85.00 USD | 11/15/23 | 30 | 2319300 | $234046 | $267600 | $33554 |
|  CRUDE OIL FUT OPT DEC 23 | 150.00 USD | 11/15/23 | 60 | 4638600 | 92491 | 48000 | (44491) |
|  CRUDE OIL FUT OPT DEC 23 | 90.00 USD | 11/15/23 | 192 | 14843520 | 868132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390080 | 521948 |
|  CRUDE OIL FUT OPT JUN 23 | 150.00 USD | 05/17/23 | 429 | 34405800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137502 | 85800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1051702) |
|  FREYR BATTERY SA JAN 23 | 10.00 USD | 01/20/23 | 933 | 93300 | 14961 | 15861 | 900 |
|  NAT GAS EURO OPT APR 23 | 3.50 USD | 03/28/23 | 2 | 78340 | 38155 | 14820 | (23335) |
|  NAT GAS EURO OPT APR 23 | 4.50 USD | 03/28/23 | 164 | 6423880 | 567368 | 520044 | (47324) |
|  NAT GAS EURO OPT APR 23 | 5.00 USD | 03/28/23 | 2 | 78340 | 5205 | 3962 | (1243) |
|  NAT GAS EURO OPT APR 23 | 8.00 USD | 03/28/23 | 3 | 117510 | 12308 | 690 | (11618) |
|  NAT GAS EURO OPT APR 24 | 5.00 USD | 03/25/24 | 1 | 38400 | 4403 | 4064 | (339) |
|  NAT GAS EURO OPT AUG 23 | 3.50 USD | 07/26/23 | 2 | 83260 | 38155 | 21960 | (16195) |
|  NAT GAS EURO OPT AUG 23 | 4.50 USD | 07/26/23 | 164 | 6827320 | 567368 | 1044024 | 476656 |
|  NAT GAS EURO OPT AUG 23 | 5.00 USD | 07/26/23 | 2 | 83260 | 5205 | 9566 | 4361 |
|  NAT GAS EURO OPT AUG 23 | 8.00 USD | 07/26/23 | 124 | 5154680 | 332731 | 112220 | (220511) |
|  NAT GAS EURO OPT AUG 24 | 5.00 USD | 07/26/24 | 1 | 40100 | 4403 | 4307 | (96) |
|  NAT GAS EURO OPT FEB 23 | 7.50 USD | 01/26/23 | 75 | 3356250 | 1551900 | 22725 | (1529175) |
|  NAT GAS EURO OPT FEB 23 | 21.00 USD | 01/26/23 | 750 | 33562500 | 5514502 | 25500 | (5489002) |
|  NAT GAS EURO OPT JUL 23 | 3.50 USD | 06/27/23 | 2 | 83140 | 38155 | 21072 | (17083) |
|  NAT GAS EURO OPT JUL 23 | 4.50 USD | 06/27/23 | 164 | 6817480 | 567368 | 963008 | 395640 |
|  NAT GAS EURO OPT JUL 23 | 5.00 USD | 06/27/23 | 2 | 83140 | 5205 | 8536 | 3331 |
|  NAT GAS EURO OPT JUL 23 | 8.00 USD | 06/27/23 | 4 | 166280 | 16411 | 2764 | (13647) |
|  NAT GAS EURO OPT JUL 24 | 5.00 USD | 06/25/24 | 1 | 39840 | 4403 | 4155 | (248) |
|  NAT GAS EURO OPT JUN 23 | 3.50 USD | 05/25/23 | 2 | 80940 | 38155 | 18680 | (19475) |
|  NAT GAS EURO OPT JUN 23 | 4.50 USD | 05/25/23 | 164 | 6637080 | 567368 | 789332 | 221964 |
|  NAT GAS EURO OPT JUN 23 | 5.00 USD | 05/25/23 | 2 | 80940 | 5205 | 6684 | 1479 |
|  NAT GAS EURO OPT JUN 23 | 8.00 USD | 05/25/23 | 5 | 202350 | 20513 | 1985 | (18528) |
|  NAT GAS EURO OPT JUN 24 | 5.00 USD | 05/28/24 | 1 | 38910 | 4403 | 3802 | (601) |
|  NAT GAS EURO OPT MAR 23 | 7.50 USD | 02/23/23 | 75 | 3078000 | 1551900 | 40125 | (1511775) |
|  NAT GAS EURO OPT MAY 23 | 3.50 USD | 04/25/23 | 2 | 78620 | 38155 | 16122 | (22033) |
|  NAT GAS EURO OPT MAY 23 | 4.50 USD | 04/25/23 | 164 | 6446840 | 567368 | 610572 | 43204 |
|  NAT GAS EURO OPT MAY 23 | 5.00 USD | 04/25/23 | 2 | 78620 | 5205 | 4862 | (343) |
|  NAT GAS EURO OPT MAY 23 | 8.00 USD | 04/25/23 | 3 | 117930 | 12308 | 684 | (11624) |
|  NAT GAS EURO OPT MAY 24 | 5.00 USD | 04/25/24 | 1 | 37990 | 4403 | 3564 | (839) |
|  NAT GAS EURO OPT OCT 23 | 3.50 USD | 09/26/23 | 2 | 83480 | 38155 | 23550 | (14605) |
|  NAT GAS EURO OPT OCT 23 | 4.50 USD | 09/26/23 | 164 | 6845360 | 567368 | 1201956 | 634588 |
|  NAT GAS EURO OPT OCT 23 | 5.00 USD | 09/26/23 | 2 | 83480 | 5205 | 11486 | 6281 |
|  NAT GAS EURO OPT OCT 23 | 8.00 USD | 09/26/23 | 4 | 166280 | 16411 | 5628 | (10783) |
|  NAT GAS EURO OPT OCT 24 | 5.00 USD | 09/25/24 | 1 | 40550 | 4403 | 4761 | 358 |
|  NAT GAS EURO OPT SEP 23 | 3.50 USD | 08/28/23 | 2 | 82200 | 38155 | 21982 | (16173) |
|  NAT GAS EURO OPT SEP 23 | 4.50 USD | 08/28/23 | 164 | 6740400 | 567368 | 1079284 | 511916 |
|  NAT GAS EURO OPT SEP 23 | 5.00 USD | 08/28/23 | 2 | 82200 | 5205 | 10092 | 4887 |
|  NAT GAS EURO OPT SEP 23 | 6.00 USD | 08/28/23 | 1 | 41100 | 4803 | 2958 | (1845) |
|  NAT GAS EURO OPT SEP 23 | 8.00 USD | 08/28/23 | 3 | 123300 | 12308 | 3273 | (9035) |
|  NAT GAS EURO OPT SEP 24 | 5.00 USD | 08/27/24 | 1 | 39690 | 4403 | 4245 | (158) |
|  NAT GAS EURO OPT APR 23 | 4.50 USD | 02/23/23 | 40 | 1641600 | 162107 | 149000 | (13107) |
|  NAT GAS EURO OPT APR 23 | 4.95 USD | 07/26/23 | 20 | 832600 | 178053 | 98460 | (79593) |
|  NAT GAS EURO OPT APR 23 | 5.00 USD | 01/26/23 | 100 | 4475000 | 334667 | 240800 | (93867) |
|  NAT GAS EURO OPT APR 23 | 5.50 USD | 01/26/23 | 80 | 3580000 | 174214 | 112720 | (61494) |
|  NAT GAS EURO OPT APR 23 | 8.00 USD | 10/26/23 | 60 | 2690400 | 296160 | 147180 | (148980) |
|  NAT GAS EURO OPT APR 23 | 8.00 USD | 11/27/23 | 60 | 2926200 | 296160 | 230280 | (65880) |
|  NAT GAS EURO OPT APR 23 | 9.50 USD | 03/28/23 | 40 | 1566800 | 28107 | 4840 | (23267) |
|  NAT GAS EURO OPT APR 23 | 9.50 USD | 04/25/23 | 40 | 1572400 | 28107 | 3880 | (24227) |
|  NAT GAS EURO OPT APR 23 | 9.50 USD | 05/25/23 | 40 | 1618800 | 28107 | 6520 | (21587) |
|  NAT GAS EURO OPT APR 23 | 9.50 USD | 06/27/23 | 40 | 1662800 | 28107 | 13240 | (14867) |
|  NAT GAS EURO OPT APR 23 | 9.50 USD | 07/26/23 | 40 | 1665200 | 28107 | 18240 | (9867) |
|  NAT GAS EURO OPT APR 23 | 9.50 USD | 08/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644000 | 28107 | 23200 | (4907) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  NAT GAS EURO OPT APR 23 | 9.50 USD | 09/26/23 | 40 | 1669600 | $28107 | $30880 | $2773 |
|  NAT GAS EURO OPT APR 23 | 10.50 USD | 03/28/23 | 40 | 1566800 | 21107 | 3160 | (17947) |
|  NAT GAS EURO OPT APR 23 | 10.50 USD | 04/25/23 | 40 | 1572400 | 21107 | 2320 | (18787) |
|  NAT GAS EURO OPT APR 23 | 10.50 USD | 05/25/23 | 40 | 1618800 | 21107 | 3920 | (17187) |
|  NAT GAS EURO OPT APR 23 | 10.50 USD | 06/27/23 | 40 | 1662800 | 21107 | 8640 | (12467) |
|  NAT GAS EURO OPT APR 23 | 10.50 USD | 07/26/23 | 40 | 1665200 | 21107 | 12320 | (8787) |
|  NAT GAS EURO OPT APR 23 | 10.50 USD | 08/28/23 | 40 | 1644000 | 21107 | 16000 | (5107) |
|  NAT GAS EURO OPT APR 23 | 10.50 USD | 09/26/23 | 40 | 1669600 | 21107 | 21760 | 653 |
|  NAT GAS EURO OPT FEB 23 | 7.00 USD | 01/26/23 | 10 | 447500 | 98627 | 4100 | (94527) |
|  NAT GAS EURO OPT JUL 23 | 8.50 USD | 06/27/23 | 180 | 7482600 | 438481 | 96300 | (342181) |
|  NAT GAS EURO OPT MAR 23 | 10.00 USD | 02/23/23 | 101 | 4145040 | 638943 | 24442 | (614501) |
|  NAT GAS EURO OPT MAR 23 | 20.00 USD | 02/23/23 | 23 | 943920 | 70820 | 1219 | (69601) |
|  NATURAL GAS OPTN FEB 23 | 8.00 USD | 01/26/23 | 20 | 895000 | 70000 | 4800 | (65200) |
|  NATURAL GAS OPTN MAR 23 | 20.00 USD | 02/23/23 | 8 | 328320 | 58642 | 400 | (58242) |
|  PHE 02282023 PHE C10 | 10.00 USD | 01/26/23 | 300 | 750000 | 367662 | 9075 | (358587) |
|  PHE 03312023 PHE C10 | 10.00 USD | 02/23/23 | 300 | 750000 | 367662 | 18150 | (349512) |
|  PHE 04302023 PHE C6 | 6.00 USD | 03/28/23 | 480 | 1200000 | 121859 | 96600 | (25259) |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19717699 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9858831 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9858868) |
|  **EXCHANGE-TRADED PUT OPTIONS — 0.3%** | **EXCHANGE-TRADED PUT OPTIONS — 0.3%** | **EXCHANGE-TRADED PUT OPTIONS — 0.3%** | **EXCHANGE-TRADED PUT OPTIONS — 0.3%** | **EXCHANGE-TRADED PUT OPTIONS — 0.3%** | **EXCHANGE-TRADED PUT OPTIONS — 0.3%** | **EXCHANGE-TRADED PUT OPTIONS — 0.3%** | **EXCHANGE-TRADED PUT OPTIONS — 0.3%** |
|  CRUDE OIL FUT OPT DEC 23 | 40.00 USD | 11/15/23 | 60 | 4638600 | 150091 | 73800 | (76291) |
|  Interest Rate Swaption 1Y by 1y EU 12/20/2023 to Pay Fixed 4.75% Receive SOFR 1Y BISL Adjst RFR | 4.75 USD | 12/20/23 | 1549295775 | 1549295775 | 2200000 | 4141175 | 1941175 |
|  Interest Rate Swaption 1Y by 1Y EU 12/20/2023 to Pay Fixed 5% Receive SOFR 1Y BISL Adjst RFR | 5.00 USD | 12/20/23 | 1999976000 | 1999976000 | 2199974 | 4206770 | 2006796 |
|  NAT GAS EURO OPT APR 24 | 2.75 USD | 03/25/24 | 2 | 76800 | 4655 | 6462 | 1807 |
|  NAT GAS EURO OPT AUG 24 | 2.75 USD | 07/26/24 | 2 | 80200 | 4655 | 5618 | 963 |
|  NAT GAS EURO OPT DEC 23 | 2.00 USD | 11/27/23 | 21 | 1024170 | 25309 | 17598 | (7711) |
|  NAT GAS EURO OPT JUL 24 | 2.75 USD | 06/25/24 | 2 | 79680 | 4655 | 5584 | 929 |
|  NAT GAS EURO OPT JUN 24 | 2.75 USD | 05/28/24 | 2 | 77820 | 4655 | 5808 | 1153 |
|  NAT GAS EURO OPT MAY 24 | 2.75 USD | 04/25/24 | 2 | 75980 | 4655 | $6168 | 1513 |
|  NAT GAS EURO OPT NOV 23 | 2.00 USD | 10/26/23 | 21 | 941640 | 25309 | 18186 | (7123) |
|  NAT GAS EURO OPT OCT 24 | 2.75 USD | 09/25/24 | 2 | 81100 | 4655 | 5910 | 1255 |
|  NAT GAS EURO OPT SEP 24 | 2.75 USD | 08/27/24 | 2 | 79380 | 4655 | 5906 | 1251 |
|  NAT GAS EURO OPT APR 23 | 4.30 USD | 01/26/23 | 140 | 6265000 | 345414 | 462280 | 116866 |
|  NAT GAS EURO OPT APR 23 | 4.95 USD | 07/26/23 | 20 | 832600 | 184054 | 251620 | 67566 |
|  NAT GAS EURO OPT APR 23 | 5.00 USD | 10/26/23 | 40 | 1793600 | 414107 | 510200 | 96093 |
|  NAT GAS EURO OPT APR 23 | 5.00 USD | 11/27/23 | 40 | 1950800 | 414107 | 468080 | 53973 |
|  NAT GAS EURO OPT MAR 23 | 3.00 USD | 02/23/23 | 180 | 7387200 | 140481 | 149040 | 8559 |
|  |  |  |  |  | $6131431 | $10340205 | $4208774 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **OTC CALL OPTIONS — 0.2%** | **OTC CALL OPTIONS — 0.2%** |  |  |  |  |  |  |  |
|  Cap Call MAY 23 | Goldman Sachs International | 0.000 USD | 05/05/23 | 19256000 | 19256000 | $498249 | $31396 | $(466853) |
|  Cap Call MAY 23 | Morgan Stanley Co., Inc. | 0.005 USD | 05/05/23 | 37350 | 373500000 | 494887 | 16833 | (478054) |
|  Cap Call OCT 25 | Goldman Sachs International | 0.0027 USD | 10/20/25 | 64430000 | 64430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310039 |
|  CDX IG39 12/20/27 Call 77.5 3/15/23 | Barclays Bank PLC | 77.50 | 02/15/23 | 1000000 | 1000000 | 1750 | 1295 | (455) |
|  CDX IG39 12/20/27 Call 77.5 3/15/23 | Citi Group Global Markets | 77.50 | 03/15/23 |  | 25000000 | 65000 | 42608 | (22392) |
|  CDX IG39 12/20/27 Call 77.5 3/15/23 | Barclays Bank PLC | 77.50 | 03/15/23 |  | 11500000 | 23460 | 19600 | (3860) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Premium<br>Paid** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  LME Copper 3Mo Call | Morgan Stanley Co., Inc. | 16,500.00 USD | 12/04/24 | 7500 | 7500 | $| 2430000 | $800152 | $| (1629848) |
|  LME Nickel 3Mo Call | Morgan Stanley Co., Inc. | 40,000.00 USD | 12/04/24 | 1260 | 1260 |  | 2431800 | 4558914 |  | 2127114 |
|  |  |  |  |  |  | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7320146 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7155837 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(164309) |
|  **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** | **OTC PUT OPTIONS — 2.1%** |
|  BANK OF AMERICA N.A. PUT JUN 23 | Bank of America International | 4 USD | 06/20/23 | 50000000 | 50000000 |  | 130400 | 373273 |  | 242873 |
|  Buy Euro Digital Put USD Call JPY at 123 Jun 23 | Bank of America International | 123 USD | 06/16/23 | 2200000 | 2200000 |  | 216700 | 549606 |  | 332906 |
|  Buy Euro Digital Put USD Call JPY at 123 Jun 23 | Deutsche Bank | 123 USD | 06/16/23 | 2200000 | 2200000 |  | 217800 | 549606 |  | 331806 |
|  Buy Euro Digital Put USD Call JPY at 126 Mar 23 | Deutsche Bank | 126 USD | 03/16/23 | 2200000 | 2200000 |  | 207899 | 574554 |  | 366655 |
|  Buy Euro Digital Put USD Call JPY at 126 Mar 23 | Bank of America International | 126 USD | 03/16/23 | 2200000 | 2200000 |  | 203500 | 574554 |  | 371054 |
|  Forward Volatility Agreement Put | Goldman Sachs International | 0.000 USD | 01/08/24 | 29050000 | 29050000 |  | 5345200 | 5320810 |  | (24390) |
|  Forward Volatility Agreement Put | Morgan Stanley Co., Inc. | 0.000 USD | 01/06/27 | 24402000 | 24402000 |  | 5283277 | 5646259 |  | 362982 |
|  Forward Volatility Agreement Put | Goldman Sachs International | 0.000 USD | 01/11/27 | 24070000 | 24070000 |  | 5259295 | 5503913 |  | 244618 |
|  Forward Volatility Agreement Put | Morgan Stanley Co., Inc. | 0.000 USD | 01/19/27 | 24485000 | 24485000 |  | 5312000 | 5630685 |  | 318685 |
|  Forward Volatility Agreement Put | Goldman Sachs International | 0.000 USD | 01/19/27 | 24485000 | 24485000 |  | 5308348 | 5566126 |  | 257778 |
|  Forward Volatility Agreement Put | Goldman Sachs International | 0.000 USD | 01/19/27 | 28801000 | 28801000 |  | 5313784 | 5212930 |  | (100854) |
|  Forward Volatility Agreement Put | Morgan Stanley Co., Inc. | 0.000 USD | 04/19/27 | 56280000 | 56280000 |  | 10462452 | 10174231 |  | (288221) |
|  Forward Volatility Agreement Put | Goldman Sachs International | 0.000 USD | 04/22/27 | 71400000 | 71400000 |  | 10474380 | 9209491 |  | (1264889) |
|  Forward Volatility Agreement Put | Goldman Sachs International | 0.000 USD | 05/13/27 | 152720000 | 152720000 |  | 20769920 | 19459237 |  | (1310683) |
|  Forward Volatility Agreement Put | Morgan Stanley Co., Inc. | 0.000 USD | 01/06/28 | 23240000 | 23240000 |  | 5258561 | 5493908 |  | 235347 |
|  Forward Volatility Agreement Put | Morgan Stanley Co., Inc. | 0.000 USD | 03/30/32 | 84000000 | 84000000 |  | 15414000 | $11786533 |  | (3627467) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Forward Volatility Agreement Put | JPMorgan Chase Bank N.A. | 0.000 USD | 03/30/32 | 27997200 | 27997200 | $5040000 | $4225757 | $(814243) |
|  USD JPY Digital FX Option Put at 120 7/20/23 | Bank of America International | 120 USD | 07/20/23 | 12320000 | 12320000 | 2414720 | 2367226 | (47494) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102632236 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98218699 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4413537) |
|  **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | **Total Purchased Options Outstanding** | $**135801512** | $**125573572** | $**(10227940)** |

---

**REPURCHASE AGREEMENTS(p) — 4.3%** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 0.00%, dated 07/27/2022, due On Demand (collateralized by Turkey Government Bond, 7.38% due 02/05/2025, market value $3,005,100) (q) | 2941989 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2941989 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 0.35%, dated 08/16/2022, due On Demand (collateralized by Turkey Government Bond, 7.38% due 02/05/2025, market value $1,367,320) (q) | 1361100 | 1361100 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 0.30%, dated 05/27/2022, due 06/01/2023 (collateralized by Peru International Bond, 3.55% due 03/10/2051, market value $6,094,638) (q) | 7256613 | 7256613 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 0.40%, dated 09/15/2022, due On Demand (collateralized by Egypt International Bond, 7.50% due 01/31/2027, market value $1,207,845) (q) | 1227394 | 1227394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 0.50%, dated 07/15/2022, due On Demand (collateralized by Industrial and Commercial Bank of China Limited Bond, 3.20% due 03/24/2170, market value $1,920,018) (q) | 2004128 | 2004128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 0.50%, dated 07/22/2022, due On Demand (collateralized by Egypt International Bond, 5.88% due 06/11/2025, market value $1,843,800) (q) | 1663862 | 1663862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 0.50%, dated 10/04/2022, due On Demand (collateralized by China International Bond, 1.20% due 10/21/2030, market value $811,984) (q) | 857269 | 857269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 0.55%, dated 06/13/2022, due On Demand (collateralized by Nigerian International Bond, 7.63% due 11/21/2025, market value $1,148,993) (q) | 1159238 | 1159238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 0.85%, dated 06/24/2022, due On Demand (collateralized by Turkey Government Bond, 7.38% due 02/05/2025, market value $5,001,488) (q) | 5035820 | 5035820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.05%, dated 06/24/2022, due On Demand (collateralized by Nigerian International Bond, 7.63% due 11/21/2025, market value $2,894,100) (q) | 2880374 | 2880374 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.25%, dated 07/27/2022, due On Demand (collateralized by Indonesian International Bond, 5.35% due 02/11/2049, market value $2,648,362) (q) | 2890633 | 2890633 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.30%, dated 06/23/2022, due On Demand (collateralized by Nigerian International Bond, 7.63% due 11/21/2025, market value $1,267,664) (q) | 1257819 | 1257819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.35%, dated 06/23/2022, due On Demand (collateralized by Bahrain International Bond, 7.00% due 10/12/2028, market value $4,238,979) (q) | 4444714 | 4444714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.75%, dated 11/03/2022, due On Demand (collateralized by Brazilian International Bond, 3.75% due 09/12/2031, market value $2,580,618) (q) | 2617296 | 2617296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.75%, dated 11/04/2022, due On Demand (collateralized by Brazilian International Bond, 3.75% due 09/12/2031, market value $1,719,852) (q) | 1742397 | 1742397 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.75%, dated 11/09/2022, due On Demand (collateralized by Brazilian International Bond, 3.75% due 09/12/2031, market value $1,720,692) (q) | 1735228 | 1735228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.75%, dated 11/09/2022, due On Demand (collateralized by Brazilian International Bond, 3.75% due 09/12/2031, market value $859,926) (q) | 867085 | 867085 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.80%, dated 08/23/2022, due On Demand (collateralized by Chile International Bond, 3.50% due 01/31/2034, market value $2,803,324) (q) | 2985793 | 2985793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.85%, dated 08/19/2022, due On Demand (collateralized by Chile International Bond, 3.50% due 01/31/2034, market value $2,768,421) (q) | 3023983 | 3023983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.85%, dated 08/25/2022, due On Demand (collateralized by Chile International Bond, 3.50% due 01/31/2034, market value $1,613,210) (q) | 1725435 | 1725435 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 1.95%, dated 08/23/2022, due On Demand (collateralized by Chile International Bond, 2.55% due 07/27/2033, market value $1,280,363) (q) | 1368285 | 1368285 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 2.00%, dated 09/07/2022, due On Demand (collateralized by Peru International Bond, 8.75% due 11/21/2033, market value $3,401,485) (q) | 3739500 | 3739500 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 2.30%, dated 10/19/2022, due On Demand (collateralized by Saudi Government International Bond, 2.75% due 02/03/2032, market value $3,919,158) (q) | 3784941 | 3784941 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 2.55%, dated 11/01/2022, due On Demand (collateralized by Kazmunaygas Bond, 5.75% due 04/19/2047, market value $1,582,126) (q) | 1456279 | 1456279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 2.85%, dated 07/06/2022, due On Demand (collateralized by Turkey Government Bond, 7.25% due 12/23/2023, market value $2,179,369) (q) | 2176632 | 2176632 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.30%, dated 11/03/2022, due On Demand (collateralized by Kazmunaygas Bond, 4.88% due 10/14/2044, market value $365,449) (q) | 444555 | $444555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.30%, dated 11/03/2022, due On Demand (collateralized by Kazmunaygas Bond, 5.75% due 04/19/2047, market value $427,414) (q) | 396036 | 396036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.30%, dated 11/07/2022, due On Demand (collateralized by Kazmunaygas Bond, 4.75% due 04/19/2027, market value $1,842,000) (q) | 1808474 | 1808474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.30%, dated 11/07/2022, due On Demand (collateralized by Kazmunaygas Bond, 5.75% due 04/19/2047, market value $1,313,930) (q) | 1215369 | 1215369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.40%, dated 11/03/2022, due On Demand (collateralized by Kazmunaygas Bond, 6.38% due 10/24/2048, market value $446,386) (q) | 405262 | 405262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.45%, dated 11/07/2022, due On Demand (collateralized by Kazmunaygas Bond, 5.38% due 04/24/2030, market value $714,697) (q) | 683014 | 683014 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.45%, dated 11/23/2022, due On Demand (collateralized by Colombian International Bond, 7.38% due 09/18/2037, market value $1,901,221) (q) | 1943370 | 1943370 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.50%, dated 11/10/2022, due On Demand (collateralized by Peru International Bond, 6.55% due 03/14/2027, market value $193,748) (q) | 193576 | 193576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.50%, dated 12/01/2022, due On Demand (collateralized by Peru International Bond, 3.00% due 01/15/2034, market value $3,359,342) (q) | 3627420 | 3627420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 3.75%, dated 12/16/2022, due On Demand (collateralized by Egypt International Bond, 7.30% due 09/30/2033, market value $241,965) (q) | 257467 | 257467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 4.00%, dated 12/22/2022, due On Demand (collateralized by Mexican International Bond, 3.50% due 02/12/2034, market value $480,961) (q) | 515466 | 515466 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 4.00%, dated 12/22/2022, due On Demand (collateralized by Mexican International Bond, 4.88% due 05/19/2033, market value $3,123,756) (q) | 3357996 | 3357996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 4.00%, dated 12/22/2022, due On Demand (collateralized by Peru International Bond, 3.00% due 01/15/2034, market value $2,664,632) (q) | 2835330 | 2835330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 4.00%, dated 12/29/2022, due On Demand (collateralized by Argentina International Bond, 3.88% due 01/09/2038, market value $942,833) (q) | 1031255 | 1031255 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 4.00%, dated 12/29/2022, due On Demand (collateralized by Mexican International Bond, 3.50% due 02/12/2034, market value $3,176,266) (q) | 3332186 | 3332186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 4.00%, dated 12/29/2022, due On Demand (collateralized by Peru International Bond, 5.63% due 11/18/2050, market value $1,177,011) (q) | 1229591 | 1229591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 4.00%, dated 12/30/2022, due On Demand (collateralized by collateralized by Mexican International Bond, 3.50% due 02/12/2034, market value $1,318,042) (q) | 1384271 | 1384271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 4.02%, dated 12/29/2022, due On Demand (collateralized by Mexican International Bond, 3.50% due 02/12/2034, market value $1,272,427) (q) | 1336754 | 1336754 |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays Capital, Inc., 4.10%, dated 12/29/2022, due On Demand (collateralized by Bahrain International Bond, 7.38% due 05/14/2030, market value $1,826,237) (q) | 1900035 | 1900035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Limited, 0.25%, dated 03/02/2022, due On Demand (collateralized by Peru International Bond, 3.55% due 03/10/2051, market value $3,153,232) (q) | 4376558 | 4376558 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Limited, 0.25%, dated 03/03/2022, due On Demand (collateralized by Peru International Bond, 3.55% due 03/10/2051, market value $2,106,894) (q) | 2867670 | 2867670 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Limited, 0.50%, dated 07/01/2022, due On Demand (collateralized by Turkey Government Bond, 7.38% due 02/05/2025, market value $2,504,250) (q) | 2546250 | 2546250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Limited, 0.65%, dated 05/19/2022, due On Demand (collateralized by Nigerian International Bond, 7.63% due 11/21/2025, market value $249,301) (q) | 271894 | 271894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Limited, 0.65%, dated 05/20/2022, due On Demand (collateralized by Nigerian International Bond, 7.63% due 11/21/2025, market value $732,264) (q) | 758668 | 758668 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Limited, 0.65%, dated 07/13/2022, due On Demand (collateralized by Egypt International Bond, 5.88% due 06/11/2025, market value $3,813,900) (q) | 3477562 | 3477562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Citigroup Global Markets Limited, 2.85%, dated 11/01/2022, due On Demand (collateralized by Colombian International Bond, 7.38% due 09/18/2037, market value $1,937,765) (q) | 1850033 | 1850033 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 0.00%, dated 11/21/2022, due 12/31/2032 (collateralized by Nigerian International Bond, 6.38% due 07/12/2023, market value $2,509,711) | 2680668 | 2680668 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 1.00%, dated 11/03/2022, due 11/07/2023 (collateralized by Turkey Government Bond, 7.25% due 12/23/2023, market value $3,040,980) | 3274381 | 3274381 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 1.25%, dated 12/08/2022, due 01/09/2023 (collateralized by Egypt International Bond, 5.25% due 10/06/2025, market value $3,017,652) | 3219663 | 3219663 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 1.50%, dated 11/22/2022, due 11/23/2023 (collateralized by Egypt International Bond, 6.59% due 02/21/2028, market value $5,860,720) | 6056633 | 6056633 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 2.00%, dated 11/22/2022, due 11/23/2023 (collateralized by Bank of China Bond, 3.60% Perpetual Maturity, market value $3,456,000) | 3705439 | $3705439 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 2.25%, dated 10/10/2022, due 10/12/2023 (collateralized by China Petroleum & Chemical Corporation Bond, 4.38% due 04/10/2024, market value $513,154) | 540210 | 540210 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 2.25%, dated 10/20/2022, due 10/21/2023 (collateralized by Saudi Government International Bond, 2.75% due 02/03/2032, market value $4,530,547) | 4436363 | 4436363 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 2.30%, dated 11/22/2022, due 11/23/2023 (collateralized by Egypt International Bond, 3.88% due 02/16/2026, market value $1,482,372) | 1522283 | 1522283 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 2.30%, dated 12/08/2022, due 01/09/2023 (collateralized by Egypt International Bond, 7.50% due 01/31/2027, market value $5,368,200) | 5866875 | 5866875 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 2.50%, dated 11/21/2022, due 11/23/2023 (collateralized by Alibaba Group Holding Limited, 2.13% due 02/09/2031, market value $1,768,304) | 1845844 | 1845844 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 2.50%, dated 11/22/2022, due 11/23/2023 (collateralized by Industrial and Commercial Bank of China Limited Bond, 3.20% Perpetual Maturity, market value $10,015,983) | 10463148 | 10463148 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 2.75%, dated 11/21/2022, due 11/23/2023 (collateralized by Tencent Holdings Bond, 1.81% due 01/26/2026, market value $1,673,314) | 1760437 | 1760437 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 2.90%, dated 10/19/2022, due 10/20/2023 (collateralized by Brazilian International Bond, 5.00% due 01/27/2045, market value $612,519) | 633703 | 633703 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.00%, dated 11/21/2022, due 11/23/2023 (collateralized by Tencent Holdings Bond, 3.28% due 04/11/2024, market value $4,454,837) | 4670483 | 4670483 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.00%, dated 11/22/2022, due 11/23/2023 (collateralized by Bahrain International Bond, 5.25% due 01/25/2033, market value $3,680,243) | 3857266 | 3857266 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.00%, dated 11/22/2022, due 11/23/2023 (collateralized by Bahrain International Bond, 5.45% due 09/16/2032, market value $3,148,679) | 3288923 | 3288923 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.25%, dated 11/21/2022, due 11/23/2023 (collateralized by China Petroleum & Chemical Corporation Bond, 3.13% due 04/24/2023, market value $3,690,525) | 3874135 | 3874135 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.25%, dated 12/05/2022, due 01/04/2023 (collateralized by China International Bond, 2.13% due 12/03/2029, market value $4,436,650) | 4776776 | 4776776 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.30%, dated 11/21/2022, due 01/03/2023 (collateralized by Alibaba Group Holding Limited, 3.40% due 12/06/2027, market value $11,432,859) | 12046586 | 12046586 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.50%, dated 11/03/2022, due 11/04/2023 (collateralized by Brazilian International Bond, 5.63% due 02/21/2047, market value $158,240) | 165460 | 165460 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.50%, dated 11/04/2022, due 11/07/2023 (collateralized by Brazilian International Bond, 5.63% due 02/21/2047, market value $814,143) | 837754 | 837754 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.50%, dated 11/04/2022, due 11/08/2023 (collateralized by Brazilian International Bond, 5.63% due 02/21/2047, market value $972,383) | 1000583 | 1000583 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.50%, dated 11/09/2022, due 11/10/2023 (collateralized by Brazilian International Bond, 5.63% due 02/21/2047, market value $324,391) | 336153 | 336153 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.50%, dated 11/10/2022, due 11/14/2023 (collateralized by Brazilian International Bond, 5.63% due 02/21/2047, market value $158,239) | 162848 | 162848 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 3.50%, dated 11/22/2022, due 11/23/2023 (collateralized by Bahrain International Bond, 5.63% due 09/30/2031, market value $1,824,436) | 1907391 | 1907391 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 4.10%, dated 12/28/2022, due 01/04/2023 (collateralized by US Treasury Notes, 3.00% due 08/15/2052, market value $1,360,206) | 1265580 | 1265580 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase Bank, N.A., 4.20%, dated 12/28/2022, due 01/04/2023 (collateralized by US Treasury Notes, 2.88% due 05/15/2052, market value $4,350,127) | 3896559 | $3896559 |
| &nbsp;&nbsp;&nbsp;&nbsp; **TOTAL REPURCHASE AGREEMENTS**<br> **(COST $194,342,013)** | **194342013** | **194342013** |
|  **TOTAL INVESTMENTS IN SECURITIES — 87.7% <br>(COST $4,088,702,556)** | **TOTAL INVESTMENTS IN SECURITIES — 87.7% <br>(COST $4,088,702,556)** | **3940956007** |
|  **TOTAL SECURITIES SOLD SHORT — (46.3)% <br>(PROCEEDS $2,149,417,104)** | **TOTAL SECURITIES SOLD SHORT — (46.3)% <br>(PROCEEDS $2,149,417,104)** | **(2081519532)** |
|  **Other Assets (r) — 58.6%** | **Other Assets (r) — 58.6%** | **2634920753** |
|  **Net Assets — 100.0%** | **Net Assets — 100.0%** | $**4494357228** |
|  **SECURITIES SOLD SHORT — (46.3)%** |  |  |
|  **COMMON STOCK — (12.9)%** |  |  |
|  **Africa — (0.0)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; IHS Holding Ltd. (a) | 1400 | (8610) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Caledonia Mining Corp. plc | 400 | (4960) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sasol Ltd., ADR | 800 | (12568) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sibanye Stillwater Ltd., ADR | 1100 | (11726) |
|  |  | (29254) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Lesaka Technologies, Inc. (a) | 900 | (4095) |
|  **Total Africa** | **Total Africa** | **(41959)** |
|  **Asia — (0.7)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banking — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; HDFC Bank Ltd., ADR | 24600 | (1682886) |
| &nbsp;&nbsp;&nbsp;&nbsp; KB Financial Group, Inc., ADR (a) | 3600 | (139176) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc., ADR | 87000 | (580290) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shinhan Financial Group Co. Ltd., ADR | 3000 | (83790) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc., ADR | 58100 | (465962) |
|  |  | (2952104) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Products — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ezgo Technologies Ltd. (a) | 900 | (612) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gogoro, Inc. (a) | 4400 | (13992) |
| &nbsp;&nbsp;&nbsp;&nbsp; Honda Motor Co. Ltd., ADR | 1700 | (38862) |
| &nbsp;&nbsp;&nbsp;&nbsp; indie Semiconductor, Inc., Class A (a) | 4800 | (27984) |
| &nbsp;&nbsp;&nbsp;&nbsp; NIO, Inc., ADR (a) | 9300 | (90675) |
| &nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp., ADR | 3800 | (519004) |
|  |  | (691129) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 51 Talk Online Education Group, ADR (a) | 150 | (945) |
| &nbsp;&nbsp;&nbsp;&nbsp; China Liberal Education Holdings Ltd. (a) | 3800 | (3800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gravitas Education Holdings, Inc., ADR (a) | 20 | (227) |
| &nbsp;&nbsp;&nbsp;&nbsp; GreenTree Hospitality Group Ltd., ADR (a) | 300 | (1113) |
| &nbsp;&nbsp;&nbsp;&nbsp; H World Group Ltd., ADR | 24700 | (1047774) |
| &nbsp;&nbsp;&nbsp;&nbsp; iHuman, Inc., ADR (a) | 300 | (780) |
| &nbsp;&nbsp;&nbsp;&nbsp; Melco Resorts & Entertainment Ltd., ADR (a) | 5300 | (60950) |
| &nbsp;&nbsp;&nbsp;&nbsp; Meta Data Ltd., ADR (a) | 500 | (520) |
| &nbsp;&nbsp;&nbsp;&nbsp; Meten Holding Group Ltd. (a) | 2320 | (418) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skillful Craftsman Education Technology Ltd. (a) | 1100 | (1584) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tarena International, Inc., ADR (a) | 215 | (948) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yum China Holdings, Inc. | 27700 | (1513805) |
|  |  | (2632864) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Staple Products — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Farmmi, Inc. (a) | 5656 | $(2265) |
| &nbsp;&nbsp;&nbsp;&nbsp; RLX Technology, Inc., ADR (a) | 30900 | (71070) |
| &nbsp;&nbsp;&nbsp;&nbsp; TDH Holdings, Inc. (a) | 1460 | (2263) |
| &nbsp;&nbsp;&nbsp;&nbsp; Viomi Technology Co. Ltd., ADR (a) | 1200 | (1284) |
|  |  | (76882) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 360 DigiTech, Inc., ADR | 8700 | (177132) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bit Digital, Inc. (a) | 21500 | (12900) |
| &nbsp;&nbsp;&nbsp;&nbsp; FinVolution Group, ADR | 600 | (2976) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jianpu Technology, Inc., ADR (a) | 1100 | (1749) |
| &nbsp;&nbsp;&nbsp;&nbsp; LexinFintech Holdings Ltd., ADR (a) | 6500 | (12350) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lion Group Holding Ltd., ADR (a) | 200 | (143) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lufax Holding Ltd., ADR (a) | 42000 | (81480) |
| &nbsp;&nbsp;&nbsp;&nbsp; MMTEC, Inc. (a) | 300 | (217) |
| &nbsp;&nbsp;&nbsp;&nbsp; ORIX Corp., ADR | 100 | (8052) |
| &nbsp;&nbsp;&nbsp;&nbsp; Puhui Wealth Investment Management Co., Ltd. (a) | 50 | (135) |
| &nbsp;&nbsp;&nbsp;&nbsp; Qudian, Inc., ADR (a) | 15300 | (14581) |
| &nbsp;&nbsp;&nbsp;&nbsp; SOS Ltd., ADR (a) | 1304 | (3560) |
| &nbsp;&nbsp;&nbsp;&nbsp; X Financial, ADR (a) | 200 | (604) |
|  |  | (315879) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aesthetic Medical International Holdings Group Ltd., ADR (a) | 300 | (396) |
| &nbsp;&nbsp;&nbsp;&nbsp; Anpac Bio-Medical Science Co., Ltd., ADR (a) | 695 | (3232) |
| &nbsp;&nbsp;&nbsp;&nbsp; BeiGene Ltd., ADR (a) | 3800 | (835772) |
| &nbsp;&nbsp;&nbsp;&nbsp; Burning Rock Biotech Ltd., ADR (a) | 2500 | (5625) |
| &nbsp;&nbsp;&nbsp;&nbsp; China SXT Pharmaceuticals, Inc. (a) | 71 | (38) |
| &nbsp;&nbsp;&nbsp;&nbsp; Connect Biopharma Holdings Ltd., ADR (a) | 1300 | (1128) |
| &nbsp;&nbsp;&nbsp;&nbsp; Genetron Holdings Ltd., ADR (a) | 200 | (224) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gracell Biotechnologies, Inc., ADR (a) | 600 | (1380) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hutchmed China Ltd., ADR (a) | 1200 | (17736) |
| &nbsp;&nbsp;&nbsp;&nbsp; MEDIROM Healthcare Technologies, Inc., ADR (a) | 100 | (459) |
| &nbsp;&nbsp;&nbsp;&nbsp; Qilian International Holding Group Ltd. (a) | 300 | (216) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zai Lab Ltd., ADR (a) | 1100 | (33770) |
|  |  | (899976) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Products — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asia Pacific Wire & Cable Corp., Ltd. (a) | 440 | (620) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenland Technologies Holding Corp. (a) | 400 | (868) |
|  |  | (1488) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BEST, Inc., ADR (a) | 3660 | (2013) |
| &nbsp;&nbsp;&nbsp;&nbsp; EHang Holdings Ltd., ADR (a) | 5200 | (44616) |
| &nbsp;&nbsp;&nbsp;&nbsp; Full Truck Alliance Co. Ltd., ADR (a) | 112700 | (901600) |
| &nbsp;&nbsp;&nbsp;&nbsp; MingZhu Logistics Holdings Ltd. (a) | 1398 | (1177) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pop Culture Group Co., Ltd., Class A (a) | 900 | (702) |
|  |  | (950108) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Huize Holding Ltd., ADR (a) | 700 | (991) |
| &nbsp;&nbsp;&nbsp;&nbsp; TIAN RUIXIANG Holdings Ltd., Class A (a) | 240 | (446) |
|  |  | (1437) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ikonics Corp. (a),(d) | 100 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Origin Agritech Ltd. (a) | 300 | (2085) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tantech Holdings Ltd. (a) | 387 | (826) |
| &nbsp;&nbsp;&nbsp;&nbsp; ZK International Group Co. Ltd. (a) | 1400 | (546) |
|  |  | (3457) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Baosheng Media Group Holding Ltd. (a) | 837 | $(686) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dada Nexus Ltd., ADR (a) | 18200 | (126854) |
| &nbsp;&nbsp;&nbsp;&nbsp; DouYu International Holdings Ltd., ADR (a) | 13200 | (18480) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dragon Victory International Ltd. (a) | 800 | (432) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grab Holdings Ltd., Class A (a) | 330100 | (1062922) |
| &nbsp;&nbsp;&nbsp;&nbsp; iClick Interactive Asia Group Ltd., ADR (a) | 250 | (963) |
| &nbsp;&nbsp;&nbsp;&nbsp; MakeMyTrip Ltd. (a) | 5200 | (143364) |
| &nbsp;&nbsp;&nbsp;&nbsp; NetEase, Inc., ADR | 13900 | (1009557) |
| &nbsp;&nbsp;&nbsp;&nbsp; Phoenix New Media Ltd., ADR (a) | 316 | (847) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pintec Technology Holdings, Ltd., ADR (a) | 400 | (160) |
| &nbsp;&nbsp;&nbsp;&nbsp; So-Young International, Inc., ADR (a) | 1500 | (1935) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sohu.com Ltd., ADR (a) | 1600 | (21936) |
| &nbsp;&nbsp;&nbsp;&nbsp; The9 Ltd., ADR (a) | 4400 | (2495) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trip.com Group Ltd., ADR (a) | 69400 | (2387360) |
| &nbsp;&nbsp;&nbsp;&nbsp; Uxin Ltd., ADR (a) | 4680 | (13478) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhihu, Inc., ADR (a) | 35200 | (45760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zhongchao, Inc., Class A (a) | 400 | (476) |
|  |  | (4837705) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Recon Technology Ltd., Class A (a) | 4500 | (5670) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fangdd Network Group Ltd., ADR (a) | 1240 | (930) |
| &nbsp;&nbsp;&nbsp;&nbsp; KE Holdings, Inc., ADR (a) | 38700 | (540252) |
|  |  | (541182) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Renewable Energy — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Daqo New Energy Corp., ADR (a) | 15600 | (602316) |
| &nbsp;&nbsp;&nbsp;&nbsp; JinkoSolar Holding Co. Ltd., ADR (a) | 14099 | (576367) |
| &nbsp;&nbsp;&nbsp;&nbsp; ReneSola Ltd., ADR (a) | 12700 | (57404) |
|  |  | (1236087) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Discretionary — (0.3)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ATRenew, Inc., ADR (a) | 5700 | (16473) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boqii Holding Ltd., ADR (a) | 533 | (645) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cango, Inc., ADR | 1000 | (1308) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coupang, Inc. (a) | 168400 | (2477164) |
| &nbsp;&nbsp;&nbsp;&nbsp; DingDong Cayman Ltd., ADR (a) | 11300 | (48251) |
| &nbsp;&nbsp;&nbsp;&nbsp; E-Home Household Service Holdings Ltd. (a) | 860 | (362) |
| &nbsp;&nbsp;&nbsp;&nbsp; Future FinTech Group, Inc. (a) | 3800 | (1414) |
| &nbsp;&nbsp;&nbsp;&nbsp; JD.com, Inc., ADR | 110300 | (6191139) |
| &nbsp;&nbsp;&nbsp;&nbsp; KBS Fashion Group Ltd. (a) | 1600 | (1312) |
| &nbsp;&nbsp;&nbsp;&nbsp; LightInTheBox Holding Co. Ltd., ADR (a) | 1300 | (1599) |
| &nbsp;&nbsp;&nbsp;&nbsp; Moxian BVI, Inc. (a) | 900 | (405) |
| &nbsp;&nbsp;&nbsp;&nbsp; NaaS Technology, Inc., ADR (a) | 20 | (78) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sea Ltd., ADR (a) | 80500 | (4188415) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yatsen Holding Ltd., ADR (a) | 26600 | (38836) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yoshitsu Co., Ltd., ADR (a) | 600 | (738) |
|  |  | (12968139) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Staples — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; China Jo-Jo Drugstores Holdings, Inc. (a) | 166 | (589) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wunong Net Technology Co. Ltd. (a) | 4500 | (860) |
|  |  | (1449) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Discretionary — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kaixin Auto Holdings (a) | 3700 | $(1085) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 17 Education & Technology Group, Inc., ADR (a) | 1625 | (3315) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aurora Mobile Ltd., ADR (a) | 1100 | (704) |
| &nbsp;&nbsp;&nbsp;&nbsp; BIT Mining Ltd., ADR (a) | 150 | (237) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bit Origin Ltd. (a) | 2300 | (403) |
| &nbsp;&nbsp;&nbsp;&nbsp; Borqs Technologies, Inc. (a) | 14000 | (2940) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cellebrite DI Ltd. (a) | 2200 | (9592) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cloopen Group Holding Ltd., ADR (a) | 2300 | (1619) |
| &nbsp;&nbsp;&nbsp;&nbsp; CLPS, Inc. | 200 | (228) |
| &nbsp;&nbsp;&nbsp;&nbsp; Datasea, Inc. (a) | 500 | (750) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gaotu Techedu, Inc., ADR (a) | 45600 | (107616) |
| &nbsp;&nbsp;&nbsp;&nbsp; Infosys Ltd., ADR | 2100 | (37821) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kingsoft Cloud Holdings Ltd., ADR (a) | 28500 | (109155) |
| &nbsp;&nbsp;&nbsp;&nbsp; Link Motion, Inc., ADR (a) | 11000 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Lizhi, Inc., ADR (a) | 2800 | (1708) |
| &nbsp;&nbsp;&nbsp;&nbsp; Luokung Technology Corp. (a) | 28000 | (4239) |
| &nbsp;&nbsp;&nbsp;&nbsp; OneConnect Financial Technology Co. Ltd., ADR (a) | 1440 | (7646) |
| &nbsp;&nbsp;&nbsp;&nbsp; Qutoutiao, Inc., ADR (a) | 2160 | (1447) |
| &nbsp;&nbsp;&nbsp;&nbsp; Renren, Inc., ADR (a) | 1500 | (2400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Scienjoy Holding Corp., Class A (a) | 2300 | (4577) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sify Technologies Ltd., ADR (a) | 700 | (812) |
| &nbsp;&nbsp;&nbsp;&nbsp; Taoping, Inc. (a) | 500 | (325) |
| &nbsp;&nbsp;&nbsp;&nbsp; TaskUS, Inc., Class A (a) | 8000 | (135200) |
| &nbsp;&nbsp;&nbsp;&nbsp; TDCX, Inc., ADR (a) | 3073 | (38044) |
| &nbsp;&nbsp;&nbsp;&nbsp; TELUS International CDA, Inc. (a) | 900 | (17811) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tuya, Inc., ADR (a) | 18600 | (35526) |
| &nbsp;&nbsp;&nbsp;&nbsp; WiMi Hologram Cloud, Inc., ADR (a) | 7700 | (5621) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wipro Ltd., ADR (a) | 266 | (1240) |
| &nbsp;&nbsp;&nbsp;&nbsp; Youdao, Inc., ADR (a) | 2900 | (15602) |
|  |  | (546578) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Tech Hardware & Semiconductors — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Allegro MicroSystems, Inc. (a) | 200 | (6004) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canaan, Inc., ADR (a) | 38100 | (78486) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ebang International Holdings, Inc., Class A (a) | 473 | (1376) |
| &nbsp;&nbsp;&nbsp;&nbsp; Himax Technologies, Inc., ADR | 9500 | (58995) |
| &nbsp;&nbsp;&nbsp;&nbsp; SemiLEDs Corp. (a) | 300 | (480) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp., ADR | 12400 | (945872) |
|  |  | (1091213) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Chindata Group Holdings Ltd., ADR (a) | 10100 | (80497) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chunghwa Telecom Co., Ltd., ADR | 400 | (14636) |
| &nbsp;&nbsp;&nbsp;&nbsp; GDS Holdings Ltd., ADR (a) | 19000 | (391780) |
| &nbsp;&nbsp;&nbsp;&nbsp; KT Corp., ADR | 1800 | (24300) |
| &nbsp;&nbsp;&nbsp;&nbsp; PLDT, Inc., ADR | 100 | (2280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia Persero Tbk PT, ADR | 4100 | (97785) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vnet Group, Inc., ADR (a) | 10100 | (57267) |
|  |  | (668545) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Azure Power Global Ltd. (a) | 5600 | (24136) |
| &nbsp;&nbsp;&nbsp;&nbsp; Korea Electric Power Corp., ADR | 2700 | (23328) |
| &nbsp;&nbsp;&nbsp;&nbsp; ReNew Energy Global plc, Class A (a) | 14100 | (77550) |
|  |  | (125014) |
|  **Total Asia** | **Total Asia** | **(30547991)** |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
|  **Europe — (0.4)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banking — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Barclays plc, ADR | 41400 | $(322920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG | 22600 | (260352) |
| &nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings plc, ADR | 41600 | (1296256) |
| &nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, ADR | 14500 | (176465) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group plc, ADR | 27200 | (59840) |
|  |  | (2115833) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Products — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Sono Group NV (a) | 3300 | (3250) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Genius Sports Ltd. (a) | 3600 | (12852) |
| &nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels Group plc, ADR | 600 | (35004) |
| &nbsp;&nbsp;&nbsp;&nbsp; Membership Collective Group, Inc., Class A (a) | 5900 | (22066) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sportradar Holding AG, Class A (a) | 2300 | (22908) |
|  |  | (92830) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Staple Products — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Anheuser-Busch InBev SA, ADR | 19500 | (1170780) |
| &nbsp;&nbsp;&nbsp;&nbsp; Haleon plc, ADR (a) | 42700 | (341600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unilever plc, ADR | 52400 | (2638340) |
|  |  | (4150720) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AerCap Holdings NV (a) | 12400 | (723168) |
| &nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG | 51800 | (967106) |
|  |  | (1690274) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AC Immune SA (a) | 600 | (1224) |
| &nbsp;&nbsp;&nbsp;&nbsp; ADC Therapeutics SA (a) | 2900 | (11136) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alcon, Inc. | 6600 | (452430) |
| &nbsp;&nbsp;&nbsp;&nbsp; Altamira Therapeutics Ltd. (a) | 385 | (1867) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amryt Pharma plc, ADR (a) | 700 | (5110) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aptorum Group Ltd., Class A (a) | 1300 | (715) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ascendis Pharma A/S, ADR (a) | 6600 | (806058) |
| &nbsp;&nbsp;&nbsp;&nbsp; Autolus Therapeutics plc, ADR (a) | 3400 | (6460) |
| &nbsp;&nbsp;&nbsp;&nbsp; Babylon Holdings Ltd., Class A (a) | 404 | (2727) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioNTech SE, ADR | 16600 | (2493652) |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeline Therapeutics Holdings plc, ADR (a) | 100 | (50) |
| &nbsp;&nbsp;&nbsp;&nbsp; Galapagos NV, ADR (a) | 2500 | (110950) |
| &nbsp;&nbsp;&nbsp;&nbsp; Genmab, ADR (a) | 1100 | (46618) |
| &nbsp;&nbsp;&nbsp;&nbsp; GH Research plc (a) | 600 | (5802) |
| &nbsp;&nbsp;&nbsp;&nbsp; ICON PLC, ADR (a) | 5500 | (1068375) |
| &nbsp;&nbsp;&nbsp;&nbsp; Immunocore Holdings plc, ADR (a) | 500 | (28535) |
| &nbsp;&nbsp;&nbsp;&nbsp; InflaRx NV (a) | 2100 | (6510) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mereo Biopharma Group plc, ADR (a) | 13500 | (10125) |
| &nbsp;&nbsp;&nbsp;&nbsp; Molecular Partners AG, ADR (a) | 100 | (648) |
| &nbsp;&nbsp;&nbsp;&nbsp; NLS Pharmaceutics Ltd. (a) | 800 | (1040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk, ADR | 600 | (81204) |
| &nbsp;&nbsp;&nbsp;&nbsp; NuCana plc, ADR (a) | 1800 | (1188) |
| &nbsp;&nbsp;&nbsp;&nbsp; Olink Holding AB, ADR (a) | 2200 | (55836) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orchard Therapeutics plc, ADR (a) | 2400 | (890) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity Biotech plc, ADR (a) | 900 | (891) |
| &nbsp;&nbsp;&nbsp;&nbsp; uniQure NV (a) | 4100 | (92947) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vaccitech plc, ADR (a) | 300 | (717) |
|  |  | (5293705) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Shares** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Products — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial NV | 21700 |  | $(348502) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cimpress plc (a) | 900 |  | (24849) |
| &nbsp;&nbsp;&nbsp;&nbsp; Costamare, Inc. | 8100 |  | (75168) |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Ship Lease, Inc., Class A | 1500 |  | (24975) |
| &nbsp;&nbsp;&nbsp;&nbsp; Globus Maritime Ltd. (a) | 1800 |  | (1890) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rentokil Initial plc, ADR | 800 |  | (24648) |
| &nbsp;&nbsp;&nbsp;&nbsp; Safe Bulkers, Inc. | 200 |  | (582) |
|  |  |  | (152112) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aegon NV | 19200 |  | (96768) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CRH plc, ADR | 5500 |  | (218845) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orion Engineered Carbons SA | 1000 |  | (17810) |
|  |  |  | (236655) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gambling.com Group Ltd. (a) | 400 |  | (3660) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jumia Technologies AG, ADR (a) | 39900 |  | (128079) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Global plc, Class A (a) | 7700 |  | (145761) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pearson plc, ADR | 100 |  | (1127) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spark Networks SE, ADR (a) | 1200 |  | (769) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trivago NV, ADR (a) | 2200 |  | (2970) |
| &nbsp;&nbsp;&nbsp;&nbsp; WPP plc, ADR | 800 |  | (39328) |
|  |  |  | (321694) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Equinor ASA, ADR | 2400 |  | (85944) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shell plc, ADR | 400 |  | (22780) |
|  |  |  | (108724) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Discretionary — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Allego NV (a) | 100 |  | (314) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cazoo Group Ltd. (a) | 22000 |  | (3450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Farfetch Ltd., Class A (a) | 124600 |  | (589358) |
| &nbsp;&nbsp;&nbsp;&nbsp; MYT Netherlands Parent BV, ADR (a) | 1900 |  | (16929) |
|  |  |  | (610051) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kaleyra, Inc. (a) | 8000 |  | (6041) |
| &nbsp;&nbsp;&nbsp;&nbsp; Micro Focus International plc, ADR | 3200 |  | (20192) |
| &nbsp;&nbsp;&nbsp;&nbsp; RELX plc, ADR | 200 |  | (5544) |
| &nbsp;&nbsp;&nbsp;&nbsp; SAP SE, ADR | 1300 |  | (134147) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sophia Genetics SA (a) | 300 |  | (618) |
|  |  |  | (166542) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Tech Hardware & Semiconductors — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | 800 |  | (437120) |
| &nbsp;&nbsp;&nbsp;&nbsp; Logitech International SA | 200 |  | (12450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nokia Oyj, ADR | 62000 |  | (287680) |
| &nbsp;&nbsp;&nbsp;&nbsp; WISeKey International Holding Ltd., ADR (a) | 500 |  | (890) |
|  |  |  | (738140) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation & Logistics — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryanair Holdings plc, ADR (a) | 6200 |  | (463512) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — (0.0)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; National Grid plc, ADR | 100 |  | (6032) |
|  **Total Europe** | **Total Europe** |  | **(16595344)** |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
|  **Middle East — (0.0)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Products — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Foresight Autonomous Holdings Ltd., ADR (a) | 4300 | $(1849) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Biondvax Pharmaceuticals Ltd., ADR (a) | 80 | (237) |
| &nbsp;&nbsp;&nbsp;&nbsp; Can-Fite BioPharma Ltd., ADR (a) | 1300 | (797) |
| &nbsp;&nbsp;&nbsp;&nbsp; Collplant Biotechnologies Ltd., ADR (a) | 300 | (2505) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enlivex Therapeutics Ltd. (a) | 500 | (1950) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gamida Cell Ltd. (a) | 8300 | (10707) |
| &nbsp;&nbsp;&nbsp;&nbsp; InspireMD, Inc. (a) | 273 | (235) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nano-X Imaging Ltd. (a) | 8000 | (59040) |
|  |  | (75471) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Products — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Elbit Systems Ltd. | 200 | (32808) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Castor Maritime, Inc. (a) | 15360 | (17203) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Evogene Ltd. (a) | 2500 | (1750) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Innovid Corp. (a) | 6600 | (11286) |
| &nbsp;&nbsp;&nbsp;&nbsp; SimilarWeb Ltd. (a) | 200 | (1286) |
| &nbsp;&nbsp;&nbsp;&nbsp; Taboola.com Ltd. (a) | 1400 | (4312) |
|  |  | (16884) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Renewable Energy — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Eco Wave Power Global AB, ADR (a) | 200 | (602) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Discretionary — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; D-MARKET Elektronik Hizmetler ve Ticaret AS, ADR (a) | 10300 | (6798) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cognyte Software Ltd. (a) | 400 | (1244) |
| &nbsp;&nbsp;&nbsp;&nbsp; Global-e Online Ltd. (a) | 12500 | (258000) |
| &nbsp;&nbsp;&nbsp;&nbsp; My Size, Inc. (a) | 40 | (110) |
| &nbsp;&nbsp;&nbsp;&nbsp; Safe-T Group Ltd., ADR (a) | 100 | (240) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yalla Group Ltd., ADR (a) | 4300 | (15050) |
|  |  | (274644) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Tech Hardware & Semiconductors — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ceragon Networks Ltd. (a) | 2400 | (4584) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gilat Satellite Networks Ltd. (a) | 2200 | (12760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nano Dimension Ltd., ADR (a) | 1000 | (2300) |
| &nbsp;&nbsp;&nbsp;&nbsp; SuperCom Ltd. (a) | 910 | (1620) |
|  |  | (21264) |
|  **Total Middle East** | **Total Middle East** | **(449273)** |
|  **North America — (11.5)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banking — (2.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ameris Bancorp | 1099 | (51807) |
| &nbsp;&nbsp;&nbsp;&nbsp; Axos Financial, Inc. (a) | 116931 | (4469103) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bancorp, Inc. (a) | 60031 | (1703680) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. | 95900 | (3176208) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal | 11000 | (996600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia | 7900 | (386942) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of NT Butterfield & Son Ltd. | 20044 | (597512) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank OZK | 182827 | (7324050) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bankwell Financial Group, Inc. | 4209 | (123871) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Ridge Bankshares, Inc. | 6747 | $(84270) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cadence Bank | 3800 | (93708) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce | 13600 | (550120) |
| &nbsp;&nbsp;&nbsp;&nbsp; Carver Bancorp, Inc. (a) | 500 | (2055) |
| &nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. | 2800 | (110236) |
| &nbsp;&nbsp;&nbsp;&nbsp; City Holding Co. | 47060 | (4380815) |
| &nbsp;&nbsp;&nbsp;&nbsp; Civista Bancshares, Inc. | 10389 | (228662) |
| &nbsp;&nbsp;&nbsp;&nbsp; Comerica, Inc | 3900 | (260715) |
| &nbsp;&nbsp;&nbsp;&nbsp; Commerce Bancshares, Inc. | 2696 | (183517) |
| &nbsp;&nbsp;&nbsp;&nbsp; CrossFirst Bankshares, Inc. (a) | 45745 | (567695) |
| &nbsp;&nbsp;&nbsp;&nbsp; CVB Financial Corp. | 35785 | (921464) |
| &nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, Inc. | 84242 | (5551548) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | 900 | (15525) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | 98701 | (3238380) |
| &nbsp;&nbsp;&nbsp;&nbsp; First BanCorp | 200 | (2544) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Citizens BancShares, Inc., Class A | 1667 | (1264186) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Financial Bancorp | 400 | (9692) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Financial Bankshares, Inc. | 8543 | (293879) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Horizon Corp. | 36200 | (886900) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Interstate BancSystem, Inc., Class A | 5900 | (228035) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Republic Bank | 2600 | (316914) |
| &nbsp;&nbsp;&nbsp;&nbsp; FNB Corp. | 83076 | (1084142) |
| &nbsp;&nbsp;&nbsp;&nbsp; Frost Bankers, Inc. | 4200 | (561540) |
| &nbsp;&nbsp;&nbsp;&nbsp; Home BancShares, Inc. | 176562 | (4023848) |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. | 136882 | (1930036) |
| &nbsp;&nbsp;&nbsp;&nbsp; Independent Bank Corp. | 1500 | (126645) |
| &nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | 12705 | (1703740) |
| &nbsp;&nbsp;&nbsp;&nbsp; Live Oak Bancshares, Inc. | 13819 | (417334) |
| &nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp. | 10882 | (1578543) |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. | 18796 | (161646) |
| &nbsp;&nbsp;&nbsp;&nbsp; Old National Bancorp | 24600 | (442308) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pacific Premier Bancorp, Inc. | 23962 | (756241) |
| &nbsp;&nbsp;&nbsp;&nbsp; Park National Corp. | 100 | (14075) |
| &nbsp;&nbsp;&nbsp;&nbsp; Peoples Bancorp, Inc. | 2885 | (81501) |
| &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. | 9800 | (1547812) |
| &nbsp;&nbsp;&nbsp;&nbsp; Preferred Bank | 44926 | (3352378) |
| &nbsp;&nbsp;&nbsp;&nbsp; Prosperity Bancshares, Inc. | 67354 | (4895289) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regions Financial Corp. | 364489 | (7858382) |
| &nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada | 22913 | (2154280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sandy Spring Bancorp, Inc. | 56786 | (2000571) |
| &nbsp;&nbsp;&nbsp;&nbsp; ServisFirst Bancshares, Inc. | 1500 | (103365) |
| &nbsp;&nbsp;&nbsp;&nbsp; Signature Bank | 33488 | (3858487) |
| &nbsp;&nbsp;&nbsp;&nbsp; South Plains Financial, Inc. | 4834 | (133080) |
| &nbsp;&nbsp;&nbsp;&nbsp; South State Corp. | 21164 | (1616083) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stock Yards Bancorp, Inc. | 100 | (6498) |
| &nbsp;&nbsp;&nbsp;&nbsp; Synovus Financial Corp. | 1300 | (48815) |
| &nbsp;&nbsp;&nbsp;&nbsp; TFS Financial Corp. | 1200 | (17292) |
| &nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank | 4400 | (284944) |
| &nbsp;&nbsp;&nbsp;&nbsp; Towne Bank | 35436 | (1092846) |
| &nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp. | 21200 | (912236) |
| &nbsp;&nbsp;&nbsp;&nbsp; UMB Financial Corp. | 900 | (75168) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Bankshares, Inc. | 2100 | (85029) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Community Banks, Inc. | 30109 | (1017684) |
| &nbsp;&nbsp;&nbsp;&nbsp; Veritex Holdings, Inc. | 111926 | (3142882) |
| &nbsp;&nbsp;&nbsp;&nbsp; Webster Financial Corp. | 15000 | (710100) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. | 3100 | (127999) |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Alliance Bancorp | 19876 | (1183814) |
| &nbsp;&nbsp;&nbsp;&nbsp; WSFS Financial Corp. | 3400 | (154156) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zions BanCorp. | 75047 | (3689311) |
|  |  | (90970733) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Biotechnology & Pharmaceuticals — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Absci Corp. (a) | 600 | $(1260) |
| &nbsp;&nbsp;&nbsp;&nbsp; Congent Biosciences, Inc. (a),(d) | 1000 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Contra Gemini Therapeutics, Inc. (a) | 1300 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Xeris Biopharma Holdings, Inc. (a) | 18142 | (24129) |
|  |  | (25389) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Chemicals — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinseo plc | 3500 | (79485) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Products — (0.4)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Adient PLC (a) | 6400 | (222016) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aterian, Inc. (a) | 3200 | (2465) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aurora Innovation, Inc. (a) | 37100 | (44891) |
| &nbsp;&nbsp;&nbsp;&nbsp; Axon Enterprise, Inc. (a) | 6300 | (1045359) |
| &nbsp;&nbsp;&nbsp;&nbsp; BorgWarner, Inc. | 40 | (1610) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRP, Inc. | 200 | (15270) |
| &nbsp;&nbsp;&nbsp;&nbsp; Capri Holdings Ltd. (a) | 100 | (5732) |
| &nbsp;&nbsp;&nbsp;&nbsp; Carter's, Inc. | 11700 | (872937) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBAK Energy Technology, Inc. (a) | 5700 | (5643) |
| &nbsp;&nbsp;&nbsp;&nbsp; Century Communities, Inc. | 2100 | (105021) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cepton, Inc. (a) | 5600 | (7112) |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Sportswear Co. | 800 | (70064) |
| &nbsp;&nbsp;&nbsp;&nbsp; Deckers Outdoor Corp. (a) | 2600 | (1037816) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dorman Products, Inc. (a) | 200 | (16174) |
| &nbsp;&nbsp;&nbsp;&nbsp; DR Horton, Inc. | 42700 | (3806278) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dream Finders Homes, Inc., Class A (a) | 3500 | (30310) |
| &nbsp;&nbsp;&nbsp;&nbsp; ElectraMeccanica Vehicles Corp. (a) | 7700 | (4648) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Co. | 13100 | (152353) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fox Factory Holding Corp. (a) | 1800 | (164214) |
| &nbsp;&nbsp;&nbsp;&nbsp; Funko, Inc., Class A (a) | 1700 | (18547) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gentex Corp. | 3600 | (98172) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | 9300 | (254820) |
| &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & Rubber Co. (a) | 63700 | (646555) |
| &nbsp;&nbsp;&nbsp;&nbsp; Green Brick Partners, Inc. (a) | 700 | (16961) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hanesbrands, Inc. | 139500 | (887220) |
| &nbsp;&nbsp;&nbsp;&nbsp; Harley-Davidson, Inc. | 8500 | (353600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Holley, Inc. (a) | 1700 | (3604) |
| &nbsp;&nbsp;&nbsp;&nbsp; Interface, Inc. | 400 | (3948) |
| &nbsp;&nbsp;&nbsp;&nbsp; iRobot Corp. (a) | 1000 | (48130) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kontoor Brands, Inc. | 100 | (3999) |
| &nbsp;&nbsp;&nbsp;&nbsp; LCI Industries | 1700 | (157165) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lear Corp. | 1100 | (136422) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp., Class A | 18100 | (1638050) |
| &nbsp;&nbsp;&nbsp;&nbsp; LGI Homes, Inc. (a) | 3500 | (324100) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lordstown Motors Corp., Class A (a) | 64000 | (72960) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lucid Group, Inc. (a) | 38800 | (265004) |
| &nbsp;&nbsp;&nbsp;&nbsp; Luminar Technologies, Inc. (a) | 400 | (1980) |
| &nbsp;&nbsp;&nbsp;&nbsp; Magna International, Inc. | 800 | (44944) |
| &nbsp;&nbsp;&nbsp;&nbsp; Meritage Homes Corp. (a) | 100 | (9220) |
| &nbsp;&nbsp;&nbsp;&nbsp; Microvast Holdings, Inc. (a) | 25400 | (38862) |
| &nbsp;&nbsp;&nbsp;&nbsp; MillerKnoll, Inc. | 2400 | (50424) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mullen Automotive, Inc. (a) | 663600 | (189790) |
| &nbsp;&nbsp;&nbsp;&nbsp; Newell Brands, Inc. | 3700 | (48396) |
| &nbsp;&nbsp;&nbsp;&nbsp; Phoenix Motor, Inc. (a) | 300 | (318) |
| &nbsp;&nbsp;&nbsp;&nbsp; PLBY Group, Inc. (a) | 18600 | (51150) |
| &nbsp;&nbsp;&nbsp;&nbsp; Polaris, Inc. | 2700 | (272700) |
| &nbsp;&nbsp;&nbsp;&nbsp; PulteGroup, Inc. | 3600 | (163908) |
| &nbsp;&nbsp;&nbsp;&nbsp; Purple Innovation, Inc. (a) | 300 | (1437) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rivian Automotive, Inc., Class A (a) | 201400 | (3711802) |
| &nbsp;&nbsp;&nbsp;&nbsp; SES AI Corp. (a) | 9100 | (28665) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skyline Champion Corp. (a) | 1400 | (72114) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Smith & Wesson Brands, Inc. | 3000 | $(26040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Solid Power, Inc. (a) | 500 | (1270) |
| &nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc., Class A | 1000 | (7070) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tempur Sealy International, Inc. | 19300 | (662569) |
| &nbsp;&nbsp;&nbsp;&nbsp; Thor Industries, Inc. | 8200 | (619018) |
| &nbsp;&nbsp;&nbsp;&nbsp; Topgolf Callaway Brands Corp. (a) | 9700 | (191575) |
| &nbsp;&nbsp;&nbsp;&nbsp; Torrid Holdings, Inc. (a) | 600 | (1776) |
| &nbsp;&nbsp;&nbsp;&nbsp; Traeger, Inc. (a) | 3300 | (9306) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tupperware Brands Corp. (a) | 14500 | (60030) |
| &nbsp;&nbsp;&nbsp;&nbsp; VF Corp. | 3700 | (102157) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vinco Ventures, Inc. (a) | 93200 | (43245) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vista Outdoor, Inc. (a) | 200 | (4874) |
| &nbsp;&nbsp;&nbsp;&nbsp; Visteon Corp. (a) | 1100 | (143913) |
| &nbsp;&nbsp;&nbsp;&nbsp; Volcon, Inc. (a) | 1700 | (1717) |
| &nbsp;&nbsp;&nbsp;&nbsp; Weber, Inc., Class A | 12600 | (101430) |
| &nbsp;&nbsp;&nbsp;&nbsp; Winnebago Industries, Inc. | 9300 | (490110) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wolverine World Wide, Inc. | 200 | (2186) |
| &nbsp;&nbsp;&nbsp;&nbsp; Worksport Ltd. (a) | 1800 | (1800) |
| &nbsp;&nbsp;&nbsp;&nbsp; XPEL, Inc. (a) | 2000 | (120120) |
| &nbsp;&nbsp;&nbsp;&nbsp; YETI Holdings, Inc. (a) | 1100 | (45441) |
|  |  | (19860527) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Discretionary Services — (0.4)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aaron's Co., Inc. (The) | 600 | (7170) |
| &nbsp;&nbsp;&nbsp;&nbsp; AirSculpt Technologies, Inc. (a) | 200 | (740) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bally's Corp. (a) | 6200 | (120156) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bird Global, Inc., Class A (a) | 35100 | (6325) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boyd Gaming Corp. | 3400 | (185402) |
| &nbsp;&nbsp;&nbsp;&nbsp; BurgerFi International, Inc. (a) | 800 | (1008) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caesars Entertainment, Inc. (a) | 69076 | (2873561) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cheesecake Factory, Inc. (The) | 400 | (12684) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc. (a) | 1600 | (2219984) |
| &nbsp;&nbsp;&nbsp;&nbsp; Choice Hotels International, Inc. | 1100 | (123904) |
| &nbsp;&nbsp;&nbsp;&nbsp; Churchill Downs, Inc. | 200 | (42286) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cinemark Holdings, Inc. (a) | 500 | (4330) |
| &nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza, Inc. | 3300 | (1143120) |
| &nbsp;&nbsp;&nbsp;&nbsp; DraftKings, Inc., Class A (a) | 64630 | (736136) |
| &nbsp;&nbsp;&nbsp;&nbsp; Drive Shack, Inc. (a) | 10900 | (1827) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dutch Bros, Inc., Class A (a) | 100 | (2819) |
| &nbsp;&nbsp;&nbsp;&nbsp; EBET, Inc. (a) | 300 | (189) |
| &nbsp;&nbsp;&nbsp;&nbsp; European Wax Center, Inc., Class A | 1900 | (23655) |
| &nbsp;&nbsp;&nbsp;&nbsp; F45 Training Holdings, Inc. (a) | 11300 | (32205) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Watch Restaurant Group, Inc. (a) | 100 | (1353) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grand Canyon Education, Inc. (a) | 2000 | (211320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hall of Fame Resort & Entertainment Co. (a) | 581 | (4683) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilton Grand Vacations, Inc. (a) | 300 | (11562) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jack in the Box, Inc. | 1000 | (68230) |
| &nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands Corp. (a) | 24600 | (1182522) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp-Liberty Braves, Class C(a) | 200 | (6446) |
| &nbsp;&nbsp;&nbsp;&nbsp; Life Time Group Holdings, Inc. (a) | 6200 | (74152) |
| &nbsp;&nbsp;&nbsp;&nbsp; Light & Wonder, Inc. (a) | 1500 | (87900) |
| &nbsp;&nbsp;&nbsp;&nbsp; Live Nation Entertainment, Inc. (a),(b) | 6391 | (445708) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lottery.com, Inc. (a) | 1200 | (210) |
| &nbsp;&nbsp;&nbsp;&nbsp; Madison Square Garden Entertainment Corp. (a) | 2700 | (121419) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marcus Corp. | 200 | (2878) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marriott International, Inc., Class A | 200 | (29778) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations Worldwide Corp. | 1700 | (228803) |
| &nbsp;&nbsp;&nbsp;&nbsp; Medifast, Inc. | 500 | (57675) |
| &nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts International | 22100 | (741013) |
| &nbsp;&nbsp;&nbsp;&nbsp; Papa John's International, Inc. | 400 | (32924) |
| &nbsp;&nbsp;&nbsp;&nbsp; Penn Entertainment, Inc. (a) | 24600 | (730620) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regis Corp. (a) | 1000 | (1220) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Rent the Runway, Inc., Class A (a) | 11000 | $(33550) |
| &nbsp;&nbsp;&nbsp;&nbsp; Restaurant Brands International, Inc. | 400 | (25868) |
| &nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean Cruises Ltd. (a) | 68700 | (3395841) |
| &nbsp;&nbsp;&nbsp;&nbsp; Service Corp. International | 7100 | (490894) |
| &nbsp;&nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp. (a) | 16000 | (372000) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sonder Holdings, Inc. (a) | 18000 | (22320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Starbucks Corp. | 25200 | (2499840) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stride, Inc. (a) | 900 | (28152) |
| &nbsp;&nbsp;&nbsp;&nbsp; Super League Gaming, Inc. (a) | 2700 | (918) |
| &nbsp;&nbsp;&nbsp;&nbsp; Udemy, Inc. (a) | 5200 | (54860) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vail Resorts, Inc. | 700 | (166845) |
| &nbsp;&nbsp;&nbsp;&nbsp; XWELL, Inc. (a) | 1700 | (617) |
|  |  | (18669622) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Staple Products — (0.3)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 22nd Century Group, Inc. (a) | 3800 | (3498) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alkaline Water Co., Inc. (The) (a) | 16200 | (2830) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aurora Cannabis, Inc. (a) | 94200 | (86909) |
| &nbsp;&nbsp;&nbsp;&nbsp; B&G Foods, Inc. | 9700 | (108155) |
| &nbsp;&nbsp;&nbsp;&nbsp; Beachbody Co., Inc. (The) (a) | 11800 | (6207) |
| &nbsp;&nbsp;&nbsp;&nbsp; Beauty Health Co. (The) (a) | 600 | (5460) |
| &nbsp;&nbsp;&nbsp;&nbsp; BellRing Brands, Inc. (a) | 1600 | (41024) |
| &nbsp;&nbsp;&nbsp;&nbsp; Benson Hill, Inc. (a) | 15000 | (38250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Star Foods Corp. (a) | 400 | (156) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boston Beer Co., Inc., Class A (a) | 200 | (65904) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC, Inc., Class A(a) | 8900 | (54379) |
| &nbsp;&nbsp;&nbsp;&nbsp; Celsius Holdings, Inc. (a) | 10300 | (1071612) |
| &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet Co., Class A (a) | 1600 | (57280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clever Leaves Holdings, Inc. (a) | 11200 | (3460) |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands, Inc., Class A | 6800 | (1575900) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coty, Inc., Class A(a) | 4400 | (37664) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cronos Group, Inc. (a) | 700 | (1778) |
| &nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, Inc. (a) | 5700 | (356763) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dole plc | 10500 | (101325) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastside Distilling, Inc. (a) | 1200 | (296) |
| &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal Care Co. | 200 | (7708) |
| &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, Inc. | 10300 | (345565) |
| &nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc. (The), Class A | 10700 | (2654777) |
| &nbsp;&nbsp;&nbsp;&nbsp; Farmer Bros Co. (a) | 300 | (1383) |
| &nbsp;&nbsp;&nbsp;&nbsp; Flora Growth Corp. (a) | 9900 | (2253) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresh Vine Wine, Inc. (a) | 200 | (196) |
| &nbsp;&nbsp;&nbsp;&nbsp; General Mills, Inc. | 3600 | (301860) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenlane Holdings, Inc., Class A (a) | 10 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, Inc. (a) | 400 | (6472) |
| &nbsp;&nbsp;&nbsp;&nbsp; Herbalife Nutrition Ltd. (a) | 6400 | (95232) |
| &nbsp;&nbsp;&nbsp;&nbsp; HEXO Corp. (a) | 11822 | (11939) |
| &nbsp;&nbsp;&nbsp;&nbsp; IM Cannabis Corp. (a) | 370 | (366) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ingredion, Inc. | 1000 | (97930) |
| &nbsp;&nbsp;&nbsp;&nbsp; J & J Snack Foods Corp. | 500 | (74855) |
| &nbsp;&nbsp;&nbsp;&nbsp; John B Sanfilippo & Son, Inc. | 100 | (8132) |
| &nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc. | 1100 | (39226) |
| &nbsp;&nbsp;&nbsp;&nbsp; Krispy Kreme, Inc. | 11900 | (122808) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lancaster Colony Corp. | 200 | (39460) |
| &nbsp;&nbsp;&nbsp;&nbsp; Leafly Holdings, Inc. (a) | 1500 | (978) |
| &nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. | 1700 | (140913) |
| &nbsp;&nbsp;&nbsp;&nbsp; Monster Beverage Corp. (a) | 16100 | (1634633) |
| &nbsp;&nbsp;&nbsp;&nbsp; National Beverage Corp. (a) | 1000 | (46530) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nu Skin Enterprises, Inc., Class A | 2000 | (84320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Organigram Holdings, Inc. (a) | 30596 | (24477) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pilgrim's Pride Corp. (a) | 9900 | (234927) |
| &nbsp;&nbsp;&nbsp;&nbsp; Post Holdings, Inc. (a) | 2700 | (243702) |
| &nbsp;&nbsp;&nbsp;&nbsp; Reed's, Inc. (a) | 3900 | (272) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; RiceBran Technologies (a) | 380 | $(289) |
| &nbsp;&nbsp;&nbsp;&nbsp; S&W Seed Co. (a) | 100 | (149) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seneca Foods Corp., Class A (a) | 100 | (6095) |
| &nbsp;&nbsp;&nbsp;&nbsp; Simply Good Foods Co. (The) (a) | 2600 | (98878) |
| &nbsp;&nbsp;&nbsp;&nbsp; Smart For Life, Inc. (a) | 2400 | (564) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Brands Holdings, Inc. | 5000 | (304600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stryve Foods, Inc., Class A (a) | 2000 | (1457) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tilray Brands, Inc., Class 2 (a) | 244500 | (657705) |
| &nbsp;&nbsp;&nbsp;&nbsp; TreeHouse Foods, Inc. (a) | 2500 | (123450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Corp. | 200 | (10562) |
| &nbsp;&nbsp;&nbsp;&nbsp; Upexi, Inc. (a) | 700 | (2100) |
| &nbsp;&nbsp;&nbsp;&nbsp; Utz Brands, Inc. | 6100 | (96746) |
| &nbsp;&nbsp;&nbsp;&nbsp; Village Farms International, Inc. (a) | 1200 | (1608) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vintage Wine Estates, Inc. (a) | 1700 | (5542) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vita Coco Co., Inc. (The) (a) | 4000 | (55280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Whole Earth Brands, Inc. (a) | 2900 | (11803) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zevia PBC, Class A (a) | 3200 | (13088) |
|  |  | (11229683) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Distributors - Consumer Staples — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Kaival Brands Innovations Group, Inc. (a) | 3000 | (2692) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — (0.8)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AG Mortgage Investment Trust, Inc. | 3100 | (16461) |
| &nbsp;&nbsp;&nbsp;&nbsp; AGNC Investment Corp. | 130300 | (1348605) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc. | 100 | (2445) |
| &nbsp;&nbsp;&nbsp;&nbsp; Altisource Portfolio Solutions SA (a) | 800 | (7568) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amerant Bancorp, Inc. | 5443 | (146090) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Express Co. | 16473 | (2433886) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ameriprise Financial, Inc. | 200 | (62274) |
| &nbsp;&nbsp;&nbsp;&nbsp; Annaly Capital Management, Inc. | 181950 | (3835506) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc. | 800 | (8608) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apollo Global Management, Inc. | 38900 | (2481431) |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Blockchain, Inc. (a) | 13000 | (23920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arbor Realty Trust, Inc. | 30400 | (400976) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ares Management Corp., Class A | 2800 | (191632) |
| &nbsp;&nbsp;&nbsp;&nbsp; ARMOUR Residential REIT, Inc. | 14200 | (79946) |
| &nbsp;&nbsp;&nbsp;&nbsp; Artisan Partners Asset Management, Inc., Class A | 2900 | (86130) |
| &nbsp;&nbsp;&nbsp;&nbsp; BitNile Holdings, Inc. (a) | 101600 | (12446) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackRock, Inc. | 4625 | (3277414) |
| &nbsp;&nbsp;&nbsp;&nbsp; Blackstone Mortgage Trust, Inc., Class A | 10700 | (226519) |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Owl Capital, Inc. | 24600 | (260760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bread Financial Holdings, Inc. | 6500 | (244790) |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadmark Realty Capital, Inc. | 1300 | (4628) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Corp., Class A | 68167 | (2144534) |
| &nbsp;&nbsp;&nbsp;&nbsp; Burford Capital Ltd. | 800 | (6520) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cannae Holdings, Inc. (a) | 2000 | (41300) |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp. | 30678 | (2851827) |
| &nbsp;&nbsp;&nbsp;&nbsp; Carlyle Group, Inc. | 2400 | (71616) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chimera Investment Corp. | 23500 | (129250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cohen & Co., Inc. | 100 | (834) |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Financial, Inc. (a) | 200 | (4324) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass Diversified Holdings | 1100 | (20053) |
| &nbsp;&nbsp;&nbsp;&nbsp; Curo Group Holdings Corp. | 200 | (710) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dave, Inc. (a) | 22400 | (6496) |
| &nbsp;&nbsp;&nbsp;&nbsp; Discover Financial Services | 10078 | (985931) |
| &nbsp;&nbsp;&nbsp;&nbsp; Doma Holdings, Inc. (a) | 15100 | (6839) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dynex Capital, Inc. | 7300 | (92856) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ecoark Holdings, Inc. (a) | 200 | (46) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ellington Financial, Inc. | 9800 | (121226) |
| &nbsp;&nbsp;&nbsp;&nbsp; Encore Capital Group, Inc. (a) | 1300 | (62322) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enova International, Inc (a) | 35540 | (1363670) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural Mortgage Corp., Class C | 200 | $(22542) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Financial, Inc. | 1400 | (52668) |
| &nbsp;&nbsp;&nbsp;&nbsp; Finance Of America Cos., Inc., Class A (a) | 3700 | (4699) |
| &nbsp;&nbsp;&nbsp;&nbsp; Flywire Corp. (a) | 11008 | (269366) |
| &nbsp;&nbsp;&nbsp;&nbsp; Forge Global Holdings, Inc. (a) | 14200 | (24566) |
| &nbsp;&nbsp;&nbsp;&nbsp; Franklin BSP Realty Trust, Inc. | 5900 | (76110) |
| &nbsp;&nbsp;&nbsp;&nbsp; FTAI Infrastructure, Inc. | 1400 | (4130) |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. | 4772 | (1638609) |
| &nbsp;&nbsp;&nbsp;&nbsp; Granite Point Mortgage Trust, Inc. | 200 | (1072) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenpro Capital Corp. (a) | 976 | (1054) |
| &nbsp;&nbsp;&nbsp;&nbsp; Home Point Capital, Inc. | 500 | (685) |
| &nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., Class A | 7261 | (525333) |
| &nbsp;&nbsp;&nbsp;&nbsp; Invesco Mortgage Capital, Inc. | 7620 | (97003) |
| &nbsp;&nbsp;&nbsp;&nbsp; KKR & Co., Inc. | 57500 | (2669150) |
| &nbsp;&nbsp;&nbsp;&nbsp; LendingClub Corp. (a) | 152721 | (1343945) |
| &nbsp;&nbsp;&nbsp;&nbsp; loanDepot, Inc., Class A | 9700 | (16005) |
| &nbsp;&nbsp;&nbsp;&nbsp; LPL Financial Holdings, Inc. | 3800 | (821446) |
| &nbsp;&nbsp;&nbsp;&nbsp; MFA Financial, Inc. | 5325 | (52451) |
| &nbsp;&nbsp;&nbsp;&nbsp; Moelis & Co., Class A | 4000 | (153480) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mogo, Inc. (a) | 3900 | (2064) |
| &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley | 4400 | (374088) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mr. Cooper Group, Inc. (a) | 6800 | (272884) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nelnet, Inc., Class A | 600 | (54450) |
| &nbsp;&nbsp;&nbsp;&nbsp; NerdWallet, Inc., Class A (a) | 3200 | (30720) |
| &nbsp;&nbsp;&nbsp;&nbsp; New York Mortgage Trust, Inc. | 45500 | (116480) |
| &nbsp;&nbsp;&nbsp;&nbsp; OMNIQ Corp. (a) | 100 | (455) |
| &nbsp;&nbsp;&nbsp;&nbsp; OneMain Holdings, Inc. | 9200 | (306452) |
| &nbsp;&nbsp;&nbsp;&nbsp; OppFi, Inc. (a) | 1700 | (3485) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orchid Island Capital, Inc. | 3280 | (34440) |
| &nbsp;&nbsp;&nbsp;&nbsp; P10, Inc., Class A | 2000 | (21340) |
| &nbsp;&nbsp;&nbsp;&nbsp; Patria Investments Ltd., Class A | 2400 | (33432) |
| &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial Services, Inc. | 6600 | (373956) |
| &nbsp;&nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment Trust | 22900 | (283731) |
| &nbsp;&nbsp;&nbsp;&nbsp; Perella Weinberg Partners | 2600 | (25480) |
| &nbsp;&nbsp;&nbsp;&nbsp; Performant Financial Corp. (a) | 1200 | (4332) |
| &nbsp;&nbsp;&nbsp;&nbsp; Raymond James Financial, Inc. | 2600 | (277810) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ready Capital Corp. | 22900 | (255106) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redwood Trust, Inc. | 19200 | (129792) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regional Management Corp. | 18656 | (523861) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rithm Capital Corp. | 9000 | (73530) |
| &nbsp;&nbsp;&nbsp;&nbsp; Robinhood Markets, Inc., Class A (a) | 121400 | (988196) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sculptor Capital Management, Inc. | 1100 | (9526) |
| &nbsp;&nbsp;&nbsp;&nbsp; SEI Investments Co. | 5500 | (320650) |
| &nbsp;&nbsp;&nbsp;&nbsp; SLM Corp. | 1500 | (24900) |
| &nbsp;&nbsp;&nbsp;&nbsp; SLR Investment Corp. | 21 | (292) |
| &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, Inc. (a) | 371100 | (1710771) |
| &nbsp;&nbsp;&nbsp;&nbsp; Starwood Property Trust, Inc. | 14100 | (258453) |
| &nbsp;&nbsp;&nbsp;&nbsp; StepStone Group, Inc., Class A | 900 | (22662) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunlight Financial Holdings, Inc. (a) | 10000 | (12900) |
| &nbsp;&nbsp;&nbsp;&nbsp; Two Harbors Investment Corp. | 14350 | (226299) |
| &nbsp;&nbsp;&nbsp;&nbsp; US Global Investors, Inc., Class A | 600 | (1734) |
| &nbsp;&nbsp;&nbsp;&nbsp; UWM Holdings Corp. | 12300 | (40713) |
| &nbsp;&nbsp;&nbsp;&nbsp; Walker & Dunlop, Inc. | 700 | (54936) |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Asset Mortgage Capital Corp. | 250 | (2277) |
|  |  | (37708900) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financials — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cathay General Bancorp | 3450 | (140726) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — (0.9)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 180 Life Sciences Corp. (a) | 25 | (85) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2seventy bio, Inc. (a) | 5400 | (50598) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Aadi Bioscience, Inc. (a) | 600 | $(7698) |
| &nbsp;&nbsp;&nbsp;&nbsp; Abeona Therapeutics, Inc. (a) | 3028 | (9326) |
| &nbsp;&nbsp;&nbsp;&nbsp; Acasti Pharma, Inc. (a) | 25 | (13) |
| &nbsp;&nbsp;&nbsp;&nbsp; AcelRx Pharmaceuticals, Inc. (a) | 1070 | (2418) |
| &nbsp;&nbsp;&nbsp;&nbsp; Acer Therapeutics, Inc. (a) | 1400 | (3514) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aclarion, Inc. (a) | 800 | (476) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aclaris Therapeutics, Inc. (a) | 300 | (4725) |
| &nbsp;&nbsp;&nbsp;&nbsp; Acurx Pharmaceuticals, Inc. (a) | 300 | (1194) |
| &nbsp;&nbsp;&nbsp;&nbsp; Acutus Medical, Inc. (a) | 7000 | (8050) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adamis Pharmaceuticals Corp. (a) | 15300 | (2590) |
| &nbsp;&nbsp;&nbsp;&nbsp; AdaptHealth Corp. (a) | 12500 | (240250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adaptimmune Therapeutics plc, ADR (a) | 7300 | (10658) |
| &nbsp;&nbsp;&nbsp;&nbsp; Adial Pharmaceuticals, Inc. (a) | 1700 | (362) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aditxt, Inc. (a) | 20 | (23) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aerovate Therapeutics, Inc. (a) | 200 | (5860) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aeterna Zentaris, Inc. (a) | 248 | (794) |
| &nbsp;&nbsp;&nbsp;&nbsp; Agenus, Inc. (a) | 22800 | (54720) |
| &nbsp;&nbsp;&nbsp;&nbsp; AgeX Therapeutics, Inc. (a) | 1000 | (552) |
| &nbsp;&nbsp;&nbsp;&nbsp; Agiliti, Inc. (a) | 3000 | (48930) |
| &nbsp;&nbsp;&nbsp;&nbsp; agilon health, Inc. (a) | 33100 | (534234) |
| &nbsp;&nbsp;&nbsp;&nbsp; Agios Pharmaceuticals, Inc. (a) | 3200 | (89856) |
| &nbsp;&nbsp;&nbsp;&nbsp; Akebia Therapeutics, Inc. (a) | 34500 | (19907) |
| &nbsp;&nbsp;&nbsp;&nbsp; Akoya Biosciences, Inc. (a) | 900 | (8613) |
| &nbsp;&nbsp;&nbsp;&nbsp; Allakos, Inc. (a) | 500 | (4210) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpha Pro Tech Ltd. (a) | 400 | (1608) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpha Teknova, Inc. (a) | 500 | (2820) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alzamend Neuro, Inc. (a) | 6400 | (3615) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Well Corp., Class A (a) | 700 | (1981) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amgen, Inc. | 10390 | (2728830) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amylyx Pharmaceuticals, Inc. (a) | 10400 | (384280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apellis Pharmaceuticals, Inc. (a) | 1700 | (87907) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aptevo Therapeutics, Inc. (a) | 100 | (232) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apyx Medical Corp. (a) | 2500 | (5850) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aquestive Therapeutics, Inc. (a) | 7200 | (6495) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arbutus Biopharma Corp. (a) | 2100 | (4893) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcturus Therapeutics Holdings, Inc. (a) | 2500 | (42400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ardelyx, Inc. (a) | 23300 | (66405) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aridis Pharmaceuticals, Inc. (a) | 400 | (472) |
| &nbsp;&nbsp;&nbsp;&nbsp; Asensus Surgical, Inc. (a) | 19530 | (6779) |
| &nbsp;&nbsp;&nbsp;&nbsp; Assembly Biosciences, Inc. (a) | 400 | (520) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atara Biotherapeutics, Inc. (a) | 500 | (1640) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atea Pharmaceuticals, Inc. (a) | 2600 | (12506) |
| &nbsp;&nbsp;&nbsp;&nbsp; Athenex, Inc. (a) | 22100 | (3260) |
| &nbsp;&nbsp;&nbsp;&nbsp; ATI Physical Therapy, Inc. (a) | 14500 | (4423) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atossa Therapeutics, Inc. (a) | 3700 | (1955) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atreca, Inc., Class A (a) | 2500 | (2001) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aura Biosciences, Inc. (a) | 100 | (1050) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avalon GloboCare Corp. (a) | 1700 | (884) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aveanna Healthcare Holdings, Inc. (a) | 4100 | (3198) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avinger, Inc. (a) | 1297 | (1401) |
| &nbsp;&nbsp;&nbsp;&nbsp; Axsome Therapeutics, Inc. (a) | 500 | (38565) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aytu BioPharma, Inc. (a) | 7824 | (1479) |
| &nbsp;&nbsp;&nbsp;&nbsp; Azenta, Inc. (a) | 6000 | (349320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bausch + Lomb Corp. (a) | 7100 | (110121) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Cos., Inc. (a) | 15000 | (94200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bellerophon Therapeutics, Inc. (a) | 100 | (90) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bellicum Pharmaceuticals, Inc. (a) | 570 | (410) |
| &nbsp;&nbsp;&nbsp;&nbsp; Better Choice Co., Inc. (a) | 400 | (216) |
| &nbsp;&nbsp;&nbsp;&nbsp; Beyondspring, Inc. (a) | 3100 | (5828) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bio-Path Holdings, Inc. (a) | 300 | (453) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioCardia, Inc. (a) | 400 | (836) |
| &nbsp;&nbsp;&nbsp;&nbsp; Biocept, Inc. (a) | 1310 | (694) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Biofrontera, Inc. (a) | 2500 | $(2292) |
| &nbsp;&nbsp;&nbsp;&nbsp; Biohaven Ltd. (a) | 2500 | (34700) |
| &nbsp;&nbsp;&nbsp;&nbsp; Biolase, Inc. (a) | 676 | (439) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioLife Solutions, Inc. (a) | 1200 | (21840) |
| &nbsp;&nbsp;&nbsp;&nbsp; Biomerica, Inc. (a) | 900 | (3015) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioNano Genomics, Inc. (a) | 112200 | (163812) |
| &nbsp;&nbsp;&nbsp;&nbsp; Biora Therapeutics, Inc. (a) | 28300 | (3727) |
| &nbsp;&nbsp;&nbsp;&nbsp; BioSig Technologies, Inc. (a) | 4500 | (1890) |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotricity, Inc. (a) | 1500 | (676) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bioventus, Inc., Class A (a) | 2000 | (5220) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bluebird Bio, Inc. (a) | 6900 | (47748) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bluejay Diagnostics, Inc. (a) | 900 | (302) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brainstorm Cell Therapeutics, Inc. (a) | 800 | (1312) |
| &nbsp;&nbsp;&nbsp;&nbsp; BriaCell Therapeutics Corp. (a) | 5000 | (21850) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bright Health Group, Inc. (a) | 3100 | (2015) |
| &nbsp;&nbsp;&nbsp;&nbsp; Butterfly Network, Inc. (a) | 13400 | (32964) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cabaletta Bio, Inc. (a) | 1000 | (9250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Calithera Biosciences, Inc. (a) | 250 | (815) |
| &nbsp;&nbsp;&nbsp;&nbsp; Capricor Therapeutics, Inc. (a) | 1800 | (6948) |
| &nbsp;&nbsp;&nbsp;&nbsp; CareMax, Inc. (a) | 5500 | (20075) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caribou Biosciences, Inc. (a) | 300 | (1884) |
| &nbsp;&nbsp;&nbsp;&nbsp; CASI Pharmaceuticals, Inc. (a) | 930 | (1627) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cassava Sciences, Inc. (a) | 1400 | (41356) |
| &nbsp;&nbsp;&nbsp;&nbsp; Catalent, Inc. (a) | 11000 | (495110) |
| &nbsp;&nbsp;&nbsp;&nbsp; Catalyst Biosciences, Inc. | 4700 | (2479) |
| &nbsp;&nbsp;&nbsp;&nbsp; cbdMD, Inc. (a) | 4600 | (1044) |
| &nbsp;&nbsp;&nbsp;&nbsp; CEL-SCI Corp. (a) | 2900 | (6815) |
| &nbsp;&nbsp;&nbsp;&nbsp; Centene Corp. (a) | 12000 | (984120) |
| &nbsp;&nbsp;&nbsp;&nbsp; Centessa Pharmaceuticals plc, ADR (a) | 2200 | (6820) |
| &nbsp;&nbsp;&nbsp;&nbsp; Century Therapeutics, Inc. (a) | 900 | (4617) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerevel Therapeutics Holdings, Inc. (a) | 1900 | (59926) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerus Corp. (a) | 2800 | (10220) |
| &nbsp;&nbsp;&nbsp;&nbsp; Check Cap Ltd. (a) | 490 | (1078) |
| &nbsp;&nbsp;&nbsp;&nbsp; Checkpoint Therapeutics, Inc. | 20 | (102) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chembio Diagnostics, Inc. (a) | 9700 | (2131) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cigna Corp. | 100 | (33134) |
| &nbsp;&nbsp;&nbsp;&nbsp; Citius Pharmaceuticals, Inc. (a) | 13500 | (10665) |
| &nbsp;&nbsp;&nbsp;&nbsp; ClearPoint Neuro, Inc. (a) | 700 | (5929) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clover Health Investments Corp. (a) | 3800 | (3532) |
| &nbsp;&nbsp;&nbsp;&nbsp; Co-Diagnostics, Inc. (a) | 5000 | (12600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Codex DNA, Inc. (a) | 900 | (1125) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cue Health, Inc. (a) | 8100 | (16767) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cytek Biosciences, Inc. (a) | 100 | (1021) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dare Bioscience, Inc. (a) | 7600 | (6308) |
| &nbsp;&nbsp;&nbsp;&nbsp; Day One Biopharmaceuticals, Inc. (a) | 400 | (8608) |
| &nbsp;&nbsp;&nbsp;&nbsp; Decibel Therapeutics, Inc. (a) | 300 | (615) |
| &nbsp;&nbsp;&nbsp;&nbsp; DENTSPLY SIRONA, Inc. | 100 | (3184) |
| &nbsp;&nbsp;&nbsp;&nbsp; Design Therapeutics, Inc. (a) | 1500 | (15390) |
| &nbsp;&nbsp;&nbsp;&nbsp; DICE Therapeutics, Inc. (a) | 3000 | (93600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Disc Medicine, Inc. | 130 | (2586) |
| &nbsp;&nbsp;&nbsp;&nbsp; DocGo, Inc. (a) | 300 | (2121) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dyadic International, Inc. (a) | 800 | (984) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eagle Pharmaceuticals, Inc. (a) | 1300 | (37999) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eargo, Inc. (a) | 11400 | (6555) |
| &nbsp;&nbsp;&nbsp;&nbsp; Edesa Biotech, Inc. (a) | 100 | (216) |
| &nbsp;&nbsp;&nbsp;&nbsp; Edgewise Therapeutics, Inc. (a) | 800 | (7152) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eliem Therapeutics, Inc. (a) | 200 | (716) |
| &nbsp;&nbsp;&nbsp;&nbsp; Embecta Corp. | 6700 | (169443) |
| &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health Corp. | 7100 | (424651) |
| &nbsp;&nbsp;&nbsp;&nbsp; ENDRA Life Sciences, Inc. (a) | 345 | (1404) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ensysce Biosciences, Inc. (a) | 35 | (26) |
| &nbsp;&nbsp;&nbsp;&nbsp; Entrada Therapeutics, Inc. (a) | 400 | (5408) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Enzo Biochem, Inc. (a) | 400 | $(572) |
| &nbsp;&nbsp;&nbsp;&nbsp; EQRx, Inc. (a) | 41800 | (102828) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eton Pharmaceuticals, Inc. (a) | 1800 | (5040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Exact Sciences Corp. (a) | 1200 | (59412) |
| &nbsp;&nbsp;&nbsp;&nbsp; F-star Therapeutics, Inc. (a) | 2800 | (17696) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Wave BioPharma, Inc. (a) | 42 | (37) |
| &nbsp;&nbsp;&nbsp;&nbsp; Foghorn Therapeutics, Inc. (a) | 800 | (5104) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortress Biotech, Inc. (a) | 4900 | (3210) |
| &nbsp;&nbsp;&nbsp;&nbsp; Frequency Therapeutics, Inc. (a) | 2300 | (8855) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresh Tracks Therapeutics, Inc. (a) | 1006 | (1469) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fulgent Genetics, Inc. (a) | 3600 | (107208) |
| &nbsp;&nbsp;&nbsp;&nbsp; Galectin Therapeutics, Inc. (a) | 1000 | (1130) |
| &nbsp;&nbsp;&nbsp;&nbsp; GBS, Inc. (a) | 1300 | (260) |
| &nbsp;&nbsp;&nbsp;&nbsp; Genprex, Inc. (a) | 2500 | (3625) |
| &nbsp;&nbsp;&nbsp;&nbsp; Geron Corp. (a) | 18100 | (43802) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ginkgo Bioworks Holdings, Inc. (a) | 189800 | (320762) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenwich Lifesciences, Inc. (a) | 700 | (10640) |
| &nbsp;&nbsp;&nbsp;&nbsp; GT Biopharma, Inc. (a) | 1600 | (1431) |
| &nbsp;&nbsp;&nbsp;&nbsp; Guardion Health Sciences, Inc. (a) | 16300 | (2365) |
| &nbsp;&nbsp;&nbsp;&nbsp; Harpoon Therapeutics, Inc. (a) | 9600 | (6967) |
| &nbsp;&nbsp;&nbsp;&nbsp; HCA Healthcare, Inc. | 3500 | (839860) |
| &nbsp;&nbsp;&nbsp;&nbsp; Henry Schein, Inc. (a) | 3600 | (287532) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hepion Pharmaceuticals, Inc. (a) | 3700 | (1110) |
| &nbsp;&nbsp;&nbsp;&nbsp; Heron Therapeutics, Inc. (a) | 9500 | (23750) |
| &nbsp;&nbsp;&nbsp;&nbsp; HilleVax, Inc. (a) | 600 | (10038) |
| &nbsp;&nbsp;&nbsp;&nbsp; Homology Medicines, Inc. (a) | 2500 | (3150) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hookipa Pharma, Inc. (a) | 3000 | (2430) |
| &nbsp;&nbsp;&nbsp;&nbsp; Horizon Therapeutics plc (a) | 2600 | (295880) |
| &nbsp;&nbsp;&nbsp;&nbsp; HTG Molecular Diagnostics, Inc. (a) | 2 | (8) |
| &nbsp;&nbsp;&nbsp;&nbsp; Humacyte, Inc. (a) | 2200 | (4642) |
| &nbsp;&nbsp;&nbsp;&nbsp; Humanigen, Inc. (a) | 26800 | (3216) |
| &nbsp;&nbsp;&nbsp;&nbsp; iBio, Inc. (a) | 1112 | (494) |
| &nbsp;&nbsp;&nbsp;&nbsp; Icosavax, Inc. (a) | 1100 | (8734) |
| &nbsp;&nbsp;&nbsp;&nbsp; Idera Pharmaceuticals, Inc. (a) | 2300 | (805) |
| &nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, Inc. (a) | 400 | (163184) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ikena Oncology, Inc. (a) | 800 | (2128) |
| &nbsp;&nbsp;&nbsp;&nbsp; Imago Biosciences, Inc. (a) | 1300 | (46735) |
| &nbsp;&nbsp;&nbsp;&nbsp; ImmunityBio, Inc. (a) | 28500 | (144495) |
| &nbsp;&nbsp;&nbsp;&nbsp; ImmunoPrecise Antibodies Ltd. (a) | 300 | (1590) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inari Medical, Inc. (a) | 400 | (25424) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inmune Bio, Inc. (a) | 1100 | (6974) |
| &nbsp;&nbsp;&nbsp;&nbsp; Innovage Holding Corp. (a) | 900 | (6462) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inotiv, Inc. (a) | 700 | (3458) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical Systems, Inc. (a) | 1300 | (327444) |
| &nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp. (a) | 4800 | (1413072) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intra-Cellular Therapies, Inc. (a) | 900 | (47628) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. (a) | 3300 | (875655) |
| &nbsp;&nbsp;&nbsp;&nbsp; Invitae Corp. (a) | 32200 | (59892) |
| &nbsp;&nbsp;&nbsp;&nbsp; Invivyd, Inc. (a) | 7200 | (10800) |
| &nbsp;&nbsp;&nbsp;&nbsp; INVO BioScience, Inc. (a) | 400 | (174) |
| &nbsp;&nbsp;&nbsp;&nbsp; iRhythm Technologies, Inc. (a) | 3600 | (337212) |
| &nbsp;&nbsp;&nbsp;&nbsp; IsoPlexis Corp. (a) | 1100 | (1705) |
| &nbsp;&nbsp;&nbsp;&nbsp; iTeos Therapeutics, Inc. (a) | 900 | (17577) |
| &nbsp;&nbsp;&nbsp;&nbsp; Iterum Therapeutics plc (a) | 1513 | (1271) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jaguar Health, Inc. (a) | 52766 | (4585) |
| &nbsp;&nbsp;&nbsp;&nbsp; Janux Therapeutics, Inc. (a) | 600 | (7902) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jupiter Wellness, Inc. (a) | 2600 | (1950) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kala Pharmaceuticals, Inc. (a) | 48 | (1831) |
| &nbsp;&nbsp;&nbsp;&nbsp; KemPharm, Inc. (a) | 3400 | (15606) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kineta, Inc. | 71 | (451) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kiniksa Pharmaceuticals Ltd., Class A (a) | 1700 | (25466) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinnate Biopharma, Inc. (a) | 400 | (2440) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Kiora Pharmaceuticals, Inc. (a) | 40 | $(137) |
| &nbsp;&nbsp;&nbsp;&nbsp; KORU Medical Systems, Inc. (a) | 400 | (1428) |
| &nbsp;&nbsp;&nbsp;&nbsp; Krystal Biotech, Inc. (a) | 1700 | (134674) |
| &nbsp;&nbsp;&nbsp;&nbsp; Laboratory Corp. of America Holdings | 800 | (188384) |
| &nbsp;&nbsp;&nbsp;&nbsp; Landec Corp. (a) | 100 | (648) |
| &nbsp;&nbsp;&nbsp;&nbsp; Legend Biotech Corp., ADR (a) | 4800 | (239616) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lexaria Bioscience Corp. (a) | 300 | (735) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lexicon Pharmaceuticals, Inc. (a) | 3400 | (6494) |
| &nbsp;&nbsp;&nbsp;&nbsp; LianBio, ADR(a) | 3700 | (6068) |
| &nbsp;&nbsp;&nbsp;&nbsp; LifeStance Health Group, Inc. (a) | 11500 | (56810) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liminal BioSciences, Inc. (a) | 1400 | (462) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lisata Therapeutics, Inc. (a) | 300 | (747) |
| &nbsp;&nbsp;&nbsp;&nbsp; Longboard Pharmaceuticals, Inc. (a) | 100 | (316) |
| &nbsp;&nbsp;&nbsp;&nbsp; Longeveron, Inc. (a) | 2100 | (6762) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lucid Diagnostics, Inc. (a) | 1600 | (2176) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lyell Immunopharma, Inc. (a) | 3600 | (12492) |
| &nbsp;&nbsp;&nbsp;&nbsp; MAIA Biotechnology, Inc. (a) | 200 | (702) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marker Therapeutics, Inc. (a) | 900 | (237) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marpai, Inc., Class A (a) | 700 | (504) |
| &nbsp;&nbsp;&nbsp;&nbsp; Matinas BioPharma Holdings, Inc. (a) | 7000 | (3500) |
| &nbsp;&nbsp;&nbsp;&nbsp; MaxCyte, Inc. (a) | 200 | (1092) |
| &nbsp;&nbsp;&nbsp;&nbsp; MediciNova, Inc. (a) | 400 | (820) |
| &nbsp;&nbsp;&nbsp;&nbsp; Merck & Co., Inc. (b) | 62500 | (6934375) |
| &nbsp;&nbsp;&nbsp;&nbsp; Metacrine, Inc. (a) | 6200 | (2777) |
| &nbsp;&nbsp;&nbsp;&nbsp; Microbot Medical, Inc. (a) | 200 | (602) |
| &nbsp;&nbsp;&nbsp;&nbsp; Milestone Scientific, Inc. (a) | 1600 | (768) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mind Medicine MindMed, Inc. (a) | 2206 | (4853) |
| &nbsp;&nbsp;&nbsp;&nbsp; Minerva Neurosciences, Inc. (a) | 37 | (59) |
| &nbsp;&nbsp;&nbsp;&nbsp; MiNK Therapeutics, Inc. (a) | 400 | (1032) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mirati Therapeutics, Inc. (a) | 100 | (4531) |
| &nbsp;&nbsp;&nbsp;&nbsp; Moderna, Inc. (a) | 61300 | (11010706) |
| &nbsp;&nbsp;&nbsp;&nbsp; ModivCare, Inc. (a) | 500 | (44865) |
| &nbsp;&nbsp;&nbsp;&nbsp; Monte Rosa Therapeutics, Inc. (a) | 2100 | (15981) |
| &nbsp;&nbsp;&nbsp;&nbsp; Motus GI Holdings, Inc. (a) | 30 | (25) |
| &nbsp;&nbsp;&nbsp;&nbsp; MyMD Pharmaceuticals, Inc. (a) | 500 | (575) |
| &nbsp;&nbsp;&nbsp;&nbsp; Myriad Genetics, Inc. (a) | 4900 | (71099) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nabriva Therapeutics plc (a) | 176 | (324) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nautilus Biotechnology, Inc. (a) | 3600 | (6480) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nemaura Medical, Inc. (a) | 200 | (340) |
| &nbsp;&nbsp;&nbsp;&nbsp; Neovasc, Inc. (a) | 116 | (1800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Neurobo Pharmaceuticals, Inc. (a),(d) | 92 | (29) |
| &nbsp;&nbsp;&nbsp;&nbsp; Novavax, Inc. (a) | 27500 | (282700) |
| &nbsp;&nbsp;&nbsp;&nbsp; NRX Pharmaceuticals, Inc. (a) | 6600 | (7326) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nuvalent, Inc., Class A (a) | 1600 | (47648) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oak Street Health, Inc. (a) | 4900 | (105399) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ocugen, Inc. (a) | 74800 | (97240) |
| &nbsp;&nbsp;&nbsp;&nbsp; Omega Therapeutics, Inc. (a) | 400 | (2284) |
| &nbsp;&nbsp;&nbsp;&nbsp; OmniAb, Inc. (a) | 400 | (1440) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oncocyte Corp. (a) | 6100 | (1957) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oncology Institute, Inc. (The) (a) | 200 | (330) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ontrak, Inc. (a) | 900 | (331) |
| &nbsp;&nbsp;&nbsp;&nbsp; OpGen, Inc. (a) | 12000 | (1692) |
| &nbsp;&nbsp;&nbsp;&nbsp; Optinose, Inc. (a) | 1800 | (3330) |
| &nbsp;&nbsp;&nbsp;&nbsp; Oragenics, Inc. (a) | 7300 | (767) |
| &nbsp;&nbsp;&nbsp;&nbsp; Organon & Co. | 10700 | (298851) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orgenesis, Inc. (a) | 600 | (1170) |
| &nbsp;&nbsp;&nbsp;&nbsp; OrthoPediatrics Corp. (a) | 900 | (35757) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ovid therapeutics, Inc. (a) | 2200 | (4092) |
| &nbsp;&nbsp;&nbsp;&nbsp; Owens & Minor, Inc. (a) | 8300 | (162099) |
| &nbsp;&nbsp;&nbsp;&nbsp; Owlet, Inc. (a) | 2900 | (1621) |
| &nbsp;&nbsp;&nbsp;&nbsp; P3 Health Partners, Inc. (a) | 100 | (184) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pacific Biosciences of California, Inc. (a) | 7600 | (62168) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Palatin Technologies, Inc. (a) | 576 | $(1475) |
| &nbsp;&nbsp;&nbsp;&nbsp; Paragon 28, Inc. (a) | 1900 | (36309) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pardes Biosciences, Inc. (a) | 3000 | (5070) |
| &nbsp;&nbsp;&nbsp;&nbsp; Patterson Cos., Inc. | 600 | (16818) |
| &nbsp;&nbsp;&nbsp;&nbsp; PAVmed, Inc. (a) | 17400 | (8352) |
| &nbsp;&nbsp;&nbsp;&nbsp; PDL BioPharma, Inc. (a),(d) | 4500 | (11115) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pediatrix Medical Group, Inc. (a) | 1700 | (25262) |
| &nbsp;&nbsp;&nbsp;&nbsp; Penumbra, Inc. (a) | 3800 | (845348) |
| &nbsp;&nbsp;&nbsp;&nbsp; PerkinElmer, Inc. | 1700 | (238374) |
| &nbsp;&nbsp;&nbsp;&nbsp; Petros Pharmaceuticals, Inc. (a) | 190 | (443) |
| &nbsp;&nbsp;&nbsp;&nbsp; PharmaCyte Biotech, Inc. (a) | 1500 | (4380) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pluri, Inc. (a) | 2000 | (1880) |
| &nbsp;&nbsp;&nbsp;&nbsp; PolarityTE, Inc. (a) | 16 | (10) |
| &nbsp;&nbsp;&nbsp;&nbsp; Poseida Therapeutics, Inc. (a) | 2700 | (14310) |
| &nbsp;&nbsp;&nbsp;&nbsp; Precision BioSciences, Inc. (a) | 600 | (714) |
| &nbsp;&nbsp;&nbsp;&nbsp; PROCEPT BioRobotics Corp. (a) | 100 | (4154) |
| &nbsp;&nbsp;&nbsp;&nbsp; Protalix BioTherapeutics, Inc. (a) | 900 | (1233) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quantum-Si, Inc. (a) | 10000 | (18300) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc. | 400 | (62576) |
| &nbsp;&nbsp;&nbsp;&nbsp; QuidelOrtho Corp. (a) | 2956 | (253241) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quotient Ltd. (a) | 1355 | (515) |
| &nbsp;&nbsp;&nbsp;&nbsp; RA Medical Systems, Inc. (a) | 8 | (47) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rallybio Corp. (a) | 200 | (1314) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rapid Micro Biosystems, Inc., Class A (a) | 400 | (452) |
| &nbsp;&nbsp;&nbsp;&nbsp; Recursion Pharmaceuticals, Inc., Class A (a) | 3500 | (26985) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regulus Therapeutics, Inc. (a) | 300 | (411) |
| &nbsp;&nbsp;&nbsp;&nbsp; RenovoRx, Inc. (a) | 100 | (235) |
| &nbsp;&nbsp;&nbsp;&nbsp; Repligen Corp. (a) | 400 | (67724) |
| &nbsp;&nbsp;&nbsp;&nbsp; Retractable Technologies, Inc. (a) | 1300 | (2132) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rhythm Pharmaceuticals, Inc. (a) | 1000 | (29120) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rockwell Medical, Inc. (a) | 1036 | (1052) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rubius Therapeutics, Inc. (a) | 2894 | (498) |
| &nbsp;&nbsp;&nbsp;&nbsp; SAB Biotherapeutics, Inc. (a) | 900 | (531) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sanara Medtech, Inc. (a) | 100 | (4550) |
| &nbsp;&nbsp;&nbsp;&nbsp; Scholar Rock Holding Corp. (a) | 1700 | (15385) |
| &nbsp;&nbsp;&nbsp;&nbsp; SCYNEXIS, Inc. (a) | 2400 | (3744) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seagen, Inc. (a) | 1500 | (192765) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seelos Therapeutics, Inc. (a) | 900 | (611) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seer, Inc. (a) | 4000 | (23200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Select Medical Holdings Corp. | 900 | (22347) |
| &nbsp;&nbsp;&nbsp;&nbsp; SELLAS Life Sciences Group, Inc. (a) | 967 | (2282) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sema4 Holdings Corp. (a) | 4300 | (1134) |
| &nbsp;&nbsp;&nbsp;&nbsp; Senseonics Holdings, Inc. (a) | 90900 | (93627) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sesen Bio, Inc. (a) | 27468 | (16742) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sientra, Inc. (a) | 300 | (61) |
| &nbsp;&nbsp;&nbsp;&nbsp; Signify Health, Inc., Class A (a) | 19300 | (553138) |
| &nbsp;&nbsp;&nbsp;&nbsp; SmileDirectClub, Inc. (a) | 44400 | (15638) |
| &nbsp;&nbsp;&nbsp;&nbsp; SNDL, Inc. (a) | 91940 | (192155) |
| &nbsp;&nbsp;&nbsp;&nbsp; Societal CDMO, Inc. (a) | 500 | (745) |
| &nbsp;&nbsp;&nbsp;&nbsp; Soleno Therapeutics, Inc. (a) | 14 | (28) |
| &nbsp;&nbsp;&nbsp;&nbsp; Soligenix, Inc. (a) | 2200 | (994) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sonendo, Inc. (a) | 3800 | (10754) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sorrento Therapeutics, Inc. (a) | 79100 | (70083) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spectrum Pharmaceuticals, Inc. (a) | 35200 | (12971) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spero Therapeutics, Inc. (a) | 10100 | (17473) |
| &nbsp;&nbsp;&nbsp;&nbsp; SQZ Biotechnologies Co. (a) | 100 | (74) |
| &nbsp;&nbsp;&nbsp;&nbsp; Standard BioTools, Inc (a) | 6500 | (7605) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stryker Corp. | 3000 | (733470) |
| &nbsp;&nbsp;&nbsp;&nbsp; Surface Oncology, Inc. (a) | 300 | (246) |
| &nbsp;&nbsp;&nbsp;&nbsp; Surgalign Holdings, Inc. (a) | 140 | (274) |
| &nbsp;&nbsp;&nbsp;&nbsp; Synaptogenix, Inc. (a) | 1000 | (1160) |
| &nbsp;&nbsp;&nbsp;&nbsp; Synthetic Biologics, Inc. (a) | 150 | (68) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Syros Pharmaceuticals, Inc. (a) | 260 | $(933) |
| &nbsp;&nbsp;&nbsp;&nbsp; T2 Biosystems, Inc. (a) | 2748 | (3902) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tango Therapeutics, Inc. (a) | 2700 | (19575) |
| &nbsp;&nbsp;&nbsp;&nbsp; Taro Pharmaceutical Industries Ltd. (a) | 100 | (2904) |
| &nbsp;&nbsp;&nbsp;&nbsp; Taysha Gene Therapies, Inc. (a) | 1300 | (2938) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tempest Therapeutics, Inc. (a) | 400 | (464) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tenaya Therapeutics, Inc. (a) | 600 | (1206) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare Corp. (a) | 8400 | (409836) |
| &nbsp;&nbsp;&nbsp;&nbsp; TFF Pharmaceuticals, Inc. (a) | 1500 | (1575) |
| &nbsp;&nbsp;&nbsp;&nbsp; TherapeuticsMD, Inc. (a) | 2330 | (13025) |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | 100 | (55069) |
| &nbsp;&nbsp;&nbsp;&nbsp; Thorne HealthTech, Inc. (a) | 800 | (2904) |
| &nbsp;&nbsp;&nbsp;&nbsp; Titan Medical, Inc. (a) | 3200 | (2114) |
| &nbsp;&nbsp;&nbsp;&nbsp; Titan Pharmaceuticals, Inc. (a) | 800 | (626) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tivic Health Systems, Inc. (a) | 1000 | (680) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tonix Pharmaceuticals Holding Corp. (a) | 500 | (195) |
| &nbsp;&nbsp;&nbsp;&nbsp; Treace Medical Concepts, Inc., Class C (a) | 2000 | (45980) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tyra Biosciences, Inc. (a) | 700 | (5320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unicycive Therapeutics, Inc. (a) | 600 | (322) |
| &nbsp;&nbsp;&nbsp;&nbsp; UNITY Biotechnology, Inc. (a) | 5510 | (15097) |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Health Services, Inc., Class B | 800 | (112712) |
| &nbsp;&nbsp;&nbsp;&nbsp; UpHealth, Inc. (a) | 530 | (864) |
| &nbsp;&nbsp;&nbsp;&nbsp; UroGen Pharma Ltd. (a) | 900 | (7983) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vaccinex, Inc. (a) | 1600 | (1054) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vallon Pharmaceuticals, Inc. (a) | 124 | (35) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vaxxinity, Inc., Class A (a) | 600 | (840) |
| &nbsp;&nbsp;&nbsp;&nbsp; VBI Vaccines, Inc. (a) | 5000 | (1955) |
| &nbsp;&nbsp;&nbsp;&nbsp; Veracyte, Inc. (a) | 3900 | (92547) |
| &nbsp;&nbsp;&nbsp;&nbsp; Veru, Inc. (a) | 32200 | (170016) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vicarious Surgical, Inc. (a) | 2100 | (4242) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vir Biotechnology, Inc. (a) | 12000 | (303720) |
| &nbsp;&nbsp;&nbsp;&nbsp; Virpax Pharmaceuticals, Inc. (a) | 900 | (560) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vivani Medical, Inc. (a) | 1166 | (991) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vivos Therapeutics, Inc. (a) | 500 | (201) |
| &nbsp;&nbsp;&nbsp;&nbsp; VolitionRX Ltd. (a) | 900 | (2187) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vor BioPharma, Inc. (a) | 1300 | (8645) |
| &nbsp;&nbsp;&nbsp;&nbsp; Voyager Therapeutics, Inc. (a) | 2500 | (15250) |
| &nbsp;&nbsp;&nbsp;&nbsp; vTv Therapeutics, Inc., Class A (a) | 1700 | (1109) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vyant Bio, Inc. (a) | 100 | (70) |
| &nbsp;&nbsp;&nbsp;&nbsp; VYNE Therapeutics, Inc. (a) | 5000 | (750) |
| &nbsp;&nbsp;&nbsp;&nbsp; WaVe Life Sciences Ltd. (a) | 600 | (4200) |
| &nbsp;&nbsp;&nbsp;&nbsp; X4 Pharmaceuticals, Inc. (a) | 1900 | (1887) |
| &nbsp;&nbsp;&nbsp;&nbsp; Xtant Medical Holdings, Inc. (a) | 500 | (330) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zentalis Pharmaceuticals, Inc. (a) | 100 | (2014) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zimvie, Inc. (a) | 2300 | (21482) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zivo Bioscience, Inc. (a) | 200 | (490) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zomedica Corp. (a) | 213500 | (34801) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zynex, Inc. | 1100 | (15301) |
|  |  | (38647420) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care Facilities & Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cano Health, Inc. (a) | 34900 | (47813) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Products — (0.4)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Acuity Brands, Inc. | 700 | (115927) |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Energy Industries, Inc. | 600 | (51468) |
| &nbsp;&nbsp;&nbsp;&nbsp; AeroVironment, Inc. (a) | 700 | (59962) |
| &nbsp;&nbsp;&nbsp;&nbsp; AEye, Inc. (a) | 9500 | (4566) |
| &nbsp;&nbsp;&nbsp;&nbsp; AgEagle Aerial Systems, Inc. (a) | 18400 | (6440) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alpine 4 Holdings, Inc. (a) | 15700 | (8299) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Rebel Holdings, Inc. (a) | 400 | (77) |
| &nbsp;&nbsp;&nbsp;&nbsp; AMMO, Inc. (a) | 27900 | (48267) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Astec Industries, Inc. | 400 | $(16264) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atkore, Inc. (a) | 4400 | (499048) |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Grey, Inc. (a) | 7500 | (4529) |
| &nbsp;&nbsp;&nbsp;&nbsp; Blink Charging Co. (a) | 7100 | (77887) |
| &nbsp;&nbsp;&nbsp;&nbsp; Blue Bird Corp. (a) | 1000 | (10710) |
| &nbsp;&nbsp;&nbsp;&nbsp; Byrna Technologies, Inc. (a) | 1700 | (13328) |
| &nbsp;&nbsp;&nbsp;&nbsp; CAE, Inc. (a) | 4300 | (83162) |
| &nbsp;&nbsp;&nbsp;&nbsp; Carrier Global Corp. | 200 | (8250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cemtrex, Inc. (a) | 400 | (52) |
| &nbsp;&nbsp;&nbsp;&nbsp; ChargePoint Holdings, Inc. (a) | 1600 | (15248) |
| &nbsp;&nbsp;&nbsp;&nbsp; CIRCOR International, Inc. (a) | 100 | (2396) |
| &nbsp;&nbsp;&nbsp;&nbsp; Deere & Co. | 8700 | (3730212) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastman Kodak Co. (a) | 6600 | (20130) |
| &nbsp;&nbsp;&nbsp;&nbsp; Energous Corp. (a) | 6600 | (5518) |
| &nbsp;&nbsp;&nbsp;&nbsp; Evolv Technologies Holdings, Inc. (a) | 10800 | (27972) |
| &nbsp;&nbsp;&nbsp;&nbsp; FreightCar America, Inc. (a) | 1400 | (4480) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fuel Tech, Inc. (a) | 1300 | (1651) |
| &nbsp;&nbsp;&nbsp;&nbsp; General Electric Co. | 14900 | (1248471) |
| &nbsp;&nbsp;&nbsp;&nbsp; GrafTech International Ltd. | 3500 | (16660) |
| &nbsp;&nbsp;&nbsp;&nbsp; GreenPower Motor Co., Inc. (a) | 500 | (865) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillenbrand, Inc. | 1200 | (51204) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hillman Solutions Corp. (a) | 11400 | (82194) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hyzon Motors, Inc. (a) | 18800 | (29140) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ichor Holdings Ltd. (a) | 200 | (5364) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ideal Power, Inc. (a) | 400 | (4248) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand, Inc. | 50552 | (2641342) |
| &nbsp;&nbsp;&nbsp;&nbsp; ITT, Inc. | 500 | (40550) |
| &nbsp;&nbsp;&nbsp;&nbsp; Joby Aviation, Inc. (a) | 300 | (1005) |
| &nbsp;&nbsp;&nbsp;&nbsp; John Bean Technologies Corp. | 300 | (27399) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kelso Technologies, Inc. (a) | 2072 | (621) |
| &nbsp;&nbsp;&nbsp;&nbsp; Knightscope, Inc., Class A (a) | 5600 | (10584) |
| &nbsp;&nbsp;&nbsp;&nbsp; L3Harris Technologies, Inc. | 14200 | (2956582) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lion Electric Co. (The) (a) | 4200 | (9408) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mirion Technologies, Inc. (a) | 19600 | (129556) |
| &nbsp;&nbsp;&nbsp;&nbsp; Momentus, Inc. (a) | 7700 | (6005) |
| &nbsp;&nbsp;&nbsp;&nbsp; National Instruments Corp. | 1700 | (62730) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nikola Corp. (a) | 1000 | (2160) |
| &nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman Corp. | 3700 | (2018757) |
| &nbsp;&nbsp;&nbsp;&nbsp; Novanta, Inc. (a) | 1500 | (203805) |
| &nbsp;&nbsp;&nbsp;&nbsp; NuScale Power Corp. (a) | 100 | (1026) |
| &nbsp;&nbsp;&nbsp;&nbsp; Proterra, Inc. (a) | 18900 | (71253) |
| &nbsp;&nbsp;&nbsp;&nbsp; Raytheon Technologies Corp. | 21800 | (2200056) |
| &nbsp;&nbsp;&nbsp;&nbsp; RBC Bearings, Inc. (a) | 400 | (83740) |
| &nbsp;&nbsp;&nbsp;&nbsp; Redwire Corp. (a) | 3400 | (6732) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regal Beloit Corp. | 1500 | (179970) |
| &nbsp;&nbsp;&nbsp;&nbsp; Research Frontiers, Inc. (a) | 600 | (1152) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Lab USA, Inc. (a) | 4200 | (15834) |
| &nbsp;&nbsp;&nbsp;&nbsp; SKYX Platforms Corp. (a) | 1500 | (3780) |
| &nbsp;&nbsp;&nbsp;&nbsp; SmartRent, Inc. (a) | 10700 | (26001) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spruce Power Holding Corp. (a) | 11000 | (10110) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stoneridge, Inc. (a) | 300 | (6468) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sypris Solutions, Inc. (a) | 300 | (606) |
| &nbsp;&nbsp;&nbsp;&nbsp; TAT Technologies Ltd. (a) | 100 | (540) |
| &nbsp;&nbsp;&nbsp;&nbsp; Teledyne Technologies, Inc. (a) | 900 | (359919) |
| &nbsp;&nbsp;&nbsp;&nbsp; Toro Co. | 400 | (45280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Transphorm, Inc. (a) | 100 | (544) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trinity Industries, Inc. | 1900 | (56183) |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Security Instruments, Inc. (a) | 100 | (203) |
| &nbsp;&nbsp;&nbsp;&nbsp; Urban-Gro, Inc. (a) | 1000 | (2720) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co. | 54400 | (743104) |
| &nbsp;&nbsp;&nbsp;&nbsp; VirTra, Inc. (a) | 200 | (936) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vontier Corp. | 5000 | (96650) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp. | 200 | $(19962) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wrap Technologies, Inc. (a) | 2100 | (3549) |
| &nbsp;&nbsp;&nbsp;&nbsp; Xometry, Inc., Class A (a) | 7100 | (228833) |
| &nbsp;&nbsp;&nbsp;&nbsp; Xos, Inc. (a) | 5400 | (2392) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zurn Elkay Water Solutions Corp. | 200 | (4230) |
|  |  | (18536266) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — (0.3)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ABM Industries, Inc. | 100 | (4442) |
| &nbsp;&nbsp;&nbsp;&nbsp; ADT, Inc. | 100 | (907) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alaska Air Group, Inc. (a) | 16400 | (704216) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alight, Inc., Class A (a) | 35200 | (294272) |
| &nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare Services, Inc. (a) | 600 | (61692) |
| &nbsp;&nbsp;&nbsp;&nbsp; API Group Corp. (a) | 8200 | (154242) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aramark | 4200 | (173628) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arcosa, Inc. | 2300 | (124982) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway Co. | 3100 | (368528) |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Pacific Railway Ltd. | 37930 | (2829199) |
| &nbsp;&nbsp;&nbsp;&nbsp; Centrus Energy Corp., Class A (a) | 1900 | (61712) |
| &nbsp;&nbsp;&nbsp;&nbsp; CH Robinson Worldwide, Inc. | 600 | (54936) |
| &nbsp;&nbsp;&nbsp;&nbsp; ClearSign Technologies Corp. (a) | 100 | (54) |
| &nbsp;&nbsp;&nbsp;&nbsp; Core & Main, Inc., Class A (a) | 4300 | (83033) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cross Country Healthcare, Inc. (a) | 1400 | (37198) |
| &nbsp;&nbsp;&nbsp;&nbsp; Deluxe Corp. | 700 | (11886) |
| &nbsp;&nbsp;&nbsp;&nbsp; Denison Mines Corp. (a) | 150200 | (172730) |
| &nbsp;&nbsp;&nbsp;&nbsp; Expeditors International of Washington, Inc. | 600 | (62352) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ferguson plc | 7100 | (901487) |
| &nbsp;&nbsp;&nbsp;&nbsp; frontdoor, Inc. (a) | 1700 | (35360) |
| &nbsp;&nbsp;&nbsp;&nbsp; GFL Environmental, Inc. | 5500 | (160765) |
| &nbsp;&nbsp;&nbsp;&nbsp; H&R Block, Inc. | 14600 | (533046) |
| &nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport Services, Inc. | 1800 | (313848) |
| &nbsp;&nbsp;&nbsp;&nbsp; Knight-Swift Transportation Holdings, Inc. | 500 | (26205) |
| &nbsp;&nbsp;&nbsp;&nbsp; Landstar System, Inc. | 1300 | (211770) |
| &nbsp;&nbsp;&nbsp;&nbsp; Latham Group, Inc. (a) | 8600 | (27692) |
| &nbsp;&nbsp;&nbsp;&nbsp; Li-Cycle Holdings Corp. (a) | 19100 | (90916) |
| &nbsp;&nbsp;&nbsp;&nbsp; MasTec, Inc. (a) | 38 | (3242) |
| &nbsp;&nbsp;&nbsp;&nbsp; Matson, Inc. | 4400 | (275044) |
| &nbsp;&nbsp;&nbsp;&nbsp; Montrose Environmental Group, Inc. (a) | 1400 | (62146) |
| &nbsp;&nbsp;&nbsp;&nbsp; NV5 Global, Inc. (a) | 300 | (39696) |
| &nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | 3500 | (993230) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orbital Infrastructure Group, Inc. (a) | 12400 | (2443) |
| &nbsp;&nbsp;&nbsp;&nbsp; PureCycle Technologies, Inc. (a) | 200 | (1352) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quad/Graphics, Inc. (a) | 300 | (1224) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, Inc. | 14600 | (2080500) |
| &nbsp;&nbsp;&nbsp;&nbsp; R1 RCM, Inc. (a) | 3400 | (37230) |
| &nbsp;&nbsp;&nbsp;&nbsp; Resideo Technologies, Inc. (a) | 100 | (1645) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryder System, Inc. | 100 | (8357) |
| &nbsp;&nbsp;&nbsp;&nbsp; Saia, Inc. (a) | 3900 | (817752) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seanergy Maritime Holdings Corp. | 52100 | (25815) |
| &nbsp;&nbsp;&nbsp;&nbsp; SkyWest, Inc. (a) | 500 | (8255) |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwest Airlines Co. | 12400 | (417508) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sovos Brands, Inc. (a) | 600 | (8622) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sterling Check Corp. (a) | 2200 | (34034) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun Country Airlines Holdings, Inc. (a) | 4600 | (72956) |
| &nbsp;&nbsp;&nbsp;&nbsp; Team, Inc. (a) | 600 | (3150) |
| &nbsp;&nbsp;&nbsp;&nbsp; TFI International, Inc. | 1600 | (160384) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOMI Environmental Solutions, Inc. (a) | 300 | (148) |
| &nbsp;&nbsp;&nbsp;&nbsp; TopBuild Corp. (a) | 100 | (15649) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, Inc., Class B | 1500 | (260760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vivint Smart Home, Inc. (a) | 5200 | (61880) |
| &nbsp;&nbsp;&nbsp;&nbsp; WESCO International, Inc. (a) | 4600 | (575920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wheels Up Experience, Inc. (a) | 4400 | (4532) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Willdan Group, Inc. (a) | 600 | $(10710) |
| &nbsp;&nbsp;&nbsp;&nbsp; ZipRecruiter, Inc., Class A (a) | 100 | (1642) |
|  |  | (13486924) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Insurance — (0.5)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aflac, Inc. | 5100 | (366894) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ambac Financial Group, Inc. (a) | 1000 | (17440) |
| &nbsp;&nbsp;&nbsp;&nbsp; American International Group, Inc. | 34600 | (2188104) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group Ltd. (a) | 3600 | (226008) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & Co. | 9900 | (1866546) |
| &nbsp;&nbsp;&nbsp;&nbsp; Assurant, Inc. | 3300 | (412698) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atlantic American Corp. | 200 | (462) |
| &nbsp;&nbsp;&nbsp;&nbsp; Axis Capital Holdings Ltd. | 1100 | (59587) |
| &nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., Class B (a) | 33500 | (10348150) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRP Group, Inc., Class A (a) | 1300 | (32682) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial Corp. | 2100 | (215019) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enstar Group Ltd. (a) | 100 | (23104) |
| &nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, Inc. | 100 | (2870) |
| &nbsp;&nbsp;&nbsp;&nbsp; GoHealth, Inc., Class A (a) | 1619 | (16919) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hagerty, Inc., Class A (a) | 1700 | (14297) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hippo Holdings, Inc. (a) | 2024 | (27526) |
| &nbsp;&nbsp;&nbsp;&nbsp; James River Group Holdings Ltd. | 200 | (4182) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kemper Corp. | 800 | (39360) |
| &nbsp;&nbsp;&nbsp;&nbsp; Loews Corp. | 300 | (17499) |
| &nbsp;&nbsp;&nbsp;&nbsp; Manulife Financial Corp. | 46200 | (824208) |
| &nbsp;&nbsp;&nbsp;&nbsp; Primerica, Inc. | 300 | (42546) |
| &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, Inc. | 15000 | (1258800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, Inc. | 5600 | (556976) |
| &nbsp;&nbsp;&nbsp;&nbsp; RenaissanceRe Holdings Ltd. | 800 | (147384) |
| &nbsp;&nbsp;&nbsp;&nbsp; Selective Insurance Group, Inc. | 300 | (26583) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun Life Financial, Inc. | 10600 | (492052) |
| &nbsp;&nbsp;&nbsp;&nbsp; Travelers Cos., Inc. | 100 | (18749) |
| &nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson PLC | 4800 | (1173984) |
|  |  | (20420629) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — (0.5)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5E Advanced Materials, Inc. (a) | 2800 | (22064) |
| &nbsp;&nbsp;&nbsp;&nbsp; A-Mark Precious Metals, Inc. | 2100 | (72933) |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage Systems, Inc. | 2400 | (196728) |
| &nbsp;&nbsp;&nbsp;&nbsp; Agnico Eagle Mines Ltd. | 7200 | (374328) |
| &nbsp;&nbsp;&nbsp;&nbsp; Albemarle Corp. | 3800 | (824068) |
| &nbsp;&nbsp;&nbsp;&nbsp; Algoma Steel Group, Inc. | 23700 | (150258) |
| &nbsp;&nbsp;&nbsp;&nbsp; Almaden Minerals Ltd., Class B (a) | 3200 | (782) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Resources Corp. (a) | 7800 | (10296) |
| &nbsp;&nbsp;&nbsp;&nbsp; Americas Gold & Silver Corp. (a) | 9200 | (5228) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amyris, Inc. (a) | 1791 | (2740) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arconic Corp. (a) | 7100 | (150236) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ardagh Metal Packaging SA | 30300 | (145743) |
| &nbsp;&nbsp;&nbsp;&nbsp; Avino Silver & Gold Mines Ltd. (a) | 2800 | (1904) |
| &nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating Systems Ltd. (a) | 1400 | (35658) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ball Corp. | 4000 | (204560) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cameco Corp. | 37500 | (850125) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleveland-Cliffs, Inc. (a) | 199300 | (3210723) |
| &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals Co. | 3100 | (149730) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corteva, Inc. | 4400 | (258632) |
| &nbsp;&nbsp;&nbsp;&nbsp; CPS Technologies Corp. (a) | 900 | (2421) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dakota Gold Corp. (a) | 1900 | (5795) |
| &nbsp;&nbsp;&nbsp;&nbsp; Danimer Scientific, Inc. (a) | 22300 | (39917) |
| &nbsp;&nbsp;&nbsp;&nbsp; Diversey Holdings Ltd. (a) | 7900 | (33654) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dow, Inc. | 200 | (10078) |
| &nbsp;&nbsp;&nbsp;&nbsp; EMX Royalty Corp. (a) | 1900 | (3591) |
| &nbsp;&nbsp;&nbsp;&nbsp; Encore Wire Corp. | 2600 | (357656) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Fuels, Inc. (a) | 51300 | $(318573) |
| &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. (a) | 46100 | (151208) |
| &nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 45600 | (1732800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gold Royalty Corp. | 2600 | (6058) |
| &nbsp;&nbsp;&nbsp;&nbsp; Golden Minerals Co. (a) | 4000 | (1098) |
| &nbsp;&nbsp;&nbsp;&nbsp; GreenLight Biosciences Holdings PBC (a) | 700 | (826) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hecla Mining Co. | 7540 | (41922) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hycroft Mining Holding Corp. (a) | 58500 | (31128) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Flavors & Fragrances, Inc. | 7500 | (786300) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Paper Co. | 22100 | (765323) |
| &nbsp;&nbsp;&nbsp;&nbsp; International Tower Hill Mines Ltd. (a) | 300 | (128) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Electric, Inc. (a) | 1700 | (20655) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum Corp. | 600 | (45576) |
| &nbsp;&nbsp;&nbsp;&nbsp; Largo, Inc. (a) | 500 | (2690) |
| &nbsp;&nbsp;&nbsp;&nbsp; Louisiana-Pacific Corp. | 4800 | (284160) |
| &nbsp;&nbsp;&nbsp;&nbsp; MAG Silver Corp. (a) | 7100 | (110973) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mativ Holdings, Inc. | 400 | (8360) |
| &nbsp;&nbsp;&nbsp;&nbsp; Metalla Royalty & Streaming Ltd. (a) | 3500 | (17185) |
| &nbsp;&nbsp;&nbsp;&nbsp; MP Materials Corp. (a) | 900 | (21852) |
| &nbsp;&nbsp;&nbsp;&nbsp; NexGen Energy Ltd. (a) | 3700 | (16391) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nouveau Monde Graphite, Inc. (a) | 1100 | (4202) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nucor Corp. | 25500 | (3361155) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nutrien Ltd. | 27000 | (1971810) |
| &nbsp;&nbsp;&nbsp;&nbsp; Olin Corp. | 12500 | (661750) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orla Mining Ltd. (a) | 3100 | (12524) |
| &nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of America | 200 | (25582) |
| &nbsp;&nbsp;&nbsp;&nbsp; Peabody Energy Corp. (a) | 51200 | (1352704) |
| &nbsp;&nbsp;&nbsp;&nbsp; Perimeter Solutions SA (a) | 4900 | (44786) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quaker Chemical Corp. | 500 | (83450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Reliance Steel & Aluminum Co. | 1900 | (384636) |
| &nbsp;&nbsp;&nbsp;&nbsp; Resolute Forest Products, Inc. (a) | 300 | (6477) |
| &nbsp;&nbsp;&nbsp;&nbsp; Reto Eco-solutions, Inc. (a) | 2213 | (929) |
| &nbsp;&nbsp;&nbsp;&nbsp; Royal Gold, Inc. | 3100 | (349432) |
| &nbsp;&nbsp;&nbsp;&nbsp; RPM International, Inc. | 3400 | (331330) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams Co. | 100 | (23733) |
| &nbsp;&nbsp;&nbsp;&nbsp; SilverCrest Metals, Inc. (a) | 21300 | (127800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Solitario Zinc Corp. (a) | 100 | (62) |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Copper Corp. | 900 | (54351) |
| &nbsp;&nbsp;&nbsp;&nbsp; SSR Mining, Inc. | 11400 | (178638) |
| &nbsp;&nbsp;&nbsp;&nbsp; Steel Dynamics, Inc. | 17200 | (1680440) |
| &nbsp;&nbsp;&nbsp;&nbsp; Summit Materials, Inc., Class A (a) | 705 | (20018) |
| &nbsp;&nbsp;&nbsp;&nbsp; Taseko Mines Ltd. (a) | 1000 | (1470) |
| &nbsp;&nbsp;&nbsp;&nbsp; TMC the metals Co., Inc. (a) | 200 | (154) |
| &nbsp;&nbsp;&nbsp;&nbsp; UFP Industries, Inc. | 2600 | (206050) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ur-Energy, Inc. (a) | 29400 | (33810) |
| &nbsp;&nbsp;&nbsp;&nbsp; Uranium Energy Corp. (a) | 145300 | (563764) |
| &nbsp;&nbsp;&nbsp;&nbsp; Uranium Royalty Corp. (a) | 2400 | (5688) |
| &nbsp;&nbsp;&nbsp;&nbsp; View, Inc. (a) | 23500 | (22675) |
| &nbsp;&nbsp;&nbsp;&nbsp; WD-40 Co. | 300 | (48363) |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Copper & Gold Corp. (a) | 800 | (1424) |
| &nbsp;&nbsp;&nbsp;&nbsp; Westlake Corp. | 5300 | (543462) |
| &nbsp;&nbsp;&nbsp;&nbsp; Westwater Resources, Inc. (a) | 300 | (237) |
| &nbsp;&nbsp;&nbsp;&nbsp; Worthington Industries, Inc. | 800 | (39768) |
|  |  | (23625728) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — (0.4)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Activision Blizzard, Inc. | 200 | (15310) |
| &nbsp;&nbsp;&nbsp;&nbsp; AcuityAds Holdings, Inc. (a) | 700 | (1085) |
| &nbsp;&nbsp;&nbsp;&nbsp; AdTheorent Holding Co., Inc. (a) | 1000 | (1660) |
| &nbsp;&nbsp;&nbsp;&nbsp; Advantage Solutions, Inc. (a) | 4000 | (8320) |
| &nbsp;&nbsp;&nbsp;&nbsp; AMC Networks, Inc., Class A (a) | 800 | (12536) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arena Group Holdings Inc. (The) (a) | 300 | (3183) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Blade Air Mobility, Inc. (a) | 6600 | $(23628) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boston Omaha Corp., Class A (a) | 900 | (23850) |
| &nbsp;&nbsp;&nbsp;&nbsp; BuzzFeed, Inc. (a) | 300 | (207) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cars.com, Inc. (a) | 1700 | (23409) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chicken Soup For The Soul Entertainment, Inc. (a) | 1100 | (5632) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cinedigm Corp., Class A (a) | 18700 | (7250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cumulus Media, Inc., Class A (a) | 300 | (1863) |
| &nbsp;&nbsp;&nbsp;&nbsp; CuriosityStream, Inc. (a) | 2500 | (2850) |
| &nbsp;&nbsp;&nbsp;&nbsp; DISH Network Corp., Class A (a) | 12300 | (172692) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dolphin Entertainment, Inc. (a) | 600 | (1086) |
| &nbsp;&nbsp;&nbsp;&nbsp; Endeavor Group Holdings, Inc., Class A (a) | 100 | (2254) |
| &nbsp;&nbsp;&nbsp;&nbsp; Engine Gaming and Media, Inc. (a) | 900 | (882) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enthusiast Gaming Holdings, Inc. (a) | 4100 | (2249) |
| &nbsp;&nbsp;&nbsp;&nbsp; Entravision Communications Corp., Class A | 1100 | (5280) |
| &nbsp;&nbsp;&nbsp;&nbsp; EverQuote, Inc., Class A (a) | 1200 | (17688) |
| &nbsp;&nbsp;&nbsp;&nbsp; EW Scripps Co., Class A (a) | 3500 | (46165) |
| &nbsp;&nbsp;&nbsp;&nbsp; Focus Universal, Inc. (a) | 600 | (3846) |
| &nbsp;&nbsp;&nbsp;&nbsp; fuboTV, Inc. (a) | 78100 | (135894) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gannett Co., Inc. (a) | 8100 | (16443) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gray Television, Inc. | 11900 | (133161) |
| &nbsp;&nbsp;&nbsp;&nbsp; Groupon, Inc. (a) | 8400 | (72072) |
| &nbsp;&nbsp;&nbsp;&nbsp; HyreCar, Inc. (a) | 5000 | (2120) |
| &nbsp;&nbsp;&nbsp;&nbsp; iHeartMedia, Inc., Class A (a) | 9200 | (56396) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inspirato, Inc. (a) | 3800 | (4522) |
| &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of Cos., Inc. (The) | 600 | (19986) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inuvo, Inc. (a) | 6100 | (1351) |
| &nbsp;&nbsp;&nbsp;&nbsp; iSpecimen, Inc. (a) | 100 | (138) |
| &nbsp;&nbsp;&nbsp;&nbsp; IZEA Worldwide, Inc. (a) | 4600 | (2498) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband Corp., Class C (a) | 18800 | (1433876) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp-Liberty Formula One, Class A (a) | 600 | (32058) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp-Liberty SiriusXM, Class C (a) | 8900 | (348257) |
| &nbsp;&nbsp;&nbsp;&nbsp; Liberty TripAdvisor Holdings, Inc., Class A (a) | 2800 | (1875) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lions Gate Entertainment Corp., Class A (a) | 2500 | (14275) |
| &nbsp;&nbsp;&nbsp;&nbsp; LiveOne, Inc. (a) | 4600 | (2960) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lyft, Inc., Class A (a) | 13723 | (151227) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marin Software, Inc. (a) | 500 | (500) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marqeta, Inc., Class A (a) | 79081 | (483185) |
| &nbsp;&nbsp;&nbsp;&nbsp; Match Group, Inc. (a) | 12700 | (526923) |
| &nbsp;&nbsp;&nbsp;&nbsp; MediaAlpha, Inc., Class A (a) | 2500 | (24875) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mobiquity Technologies, Inc. (a) | 1000 | (530) |
| &nbsp;&nbsp;&nbsp;&nbsp; National CineMedia, Inc. | 4800 | (1056) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nerdy, Inc. (a) | 12200 | (27450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Netflix, Inc. (a) | 13700 | (4039856) |
| &nbsp;&nbsp;&nbsp;&nbsp; News Corp., Class A | 9400 | (171080) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Media Group, Inc. | 3611 | (632033) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nextdoor Holdings, Inc. (a) | 1500 | (3090) |
| &nbsp;&nbsp;&nbsp;&nbsp; Opendoor Technologies, Inc. (a) | 97300 | (112868) |
| &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global, Class B | 75600 | (1276128) |
| &nbsp;&nbsp;&nbsp;&nbsp; Playstudios, Inc. (a) | 4000 | (15520) |
| &nbsp;&nbsp;&nbsp;&nbsp; Playtika Holding Corp. (a) | 2000 | (17020) |
| &nbsp;&nbsp;&nbsp;&nbsp; QuinStreet, Inc. (a) | 500 | (7175) |
| &nbsp;&nbsp;&nbsp;&nbsp; Recruiter.com Group, Inc. (a) | 200 | (88) |
| &nbsp;&nbsp;&nbsp;&nbsp; Remark Holdings, Inc. (a) | 2940 | (3234) |
| &nbsp;&nbsp;&nbsp;&nbsp; Reservoir Media, Inc. (a) | 1100 | (6567) |
| &nbsp;&nbsp;&nbsp;&nbsp; RumbleON, Inc., Class B (a) | 2100 | (13587) |
| &nbsp;&nbsp;&nbsp;&nbsp; Salem Media Group, Inc. (a) | 1300 | (1365) |
| &nbsp;&nbsp;&nbsp;&nbsp; Scholastic Corp. | 1500 | (59190) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sinclair Broadcast Group, Inc., Class A | 3700 | (57387) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skillz, Inc. (a) | 4300 | (2178) |
| &nbsp;&nbsp;&nbsp;&nbsp; SRAX, Inc. (a) | 1100 | (1683) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stagwell, Inc. (a) | 4500 | (27945) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stran & Co., Inc. (a) | 1400 | (1792) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive Software, Inc. (a) | 16300 | $(1697319) |
| &nbsp;&nbsp;&nbsp;&nbsp; Thryv Holdings, Inc. (a) | 300 | (5700) |
| &nbsp;&nbsp;&nbsp;&nbsp; Travelzoo (a) | 600 | (2670) |
| &nbsp;&nbsp;&nbsp;&nbsp; Uber Technologies, Inc. (a) | 35200 | (870496) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vacasa, Inc., Class A (a) | 3300 | (4158) |
| &nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. (a) | 25300 | (2198064) |
| &nbsp;&nbsp;&nbsp;&nbsp; Warner Bros Discovery, Inc. (a) | 119674 | (1134510) |
| &nbsp;&nbsp;&nbsp;&nbsp; Warner Music Group Corp., Class A | 6400 | (224128) |
| &nbsp;&nbsp;&nbsp;&nbsp; Yelp, Inc. (a) | 100 | (2734) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ziff Davis, Inc. (a) | 100 | (7910) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc., Class A (a) | 1300 | (40573) |
| &nbsp;&nbsp;&nbsp;&nbsp; ZW Data Action Technologies, Inc. (a) | 200 | (92) |
|  |  | (16514693) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Medical Equipment & Devices — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; PetVivo Holdings, Inc. (a) | 400 | (800) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — (0.5)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Antero Midstream Corp. | 16400 | (176956) |
| &nbsp;&nbsp;&nbsp;&nbsp; APA Corp. | 100 | (4668) |
| &nbsp;&nbsp;&nbsp;&nbsp; Archrock, Inc. | 900 | (8082) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aris Water Solution, Inc., Class A | 2100 | (30261) |
| &nbsp;&nbsp;&nbsp;&nbsp; California Resources Corp. | 7900 | (343729) |
| &nbsp;&nbsp;&nbsp;&nbsp; Callon Petroleum Co. (a) | 11800 | (437662) |
| &nbsp;&nbsp;&nbsp;&nbsp; Camber Energy, Inc. (a) | 6731 | (13597) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chevron Corp. | 6572 | (1179608) |
| &nbsp;&nbsp;&nbsp;&nbsp; Civitas Resources, Inc. | 100 | (5793) |
| &nbsp;&nbsp;&nbsp;&nbsp; CNX Resources Corp. (a) | 3400 | (57256) |
| &nbsp;&nbsp;&nbsp;&nbsp; ConocoPhillips (a) | 1500 | (177000) |
| &nbsp;&nbsp;&nbsp;&nbsp; Coterra Energy, Inc. | 153600 | (3773952) |
| &nbsp;&nbsp;&nbsp;&nbsp; Crescent Energy Co., Class A | 6020 | (72180) |
| &nbsp;&nbsp;&nbsp;&nbsp; Denbury, Inc. (a) | 4400 | (382888) |
| &nbsp;&nbsp;&nbsp;&nbsp; Devon Energy Corp. | 2383 | (146578) |
| &nbsp;&nbsp;&nbsp;&nbsp; Diamond Offshore Drilling, Inc. (a) | 5900 | (61360) |
| &nbsp;&nbsp;&nbsp;&nbsp; DTE Midstream LLC | 6500 | (359190) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc. | 59400 | (2322540) |
| &nbsp;&nbsp;&nbsp;&nbsp; Equitrans Midstream Corp. | 48000 | (321600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Excelerate Energy, Inc., Class A | 2200 | (55110) |
| &nbsp;&nbsp;&nbsp;&nbsp; Expro Group Holdings NV (a) | 9500 | (172235) |
| &nbsp;&nbsp;&nbsp;&nbsp; Exxon Mobil Corp. | 19209 | (2118753) |
| &nbsp;&nbsp;&nbsp;&nbsp; EzFill Holdings, Inc. (a) | 400 | (108) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gulfport Energy Corp. (a) | 1400 | (103096) |
| &nbsp;&nbsp;&nbsp;&nbsp; Halliburton Co. | 300 | (11805) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hess Corp. | 10300 | (1460746) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan, Inc. | 300 | (5424) |
| &nbsp;&nbsp;&nbsp;&nbsp; KLX Energy Services Holdings, Inc. (a) | 3600 | (62316) |
| &nbsp;&nbsp;&nbsp;&nbsp; Laredo Petroleum, Inc. (a) | 6650 | (341943) |
| &nbsp;&nbsp;&nbsp;&nbsp; New Fortress Energy, Inc. | 300 | (12726) |
| &nbsp;&nbsp;&nbsp;&nbsp; NOV, Inc. | 3200 | (66848) |
| &nbsp;&nbsp;&nbsp;&nbsp; Obsidian Energy Ltd. (a) | 300 | (1992) |
| &nbsp;&nbsp;&nbsp;&nbsp; ONEOK, Inc. | 26700 | (1754190) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pembina Pipeline Corp. | 15400 | (522830) |
| &nbsp;&nbsp;&nbsp;&nbsp; Phillips 66 | 4000 | (416320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Range Resources Corp. | 200 | (5004) |
| &nbsp;&nbsp;&nbsp;&nbsp; SandRidge Energy, Inc. (a) | 100 | (1703) |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | 10700 | (572022) |
| &nbsp;&nbsp;&nbsp;&nbsp; SilverBow Resources, Inc. (a) | 600 | (16968) |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Energy Co. (a) | 2300 | (13455) |
| &nbsp;&nbsp;&nbsp;&nbsp; Superior Drilling Products, Inc. (a) | 700 | (643) |
| &nbsp;&nbsp;&nbsp;&nbsp; Targa Resources Corp. | 200 | (14700) |
| &nbsp;&nbsp;&nbsp;&nbsp; TC Energy Corp. | 29300 | (1167898) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tellurian, Inc. (a) | 3600 | (6048) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; US Energy Corp. | 500 | $(1150) |
| &nbsp;&nbsp;&nbsp;&nbsp; VAALCO Energy, Inc. | 541 | (2467) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vermilion Energy, Inc. | 100 | (1770) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vertex Energy, Inc. (a) | 29400 | (182280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Williams Cos., Inc. | 97300 | (3201170) |
|  |  | (22168620) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate — (0.7)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Acadia Realty Trust | 4000 | (57400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alexandria Real Estate Equities, Inc. | 8700 | (1267329) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alset, Inc. (a) | 370 | (851) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Homes 4 Rent, Class A | 500 | (15070) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp. | 2200 | (466092) |
| &nbsp;&nbsp;&nbsp;&nbsp; Americold Realty Trust, Inc. | 28800 | (815328) |
| &nbsp;&nbsp;&nbsp;&nbsp; Anywhere Real Estate, Inc. (a) | 6900 | (44091) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apartment Income REIT Corp. | 500 | (17155) |
| &nbsp;&nbsp;&nbsp;&nbsp; Apple Hospitality REIT, Inc. | 200 | (3156) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ashford Hospitality Trust, Inc. (a) | 9900 | (44253) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boston Properties, Inc. | 9300 | (628494) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brandywine Realty Trust | 300 | (1845) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBL & Associates Properties, Inc. | 1000 | (23080) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., Class A (a) | 30678 | (2360979) |
| &nbsp;&nbsp;&nbsp;&nbsp; City Office REIT, Inc. | 100 | (838) |
| &nbsp;&nbsp;&nbsp;&nbsp; Colliers International Group, Inc. | 200 | (18408) |
| &nbsp;&nbsp;&nbsp;&nbsp; Compass, Inc., Class A (a) | 100 | (233) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Office Properties Trust | 2600 | (67444) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cousins Properties, Inc. | 400 | (10116) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cushman & Wakefield plc (a) | 4500 | (56070) |
| &nbsp;&nbsp;&nbsp;&nbsp; DiamondRock Hospitality Co. | 12200 | (99918) |
| &nbsp;&nbsp;&nbsp;&nbsp; Digital Realty Trust, Inc. | 2600 | (260702) |
| &nbsp;&nbsp;&nbsp;&nbsp; Douglas Elliman, Inc. | 1900 | (7733) |
| &nbsp;&nbsp;&nbsp;&nbsp; Douglas Emmett, Inc. | 1200 | (18816) |
| &nbsp;&nbsp;&nbsp;&nbsp; Easterly Government Properties, Inc. | 1400 | (19978) |
| &nbsp;&nbsp;&nbsp;&nbsp; Empire State Realty Trust, Inc., Class A | 22800 | (153672) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fathom Holdings, Inc. (a) | 800 | (3400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal Realty Investment Trust | 5100 | (515304) |
| &nbsp;&nbsp;&nbsp;&nbsp; Five Point Holdings LLC, Class A (a) | 100 | (233) |
| &nbsp;&nbsp;&nbsp;&nbsp; Franklin Street Properties Corp. | 600 | (1638) |
| &nbsp;&nbsp;&nbsp;&nbsp; Gladstone Commercial Corp. | 100 | (1850) |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Medical REIT, Inc. | 100 | (948) |
| &nbsp;&nbsp;&nbsp;&nbsp; Harbor Custom Development, Inc. (a) | 413 | (161) |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Realty Trust, Inc., Class A | 57700 | (1111879) |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthpeak Properties, Inc. | 1900 | (47633) |
| &nbsp;&nbsp;&nbsp;&nbsp; Highwoods Properties, Inc. | 2400 | (67152) |
| &nbsp;&nbsp;&nbsp;&nbsp; Host Hotels & Resorts, Inc. | 162500 | (2608125) |
| &nbsp;&nbsp;&nbsp;&nbsp; Howard Hughes Corp. (The) (a) | 2100 | (160482) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hudson Pacific Properties, Inc. | 4100 | (39893) |
| &nbsp;&nbsp;&nbsp;&nbsp; Independence Realty Trust, Inc. | 900 | (15174) |
| &nbsp;&nbsp;&nbsp;&nbsp; Innovative Industrial Properties, Inc. | 1500 | (152025) |
| &nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes, Inc. | 3400 | (100776) |
| &nbsp;&nbsp;&nbsp;&nbsp; iStar, Inc. | 3900 | (29757) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jones Lang LaSalle, Inc. (a) | 1200 | (191244) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kennedy-Wilson Holdings, Inc. | 1100 | (17303) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kimco Realty Corp. | 59800 | (1266564) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kite Realty Group Trust | 16500 | (347325) |
| &nbsp;&nbsp;&nbsp;&nbsp; Macerich Co. | 8100 | (91206) |
| &nbsp;&nbsp;&nbsp;&nbsp; Medical Properties Trust, Inc. | 17100 | (190494) |
| &nbsp;&nbsp;&nbsp;&nbsp; Necessity Retail REIT, Inc. | 6600 | (39138) |
| &nbsp;&nbsp;&nbsp;&nbsp; Newmark Group, Inc., Class A | 600 | (4782) |
| &nbsp;&nbsp;&nbsp;&nbsp; Offerpad Solutions, Inc. (a) | 16300 | (7506) |
| &nbsp;&nbsp;&nbsp;&nbsp; Office Properties Income Trust | 2100 | (28035) |
| &nbsp;&nbsp;&nbsp;&nbsp; Orion Office REIT, Inc. | 6500 | (55510) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Outfront Media, Inc. | 27700 | $(459266) |
| &nbsp;&nbsp;&nbsp;&nbsp; Paramount Group, Inc. | 5500 | (32670) |
| &nbsp;&nbsp;&nbsp;&nbsp; Physicians Realty Trust | 2000 | (28940) |
| &nbsp;&nbsp;&nbsp;&nbsp; PotlatchDeltic Corp. | 2321 | (102101) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rayonier, Inc. | 2500 | (82400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Realty Income Corp. | 27800 | (1763354) |
| &nbsp;&nbsp;&nbsp;&nbsp; Regency Centers Corp. | 11300 | (706250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ryman Hospitality Properties, Inc. | 2200 | (179916) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sabra Health Care REIT, Inc. | 6800 | (84524) |
| &nbsp;&nbsp;&nbsp;&nbsp; Safehold, Inc. | 45 | (1288) |
| &nbsp;&nbsp;&nbsp;&nbsp; Saul Centers, Inc. | 200 | (8136) |
| &nbsp;&nbsp;&nbsp;&nbsp; Service Properties Trust | 100 | (729) |
| &nbsp;&nbsp;&nbsp;&nbsp; Simon Property Group, Inc. | 23100 | (2713788) |
| &nbsp;&nbsp;&nbsp;&nbsp; SITE Centers Corp. | 4300 | (58738) |
| &nbsp;&nbsp;&nbsp;&nbsp; SL Green Realty Corp. | 16951 | (571588) |
| &nbsp;&nbsp;&nbsp;&nbsp; STORE Capital Corp. | 54000 | (1731240) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sun Communities, Inc. | 300 | (42900) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunstone Hotel Investors, Inc. | 11300 | (109158) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tanger Factory Outlet Centers, Inc. | 8800 | (157872) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tricon Residential, Inc. | 14700 | (113337) |
| &nbsp;&nbsp;&nbsp;&nbsp; UDR, Inc. | 5600 | (216888) |
| &nbsp;&nbsp;&nbsp;&nbsp; Uniti Group, Inc. | 3200 | (17696) |
| &nbsp;&nbsp;&nbsp;&nbsp; Urban Edge Properties | 3000 | (42270) |
| &nbsp;&nbsp;&nbsp;&nbsp; Urstadt Biddle Properties, Inc., Class A | 600 | (11370) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ventas, Inc. | 31138 | (1402767) |
| &nbsp;&nbsp;&nbsp;&nbsp; VICI Properties, Inc. | 127773 | (4139845) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vornado Realty Trust | 47000 | (978070) |
| &nbsp;&nbsp;&nbsp;&nbsp; Washington Real Estate Investment Trust | 5400 | (96120) |
| &nbsp;&nbsp;&nbsp;&nbsp; Welltower, Inc. | 34600 | (2268030) |
| &nbsp;&nbsp;&nbsp;&nbsp; WeWork, Inc., Class A (a) | 2600 | (3718) |
| &nbsp;&nbsp;&nbsp;&nbsp; Weyerhaeuser Co. | 43400 | (1345400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Xenia Hotels & Resorts, Inc. | 400 | (5272) |
|  |  | (33030229) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Real Estate Investment Trusts (REITs) — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; InvenTrust Properties Corp. | 3900 | (92313) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Renewable Energy — (0.2)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Advent Technologies Holdings, Inc. (a) | 8500 | (15385) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alto Ingredients, Inc. (a) | 500 | (1440) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., Class A (a) | 3500 | (199990) |
| &nbsp;&nbsp;&nbsp;&nbsp; Array Technologies, Inc. (a) | 36100 | (697813) |
| &nbsp;&nbsp;&nbsp;&nbsp; Beam Global (a) | 500 | (8735) |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadwind, Inc. (a) | 2200 | (3938) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cleanspark, Inc. (a) | 16000 | (32640) |
| &nbsp;&nbsp;&nbsp;&nbsp; Comstock Mining, Inc. (a) | 7200 | (1980) |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Vault Holdings, Inc. (a) | 11500 | (35880) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enviva, Inc. | 1400 | (74158) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eos Energy Enterprises, Inc. (a) | 29600 | (43808) |
| &nbsp;&nbsp;&nbsp;&nbsp; ESS Tech, Inc. (a) | 18900 | (45927) |
| &nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a) | 9900 | (1482921) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fluence Energy, Inc. (a) | 15500 | (265825) |
| &nbsp;&nbsp;&nbsp;&nbsp; Flux Power Holdings, Inc. (a) | 600 | (2382) |
| &nbsp;&nbsp;&nbsp;&nbsp; Green Plains, Inc. (a) | 12200 | (372100) |
| &nbsp;&nbsp;&nbsp;&nbsp; Heliogen, Inc. (a) | 4800 | (3352) |
| &nbsp;&nbsp;&nbsp;&nbsp; iSun, Inc. (a) | 1200 | (1596) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maxeon Solar Technologies Ltd. (a) | 500 | (8030) |
| &nbsp;&nbsp;&nbsp;&nbsp; Montauk Renewables, Inc. (a) | 800 | (8824) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shoals Technologies Group, Inc., Class A (a) | 20500 | (505735) |
| &nbsp;&nbsp;&nbsp;&nbsp; SolarEdge Technologies, Inc. (a) | 7900 | (2237833) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stem, Inc. (a) | 3800 | (33972) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunrun, Inc. (a) | 37815 | (908316) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sunworks, Inc. (a) | 13600 | (21488) |
|  |  | (7014068) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Discretionary — (1.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1stdibs.com, Inc. (a) | 2100 | $(10668) |
| &nbsp;&nbsp;&nbsp;&nbsp; Academy Sports & Outdoors, Inc. | 26500 | (1392310) |
| &nbsp;&nbsp;&nbsp;&nbsp; aka Brands Holding Corp. (a) | 2000 | (2540) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Eagle Outfitters, Inc. | 54300 | (758028) |
| &nbsp;&nbsp;&nbsp;&nbsp; Asbury Automotive Group, Inc. (a) | 900 | (161325) |
| &nbsp;&nbsp;&nbsp;&nbsp; AutoNation, Inc. (a) | 700 | (75110) |
| &nbsp;&nbsp;&nbsp;&nbsp; BARK, Inc. (a) | 11500 | (17135) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works, Inc. | 3300 | (139062) |
| &nbsp;&nbsp;&nbsp;&nbsp; Beacon Roofing Supply, Inc. (a) | 1000 | (52790) |
| &nbsp;&nbsp;&nbsp;&nbsp; Best Buy Co., Inc. | 23900 | (1917019) |
| &nbsp;&nbsp;&nbsp;&nbsp; Birks Group, Inc. (a) | 200 | (1586) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boot Barn Holdings, Inc. (a) | 3000 | (187560) |
| &nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, Inc. (a) | 28500 | (1849080) |
| &nbsp;&nbsp;&nbsp;&nbsp; Burlington Stores, Inc. (a) | 14800 | (3000848) |
| &nbsp;&nbsp;&nbsp;&nbsp; Caleres, Inc. | 3400 | (75752) |
| &nbsp;&nbsp;&nbsp;&nbsp; CarParts.com, Inc. (a) | 3100 | (19406) |
| &nbsp;&nbsp;&nbsp;&nbsp; Children's Place, Inc. (a) | 400 | (14568) |
| &nbsp;&nbsp;&nbsp;&nbsp; Digital Brands Group, Inc. (a) | 9 | (38) |
| &nbsp;&nbsp;&nbsp;&nbsp; Duluth Holdings, Inc., Class B (a) | 200 | (1236) |
| &nbsp;&nbsp;&nbsp;&nbsp; Figs, Inc., Class A(a) | 6900 | (46437) |
| &nbsp;&nbsp;&nbsp;&nbsp; FirstCash Holdings, Inc. | 4708 | (409172) |
| &nbsp;&nbsp;&nbsp;&nbsp; Floor & Decor Holdings, Inc., Class A (a) | 7900 | (550077) |
| &nbsp;&nbsp;&nbsp;&nbsp; Franchise Group, Inc. | 3900 | (92898) |
| &nbsp;&nbsp;&nbsp;&nbsp; Freshpet, Inc. (a) | 2200 | (116094) |
| &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, Inc. | 200 | (36074) |
| &nbsp;&nbsp;&nbsp;&nbsp; GrowGeneration Corp. (a) | 2700 | (10584) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hertz Global Holdings, Inc. (a) | 51800 | (797202) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hibbett, Inc. | 500 | (34110) |
| &nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc. (The) | 38300 | (12097438) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hour Loop, Inc. (a) | 700 | (1855) |
| &nbsp;&nbsp;&nbsp;&nbsp; iPower, Inc. (a) | 800 | (304) |
| &nbsp;&nbsp;&nbsp;&nbsp; JOANN, Inc. | 3300 | (9405) |
| &nbsp;&nbsp;&nbsp;&nbsp; KAR Auction Services, Inc. (a) | 14100 | (184005) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kirkland's, Inc. (a) | 1600 | (5280) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kohl's Corp. | 28300 | (714575) |
| &nbsp;&nbsp;&nbsp;&nbsp; Leslie's, Inc. (a) | 15300 | (186813) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lithia Motors, Inc. | 5200 | (1064648) |
| &nbsp;&nbsp;&nbsp;&nbsp; LKQ Corp. | 11400 | (608874) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 13778 | (2745129) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lulu's Fashion Lounge Holdings, Inc. (a) | 3500 | (8785) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, Inc. (a) | 11600 | (3716408) |
| &nbsp;&nbsp;&nbsp;&nbsp; MarineMax, Inc. (a) | 1500 | (46830) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mister Car Wash, Inc. (a) | 4900 | (45227) |
| &nbsp;&nbsp;&nbsp;&nbsp; National Vision Holdings, Inc. (a) | 1200 | (46512) |
| &nbsp;&nbsp;&nbsp;&nbsp; Newegg Commerce, Inc. (a) | 10000 | (13100) |
| &nbsp;&nbsp;&nbsp;&nbsp; ODP Corp. (a) | 400 | (18216) |
| &nbsp;&nbsp;&nbsp;&nbsp; OneWater Marine, Inc., Class A (a) | 600 | (17160) |
| &nbsp;&nbsp;&nbsp;&nbsp; Polished.com, Inc. (a) | 19400 | (11207) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pool Corp. | 3200 | (967456) |
| &nbsp;&nbsp;&nbsp;&nbsp; RealReal, Inc. (a) | 10600 | (13250) |
| &nbsp;&nbsp;&nbsp;&nbsp; RH (a) | 2100 | (561099) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ross Stores, Inc. | 10500 | (1218735) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rover Group, Inc. (a) | 7100 | (26057) |
| &nbsp;&nbsp;&nbsp;&nbsp; Signet Jewelers Ltd. | 12300 | (836400) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sleep Number Corp. (a) | 5700 | (148086) |
| &nbsp;&nbsp;&nbsp;&nbsp; Solo Brands, Inc., Class A (a) | 3500 | (13020) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sportsman's Warehouse Holdings, Inc. (a) | 7200 | (67752) |
| &nbsp;&nbsp;&nbsp;&nbsp; Takung Art Co., Ltd. (a) | 1400 | (771) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Shares** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; ThredUp, Inc., Class A (a) | 1300 |  | $(1703) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tilly's, Inc., Class A (a) | 2700 |  | (24435) |
| &nbsp;&nbsp;&nbsp;&nbsp; TJX Cos., Inc. | 64900 |  | (5166040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tractor Supply Co. | 400 |  | (89988) |
| &nbsp;&nbsp;&nbsp;&nbsp; Tuesday Morning Corp. (a) | 96 |  | (66) |
| &nbsp;&nbsp;&nbsp;&nbsp; Victoria's Secret & Co. (a) | 10600 |  | (379268) |
| &nbsp;&nbsp;&nbsp;&nbsp; Volta, Inc. (a) | 14200 |  | (5047) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vroom, Inc. (a) | 55200 |  | (56304) |
| &nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, Inc. | 11300 |  | (1298596) |
|  |  |  | (44184553) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Staples — (0.5)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Staples — (0.5)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., Class A | 2200 |  | (45628) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andersons, Inc. (The) | 1100 |  | (38489) |
| &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland Co. | 34400 |  | (3194040) |
| &nbsp;&nbsp;&nbsp;&nbsp; Big Lots, Inc. | 10900 |  | (160230) |
| &nbsp;&nbsp;&nbsp;&nbsp; BJ's Wholesale Club Holdings, Inc. (a) | 1900 |  | (125704) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bunge Ltd. | 14800 |  | (1476596) |
| &nbsp;&nbsp;&nbsp;&nbsp; Calavo Growers, Inc. | 100 |  | (2940) |
| &nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 2600 |  | (1186900) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dollar General Corp. | 9800 |  | (2413250) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dollar Tree, Inc. (a) | 30500 |  | (4313920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Five Below, Inc. (a) | 7000 |  | (1238090) |
| &nbsp;&nbsp;&nbsp;&nbsp; HF Foods Group, Inc. (a) | 400 |  | (1624) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ingles Markets, Inc., Class A | 100 |  | (9646) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mission Produce, Inc. (a) | 1300 |  | (15106) |
| &nbsp;&nbsp;&nbsp;&nbsp; Performance Food Group Co. (a) | 18800 |  | (1097732) |
| &nbsp;&nbsp;&nbsp;&nbsp; SpartanNash Co. | 200 |  | (6048) |
| &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, Inc. (a) | 5800 |  | (224518) |
| &nbsp;&nbsp;&nbsp;&nbsp; Walmart, Inc. | 54300 |  | (7699197) |
|  |  |  | (23249658) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Discretionary — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Discretionary — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Warby Parker, Inc., Class A (a) | 1500 |  | (20235) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Gitlab, Inc., Class A (a) | 14000 |  | (636160) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — (0.8)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — (0.8)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1Life Healthcare, Inc. (a) | 48900 |  | (817119) |
| &nbsp;&nbsp;&nbsp;&nbsp; ACV Auctions, Inc., Class A (a) | 8700 |  | (71427) |
| &nbsp;&nbsp;&nbsp;&nbsp; Affirm Holdings, Inc. (a) | 35300 |  | (341351) |
| &nbsp;&nbsp;&nbsp;&nbsp; Akerna Corp. (a) | 1765 |  | (1218) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alithya Group, Inc., Class A (a) | 300 |  | (444) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alkami Technology, Inc. (a) | 1400 |  | (20426) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Virtual Cloud Technologies, Inc. (a) | 12900 |  | (14835) |
| &nbsp;&nbsp;&nbsp;&nbsp; Amplitude, Inc., Class A (a) | 1000 |  | (12080) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aspen Technology, Inc. (a) | 500 |  | (102700) |
| &nbsp;&nbsp;&nbsp;&nbsp; Auddia, Inc. (a) | 700 |  | (672) |
| &nbsp;&nbsp;&nbsp;&nbsp; AvePoint, Inc. (a) | 6600 |  | (27126) |
| &nbsp;&nbsp;&nbsp;&nbsp; AvidXchange Holdings, Inc. (a) | 6800 |  | (67592) |
| &nbsp;&nbsp;&nbsp;&nbsp; Backblaze, Inc., Class A (a) | 600 |  | (3690) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bakkt Holdings, Inc. (a) | 31400 |  | (37366) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bill.com Holdings, Inc. (a) | 19100 |  | (2081136) |
| &nbsp;&nbsp;&nbsp;&nbsp; Black Knight, Inc. (a) | 3600 |  | (222300) |
| &nbsp;&nbsp;&nbsp;&nbsp; Blend Labs, Inc., Class A (a) | 35700 |  | (51408) |
| &nbsp;&nbsp;&nbsp;&nbsp; Block, Inc. (a) | 46695 |  | (2934314) |
| &nbsp;&nbsp;&nbsp;&nbsp; BM Technologies, Inc. (a) | 700 |  | (3647) |
| &nbsp;&nbsp;&nbsp;&nbsp; Braze, Inc., Class A (a) | 1200 |  | (32736) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cantaloupe, Inc. (a) | 100 |  | (435) |
| &nbsp;&nbsp;&nbsp;&nbsp; CareCloud, Inc. (a) | 800 |  | (2248) |
| &nbsp;&nbsp;&nbsp;&nbsp; CCC Intelligent Solutions Holdings, Inc. (a) | 500 |  | (4350) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cerberus Cyber Sentinel Corp. (a) | 1400 |  | (3570) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Ceridian HCM Holding, Inc. (a) | 6100 | $(391315) |
| &nbsp;&nbsp;&nbsp;&nbsp; CGI, Inc. (a) | 1500 | (129195) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cipher Mining, Inc. (a) | 5000 | (2800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clarivate plc (a) | 100200 | (835668) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Analytics Holdings, Inc., Class A (a) | 6100 | (114375) |
| &nbsp;&nbsp;&nbsp;&nbsp; CompoSecure, Inc. (a) | 800 | (3928) |
| &nbsp;&nbsp;&nbsp;&nbsp; Concentrix Corp. | 2300 | (306268) |
| &nbsp;&nbsp;&nbsp;&nbsp; Consensus Cloud Solutions, Inc. (a) | 700 | (37632) |
| &nbsp;&nbsp;&nbsp;&nbsp; ContextLogic, Inc., Class A (a) | 21300 | (10388) |
| &nbsp;&nbsp;&nbsp;&nbsp; Core Scientific, Inc., Class A (a) | 22000 | (1652) |
| &nbsp;&nbsp;&nbsp;&nbsp; Couchbase, Inc. (a) | 3100 | (41106) |
| &nbsp;&nbsp;&nbsp;&nbsp; CS Disco, Inc. (a) | 3000 | (18960) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cvent Holding Corp. (a) | 1500 | (8100) |
| &nbsp;&nbsp;&nbsp;&nbsp; CYNGN, Inc. (a) | 2600 | (1760) |
| &nbsp;&nbsp;&nbsp;&nbsp; DarioHealth Corp. (a) | 3900 | (16692) |
| &nbsp;&nbsp;&nbsp;&nbsp; Definitive Healthcare Corp. (a) | 1200 | (13188) |
| &nbsp;&nbsp;&nbsp;&nbsp; Digital Turbine, Inc. (a) | 300 | (4572) |
| &nbsp;&nbsp;&nbsp;&nbsp; DSS, Inc. (a) | 4600 | (754) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet Holdings, Inc. | 24900 | (305274) |
| &nbsp;&nbsp;&nbsp;&nbsp; DXC Technology Co. (a) | 8000 | (212000) |
| &nbsp;&nbsp;&nbsp;&nbsp; E2open Parent Holdings, Inc. (a) | 29800 | (174926) |
| &nbsp;&nbsp;&nbsp;&nbsp; Elys Game Technology Corp. (a) | 500 | (140) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enfusion, Inc., Class A (a) | 2300 | (22241) |
| &nbsp;&nbsp;&nbsp;&nbsp; Envestnet, Inc. (a) | 400 | (24680) |
| &nbsp;&nbsp;&nbsp;&nbsp; EPAM Systems, Inc. (a) | 4100 | (1343734) |
| &nbsp;&nbsp;&nbsp;&nbsp; Equifax, Inc. | 1800 | (349848) |
| &nbsp;&nbsp;&nbsp;&nbsp; EverCommerce, Inc. (a) | 2600 | (19344) |
| &nbsp;&nbsp;&nbsp;&nbsp; Evolent Health, Inc., Class A (a) | 700 | (19656) |
| &nbsp;&nbsp;&nbsp;&nbsp; Exela Technologies, Inc. (a) | 48475 | (3975) |
| &nbsp;&nbsp;&nbsp;&nbsp; Expensify, Inc., Class A (a) | 400 | (3532) |
| &nbsp;&nbsp;&nbsp;&nbsp; Faraday Future Intelligent Electric, Inc. (a) | 160600 | (46622) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Information Services, Inc. | 24636 | (1671553) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fiserv, Inc. (a) | 29122 | (2943361) |
| &nbsp;&nbsp;&nbsp;&nbsp; Five9, Inc. (a) | 13700 | (929682) |
| &nbsp;&nbsp;&nbsp;&nbsp; ForgeRock, Inc., Class A (a) | 8600 | (195822) |
| &nbsp;&nbsp;&nbsp;&nbsp; Freight Technologies, Inc. (a) | 2300 | (511) |
| &nbsp;&nbsp;&nbsp;&nbsp; Freshworks, Inc., Class A (a) | 1900 | (27949) |
| &nbsp;&nbsp;&nbsp;&nbsp; Genius Brands International, Inc. (a) | 37000 | (17205) |
| &nbsp;&nbsp;&nbsp;&nbsp; Glimpse Group, Inc. (The) (a) | 1000 | (3030) |
| &nbsp;&nbsp;&nbsp;&nbsp; Global Payments, Inc. | 11800 | (1171976) |
| &nbsp;&nbsp;&nbsp;&nbsp; Globant SA (a) | 2500 | (420400) |
| &nbsp;&nbsp;&nbsp;&nbsp; GreenBox POS (a) | 7400 | (3395) |
| &nbsp;&nbsp;&nbsp;&nbsp; Greenidge Generation Holdings, Inc. (a) | 3000 | (867) |
| &nbsp;&nbsp;&nbsp;&nbsp; HireRight Holdings Corp. (a) | 1000 | (11860) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hive Blockchain Technologies Ltd. (a) | 280 | (403) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hut 8 Mining Corp. (a) | 23800 | (20230) |
| &nbsp;&nbsp;&nbsp;&nbsp; Informatica, Inc., Class A (a) | 7600 | (123804) |
| &nbsp;&nbsp;&nbsp;&nbsp; Inpixon (a) | 42 | (71) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intapp, Inc. (a) | 1100 | (27434) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intrusion, Inc. (a) | 700 | (2212) |
| &nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 400 | (155688) |
| &nbsp;&nbsp;&nbsp;&nbsp; IronNet, Inc. (a) | 17000 | (3910) |
| &nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & Associates, Inc. | 31846 | (5590884) |
| &nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, Inc., Class A | 300 | (12018) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kaltura, Inc. (a) | 900 | (1548) |
| &nbsp;&nbsp;&nbsp;&nbsp; Katapult Holdings, Inc. (a) | 9300 | (8897) |
| &nbsp;&nbsp;&nbsp;&nbsp; KnowBe4, Inc., Class A (a) | 1300 | (32214) |
| &nbsp;&nbsp;&nbsp;&nbsp; Latch, Inc. (a) | 15300 | (10862) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lightspeed Commerce, Inc. (a) | 2500 | (35750) |
| &nbsp;&nbsp;&nbsp;&nbsp; LiveVox Holdings, Inc. (a) | 2000 | (5940) |
| &nbsp;&nbsp;&nbsp;&nbsp; Loyalty Ventures, Inc. (a) | 2500 | (6025) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marathon Digital Holdings, Inc. (a) | 42200 | (144324) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; MarketWise, Inc. (a) | 200 | $(336) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marygold Cos., Inc. (The) (a) | 500 | (750) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A | 100 | (34773) |
| &nbsp;&nbsp;&nbsp;&nbsp; Matterport, Inc. (a) | 20500 | (57400) |
| &nbsp;&nbsp;&nbsp;&nbsp; MeridianLink, Inc. (a) | 1400 | (19222) |
| &nbsp;&nbsp;&nbsp;&nbsp; Multiplan Corp. (a) | 21300 | (24495) |
| &nbsp;&nbsp;&nbsp;&nbsp; N-able, Inc. (a) | 5200 | (53456) |
| &nbsp;&nbsp;&nbsp;&nbsp; NantHealth, Inc. (a) | 100 | (365) |
| &nbsp;&nbsp;&nbsp;&nbsp; nCino, Inc. (a) | 16421 | (434171) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nutex Health, Inc. (a) | 1900 | (3610) |
| &nbsp;&nbsp;&nbsp;&nbsp; OLB Group, Inc. (The) (a) | 200 | (167) |
| &nbsp;&nbsp;&nbsp;&nbsp; Outbrain, Inc. (a) | 100 | (362) |
| &nbsp;&nbsp;&nbsp;&nbsp; Outset Medical, Inc. (a) | 1300 | (33566) |
| &nbsp;&nbsp;&nbsp;&nbsp; Paya Holdings, Inc. (a) | 5700 | (44859) |
| &nbsp;&nbsp;&nbsp;&nbsp; Paycor HCM, Inc. (a) | 3900 | (95433) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pear Therapeutics, Inc. (a) | 3800 | (4484) |
| &nbsp;&nbsp;&nbsp;&nbsp; Phunware, Inc. (a) | 41000 | (31705) |
| &nbsp;&nbsp;&nbsp;&nbsp; Porch Group, Inc. (a) | 7600 | (14288) |
| &nbsp;&nbsp;&nbsp;&nbsp; PowerSchool Holdings, Inc., Class A (a) | 5700 | (131556) |
| &nbsp;&nbsp;&nbsp;&nbsp; Priority Technology Holdings, Inc. (a) | 200 | (1052) |
| &nbsp;&nbsp;&nbsp;&nbsp; PubMatic, Inc., Class A (a) | 5200 | (66612) |
| &nbsp;&nbsp;&nbsp;&nbsp; Q2 Holdings, Inc. (a) | 400 | (10748) |
| &nbsp;&nbsp;&nbsp;&nbsp; Quantum Computing, Inc. (a) | 3800 | (5738) |
| &nbsp;&nbsp;&nbsp;&nbsp; Red Cat Holdings, Inc. (a) | 5100 | (4794) |
| &nbsp;&nbsp;&nbsp;&nbsp; Repay Holdings Corp. (a) | 700 | (5635) |
| &nbsp;&nbsp;&nbsp;&nbsp; Riot Blockchain, Inc. (a) | 66900 | (226791) |
| &nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, Inc. | 600 | (259254) |
| &nbsp;&nbsp;&nbsp;&nbsp; S&P Global, Inc. | 3788 | (1268753) |
| &nbsp;&nbsp;&nbsp;&nbsp; Samsara, Inc., Class A (a) | 8800 | (109384) |
| &nbsp;&nbsp;&nbsp;&nbsp; Seachange International, Inc. (a) | 3100 | (1460) |
| &nbsp;&nbsp;&nbsp;&nbsp; SentinelOne, Inc., Class A (a) | 2300 | (33557) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sharecare, Inc. (a) | 34100 | (54560) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sharplink Gaming Ltd. (a) | 900 | (283) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., Class A (a) | 48926 | (2736431) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc., Class A (a) | 98000 | (3401580) |
| &nbsp;&nbsp;&nbsp;&nbsp; Skillsoft Corp. (a) | 7200 | (9360) |
| &nbsp;&nbsp;&nbsp;&nbsp; Smith Micro Software, Inc. (a) | 200 | (420) |
| &nbsp;&nbsp;&nbsp;&nbsp; Snowflake, Inc., Class A (a) | 400 | (57416) |
| &nbsp;&nbsp;&nbsp;&nbsp; SoundHound AI, Inc., Class A (a) | 6100 | (10797) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sphere 3D Corp. (a) | 15900 | (4452) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spire Global, Inc. (a) | 10200 | (9792) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sprinklr, Inc., Class A (a) | 3600 | (29412) |
| &nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies Holdings, Inc. | 200 | (10412) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumo Logic, Inc. (a) | 100 | (810) |
| &nbsp;&nbsp;&nbsp;&nbsp; SurgePays, Inc. (a) | 1300 | (8528) |
| &nbsp;&nbsp;&nbsp;&nbsp; Synchronoss Technologies, Inc. (a) | 4000 | (2472) |
| &nbsp;&nbsp;&nbsp;&nbsp; System1, Inc. (a) | 1500 | (7035) |
| &nbsp;&nbsp;&nbsp;&nbsp; Talkspace, Inc. (a) | 5300 | (3235) |
| &nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters Corp. | 1200 | (136884) |
| &nbsp;&nbsp;&nbsp;&nbsp; Thoughtworks Holding, Inc. (a) | 8000 | (81520) |
| &nbsp;&nbsp;&nbsp;&nbsp; Toast, Inc., Class A (a) | 49000 | (883470) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unity Software, Inc. (a) | 12100 | (345939) |
| &nbsp;&nbsp;&nbsp;&nbsp; Upland Software, Inc. (a) | 200 | (1426) |
| &nbsp;&nbsp;&nbsp;&nbsp; UserTesting, Inc. (a) | 4700 | (35297) |
| &nbsp;&nbsp;&nbsp;&nbsp; Usio, Inc. (a) | 200 | (320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verb Technology Co., Inc. (a) | 21400 | (3512) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verint Systems, Inc. (a) | 200 | (7256) |
| &nbsp;&nbsp;&nbsp;&nbsp; Veritone, Inc. (a) | 2000 | (10600) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vertex, Inc., Class A (a) | 400 | (5804) |
| &nbsp;&nbsp;&nbsp;&nbsp; Viant Technology, Inc., Class A (a) | 1700 | (6834) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vislink Technologies, Inc. (a) | 6100 | (3416) |
| &nbsp;&nbsp;&nbsp;&nbsp; Weave Communications, Inc. (a) | 500 | (2290) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Shares** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Wejo Group Ltd. (a) | 2900 |  | $(1395) |
| &nbsp;&nbsp;&nbsp;&nbsp; WM Technology, Inc. (a) | 6500 |  | (6565) |
| &nbsp;&nbsp;&nbsp;&nbsp; ZeroFox Holdings, Inc. (a) | 100 |  | (498) |
| &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo Technologies, Inc. (a) | 1700 |  | (51187) |
|  |  |  | (35808324) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Specialty Finance — (0.1)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Specialty Finance — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Euronet Worldwide, Inc. (a) | 38319 |  | (3616547) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Tech Hardware & Semiconductors — (0.4)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Tech Hardware & Semiconductors — (0.4)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ADTRAN Holdings, Inc. | 6000 |  | (112740) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aehr Test Systems (a) | 4900 |  | (98490) |
| &nbsp;&nbsp;&nbsp;&nbsp; Airspan Networks Holdings, Inc. (a) | 400 |  | (524) |
| &nbsp;&nbsp;&nbsp;&nbsp; AmpliTech Group, Inc. (a) | 700 |  | (1484) |
| &nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 1100 |  | (107118) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arrow Electronics, Inc. (a) | 100 |  | (10457) |
| &nbsp;&nbsp;&nbsp;&nbsp; Arteris, Inc. (a) | 300 |  | (1290) |
| &nbsp;&nbsp;&nbsp;&nbsp; authID, Inc. (a) | 500 |  | (293) |
| &nbsp;&nbsp;&nbsp;&nbsp; Boxlight Corp., Class A (a) | 4500 |  | (1399) |
| &nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | 2500 |  | (1397825) |
| &nbsp;&nbsp;&nbsp;&nbsp; Charge Enterprises, Inc. (a) | 11700 |  | (14508) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ciena Corp. (a) | 10400 |  | (530192) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clearfield, Inc. (a) | 1500 |  | (141210) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cohu, Inc. (a) | 3600 |  | (115380) |
| &nbsp;&nbsp;&nbsp;&nbsp; CommScope Holding Co., Inc. (a) | 1800 |  | (13230) |
| &nbsp;&nbsp;&nbsp;&nbsp; ComSovereign Holding Corp. (a) | 53800 |  | (3847) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corning, Inc. | 1200 |  | (38328) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corsair Gaming, Inc. (a) | 11100 |  | (150627) |
| &nbsp;&nbsp;&nbsp;&nbsp; Credo Technology Group Holding Ltd. (a) | 5800 |  | (77198) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cricut, Inc., Class A | 2500 |  | (23175) |
| &nbsp;&nbsp;&nbsp;&nbsp; CTS Corp. | 300 |  | (11826) |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell Technologies, Inc., Class C | 1700 |  | (68374) |
| &nbsp;&nbsp;&nbsp;&nbsp; Desktop Metal, Inc., Class A (a) | 50200 |  | (68272) |
| &nbsp;&nbsp;&nbsp;&nbsp; Digital Ally, Inc. (a) | 6500 |  | (1512) |
| &nbsp;&nbsp;&nbsp;&nbsp; Draganfly, Inc. (a) | 3100 |  | (2294) |
| &nbsp;&nbsp;&nbsp;&nbsp; DZS, Inc. (a) | 100 |  | (1268) |
| &nbsp;&nbsp;&nbsp;&nbsp; eMagin Corp. (a) | 5202 |  | (4422) |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Industries, Inc. (a) | 500 |  | (535) |
| &nbsp;&nbsp;&nbsp;&nbsp; GLOBALFOUNDRIES, Inc. (a) | 1200 |  | (64668) |
| &nbsp;&nbsp;&nbsp;&nbsp; KLA Corp. | 200 |  | (75406) |
| &nbsp;&nbsp;&nbsp;&nbsp; Knowles Corp. (a) | 700 |  | (11494) |
| &nbsp;&nbsp;&nbsp;&nbsp; Koss Corp. (a) | 600 |  | (2928) |
| &nbsp;&nbsp;&nbsp;&nbsp; KULR Technology Group, Inc. (a) | 6600 |  | (7920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lantronix, Inc. (a) | 400 |  | (1728) |
| &nbsp;&nbsp;&nbsp;&nbsp; LightPath Technologies, Inc., Class A (a) | 900 |  | (1098) |
| &nbsp;&nbsp;&nbsp;&nbsp; Markforged Holding Corp. (a) | 1000 |  | (1160) |
| &nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, Inc. | 1570 |  | (58153) |
| &nbsp;&nbsp;&nbsp;&nbsp; Maxar Technologies, Inc. | 200 |  | (10348) |
| &nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 17000 |  | (849660) |
| &nbsp;&nbsp;&nbsp;&nbsp; MicroVision, Inc. (a) | 8300 |  | (19505) |
| &nbsp;&nbsp;&nbsp;&nbsp; MICT, Inc. (a) | 4700 |  | (3901) |
| &nbsp;&nbsp;&nbsp;&nbsp; Minim, Inc. (a) | 1700 |  | (332) |
| &nbsp;&nbsp;&nbsp;&nbsp; Navitas Semiconductor Corp. (a) | 5200 |  | (18252) |
| &nbsp;&nbsp;&nbsp;&nbsp; NCR Corp. (a) | 10900 |  | (255169) |
| &nbsp;&nbsp;&nbsp;&nbsp; NextNav, Inc. (a) | 2900 |  | (8497) |
| &nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. | 49700 |  | (7263158) |
| &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor Corp. (a) | 69700 |  | (4347189) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ondas Holdings, Inc. (a) | 5400 |  | (8586) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ouster, Inc. (a) | 3600 |  | (3107) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pitney Bowes, Inc. | 7000 |  | (26600) |
| &nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | 4000 |  | (439760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rekor Systems, Inc. (a) | 4200 |  | (5040) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Shares** |  | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology Holdings plc | 2800 |  | $(147308) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sierra Wireless, Inc. (a) | 200 |  | (5798) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sight Sciences, Inc. (a) | 200 |  | (2442) |
| &nbsp;&nbsp;&nbsp;&nbsp; SigmaTron International, Inc. (a) | 400 |  | (1536) |
| &nbsp;&nbsp;&nbsp;&nbsp; Snap One Holdings Corp. (a) | 1000 |  | (7410) |
| &nbsp;&nbsp;&nbsp;&nbsp; Socket Mobile, Inc. (a) | 400 |  | (776) |
| &nbsp;&nbsp;&nbsp;&nbsp; TD SYNNEX Corp. | 3100 |  | (293601) |
| &nbsp;&nbsp;&nbsp;&nbsp; Terran Orbital Corp. (a) | 100 |  | (158) |
| &nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, Inc. | 1300 |  | (214786) |
| &nbsp;&nbsp;&nbsp;&nbsp; Trio-Tech International (a) | 200 |  | (900) |
| &nbsp;&nbsp;&nbsp;&nbsp; Turtle Beach Corp. (a) | 100 |  | (717) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ubiquiti, Inc. | 600 |  | (164118) |
| &nbsp;&nbsp;&nbsp;&nbsp; Velo3D, Inc. (a) | 15300 |  | (27387) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vizio Holding Corp., Class A (a) | 9100 |  | (67431) |
| &nbsp;&nbsp;&nbsp;&nbsp; Western Digital Corp. (a) | 20600 |  | (649930) |
| &nbsp;&nbsp;&nbsp;&nbsp; Wolfspeed, Inc. (a) | 2600 |  | (179504) |
|  |  |  | (18245279) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Services — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Technology Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bitfarms Ltd. (a) | 62400 |  | (27456) |
| &nbsp;&nbsp;&nbsp;&nbsp; Remitly Global, Inc. (a) | 2600 |  | (29770) |
|  |  |  | (57226) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — (0.1)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; ATN International, Inc. | 100 |  | (4531) |
| &nbsp;&nbsp;&nbsp;&nbsp; BCE, Inc. | 1000 |  | (43950) |
| &nbsp;&nbsp;&nbsp;&nbsp; BlackSky Technology, Inc. (a) | 12300 |  | (18942) |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Communications Holdings, Inc. (a) | 1700 |  | (6086) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cyxtera Technologies, Inc. (a) | 1000 |  | (1920) |
| &nbsp;&nbsp;&nbsp;&nbsp; DigitalBridge Group, Inc. | 13806 |  | (151038) |
| &nbsp;&nbsp;&nbsp;&nbsp; Frontier Communications Parent, Inc. (a) | 17600 |  | (448448) |
| &nbsp;&nbsp;&nbsp;&nbsp; Globalstar, Inc. (a) | 4200 |  | (5586) |
| &nbsp;&nbsp;&nbsp;&nbsp; IDT Corp., Class B (a) | 1100 |  | (30987) |
| &nbsp;&nbsp;&nbsp;&nbsp; KVH Industries, Inc. (a) | 100 |  | (1022) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, Inc. | 146800 |  | (766296) |
| &nbsp;&nbsp;&nbsp;&nbsp; Millicom International Cellular SA (a) | 200 |  | (2526) |
| &nbsp;&nbsp;&nbsp;&nbsp; Planet Labs PBC (a) | 3200 |  | (13920) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, Inc., Class B | 1100 |  | (51524) |
| &nbsp;&nbsp;&nbsp;&nbsp; Shenandoah Telecommunications Co. | 1600 |  | (25408) |
| &nbsp;&nbsp;&nbsp;&nbsp; T-Mobile US, Inc. (a) | 31232 |  | (4372480) |
| &nbsp;&nbsp;&nbsp;&nbsp; Telephone and Data Systems, Inc. | 1300 |  | (13637) |
| &nbsp;&nbsp;&nbsp;&nbsp; Telesat Corp. (a) | 900 |  | (6750) |
| &nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp. | 1700 |  | (32827) |
|  |  |  | (5997878) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation & Logistics — (0.1)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Transportation & Logistics — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. (a) | 112000 |  | (3680320) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hawaiian Holdings, Inc. (a) | 1100 |  | (11286) |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirit Airlines, Inc. (a) | 19200 |  | (374016) |
|  |  |  | (4065622) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — (0.2)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — (0.2)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AES Corp. | 7800 |  | (224328) |
| &nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp. | 33900 |  | (221028) |
| &nbsp;&nbsp;&nbsp;&nbsp; Alliant Energy Corp. (b) | 1810 |  | (99930) |
| &nbsp;&nbsp;&nbsp;&nbsp; Altus Power, Inc. (a) | 1000 |  | (6520) |
| &nbsp;&nbsp;&nbsp;&nbsp; American Water Works Co., Inc. | 5700 |  | (868794) |
| &nbsp;&nbsp;&nbsp;&nbsp; Atmos Energy Corp. | 4600 |  | (515522) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Infrastructure Corp., Class A | 5100 |  | (198390) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Renewable Corp., Class A | 10100 |  | (278154) |
| &nbsp;&nbsp;&nbsp;&nbsp; California Water Service Group | 2300 |  | (139472) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc. | 27700 | $(830723) |
| &nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, Inc., Class C | 2300 | (73301) |
| &nbsp;&nbsp;&nbsp;&nbsp; CMS Energy Corp. | 1100 | (69663) |
| &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, Inc. | 1950 | (185855) |
| &nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy Corp. | 2800 | (241388) |
| &nbsp;&nbsp;&nbsp;&nbsp; Edison International | 7400 | (470788) |
| &nbsp;&nbsp;&nbsp;&nbsp; Entergy Corp. (b) | 870 | (97875) |
| &nbsp;&nbsp;&nbsp;&nbsp; Essential Utilities, Inc. | 7800 | (372294) |
| &nbsp;&nbsp;&nbsp;&nbsp; Evergy, Inc. (b) | 780 | (49085) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy | 1550 | (129952) |
| &nbsp;&nbsp;&nbsp;&nbsp; FTC Solar, Inc. (a) | 22900 | (61372) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hawaiian Electric Industries, Inc. | 1150 | (48128) |
| &nbsp;&nbsp;&nbsp;&nbsp; NRG Energy, Inc. | 64100 | (2039662) |
| &nbsp;&nbsp;&nbsp;&nbsp; OGE Energy Corp. | 2000 | (79100) |
| &nbsp;&nbsp;&nbsp;&nbsp; PG&E Corp. (a) | 76400 | (1242264) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pinnacle West Capital Corp. (b) | 650 | (49426) |
| &nbsp;&nbsp;&nbsp;&nbsp; PNM Resources, Inc. | 360 | (17564) |
| &nbsp;&nbsp;&nbsp;&nbsp; PPL Corp. | 6900 | (201618) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sempra Energy | 300 | (46362) |
| &nbsp;&nbsp;&nbsp;&nbsp; Southern Co. | 3200 | (228512) |
| &nbsp;&nbsp;&nbsp;&nbsp; Southwest Gas Holdings, Inc. | 3300 | (204204) |
| &nbsp;&nbsp;&nbsp;&nbsp; Stronghold Digital Mining, Inc., Class A (a) | 2332 | (1117) |
| &nbsp;&nbsp;&nbsp;&nbsp; UGI Corp. | 19500 | (722865) |
| &nbsp;&nbsp;&nbsp;&nbsp; Via Renewables, Inc. | 600 | (3066) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vistra Corp. | 800 | (18560) |
| &nbsp;&nbsp;&nbsp;&nbsp; WEC Energy Group, Inc. (b) | 1250 | (117200) |
| &nbsp;&nbsp;&nbsp;&nbsp; Xcel Energy, Inc. (b) | 1700 | (119187) |
|  |  | (10273269) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Waste & Environmental Services & Equipment — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aqua Metals, Inc. (a) | 4700 | (5875) |
| &nbsp;&nbsp;&nbsp;&nbsp; Lightbridge Corp. (a) | 990 | (3851) |
|  |  | (9726) |
|  **Total North America** |  | **(518437737)** |
|  **Oceania — (0.0)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Health Care — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alterity Therapeutics Ltd., ADR (a) | 1100 | (385) |
| &nbsp;&nbsp;&nbsp;&nbsp; Immutep Ltd., ADR(a) | 1600 | (2800) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kazia Therapeutics Ltd., ADR (a) | 600 | (366) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mesoblast Ltd., ADR (a) | 100 | (291) |
| &nbsp;&nbsp;&nbsp;&nbsp; Opthea Ltd., ADR(a) | 100 | (560) |
|  |  | (4402) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Products — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cenntro Electric Group Ltd. (a) | 1586 | (698) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Rio Tinto plc, ADR | 100 | (7120) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Imperial Petroleum, Inc. (a) | 13200 | (3182) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Advanced Health Intelligence Ltd., ADR(a) | 4900 | (2009) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Iris Energy Ltd. (a) | 300 | (375) |
|  **Total Oceania** |  | **(17786)** |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Shares** |  | **Value** |
|  **South America — (0.3)%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banking — (0.1)%</u>* |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco BBVA Argentina SA, ADR | 200 |  | $(780) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bradesco SA, ADR | 393000 |  | (1131840) |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Santander Chile, ADR | 6100 |  | (96624) |
| &nbsp;&nbsp;&nbsp;&nbsp; Itau Unibanco Holding SA, ADR | 194100 |  | (914211) |
| &nbsp;&nbsp;&nbsp;&nbsp; NU Holdings Ltd., Class A (a) | 282100 |  | (1148147) |
|  |  |  | (3291602) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Staple Products — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Consumer Staple Products — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Adecoagro SA | 12400 |  | (102796) |
| &nbsp;&nbsp;&nbsp;&nbsp; AMBEV SA, ADR | 274700 |  | (747184) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRF SA, ADR (a) | 32200 |  | (50876) |
|  |  |  | (900856) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Financial Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Vinci Partners Investments Ltd., Class A | 500 |  | (4520) |
| &nbsp;&nbsp;&nbsp;&nbsp; XP, Inc., Class A (a) | 9381 |  | (143904) |
|  |  |  | (148424) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Industrial Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Azul SA, ADR (a) | 14600 |  | (89206) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporacion America Airports SA (a) | 900 |  | (7857) |
|  |  |  | (97063) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — (0.1)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Materials — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bioceres Crop Solutions Corp. (a) | 100 |  | (1203) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vale SA, ADR | 116900 |  | (1983793) |
|  |  |  | (1984996) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Media — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Despegar.com Corp. (a) | 4200 |  | (21546) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Oil & Gas — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Cosan SA, ADR | 3400 |  | (44404) |
| &nbsp;&nbsp;&nbsp;&nbsp; Transportadora de Gas del Sur SA, ADR (a) | 1200 |  | (14160) |
|  |  |  | (58564) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Discretionary — (0.1)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail & Wholesale - Discretionary — (0.1)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MercadoLibre, Inc. (a) | 6400 |  | (5415936) |
|  |  |  | (5415936) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Software & Technology Services — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Arco Platform Ltd., Class A (a) | 4700 |  | (63450) |
| &nbsp;&nbsp;&nbsp;&nbsp; CI&T, Inc., Class A (a) | 1300 |  | (8450) |
| &nbsp;&nbsp;&nbsp;&nbsp; Vasta Platform Ltd. (a) | 300 |  | (1200) |
| &nbsp;&nbsp;&nbsp;&nbsp; VTEX, Class A (a) | 4500 |  | (16875) |
| &nbsp;&nbsp;&nbsp;&nbsp; Zenvia, Inc., Class A (a) | 500 |  | (575) |
|  |  |  | (90550) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Telecommunications — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; TIM SA, ADR | 2900 |  | (33785) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — (0.0)%</u>* | &nbsp;&nbsp;&nbsp;&nbsp; *<u>Utilities — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Centrais Eletricas Brasileiras SA, ADR | 1900 |  | (15067) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cia de Saneamento Basico do Estado de Sao Paulo, ADR (a) | 28900 |  | (308074) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cia Energetica de Minas Gerais, ADR | 70 |  | (142) |
| &nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de Energia, ADR (a) | 8400 |  | (60396) |
| &nbsp;&nbsp;&nbsp;&nbsp; Enel Chile SA, ADR | 8300 |  | (18675) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp; Pampa Energia SA, ADR (a) | 300 | $(9582) |
|  |  | (411936) |
|  **Total South America** |  | **(12455258)** |
|  **TOTAL COMMON STOCK <br>(PROCEEDS $627,705,989)** |  | **(578545348)** |
|  **CORPORATE BONDS & NOTES — (0.7)%** |  |  |
|  **Asia — (0.7)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Banks — (0.4)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank of China Ltd., 5 year CMT + 2.45%, 3.60%, 03/04/25 (b),(e),(j) | 3600000 | (3456000) |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrial & Commercial Bank of China Ltd., 5 year CMT + 2.37%, 3.20%,<br>09/24/26 (b),(e),(j) | 12800000 | (11936000) |
|  |  | (15392000) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Exploration & Production — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Group Overseas Development 2014 Ltd., 4.38%, 04/10/24 (b),(j) | 517000 | (513154) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Integrated Oils — (0.2)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; KazMunayGas National Co., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/19/27 (b) | 2000000 | (1842000) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/24/30 (b) | 800000 | (714697) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/19/27 (b),(j) | 4300000 | (3323470) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/24/48 (b) | 543000 | (446386) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sinopec Capital 2013 Ltd., 3.13%, 04/24/23 (b),(j) | 3712000 | (3690525) |
|  |  | (10017078) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Internet Media— (0.1)%</u>* |  |  |
|  Tencent Holdings Ltd., |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MTN, 1.81%, 01/26/26 (b),(j) | 1856000 | (1673314) |
| &nbsp;&nbsp;&nbsp;&nbsp; MTN, 3.28%, 04/11/24 (b),(j) | 4566000 | (4454837) |
|  |  | (6128151) |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Retail - Consumer Discretionary — (0.0)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd., 2.13%, 02/09/31 (b) | 2221000 | (1768304) |
|  **Total Asia** |  | **(33818687)** |
|  **TOTAL CORPORATE BONDS & NOTES <br>(PROCEEDS $34,304,639)** |  | **(33818687)** |
|  **EXCHANGE-TRADED FUNDS — (0.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples Select Sector SPDR Fund (b) | 42724 | (3185074) |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy Select Sector SPDR Fund (b) | 37413 | (3272515) |
| &nbsp;&nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | 7210 | (2757321) |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities Select Sector SPDR Fund (b) | 16696 | (1177068) |
|  **TOTAL EXCHANGE-TRADED FUNDS <br>(PROCEEDS $9,830,308)** |  | **(10391978)** |
| **Security Description** | **Principal<br>Amount** | **Value** |
|  **MORTGAGE-BACKED SECURITIES — (29.5)%** |  |  |
|  **North America — (29.5)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; *<u>Uniform Mortgage-Backed Securities — (29.5)%</u>* |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/12/53 TBA, 30 Year Maturity (m) | 175000000 | (168512750) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/12/53 - 02/13/53 TBA, 30 Year Maturity (m) | 597000000 | (588284301) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/12/53 TBA, 30 Year Maturity (m) | 283000000 | (283707500) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/12/53 TBA, 30 Year Maturity (m) | 280000000 | (284309480) |
|  |  | (1324814031) |
|  **Total North America** | **Total North America** | **(1324814031)** |
|  **TOTAL MORTGAGE-BACKED SECURITIES <br>(PROCEEDS $1,337,730,430)** |  | **(1324814031)** |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security Description** | **Shares** | | **Value** |
|  **RIGHTS — (0.0)%** | **RIGHTS — (0.0)%** | **RIGHTS — (0.0)%** |  |
|  **North America — (0.0)%** | **North America — (0.0)%** | **North America — (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; PLBY Group, Inc. (a) | 16300 |  | $0 |
|  |  |  | **0** |
|  **TOTAL RIGHTS <br>(PROCEEDS $0)** |  |  | **0** |
|  **SOVEREIGN DEBT — (2.9)%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Argentine Republic Government International Bond, 3.88%, 01/09/38 (b),(h) | 2980704 |  | (942833) |
| &nbsp;&nbsp;&nbsp;&nbsp; Bahrain Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Bahrain Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Bahrain Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Bahrain Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 5.25%, 01/25/33 (b),(j) | 4317000 |  | (3680243) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/25/32 (b),(j) | 3569000 |  | (3148679) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/30/31 (b),(j) | 2000000 |  | (1824436) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/12/28 (b),(j) | 4217000 |  | (4238979) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 05/14/30 (b),(j) | 3598000 |  | (3652474) |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazilian Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Brazilian Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Brazilian Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Brazilian Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 09/12/31 (b) | 8194000 |  | (6881087) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/27/45 (b) | 827000 |  | (612519) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/21/47 (b) | 3068000 |  | (2427396) |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Chile Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Chile Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Chile Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.20%, 10/21/31 (b) | 1000000 |  | (811984) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.55%, 07/27/33 (b) | 1636000 |  | (1280363) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/34 (b) | 8440000 |  | (7184955) |
| &nbsp;&nbsp;&nbsp;&nbsp; China Government International Bond, 2.13%, 12/03/29 (b) | 5000000 |  | (4436650) |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia Government International Bond, 7.38%, 09/18/37 (b) | 4097000 |  | (3838987) |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Egypt Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Egypt Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Egypt Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 3.88%, 02/16/26 (b),(j) | 1800000 |  | (1482372) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/11/25 (b),(j) | 6137000 |  | (5657700) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.59%, 02/21/28 (b),(j) | 7205000 |  | (5860720) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MTN, 7.30%, 09/30/33 (b) | 342000 |  | (241965) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/31/27 (b),(j) | 7350000 |  | (6576045) |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary Government International Bond, 5.00%, 02/22/27 (b) | 696000 | EUR | (739016) |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia Government International Bond, 5.35%, 02/22/27 (b) | 2730000 |  | (2648362) |
| &nbsp;&nbsp;&nbsp;&nbsp; Kazakhstan Government International Bond, 4.88%, 10/14/44 (b) | 410000 |  | (365449) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Mexico Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Mexico Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Mexico Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/12/34 (b) | 7807000 |  | (6247697) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 (b) | 3403000 |  | (3123756) |
| &nbsp;&nbsp;&nbsp;&nbsp; Nigeria Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Nigeria Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Nigeria Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Nigeria Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 07/12/23 (b),(j) | 5510000 |  | (5068814) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 11/21/25 (b),(j) | 2539000 |  | (2509710) |
| &nbsp;&nbsp;&nbsp;&nbsp; Peruvian Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Peruvian Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Peruvian Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Peruvian Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 (b) | 7648000 |  | (6023975) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 (b) | 13574000 |  | (9648778) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 11/18/50 (b) | 1192000 |  | (1177011) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.55%, 03/14/37 (b) | 184000 |  | (193748) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 11/21/33 (b) | 2799000 |  | (3401485) |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Government International Bond, MTN, 2.75%, 02/03/32 (b) | 9702000 |  | (8449705) |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Turkey Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Turkey Government International Bond, | &nbsp;&nbsp;&nbsp;&nbsp; Turkey Government International Bond, |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 12/23/23 (b) | 4515000 |  | (4576675) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 02/05/25 (b) | 9960000 |  | (9976932) |
|  **TOTAL SOVEREIGN DEBT <br>(PROCEEDS $134,418,179)** | **TOTAL SOVEREIGN DEBT <br>(PROCEEDS $134,418,179)** | **TOTAL SOVEREIGN DEBT <br>(PROCEEDS $134,418,179)** | **(128931500)** |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
|  **U.S. TREASURY NOTES — (0.1)%** |  |  |
|  **North America — (0.1)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Bonds (b) | 4739000 | $(3797124) |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Bonds (b) | 1481800 | (1220864) |
|  **Total North America** |  | **(5017988)** |
|  **TOTAL U.S. TREASURY NOTES <br>(PROCEEDS $5,427,559)** |  | **(5017988)** |
|  **WARRANTS — (0.0)%** |  |  |
|  **North America — (0.0)%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Galectin Therapeutics, Inc. | 1340 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Salarius Pharmaceuticals, Inc. (a) | 1000 | 0 |
|  **Total North America** |  | **0** |
|  **TOTAL WARRANTS <br>(PROCEEDS $0)** |  | **0** |
|  **TOTAL SECURITIES SOLD SHORT— (46.3)% <br>(PROCEEDS $2,149,417,104)** |  | **(2081519532)** |

---

**Footnote Legend:** 

---

| | |
|:---|:---|
| ^ | A balance indicated with a "0", reflects either a zero balance or an amount that rounds to less than 1.  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Security is held by a consolidated wholly-owned subsidiary of Blackstone Alternative Multi-Strategy Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts
and/or securities sold short.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Security is valued using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Variable/Floating interest rate security. Certain variable/floating interest rate securities are not based on a
published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities may not indicate a reference rate and spread in their description above. Rate presented is as of
December 31, 2022.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended.
Security may only be sold to qualified institutional buyers unless registered under the Securities Act of 1933, as amended, or otherwise exempt from registration.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Security is an Interest Only (IO) bond, which represents the "interest only" portion of payments on a
pool of underlying mortgages or mortgage-backed securities. IO securities are subject to prepayment risk of the pool of underlying mortgages.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Represents a step-up bond. Coupon rate increases in increments to
maturity. Rate presented is as of December 31, 2022. Maturity date presented is the ultimate maturity.

&nbsp;&nbsp;&nbsp;&nbsp;(i) All or a portion of the security represents an unsettled loan commitment at December 31, 2022 where the
rate will be determined at time of settlement.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Security is exempt from registration pursuant to Regulation S under the Securities Act of 1933, as amended.
Security may only be offered or sold outside of the Unites States unless registered under the Securities Act of 1933, as amended, or otherwise exempt from registration.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Security is currently in default due to bankruptcy or failure to make payment of principal or interest.

&nbsp;&nbsp;&nbsp;&nbsp;(l) All or a portion of this security is pledged as collateral in connection with reverse repurchase agreements.

&nbsp;&nbsp;&nbsp;&nbsp;(m) When issued or delayed delivery security included.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Non-interest bearing bond.

&nbsp;&nbsp;&nbsp;&nbsp;(o) Security is restricted per Rule 12-12.8 of Regulation S-X. First acquisition dates of Aeolus Property Catastrophe Keystone PF Fund LP, PIMCO ILS Fund SP II, Atreides Co., Asgard Fixed Income Risk Premia Fund, Rokos Global Macro Fund Ltd., Class S, Centiva Offshore
Fund LLP, Qube Torus and Statar Capital Class A, are 1/2/2019, 12/30/2019, 7/1/2021, 8/2/2021, 9/1/2021, 6/1/2022, 7/1/2022 and 7/1/2022. Amounts to $500,067,814 and represents 11.8% of Net Assets.

&nbsp;&nbsp;&nbsp;&nbsp;(p) Repurchase agreements may additionally have cash collateral held to meet collateral requirements of 102%.

&nbsp;&nbsp;&nbsp;&nbsp;(q) Open repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

&nbsp;&nbsp;&nbsp;&nbsp;(r) Assets, other than investments in securities, less liabilities other than securities sold short.

**Options Written Contracts Outstanding at December 31, 2022** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Received** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** | **Exchange-Traded Call Options Written** |
|  CRUDE OIL FUT OPT DEC 23 | 200.00 USD | 11/15/23 | 60 | (4638600) | $(34291) | $(13200) | $21091 |
|  CRUDE OIL FUT OPT DEC 23 | 100.00 USD | 11/15/23 | 222 | (17162820) | (700537) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1047840) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(347303) |
|  CRUDE OIL FUT OPT JUN 23 | 200.00 USD | 05/17/23 | 429 | (34405800) | (408202) | (12870) | 395332 |
|  NAT GAS EURO OPT APR 23 | 7.00 USD | 03/28/23 | 2 | (78340) | (9625) | (776) | 8849 |
|  NAT GAS EURO OPT AUG 23 | 7.00 USD | 07/26/23 | 1 | (41630) | (4813) | (1540) | 3273 |
|  NAT GAS EURO OPT FEB 23 | 10.00 USD | 01/26/23 | 74 | (3311500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(747598) | (8954) | 738644 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Received** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  NAT GAS EURO OPT FEB 23 | 22.00 USD | 01/26/23 | 750 | (33562500) | $(5177002) | $(23250) | $5153752 |
|  NAT GAS EURO OPT JUL 23 | 7.00 USD | 06/27/23 | 2 | (83140) | (9625) | (2424) | 7201 |
|  NAT GAS EURO OPT JUN 23 | 6.00 USD | 05/25/23 | 1 | (40470) | (8103) | (1575) | 6528 |
|  NAT GAS EURO OPT JUN 23 | 7.00 USD | 05/25/23 | 1 | (40470) | (4813) | (762) | 4051 |
|  NAT GAS EURO OPT MAR 23 | 10.00 USD | 02/23/23 | 74 | (3036960) | (747598) | (17908) | 729690 |
|  NAT GAS EURO OPT MAY 23 | 7.00 USD | 04/25/23 | 2 | (78620) | (9625) | (892) | 8733 |
|  NAT GAS EURO OPT OCT 23 | 7.00 USD | 09/26/23 | 1 | (41740) | (4813) | (2206) | 2607 |
|  NAT GAS EURO OPT SEP 23 | 7.00 USD | 08/28/23 | 2 | (82200) | (9625) | (3564) | 6061 |
|  NAT GAS EURO OPT APR 23 | 4.30 USD | 01/26/23 | 10 | (447500) | (60027) | (50470) | 9557 |
|  NAT GAS EURO OPT APR 23 | 5.25 USD | 01/26/23 | 20 | (895000) | (37453) | (36580) | 873 |
|  NAT GAS EURO OPT APR 23 | 10.00 USD | 03/28/23 | 80 | (3133600) | (48214) | (7840) | 40374 |
|  NAT GAS EURO OPT APR 23 | 4.45 USD | 03/28/23 | 30 | (1175100) | (184580) | (99570) | 85010 |
|  NAT GAS EURO OPT APR 23 | 4.55 USD | 03/28/23 | 20 | (783400) | (126053) | (60580) | 65473 |
|  NAT GAS EURO OPT APR 23 | 4.65 USD | 03/28/23 | 20 | (783400) | (142053) | (55220) | 86833 |
|  NAT GAS EURO OPT APR 23 | 4.85 USD | 03/28/23 | 20 | (783400) | (145053) | (45720) | 99333 |
|  NAT GAS EURO OPT APR 23 | 4.90 USD | 03/28/23 | 20 | (783400) | (139653) | (43600) | 96053 |
|  NAT GAS EURO OPT APR 23 | 5.20 USD | 03/28/23 | 20 | (783400) | (160053) | (32760) | 127293 |
|  NAT GAS EURO OPT APR 23 | 5.25 USD | 03/28/23 | 20 | (783400) | (155453) | (31260) | 124193 |
|  NAT GAS EURO OPT APR 23 | 5.50 USD | 03/28/23 | 100 | (3917000) | (585267) | (124300) | 460967 |
|  NAT GAS EURO OPT APR 23 | 6.00 USD | 03/28/23 | 79 | (3094430) | (426811) | (63595) | 363216 |
|  NAT GAS EURO OPT APR 23 | 4.00 USD | 03/28/23 | 20 | (783400) | (110053) | (98840) | 11213 |
|  NAT GAS EURO OPT APR 23 | 3.95 USD | 04/25/23 | 20 | (786200) | (125053) | (116040) | 9013 |
|  NAT GAS EURO OPT AUG 23 | 10.00 USD | 07/26/23 | 80 | (3330400) | (48214) | (29760) | 18454 |
|  NAT GAS EURO OPT FEB 23 | 7.25 USD | 01/26/23 | 10 | (447500) | (117627) | (3500) | 114127 |
|  NAT GAS EURO OPT JUL 23 | 10.00 USD | 06/27/23 | 80 | (3325600) | (48214) | (21200) | 27014 |
|  NAT GAS EURO OPT JUN 23 | 10.00 USD | 05/25/23 | 80 | (3237600) | (48214) | (10000) | 38214 |
|  NAT GAS EURO OPT MAY 23 | 10.00 USD | 04/25/23 | 80 | (3144800) | (48214) | (6000) | 42214 |
|  NAT GAS EURO OPT MAY 23 | 6.00 USD | 04/25/23 | 119 | (4677890) | (303768) | (120666) | 183102 |
|  NAT GAS EURO OPT OCT 23 | 10.00 USD | 09/26/23 | 80 | (3325600) | (48214) | (51680) | (3466) |
|  NAT GAS EURO OPT SEP 23 | 10.00 USD | 08/28/23 | 80 | (3288000) | (48214) | (38320) | 9894 |
|  NATURAL GAS OPTN FEB 23 | 8.00 USD | 01/26/23 | 20 | (895000) | (78800) | (4800) | 74000 |
|  PHE 02282023 PHE C7.5 | 7.50 USD | 01/26/23 | 300 | (750000) | (510162) | (22725) | 487437 |
|  PHE 03312023 PHE C7.5 | 7.50 USD | 02/23/23 | 300 | (750000) | (510162) | (40125) | 470037 |
|  PHE 04302023 PHE C4 | 4.00 USD | 03/28/23 | 80 | (200000) | (110043) | (98840) | 11203 |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;(12241892) | $&nbsp;&nbsp;&nbsp;&nbsp;(2451752) | $&nbsp;&nbsp;&nbsp;&nbsp;9790140 |
|  **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** | **Exchange-Traded Put Options Written** |
|  CRUDE OIL FUT OPT DEC 23 | 45.00 USD | 11/15/23 | 60 | (4638600) | $(208891) | $(111600) | $97291 |
|  NAT GAS EURO OPT APR 23 | 4.50 USD | 03/28/23 | 164 | (6423880) | (685738) | (1465668) | (779930) |
|  NAT GAS EURO OPT AUG 23 | 4.50 USD | 07/26/23 | 164 | (6827320) | (685738) | (1581780) | (896042) |
|  NAT GAS EURO OPT DEC 23 | 2.00 USD | 11/27/23 | 76 | (3706520) | (82136) | (63688) | 18448 |
|  NAT GAS EURO OPT JUL 23 | 4.50 USD | 06/27/23 | 164 | (6817480) | (685738) | (1512572) | (826834) |
|  NAT GAS EURO OPT JUN 23 | 4.50 USD | 05/25/23 | 164 | (6637080) | (685738) | (1518312) | (832574) |
|  NAT GAS EURO OPT MAY 23 | 4.50 USD | 04/25/23 | 164 | (6446840) | (685738) | (1530120) | (844382) |
|  NAT GAS EURO OPT NOV 23 | 2.00 USD | 10/26/23 | 76 | (3407840) | (82136) | (65816) | 16320 |
|  NAT GAS EURO OPT OCT 23 | 4.50 USD | 09/26/23 | 164 | (6845360) | (685738) | (1717736) | (1031998) |
|  NAT GAS EURO OPT SEP 23 | 4.50 USD | 08/28/23 | 164 | (6740400) | (685738) | (1698876) | (1013138) |
|  NAT GAS EURO OPT APR 23 | 4.00 USD | 03/28/23 | 20 | (783400) | (119054) | (115260) | 3794 |
|  NAT GAS EURO OPT APR 23 | 4.45 USD | 03/28/23 | 30 | (1175100) | (190580) | (257700) | (67120) |
|  NAT GAS EURO OPT APR 23 | 4.55 USD | 03/28/23 | 20 | (783400) | (125053) | (185780) | (60727) |
|  NAT GAS EURO OPT APR 23 | 4.65 USD | 03/28/23 | 20 | (783400) | (135053) | (200200) | (65147) |
|  NAT GAS EURO OPT APR 23 | 4.85 USD | 03/28/23 | 20 | (783400) | (148053) | (230260) | (82207) |
|  NAT GAS EURO OPT APR 23 | 4.90 USD | 03/28/23 | 20 | (783400) | (140953) | (238020) | (97067) |
|  NAT GAS EURO OPT APR 23 | 5.20 USD | 03/28/23 | 20 | (783400) | (154053) | (286540) | (132487) |
|  NAT GAS EURO OPT APR 23 | 5.25 USD | 03/28/23 | 20 | (783400) | (155653) | (294920) | (139267) |
|  NAT GAS EURO OPT APR 23 | 3.95 USD | 04/25/23 | 20 | (786200) | (125054) | (119780) | 5274 |
|  NAT GAS EURO OPT APR 23 | 3.75 USD | 10/26/23 | 20 | (896800) | (67054) | (120000) | (52946) |
|  NAT GAS EURO OPT APR 23 | 3.75 USD | 11/27/23 | 20 | (975400) | (67053) | (112140) | (45087) |
|  NAT GAS EURO OPT AUG 23 | 3.50 USD | 07/26/23 | 40 | (1665200) | (112107) | (181160) | (69053) |
|  PHE 04302023 PHE P3.75 | 3.75 USD | 03/28/23 | 160 | (400000) | (179686) | (177280) | 2406 |
|  PHE 04302023 PHE P4 | 4.00 USD | 03/28/23 | 80 | (200000) | (118043) | (115260) | 2783 |
|  |  |  |  |  | $(7010778) | $&nbsp;&nbsp;&nbsp;&nbsp;(13900468) | $&nbsp;&nbsp;&nbsp;&nbsp;(6889690) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Counterparty** | **Strike** | **Expiration<br>Date** | **Contracts** | **Notional<br>Amount** | **Premium<br>Paid** | **Market**<br> **Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **OTC Call Options Written** | **OTC Call Options Written** | **OTC Call Options Written** | **OTC Call Options Written** | **OTC Call Options Written** | **OTC Call Options Written** | **OTC Call Options Written** |  |  |
|  Cap Call OCT 25 | Goldman Sachs International | 0.0102 USD | 10/20/25 | 64430000 | (64430000) | $(375000) | $(534391) | $(159391) |
|  Interest Rate Swaption 1Y by 1y EU 12/20/2023 to Pay Fixed 5.75% Receive SOFR 1Y BISL Adjst RFR | Morgan Stanley Co., Inc. | 5.75 USD | 12/20/23 | 1549295775 | (1549295775) |  | (1355138) | (1355138) |
|  Interest Rate Swaption 1Y by 1Y EU 12/20/2023 to Pay Fixed 6% Receive SOFR 1Y BISL Adjst RFR | Barclays Bank PLC | 6.00 USD | 12/20/23 | 1999976000 | (1999976000) |  | (1345144) | (1345144) |
|  |  |  |  |  |  | $(375000) | (3234673) | $(2859673) |
|  Total Options Written Outstanding | Total Options Written Outstanding | Total Options Written Outstanding | Total Options Written Outstanding | Total Options Written Outstanding | Total Options Written Outstanding | $(19627670) | $(19586893) | $40777 |

---

**Reverse Repurchase Agreements Outstanding at December 31, 2022** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Interest<br>Rate** | **Trade<br>Date** | **Maturity<br>Date** | **Face<br>Value** | **Face Value** <br>**Including<br>Accrued<br>Interest** |
|  Barclays Capital | 3.90% | 11/15/22 | 11/15/23 | 9467505 | 9514685 |
|  JPMorgan Chase Bank, N.A. | 4.05% | 12/09/22 | 12/09/23 | 8746089 | 8767736 |
|  JPMorgan Chase Bank, N.A. | 4.05% | 12/01/22 | 12/01/23 | 4940044 | 4956716 |
|  JPMorgan Chase Bank, N.A. | 4.45% | 12/28/22 | 01/04/23 | 25330566 | 25339959 |
|  JPMorgan Chase Bank, N.A. | 4.50% | 12/19/22 | 12/19/23 | 7579080 | 7590449 |
|  Total Reverse Repurchase Agreements Outstanding |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56063284 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56169545 |

---

**Futures Contracts Outstanding at December 31, 2022** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/** <br>**Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Futures** |  |  |  |  |  |
|  3 Month Eurodollar | 723 | ICE | 174,760,840 EUR | 06/19/23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(525299) |
|  3 Month Eurodollar | 10 | ICE | 2,411,676 EUR | 09/18/23 | (3801) |
|  3 Month SOFR | 1 | CME | 242,713 USD | 09/14/27 | (1012) |
|  90 Day Eurodollar | 383 | CME | 90,740,106 USD | 06/19/23 | 64407 |
|  90 Day Eurodollar | 33 | CME | 7,833,901 USD | 09/18/23 | (2588) |
|  90 Day Eurodollar | 13 | CME | 3,096,058 USD | 12/18/23 | (1733) |
|  90 Day Eurodollar | 8 | CME | 1,913,256 USD | 03/18/24 | (1256) |
|  90 Day Eurodollar | 271 | CME | 65,433,430 USD | 12/16/24 | (122430) |
|  Aluminum | 24 | ICE | 1,437,866 USD | 03/15/23 | (14660) |
|  Amsterdam Index | 3 | ICE | 425,573 EUR | 01/20/23 | (12613) |
|  Australian 10-Year Bond | 45 | SFE | 5,501,947 AUD | 03/15/23 | (201723) |
|  Brent Crude | 45 | ICE | 3,586,947 USD | 01/31/23 | 279003 |
|  Brent Crude | 150 | ICE | 12,436,639 USD | 04/28/23 | 277361 |
|  Brent Crude | 5 | ICE | 405,005 USD | 10/31/23 | 3245 |
|  British Pound Currency | 39 | CME | 2,977,682 USD | 03/13/23 | (32207) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  CAC40 Index | 7 | Euronext | 457,878 EUR | 01/20/23 | $(5292) |
|  Canadian Dollar Currency | 34 | CME | 2,495,814 USD | 03/14/23 | 17466 |
|  CBOE Volatility Index | 74 | CFE | 1,828,604 USD | 02/15/23 | (12252) |
|  Chicago CG Basis | 28 | ICE | 71,775 USD | 02/02/23 | (11749) |
|  Chicago CG Basis | 62 | ICE | 7,308 USD | 03/02/23 | (13617) |
|  Cocoa | 257 | ICE | 6,623,400 USD | 03/16/23 | 58600 |
|  Coffee 'C' | 33 | ICE | 2,064,509 USD | 03/21/23 | 5828 |
|  Copper | 7 | COMEX | 635,405 USD | 03/29/23 | 31433 |
|  Copper | 138 | COMEX | 12,961,592 USD | 05/26/23 | 198433 |
|  Corn | 1060 | CBOT | 35,887,352 USD | 05/12/23 | 46648 |
|  Cotton No.2 | 60 | ICE | 2,569,403 USD | 05/08/23 | (65903) |
|  Crude Oil | 80 | ICE | 24,022 USD | 01/26/23 | (21622) |
|  DAX Index | 6 | Eurex | 2,153,497 EUR | 03/17/23 | (59193) |
|  DJIA mini E-CBOT | 17 | CBOT | 2,826,931 USD | 03/17/23 | 2294 |
|  Dominion Sp | 62 | ICE | 101,471 USD | 03/02/23 | (4704) |
|  Dominion Sp | 31 | ICE | 96,654 USD | 07/05/23 | 29035 |
|  Dominion Sp | 31 | ICE | 96,654 USD | 08/02/23 | 23804 |
|  Dominion Sp | 30 | ICE | 93,536 USD | 09/05/23 | (22339) |
|  Dominion Sp | 31 | ICE | 134,823 USD | 10/03/23 | 1523 |
|  Dow Jones U.S. Real Estate Index Futures | 62 | ICE | 21,065 USD | 03/02/23 | (27373) |
|  Euro FX Currency | 10 | CME | 1,336,777 USD | 03/13/23 | 7473 |
|  Euro Stoxx 50 | 445 | Eurex | 17,155,202 EUR | 03/17/23 | (333929) |
|  Euro-Bund | 65 | Eurex | 9,228,381 EUR | 03/08/23 | (629351) |
|  FTSE 100 Index | 109 | ICE | 8,119,584 GBP | 03/17/23 | 22192 |
|  FTSE China A50 | 283 | SGX | 3,705,796 USD | 01/30/23 | (3024) |
|  FTSE/MIB Index | 3 | IDEM | 357,382 EUR | 03/17/23 | (1886) |
|  Gasoline RBOB | 36 | NYMEX | 3,261,485 USD | 01/31/23 | 485705 |
|  Gasoline RBOB | 18 | NYMEX | 1,821,490 USD | 02/28/23 | 52105 |
|  Globex Natural Gas | 31 | NYMEX | 1,919,453 USD | 01/26/23 | (532203) |
|  Globex Natural Gas | 63 | NYMEX | 3,249,908 USD | 03/28/23 | (782198) |
|  Globex Natural Gas | 27 | NYMEX | 1,236,646 USD | 04/25/23 | (175276) |
|  Gold 100 OZ | 14 | COMEX | 2,484,061 USD | 02/24/23 | 72619 |
|  Hang Seng China Enterprises Index | 5 | HKFE | 4,970,900 HKD | 01/30/23 | 1006 |
|  Henry Hub | 896 | ICE | 12,439,143 USD | 01/27/23 | (2415143) |
|  Henry Hub | 372 | ICE | 5,014,416 USD | 02/24/23 | (1197696) |
|  Henry Hub | 713 | ICE | 6,190,572 USD | 12/29/25 | 3233505 |
|  Henry Hub | 644 | ICE | 5,591,484 USD | 01/28/26 | 2582486 |
|  Henry Hub | 713 | ICE | 6,190,572 USD | 02/25/26 | 2108748 |
|  Henry Hub | 690 | ICE | 5,990,876 USD | 03/27/26 | 988474 |
|  Henry Hub | 713 | ICE | 6,190,572 USD | 04/28/26 | 928733 |
|  Henry Hub | 690 | ICE | 5,990,876 USD | 05/27/26 | 1035049 |
|  Henry Hub | 713 | ICE | 6,190,572 USD | 06/26/26 | 1221063 |
|  Henry Hub | 713 | ICE | 6,190,572 USD | 07/29/26 | 1274538 |
|  Henry Hub | 690 | ICE | 5,990,876 USD | 08/27/26 | 1216174 |
|  Henry Hub | 713 | ICE | 6,190,572 USD | 09/28/26 | 1426050 |
|  Henry Hub | 690 | ICE | 5,990,876 USD | 10/28/26 | 1944124 |
|  Henry Hub | 713 | ICE | 6,190,572 USD | 11/25/26 | 2793228 |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/03/23 | (2634) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/03/23 | (2634) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/04/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/05/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/06/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/09/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/09/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/09/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/10/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/11/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/12/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/13/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/17/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/17/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/17/23 | (326) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/17/23 | $(326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/18/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/19/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/20/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/23/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/23/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/23/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/24/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/25/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/26/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/27/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/30/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/30/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/30/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 01/31/23 | (326) |
|  Henry Swing | 1 | ICE | 11,513 USD | 02/01/23 | (326) |
|  HSC BASIS | 31 | ICE | 67,398 USD | 03/02/23 | 8692 |
|  ICE 3 Month Sonia | 304 | ICE | 72,518,274 GBP | 12/19/23 | (104543) |
|  ICE 3 Month Sonia | 62 | ICE | 14,876,997 GBP | 03/18/25 | (16982) |
|  japan Yen Currency | 2 | CME | 191,091 USD | 03/13/23 | 1584 |
|  Japanese 10-Year Bond | 12 | OSE | 1,779,810,000 JPY | 03/13/23 | (261277) |
|  Lean Hogs | 379 | CME | 14,470,643 USD | 04/17/23 | (23163) |
|  Live Cattle | 2520 | CME | 161,140,722 USD | 04/28/23 | 1953678 |
|  Low Sulphar Gasoil | 31 | ICE | 2,722,455 USD | 02/10/23 | 86145 |
|  Low Sulphar Gasoil | 28 | ICE | 2,391,582 USD | 04/12/23 | 2418 |
|  Low Sulphar Gasoil | 33 | ICE | 2,725,163 USD | 05/11/23 | 22912 |
|  Natural Gas | 26 | NYMEX | 1,400,031 USD | 01/27/23 | (236531) |
|  Natural Gas | 169 | NYMEX | 9,488,801 USD | 03/29/23 | (2869071) |
|  Natural Gas | 105 | NYMEX | 5,149,205 USD | 03/29/23 | (1036355) |
|  Natural Gas | 31 | NYMEX | 1,500,763 USD | 04/26/23 | (282153) |
|  Natural Gas | 6 | NYMEX | 273,859 USD | 04/26/23 | (37999) |
|  Natural Gas | 31 | NYMEX | 1,500,763 USD | 05/26/23 | (246193) |
|  Natural Gas | 31 | NYMEX | 1,500,763 USD | 06/28/23 | (212093) |
|  Natural Gas | 56 | NYMEX | 2,954,029 USD | 07/27/23 | (622749) |
|  Natural Gas | 31 | NYMEX | 1,500,763 USD | 08/29/23 | (226663) |
|  Natural Gas | 2 | NYMEX | 83,724 USD | 08/29/23 | (1524) |
|  Natural Gas | 288 | NYMEX | 11,623,440 USD | 09/27/23 | 397680 |
|  Natural Gas | 3 | NYMEX | 138,335 USD | 10/27/23 | (3815) |
|  Natural Gas | 53 | NYMEX | 2,978,684 USD | 11/28/23 | (393874) |
|  Natural Gas | 288 | NYMEX | 12,546,125 USD | 12/27/23 | 2179315 |
|  Natural Gas | 11 | NYMEX | 678,177 USD | 12/27/23 | (115747) |
|  Natural Gas | 201 | NYMEX | 9,651,546 USD | 01/29/24 | 281874 |
|  Natural Gas | 133 | NYMEX | 7,192,971 USD | 01/29/24 | (620111) |
|  Natural Gas | 288 | NYMEX | 15,914,095 USD | 02/27/24 | (3247855) |
|  Natural Gas | 1 | NYMEX | 50,972 USD | 02/27/24 | (6992) |
|  Natural Gas | 172 | NYMEX | 8,442,096 USD | 03/26/24 | (1837296) |
|  Natural Gas | 33 | NYMEX | 1,374,258 USD | 03/26/24 | (107058) |
|  Natural Gas | 171 | NYMEX | 8,339,274 USD | 04/26/24 | (1842984) |
|  Natural Gas | 64 | NYMEX | 2,462,663 USD | 04/26/24 | (31303) |
|  Natural Gas | 171 | NYMEX | 8,339,274 USD | 05/29/24 | (1685664) |
|  Natural Gas | 63 | NYMEX | 2,435,912 USD | 05/29/24 | 15418 |
|  Natural Gas | 171 | NYMEX | 8,339,274 USD | 06/26/24 | (1526634) |
|  Natural Gas | 64 | NYMEX | 2,462,663 USD | 06/26/24 | 87097 |
|  Natural Gas | 171 | NYMEX | 8,339,274 USD | 07/29/24 | (1482174) |
|  Natural Gas | 64 | NYMEX | 2,462,663 USD | 07/29/24 | 103737 |
|  Natural Gas | 171 | NYMEX | 8,339,274 USD | 08/28/24 | (1552284) |
|  Natural Gas | 63 | NYMEX | 2,435,912 USD | 08/28/24 | 64558 |
|  Natural Gas | 178 | NYMEX | 8,989,556 USD | 09/26/24 | (1771656) |
|  Natural Gas | 109 | NYMEX | 4,484,431 USD | 09/26/24 | (64481) |
|  Natural Gas | 196 | NYMEX | 9,512,937 USD | 10/29/24 | (928137) |
|  Natural Gas | 15 | NYMEX | 401,277 USD | 10/29/24 | 255723 |
|  Natural Gas | 196 | NYMEX | 9,512,937 USD | 11/26/24 | 44023 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Natural Gas | 116 | NYMEX | 5,506,205 USD | 11/26/24 | $149955 |
|  Natural Gas | 32 | NYMEX | 971,555 USD | 12/27/24 | 683805 |
|  Natural Gas | 49 | NYMEX | 2,191,207 USD | 12/27/24 | 343563 |
|  Natural Gas | 32 | NYMEX | 971,555 USD | 01/29/25 | 623005 |
|  Natural Gas | 49 | NYMEX | 2,191,207 USD | 01/29/25 | 250463 |
|  Natural Gas | 32 | NYMEX | 971,555 USD | 02/26/25 | 486045 |
|  Natural Gas | 49 | NYMEX | 2,191,207 USD | 02/26/25 | 40743 |
|  Natural Gas | 28 | NYMEX | 919,648 USD | 03/27/25 | 187752 |
|  Natural Gas | 39 | NYMEX | 1,780,469 USD | 03/27/25 | (238019) |
|  Natural Gas | 28 | NYMEX | 919,648 USD | 04/28/25 | 177672 |
|  Natural Gas | 39 | NYMEX | 1,780,469 USD | 04/28/25 | (252059) |
|  Natural Gas | 28 | NYMEX | 919,648 USD | 05/28/25 | 203152 |
|  Natural Gas | 39 | NYMEX | 1,780,469 USD | 05/28/25 | (216569) |
|  Natural Gas | 28 | NYMEX | 919,648 USD | 06/26/25 | 227232 |
|  Natural Gas | 39 | NYMEX | 1,780,469 USD | 06/26/25 | (183029) |
|  Natural Gas | 28 | NYMEX | 919,648 USD | 07/29/25 | 238712 |
|  Natural Gas | 39 | NYMEX | 1,780,469 USD | 07/29/25 | (167039) |
|  Natural Gas | 28 | NYMEX | 919,648 USD | 08/27/25 | 235912 |
|  Natural Gas | 39 | NYMEX | 1,780,469 USD | 08/27/25 | (170939) |
|  Natural Gas | 28 | NYMEX | 919,648 USD | 09/26/25 | 263912 |
|  Natural Gas | 39 | NYMEX | 1,780,469 USD | 09/26/25 | (131939) |
|  Natural Gas | 32 | NYMEX | 971,555 USD | 10/29/25 | 484765 |
|  Natural Gas | 49 | NYMEX | 2,191,207 USD | 10/29/25 | 38783 |
|  Natural Gas | 32 | NYMEX | 971,555 USD | 11/25/25 | 624285 |
|  Natural Gas | 49 | NYMEX | 2,191,207 USD | 11/25/25 | 252423 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 12/29/26 | 827307 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 01/27/27 | 708507 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 02/24/27 | 494667 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 03/29/27 | 162567 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 04/28/27 | 148527 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 05/26/27 | 192267 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 06/28/27 | 237087 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 07/28/27 | 254907 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 08/27/27 | 254367 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 09/28/27 | 299187 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 10/27/27 | 480087 |
|  Natural Gas | 54 | NYMEX | 2,034,693 USD | 11/26/27 | 709587 |
|  New Zealand Dollar Currency | 107 | CME | 6,798,081 USD | 03/13/23 | (10001) |
|  Nickel | 6 | ICE | 1,056,623 USD | 03/15/23 | 24997 |
|  NNG Ventura Basis | 62 | ICE | 13,229 USD | 03/02/23 | (12067) |
|  NY Harbor ULSD | 15 | NYMEX | 1,931,650 USD | 01/31/23 | 144200 |
|  NY Harbor ULSD | 16 | NYMEX | 2,029,834 USD | 02/28/23 | 106588 |
|  OMXS30 Index | 12 | Nasdaq OMX | 2,513,620 SEK | 01/20/23 | (6059) |
|  Platinum | 18 | NYMEX | 917,124 USD | 04/26/23 | 57486 |
|  S&P 500 E-mini | 221 | CME | 43,329,110 USD | 03/17/23 | (665060) |
|  S&P TSX 60 Index | 9 | CDE | 2,174,908 CAD | 03/16/23 | (51025) |
|  SGX Nifty 50 | 2 | SGX | 72,720 USD | 01/25/23 | 172 |
|  Silver | 11 | COMEX | 1,217,543 USD | 03/29/23 | 104657 |
|  Soyabean | 414 | CBOT | 31,271,698 USD | 05/12/23 | 399302 |
|  Soyabean | 966 | CBOT | 42,894,616 USD | 05/12/23 | 1637984 |
|  Soyabean Oil | 10 | CBOT | 383,417 USD | 05/12/23 | 223 |
|  SPI 200 | 50 | SFE | 8,957,601 AUD | 03/16/23 | (148153) |
|  Sugar 11 | 1814 | ICE | 38,418,898 USD | 04/28/23 | (385848) |
|  Swiss Franc Currency | 12 | CME | 1,629,068 USD | 03/13/23 | 6232 |
|  Swiss Market Index | 8 | Eurex | 864,495 CHF | 03/17/23 | (12994) |
|  Topix | 55 | OSE | 1,071,415,950 JPY | 03/09/23 | (236901) |
|  Trans Z4 Basis | 31 | ICE | 26,377 USD | 03/02/23 | (16496) |
|  Trans Z4 Index | 31 | ICE | 9,327 USD | 12/30/22 | 26749 |
|  U.S. Treasury 10-Year Note | 4841 | CBOT | 551,083,114 USD | 03/22/23 | (7453942) |
|  U.S. Treasury Long Bond | 13 | CBOT | 1,694,859 USD | 03/22/23 | (65390) |
|  Wheat | 131 | CBOT | 4,995,650 USD | 03/14/23 | 191950 |
|  WTI Crude | 39 | NYMEX | 2,953,740 USD | 01/20/23 | 176400 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/**<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
|  WTI Crude | 3 | NYMEX | 252,967 USD | 05/22/23 | $(12367) |
|  WTI Crude | 4 | NYMEX | 315,634 USD | 06/20/23 | 3686 |
|  WTI Crude | 14 | NYMEX | 1,073,012 USD | 11/20/23 | 9328 |
|  Zinc | 18 | ICE | 1,331,123 USD | 03/15/23 | 8302 |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36654 |
|  **Short Futures** |  |  |  |  |  |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/03/23 | $(1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/03/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/04/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/05/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/06/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/09/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/09/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/09/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/10/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/11/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/12/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/13/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/17/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/17/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/17/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/17/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/18/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/19/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/20/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/23/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/23/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/23/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/24/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/25/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/26/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/27/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/30/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/30/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/30/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 01/31/23 | (1) |
|  20 Year U.S. Treasury Bond | 1 | ICE | 11,607 USD | 02/01/23 | (1) |
|  3 Month Eurodollar | 337 | ICE | 81,755,794 EUR | 03/13/23 | 44658 |
|  3 Month Eurodollar | 27 | ICE | 6,552,904 EUR | 12/18/23 | 49499 |
|  3 Month Eurodollar | 276 | ICE | 66,907,286 EUR | 03/18/24 | 315447 |
|  3 Month Eurodollar | 367 | ICE | 89,069,557 EUR | 06/17/24 | 381596 |
|  3 Month Eurodollar | 381 | ICE | 92,447,386 EUR | 09/16/24 | 242281 |
|  3 Month Eurodollar | 174 | ICE | 42,339,262 EUR | 12/16/24 | 191677 |
|  3 Month SOFR | 19 | CME | 4,520,063 USD | 06/20/23 | 3525 |
|  3 Month SOFR | 17 | CME | 4,044,325 USD | 09/19/23 | 5125 |
|  3 Month SOFR | 18 | CME | 4,291,127 USD | 12/19/23 | 7802 |
|  3 Month SOFR | 1 | CME | 242,900 USD | 09/16/25 | 925 |
|  3 Month SOFR | 1 | CME | 242,763 USD | 03/17/26 | 713 |
|  3 Month SOFR | 1 | CME | 242,975 USD | 06/16/26 | 950 |
|  90 Day Eurodollar | 316 | CME | 74,905,447 USD | 03/13/23 | (85303) |
|  90 Day Eurodollar | 42 | CME | 9,985,102 USD | 06/19/23 | 27427 |
|  90 Day Eurodollar | 25 | CME | 5,932,885 USD | 09/18/23 | 72 |
|  90 Day Eurodollar | 39 | CME | 9,290,531 USD | 12/18/23 | 7556 |
|  90 Day Eurodollar | 24 | CME | 5,735,892 USD | 03/18/24 | (108) |
|  90 Day Eurodollar | 463 | CME | 111,014,468 USD | 06/17/24 | (70807) |
|  90 Day Eurodollar | 390 | CME | 93,864,726 USD | 09/16/24 | 30726 |
|  90 Day Eurodollar | 2 | CME | 482,982 USD | 12/16/24 | 982 |
|  90 Day Eurodollar | 12 | CME | 2,890,394 USD | 03/17/25 | (4156) |
|  90 Day Eurodollar | 11 | CME | 2,648,784 USD | 06/16/25 | (5791) |
|  90 Day Eurodollar | 10 | CME | 2,409,961 USD | 09/15/25 | (3914) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/** <br>**Unrealized<br>Appreciation<br>(Depreciation)** |
|  90 Day Eurodollar | 7 | CME | 1,687,161 USD | 12/15/25 | $(2639) |
|  90 Day Eurodollar | 12 | CME | 2,886,681 USD | 03/16/26 | (9819) |
|  90 Day Eurodollar | 4 | CME | 963,190 USD | 06/15/26 | (2060) |
|  90 Day Eurodollar | 6 | CME | 1,443,397 USD | 09/14/26 | (4103) |
|  90 Day Eurodollar | 3 | CME | 722,642 USD | 12/14/26 | (958) |
|  90 Day Eurodollar | 4 | CME | 962,490 USD | 03/15/27 | (2060) |
|  90 Day Eurodollar | 5 | CME | 1,201,499 USD | 06/14/27 | (3751) |
|  90 Day Eurodollar | 3 | CME | 719,192 USD | 09/13/27 | (3695) |
|  Australian 10-Year Bond | 10 | SFE | 1,217,219 AUD | 03/15/23 | 41127 |
|  Australian dollar Currency | 44 | CME | 2,954,655 USD | 03/13/23 | (49885) |
|  Brent Crude | 23 | ICE | 1,843,604 USD | 02/28/23 | (126346) |
|  Brent Crude | 13 | ICE | 1,076,789 USD | 03/31/23 | (31721) |
|  Brent Crude | 9 | ICE | 727,964 USD | 04/28/23 | (34876) |
|  Brent Crude | 11 | ICE | 876,417 USD | 05/31/23 | (49783) |
|  Brent Crude | 124 | ICE | 9,733,851 USD | 10/31/23 | (390749) |
|  Brent Crude | 5 | NYMEX | 383,241 USD | 10/31/23 | (25009) |
|  British Pound Currency | 9 | CME | 677,720 USD | 03/13/23 | (2005) |
|  California Carbon Allowance Vintage Specific 2023 | 9209 | ICE | 284,621,604 USD | 12/22/23 | 5128454 |
|  Canadian Dollar Currency | 62 | CME | 4,536,241 USD | 03/14/23 | (46799) |
|  CBOE Volatility Index | 109 | CFE | 2,501,427 USD | 01/18/23 | (16266) |
|  CBOE Volatility Index | 246 | CFE | 6,372,608 USD | 03/22/23 | 136385 |
|  CBOE Volatility Index | 47 | CFE | 1,223,522 USD | 04/19/23 | 7378 |
|  CBOE Volatility Index | 59 | CFE | 1,549,793 USD | 05/17/23 | 3993 |
|  CBOE Volatility Index | 87 | CFE | 2,318,387 USD | 06/21/23 | 26459 |
|  Chicago CG Basis | 30 | ICE | 10,151 USD | 04/04/23 | 1099 |
|  Cocoa | 238 | ICE | 6,134,802 USD | 05/15/23 | (55578) |
|  Coffee 'C' | 48 | ICE | 2,995,662 USD | 05/18/23 | (9438) |
|  Copper | 127 | COMEX | 11,922,797 USD | 03/29/23 | (175541) |
|  Corn | 1024 | CBOT | 34,691,799 USD | 03/14/23 | (47401) |
|  Cotton No.2 | 56 | ICE | 2,419,990 USD | 03/09/23 | 85630 |
|  Dominion Sp | 28 | ICE | 60,876 USD | 02/02/23 | 14501 |
|  Dominion Sp | 30 | ICE | 48,026 USD | 04/04/23 | 2224 |
|  Dominion SP | 31 | ICE | 43,427 USD | 03/04/24 | 7335 |
|  Dow Jones U.S. Real Estate Index Futures | 28 | ICE | 52,826 USD | 02/02/23 | 14326 |
|  E-mini Russell 2000 | 607 | CME | 55,641,780 USD | 03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894965 |
|  Euro BOBL | 62 | Eurex | 7,264,718 EUR | 03/08/23 | 94433 |
|  Euro BOBL | 15 | Eurex | 2,078,012 EUR | 03/08/23 | 52893 |
|  Euro BTP | 6 | Eurex | 681,417 EUR | 03/08/23 | 29862 |
|  Euro FX Currency | 120 | CME | 16,036,287 USD | 03/13/23 | (94713) |
|  Euro Stoxx 50 | 64 | Eurex | 2,465,698 EUR | 03/17/23 | 46348 |
|  Euro-Bund | 41 | Eurex | 5,568,667 EUR | 03/08/23 | 126888 |
|  Euro-OAT | 9 | Eurex | 1,211,505 EUR | 03/08/23 | 70441 |
|  Euro-Schatz | 159 | Eurex | 16,761,506 EUR | 03/08/23 | (293) |
|  Gasoline RBOB | 17 | NYMEX | 1,715,930 USD | 01/31/23 | (53576) |
|  Globex Natural Gas | 30 | NYMEX | 1,538,148 USD | 02/23/23 | 306948 |
|  Globex Natural Gas | 9 | NYMEX | 412,185 USD | 05/25/23 | 47955 |
|  Globex Natural Gas | 45 | NYMEX | 2,341,723 USD | 06/27/23 | 471073 |
|  Globex Natural Gas | 41 | NYMEX | 2,028,129 USD | 07/26/23 | 321299 |
|  Globex Natural Gas | 9 | NYMEX | 412,185 USD | 08/28/23 | 42285 |
|  Globex Natural Gas | 13 | NYMEX | 595,378 USD | 09/26/23 | 52758 |
|  Globex Natural Gas | 6 | NYMEX | 311,990 USD | 10/26/23 | 42950 |
|  Globex Natural Gas | 6 | NYMEX | 311,990 USD | 11/27/23 | 19370 |
|  Globex Natural Gas | 11 | NYMEX | 384,981 USD | 12/26/23 | (177449) |
|  Globex Natural Gas | 11 | NYMEX | 384,981 USD | 01/26/24 | (158639) |
|  Globex Natural Gas | 11 | NYMEX | 384,981 USD | 02/26/24 | (98799) |
|  Globex Natural Gas | 20 | NYMEX | 779,966 USD | 03/25/24 | 11966 |
|  Globex Natural Gas | 20 | NYMEX | 779,966 USD | 04/25/24 | 20166 |
|  Globex Natural Gas | 20 | NYMEX | 779,966 USD | 05/28/24 | 1766 |
|  Globex Natural Gas | 20 | NYMEX | 779,966 USD | 06/25/24 | (16834) |
|  Globex Natural Gas | 20 | NYMEX | 779,966 USD | 07/26/24 | (22034) |
|  Globex Natural Gas | 20 | NYMEX | 779,966 USD | 08/27/24 | (13834) |
|  Globex Natural Gas | 20 | NYMEX | 779,966 USD | 09/25/24 | (31034) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/** <br>**Unrealized<br>Appreciation<br>(Depreciation)** |
|  Globex Natural Gas | 11 | NYMEX | 384,981 USD | 10/28/24 | $(96819) |
|  Globex Natural Gas | 11 | NYMEX | 384,981 USD | 11/25/24 | (151379) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 12/26/24 | (336825) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 01/28/25 | (287425) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 02/25/25 | (176145) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 03/26/25 | (20145) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 04/25/25 | (10785) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 05/27/25 | (34445) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 06/25/25 | (56805) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 07/28/25 | (67465) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 08/26/25 | (64865) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 09/25/25 | (90865) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 10/28/25 | (175105) |
|  Globex Natural Gas | 26 | NYMEX | 1,008,155 USD | 11/24/25 | (288465) |
|  Henry Hub | 98 | NYMEX | 752,559 USD | 01/26/23 | (343816) |
|  Henry Hub | 172 | NYMEX | 2,349,915 USD | 02/23/23 | 585195 |
|  Henry Hub | 87 | NYMEX | 1,212,324 USD | 03/28/23 | 360376 |
|  Henry Hub | 128 | ICE | 1,273,088 USD | 03/28/23 | 19648 |
|  Henry Hub | 591 | ICE | 6,898,133 USD | 03/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110765 |
|  Henry Hub | 87 | NYMEX | 1,212,324 USD | 04/25/23 | 357331 |
|  Henry Hub | 357 | ICE | 4,417,038 USD | 04/26/23 | 908620 |
|  Henry Hub | 87 | NYMEX | 1,212,324 USD | 05/25/23 | 332101 |
|  Henry Hub | 351 | ICE | 4,341,293 USD | 05/26/23 | 790050 |
|  Henry Hub | 87 | NYMEX | 1,212,324 USD | 06/27/23 | 308176 |
|  Henry Hub | 357 | ICE | 4,417,038 USD | 06/28/23 | 706915 |
|  Henry Hub | 87 | NYMEX | 1,212,324 USD | 07/26/23 | 306871 |
|  Henry Hub | 357 | ICE | 4,417,038 USD | 07/27/23 | 701560 |
|  Henry Hub | 87 | NYMEX | 1,212,324 USD | 08/28/23 | 318399 |
|  Henry Hub | 351 | ICE | 4,341,293 USD | 08/29/23 | 734768 |
|  Henry Hub | 87 | NYMEX | 1,212,324 USD | 09/26/23 | 304479 |
|  Henry Hub | 1043 | ICE | 10,346,808 USD | 09/27/23 | (536897) |
|  Henry Hub | 86 | NYMEX | 537,769 USD | 10/26/23 | (426291) |
|  Henry Hub | 86 | NYMEX | 537,769 USD | 11/27/23 | (510786) |
|  Henry Hub | 317 | ICE | 4,001,848 USD | 12/27/23 | (50205) |
|  Henry Hub | 1093 | ICE | 12,029,049 USD | 01/29/24 | (1474966) |
|  Henry Hub | 1127 | ICE | 12,336,261 USD | 02/27/24 | (55104) |
|  Henry Hub | 170 | NYMEX | 1,109,124 USD | 03/25/24 | (522876) |
|  Henry Hub | 656 | ICE | 8,162,426 USD | 03/26/24 | 1864826 |
|  Henry Hub | 170 | NYMEX | 1,109,124 USD | 04/25/24 | (505451) |
|  Henry Hub | 681 | ICE | 8,401,819 USD | 04/26/24 | 1934022 |
|  Henry Hub | 170 | NYMEX | 1,109,124 USD | 05/28/24 | (544551) |
|  Henry Hub | 656 | ICE | 8,162,426 USD | 05/29/24 | 1781186 |
|  Henry Hub | 170 | NYMEX | 1,109,124 USD | 06/25/24 | (584076) |
|  Henry Hub | 681 | ICE | 8,401,819 USD | 06/26/24 | 1619059 |
|  Henry Hub | 170 | NYMEX | 1,109,124 USD | 07/26/24 | (595126) |
|  Henry Hub | 681 | ICE | 8,401,819 USD | 07/29/24 | 1574794 |
|  Henry Hub | 170 | NYMEX | 1,109,124 USD | 08/27/24 | (577701) |
|  Henry Hub | 656 | ICE | 8,162,426 USD | 08/28/24 | 1653266 |
|  Henry Hub | 170 | NYMEX | 1,109,124 USD | 09/25/24 | (614251) |
|  Henry Hub | 681 | ICE | 8,401,819 USD | 09/26/24 | 1498182 |
|  Henry Hub | 1170 | ICE | 12,574,861 USD | 10/29/24 | (236639) |
|  Henry Hub | 1189 | ICE | 12,741,540 USD | 11/26/24 | (1752370) |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 12/26/24 | (17900) |
|  Henry Hub | 155 | ICE | 1,724,472 USD | 12/27/24 | (280066) |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 01/28/25 | (15050) |
|  Henry Hub | 140 | ICE | 1,557,588 USD | 01/29/25 | (186462) |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 02/25/25 | (8630) |
|  Henry Hub | 155 | ICE | 1,724,472 USD | 02/26/25 | (40591) |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 03/26/25 | 370 |
|  Henry Hub | 150 | ICE | 1,668,844 USD | 03/27/25 | 185719 |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 04/25/25 | 910 |
|  Henry Hub | 155 | ICE | 1,724,472 USD | 04/28/25 | 205859 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/** <br>**Unrealized<br>Appreciation<br>(Depreciation)** |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 05/27/25 | $(455) |
|  Henry Hub | 150 | ICE | 1,668,844 USD | 05/28/25 | 165094 |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 06/25/25 | (1745) |
|  Henry Hub | 155 | ICE | 1,724,472 USD | 06/26/25 | 137272 |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 07/28/25 | (2360) |
|  Henry Hub | 155 | ICE | 1,724,472 USD | 07/29/25 | 121384 |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 08/26/25 | (2210) |
|  Henry Hub | 150 | ICE | 1,668,844 USD | 08/27/25 | 121219 |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 09/25/25 | (3710) |
|  Henry Hub | 155 | ICE | 1,724,472 USD | 09/26/25 | 86509 |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 10/28/25 | (8570) |
|  Henry Hub | 150 | ICE | 1,668,844 USD | 10/29/25 | (37781) |
|  Henry Hub | 6 | NYMEX | 59,695 USD | 11/24/25 | (15110) |
|  Henry Hub | 155 | ICE | 1,724,472 USD | 11/25/25 | (207991) |
|  Henry Hub | 1 | ICE | 10,424 USD | 12/29/26 | (2826) |
|  Henry Hub | 4 | ICE | 41,697 USD | 01/27/27 | (9103) |
|  Henry Hub | 1 | ICE | 10,424 USD | 02/24/27 | (1286) |
|  Henry Hub | 2 | ICE | 20,848 USD | 03/29/27 | 503 |
|  Henry Hub | 1 | ICE | 10,424 USD | 04/28/27 | 317 |
|  Henry Hub | 2 | ICE | 20,848 USD | 05/26/27 | 228 |
|  Henry Hub | 1 | ICE | 10,424 USD | 06/28/27 | (93) |
|  Henry Hub | 1 | ICE | 10,424 USD | 07/28/27 | (176) |
|  Henry Hub | 2 | ICE | 20,848 USD | 08/27/27 | (347) |
|  Henry Hub | 1 | ICE | 10,424 USD | 09/28/27 | (381) |
|  Henry Hub | 2 | ICE | 20,848 USD | 10/27/27 | (2437) |
|  Henry Hub | 1 | ICE | 10,424 USD | 11/26/27 | (2281) |
|  ICE 3 Month Sonia | 180 | ICE | 42,935,980 GBP | 09/19/23 | 34431 |
|  ICE 3 Month Sonia | 114 | ICE | 27,224,628 GBP | 03/19/24 | 51686 |
|  ICE 3 Month Sonia | 91 | ICE | 21,779,796 GBP | 06/18/24 | 61984 |
|  ICE 3 Month Sonia | 71 | ICE | 17,025,719 GBP | 09/17/24 | 53549 |
|  ICE 3 Month Sonia | 276 | ICE | 66,328,126 GBP | 12/17/24 | 273375 |
|  Japan Yen Currency | 4 | CME | 368,271 USD | 03/13/23 | (17079) |
|  Lean Hogs | 312 | CME | 11,046,031 USD | 02/14/23 | 101071 |
|  Live Cattle | 1994 | CME | 124,517,210 USD | 02/28/23 | (1423830) |
|  Long Gilt | 2 | ICE | 206,389 GBP | 03/29/23 | 7966 |
|  Low Sulphur Gasoil | 44 | ICE | 3,756,853 USD | 02/10/23 | (229547) |
|  Mexican Peso Currency | 56 | CME | 1,396,552 USD | 03/13/23 | (20808) |
|  NASDAQ 100 E-Mini | 17 | CME | 3,790,021 USD | 03/17/23 | 42456 |
|  Natural Gas | 99 | NYMEX | 7,997,050 USD | 01/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566800 |
|  Natural Gas | 4 | NYMEX | 27,101 USD | 01/27/23 | (17649) |
|  Natural Gas | 163 | NYMEX | 8,160,606 USD | 01/27/23 | 866356 |
|  Natural Gas | 53 | NYMEX | 2,351,109 USD | 02/24/23 | 175989 |
|  Natural Gas | 1 | NYMEX | 6,769 USD | 02/24/23 | (3491) |
|  Natural Gas | 162 | NYMEX | 8,695,741 USD | 02/24/23 | 2047261 |
|  Natural Gas | 2 | NYMEX | 13,546 USD | 03/29/23 | (6039) |
|  Natural Gas | 180 | NYMEX | 8,734,031 USD | 03/29/23 | 1683431 |
|  Natural Gas | 1 | NYMEX | 6,769 USD | 04/26/23 | (3059) |
|  Natural Gas | 88 | NYMEX | 4,122,064 USD | 04/26/23 | 662784 |
|  Natural Gas | 2 | NYMEX | 13,546 USD | 05/26/23 | (6689) |
|  Natural Gas | 77 | NYMEX | 3,602,954 USD | 05/26/23 | 486764 |
|  Natural Gas | 1 | NYMEX | 6,769 USD | 06/28/23 | (3624) |
|  Natural Gas | 80 | NYMEX | 4,454,978 USD | 06/28/23 | 1129378 |
|  Natural Gas | 87 | NYMEX | 5,132,850 USD | 07/27/23 | 1511040 |
|  Natural Gas | 1 | NYMEX | 6,769 USD | 07/27/23 | (3639) |
|  Natural Gas | 4 | NYMEX | 199,653 USD | 07/27/23 | 33133 |
|  Natural Gas | 2 | NYMEX | 13,546 USD | 08/29/23 | (7004) |
|  Natural Gas | 73 | NYMEX | 3,295,991 USD | 08/29/23 | 295691 |
|  Natural Gas | 183 | NYMEX | 10,741,785 USD | 09/27/23 | 3103365 |
|  Natural Gas | 1 | NYMEX | 6,778 USD | 09/27/23 | (3657) |
|  Natural Gas | 2 | NYMEX | 82,806 USD | 09/27/23 | (674) |
|  Natural Gas | 39 | NYMEX | 1,613,483 USD | 10/27/23 | (135277) |
|  Natural Gas | 2 | NYMEX | 13,555 USD | 10/27/23 | (8865) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/** <br>**Unrealized<br>Appreciation<br>(Depreciation)** |
|  Natural Gas | 13 | NYMEX | 692,965 USD | 10/27/23 | $110045 |
|  Natural Gas | 19 | NYMEX | 570,517 USD | 11/28/23 | (356113) |
|  Natural Gas | 1 | NYMEX | 6,778 USD | 11/28/23 | (5415) |
|  Natural Gas | 25 | NYMEX | 1,354,723 USD | 11/28/23 | 135473 |
|  Natural Gas | 94 | NYMEX | 5,363,854 USD | 12/27/23 | 557634 |
|  Natural Gas | 54 | NYMEX | 2,857,317 USD | 12/27/24 | 63897 |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 12/29/25 | (2331313) |
|  Natural Gas | 33 | NYMEX | 1,472,942 USD | 12/29/25 | (271768) |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 01/28/26 | (2035213) |
|  Natural Gas | 33 | NYMEX | 1,472,542 USD | 01/28/26 | (202868) |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 02/25/26 | (1441603) |
|  Natural Gas | 33 | NYMEX | 1,472,542 USD | 02/25/26 | (63938) |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 03/27/26 | (581503) |
|  Natural Gas | 33 | NYMEX | 1,472,942 USD | 03/27/26 | 137762 |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 04/28/26 | (508183) |
|  Natural Gas | 33 | NYMEX | 1,472,542 USD | 04/28/26 | 154522 |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 05/27/26 | (619573) |
|  Natural Gas | 33 | NYMEX | 1,472,942 USD | 05/27/26 | 128852 |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 06/26/26 | (739423) |
|  Natural Gas | 33 | NYMEX | 1,472,542 USD | 06/26/26 | 100402 |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 07/29/26 | (781723) |
|  Natural Gas | 33 | NYMEX | 1,472,542 USD | 07/29/26 | 90502 |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 08/27/26 | (767623) |
|  Natural Gas | 33 | NYMEX | 1,472,942 USD | 08/27/26 | 94202 |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 09/28/26 | (901573) |
|  Natural Gas | 33 | NYMEX | 1,472,542 USD | 09/28/26 | 62452 |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 10/28/26 | (1362643) |
|  Natural Gas | 33 | NYMEX | 1,472,542 USD | 10/28/26 | (45458) |
|  Natural Gas | 141 | NYMEX | 5,123,357 USD | 11/25/26 | (1983043) |
|  Natural Gas | 33 | NYMEX | 1,472,542 USD | 11/25/26 | (190658) |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 12/29/26 | (438100) |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 01/27/27 | (321500) |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 02/24/27 | (111620) |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 03/29/27 | 214330 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 04/28/27 | 228110 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 05/26/27 | 185180 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 06/28/27 | 141190 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 07/28/27 | 123700 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 08/27/27 | 124230 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 09/28/27 | 80240 |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 10/27/27 | (97310) |
|  Natural Gas | 53 | NYMEX | 2,370,900 USD | 11/26/27 | (322560) |
|  NY Harbor ULSD | 11 | NYMEX | 1,430,421 USD | 01/31/23 | (91869) |
|  Palladium | 10 | NYMEX | 1,816,481 USD | 03/29/23 | 18481 |
|  S+P Mid 400 EMINI | 2 | CME | 485,477 USD | 03/17/23 | (3043) |
|  Soyabean | 405 | CBOT | 30,478,679 USD | 03/14/23 | (382321) |
|  Soyabean | 885 | CBOT | 39,998,414 USD | 03/14/23 | (1685086) |
|  Soyabean Oil | 9 | CBOT | 349,089 USD | 03/14/23 | 3111 |
|  Sugar 11 | 1326 | ICE | 29,928,699 USD | 02/28/23 | 166895 |
|  Swiss Franc Currency | 22 | CME | 2,987,480 USD | 03/13/23 | (10570) |
|  Trans Z4 Basis | 30 | ICE | 12,724 USD | 04/04/23 | 4286 |
|  U.S. Treasury 10-Year Note | 140 | CBOT | 15,858,808 USD | 03/22/23 | 137245 |
|  U.S. Treasury 10-Year Ultra | 81 | CBOT | 9,731,888 USD | 03/22/23 | 151107 |
|  U.S. Treasury 2-Year Note | 90 | CBOT | 18,469,007 USD | 03/31/23 | 11976 |
|  U.S. Treasury 5-Year Note | 448 | CBOT | 48,873,815 USD | 03/31/23 | 521315 |
|  U.S. Treasury Long Bond | 422 | CBOT | 54,217,543 USD | 03/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322480 |
|  U.S. Treasury Ultra Bond | 72 | CBOT | 10,042,196 USD | 03/22/23 | 371696 |
|  VSTOXX | 277 | Eurex | 616,286 EUR | 01/18/23 | 8854 |
|  VSTOXX | 573 | Eurex | 1,347,117 EUR | 03/22/23 | 25142 |
|  Wheat | 162 | CBOT | 6,260,694 USD | 05/12/23 | (209181) |
|  WTI Crude | 6 | NYMEX | 468,763 USD | 02/21/23 | (13937) |
|  WTI Crude | 13 | NYMEX | 1,001,164 USD | 03/21/23 | (45726) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Contracts** | **Exchange** | **Notional<br>Amount** | **Expiration<br>Date** | **Value/** <br>**Unrealized<br>Appreciation<br>(Depreciation)** |
|  WTI Crude | 24 | NYMEX | 1,854,943 USD | 04/20/23 | (75857) |
|  WTI Crude | 23 | NYMEX | 1,724,568 USD | 05/22/23 | (120032) |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17920753 |
|  Total Futures Contracts Outstanding | Total Futures Contracts Outstanding | Total Futures Contracts Outstanding | Total Futures Contracts Outstanding | Total Futures Contracts Outstanding | $17957407 |

---

**Forward Foreign Currency Exchange Contracts Outstanding at December 31, 2022** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency<br>Purchased** | **Amount in<br>Currency<br>Purchased** | **Currency<br>Sold** | **Amount in<br>Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  BRL | 2100000 | USD | 399391 | State Street Bank and Trust Company | 01/04/23 | $(1645) |
|  CNY | 4500000 | USD | 646840 | State Street Bank and Trust Company | 01/31/23 | 1840 |
|  CZK | 55300000 | USD | 2390214 | State Street Bank and Trust Company | 01/31/23 | 53068 |
|  EUR | 299000 | USD | 318679 | Morgan Stanley Capital Services, Inc. | 01/13/23 | 1585 |
|  EUR | 658429 | USD | 703904 | Morgan Stanley & Co., Inc. | 03/15/23 | 4291 |
|  HKD | 5131000 | USD | 659482 | State Street Bank and Trust Company | 01/31/23 | (1690) |
|  IDR | 160668300000 | USD | 10265856 | State Street Bank and Trust Company | 01/31/23 | 52270 |
|  INR | 300000000 | USD | 3611708 | State Street Bank and Trust Company | 01/31/23 | 9689 |
|  JPY | 2600000 | USD | 19081 | State Street Bank and Trust Company | 01/31/23 | 799 |
|  KRW | 5769500000 | USD | 4418535 | State Street Bank and Trust Company | 01/31/23 | 148139 |
|  PEN | 2370000 | USD | 616947 | State Street Bank and Trust Company | 01/31/23 | 5551 |
|  PHP | 9500000 | USD | 170618 | State Street Bank and Trust Company | 01/31/23 | (247) |
|  PLN | 1000000 | USD | 223554 | State Street Bank and Trust Company | 01/31/23 | 4375 |
|  SEK | 38590727 | USD | 3750121 | State Street Bank and Trust Company | 01/31/23 | (45652) |
|  SGD | 6577500 | USD | 4791495 | State Street Bank and Trust Company | 01/31/23 | 121756 |
|  THB | 74500000 | USD | 2155814 | State Street Bank and Trust Company | 01/31/23 | 1269 |
|  USD | 17471675 | AUD | 25996000 | State Street Bank and Trust Company | 02/16/23 | (258135) |
|  USD | 2271189 | AUD | 3367419 | State Street Bank and Trust Company | 01/31/23 | (23965) |
|  USD | 387841 | BRL | 2100000 | State Street Bank and Trust Company | 01/04/23 | (9905) |
|  USD | 397156 | BRL | 2100000 | State Street Bank and Trust Company | 02/02/23 | 1558 |
|  USD | 3795647 | CHF | 3535000 | State Street Bank and Trust Company | 01/31/23 | (38849) |
|  USD | 447290 | CLP | 387800000 | State Street Bank and Trust Company | 01/31/23 | (8870) |
|  USD | 3310676 | CNY | 23068000 | State Street Bank and Trust Company | 01/31/23 | (14603) |
|  USD | 478271 | COP | 2329300000 | State Street Bank and Trust Company | 01/31/23 | 106 |
|  USD | 3019787 | EUR | 3045000 | State Street Bank and Trust Company | 01/25/23 | (244307) |
|  USD | 157404 | EUR | 158000 | Citibank N.A. | 02/01/23 | (12041) |
|  USD | 2264249 | EUR | 2178000 | Citibank N.A. | 02/21/23 | (74722) |
|  USD | 1937768 | EUR | 1834000 | Morgan Stanley Capital Services, Inc. | 01/13/23 | (26666) |
|  USD | 706450 | EUR | 658429 | Morgan Stanley & Co., Inc. | 03/15/23 | (1745) |
|  USD | 111888 | GBP | 97000 | Citibank N.A. | 02/01/23 | (5467) |
|  USD | 1400556 | GBP | 1147000 | Citibank N.A. | 03/07/23 | 11750 |
|  USD | 23178045 | GBP | 19031000 | State Street Bank and Trust Company | 03/21/23 | 127113 |
|  USD | 792622 | HUF | 318000000 | State Street Bank and Trust Company | 01/31/23 | (53339) |
|  USD | 192611 | IDR | 3000000000 | State Street Bank and Trust Company | 01/31/23 | (49) |
|  USD | 3002087 | ILS | 10285000 | State Street Bank and Trust Company | 01/31/23 | 72098 |
|  USD | 7439146 | INR | 616300000 | State Street Bank and Trust Company | 01/31/23 | (410) |
|  USD | 1986214 | KRW | 2600000000 | State Street Bank and Trust Company | 01/31/23 | (71737) |
|  USD | 320118 | MXN | 6400000 | State Street Bank and Trust Company | 01/31/23 | (6763) |
|  USD | 1895655 | NOK | 18913334 | State Street Bank and Trust Company | 01/31/23 | (37188) |
|  USD | 1442541 | PHP | 80400000 | State Street Bank and Trust Company | 01/31/23 | 662 |
|  USD | 807600 | SGD | 1100000 | State Street Bank and Trust Company | 01/31/23 | (14076) |
|  USD | 303649 | THB | 10500000 | State Street Bank and Trust Company | 01/31/23 | (370) |
|  USD | 194609 | TRY | 3700000 | State Street Bank and Trust Company | 01/31/23 | 704 |
|  USD | 15583008 | TWD | 474300000 | State Street Bank and Trust Company | 01/31/23 | 108720 |
|  USD | 412849 | ZAR | 7300000 | State Street Bank and Trust Company | 01/31/23 | (15824) |
|  Total Forward Foreign Currency Exchange Contracts Outstanding | Total Forward Foreign Currency Exchange Contracts Outstanding | Total Forward Foreign Currency Exchange Contracts Outstanding | Total Forward Foreign Currency Exchange Contracts Outstanding | Total Forward Foreign Currency Exchange Contracts Outstanding | Total Forward Foreign Currency Exchange Contracts Outstanding | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(240922) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

**Centrally Cleared Credit Default Swaps on Index (Buy Protection) — Outstanding at December 31, 2022** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference <br>Obligation** | **Financing<br>Fee** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  CDX.EM.38 | 1.00% 3M | 12/20/2027 | Morgan Stanley & Co. LLC | 20,000,000 USD | $1169072 | $1144000 | $25072 |
|  CDX.EM.38 | 1.00% 3M | 12/20/2027 | Morgan Stanley & Co. LLC | 50,000,000 USD | 2922680 | 2890000 | 32680 |
|  CDX.EM.38 | 1.00% 3M | 12/20/2027 | Morgan Stanley & Co. LLC | 2,900,000 USD | 169515 | 175740 | (6225) |
|  CDX.EM.38 | 1.00% 3M | 12/20/2027 | Morgan Stanley & Co. LLC | 8,000,000 USD | 467629 | 478000 | (10371) |
|  CDX.EM.38 | 1.00% 3M | 12/20/2027 | Morgan Stanley & Co. LLC | 5,800,000 USD | 339031 | 344520 | (5489) |
|  CDX.EM.38 | 1.00% 3M | 12/20/2027 | Morgan Stanley & Co. LLC | 3,900,000 USD | 227969 | 231270 | (3301) |
|  CDX.EM.38 | 1.00% 3M | 12/20/2027 | Morgan Stanley & Co. LLC | 12,000,000 USD | 701443 | 708600 | (7157) |
|  CDX.EM.38 | 1.00% 3M | 12/20/2027 | Morgan Stanley & Co. LLC | 9,500,000 USD | 555309 | 543400 | 11909 |
|  CDX.EM.38 | 1.00% 3M | 12/20/2027 | Morgan Stanley & Co. LLC | 9,500,000 USD | 555309 | 549100 | 6209 |
|  Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | Total Centrally Cleared Credit Default Swaps on Index (Buy Protection) | $&nbsp;&nbsp;&nbsp;&nbsp;7107957 | $&nbsp;&nbsp;&nbsp;&nbsp;7064630 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43327 |

---

**Centrally Cleared Credit Default Swaps on Index (Sell Protection) — Outstanding at December 31, 2022** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference <br>Obligation** | **Financing<br>Fee** | **Maturity<br>Date** | **Counterparty** | **Rating<sup>(1)</sup>** | **Notional<br>Amount<sup>(2)</sup>** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  CDX.NA.HY.39 | 5.00% 3M | 12/20/27 | Morgan Stanley & Co. LLC | NR | 5,000,000 USD | $29203 | $96500 | $(67297) |
|  CDX.NA.HY.39 | 5.00% 3M | 12/20/27 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | NR | 4,125,000 USD | 24093 | (29180) | 53273 |
|  CDX.NA.IG.39 | 1.00% 3M | 12/20/27 | Morgan Stanley & Co. LLC | NR | 30,937,500 USD | 264059 | 319761 | (55702) |
|  CDX.NA.IG.39 | 1.00% 3M | 12/20/27 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | NR | 20,000,000 USD | 159432 | 42742 | 116690 |
|  iTraxx Europe Crossover Series 38 | 5.00% 3M | 12/20/27 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | NR | 5,800,000 EUR | 61972 | (187530) | 249502 |
|  iTraxx Europe Main Series 38 | 1.00% 3M | 12/20/27 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | NR | 24,650,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(205268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318509 |
|  Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | Total Centrally Cleared Credit Default Swaps on Index (Sell Protection) | $652000 | $37025 | $614975 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

**OTC Credit Default Swaps on Single-Name Issues (Buy Protection) — Outstanding at December 31, 2022** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference <br>Obligation** | **Financing<br>Fee** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Republic of China | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 3,900,000 USD | $(44661) | $(50725) | $6064 |
|  Republic of China | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 7,700,000 USD | (88177) | (86534) | (1643) |
|  Republic of China | 1.00% 3M | 12/20/2027 | JPMorgan Chase Bank, N.A. | 2,000,000 USD | (22903) | (21648) | (1255) |
|  Republic of China | 1.00% 3M | 12/20/2024 | Morgan Stanley Capital<br>Services LLC | 5,900,000 USD | (69582) | (59634) | (9948) |
|  Republic of China | 1.00% 3M | 12/20/2027 | Citigroup Global Markets,<br>Inc. | 1,900,000 USD | (21758) | 21072 | (42830) |
|  Republic of China | 1.00% 3M | 12/20/2027 | Citigroup Global Markets,<br>Inc. | 1,000,000 USD | (11452) | 13727 | (25179) |
|  Republic of China | 1.00% 3M | 12/20/2027 | Morgan Stanley Capital<br>Services LLC | 12,800,000 USD | (146580) | (14665) | (131915) |
|  Republic of China | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 4,350,000 USD | (49814) | (45050) | (4764) |
|  Republic of China | 1.00% 3M | 6/20/2023 | Citigroup Global Markets,<br>Inc. | 7,000,000 USD | (23913) | (66403) | 42490 |
|  Republic of China | 1.00% 3M | 6/20/2023 | Citigroup Global Markets,<br>Inc. | 13,600,000 USD | (46460) | (128116) | 81656 |
|  Republic of Indonesia | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 15,000,000 USD | (742) | 100116 | (100858) |
|  Republic of Indonesia | 1.00% 3M | 12/20/2027 | Citigroup Global Markets,<br>Inc. | 8,400,000 USD | (416) | 57922 | (58338) |
|  Republic of Qatar | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 10,000,000 USD | (229952) | (187073) | (42879) |
|  Republic of Saudi Arabia | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 1,400,000 USD | (23972) | (16364) | (7608) |
|  Republic of Saudi Arabia | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 10,000,000 USD | (171226) | (179966) | 8740 |
|  Republic of Turkey | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 700,000 USD | 111664 | 107796 | 3868 |
|  Republic of Turkey | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 150,000 USD | 23928 | 26898 | (2970) |
|  Republic of Turkey | 1.00% 3M | 12/20/2027 | Goldman Sachs International | 3,800,000 USD | 606175 | 757598 | (151423) |
|  Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Buy Protection) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(209841) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228951 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(438792) |

---

**OTC Credit Default Swaps on Single-Name Issues (Sell Protection) — Outstanding at December 31, 2022** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation** | **Financing<br>Fee** | **Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Republic of Brazil | 1.00% | 3M | 12/20/2027 | Barclays Bank PLC | 1500000 | USD | $(96826) | $(114882) | $18056 |
|  Republic of Brazil | 1.00% | 3M | 12/20/2027 | JPMorgan Chase Bank, N.A. | 2000000 | USD | (129101) | (136222) | 7121 |
|  Republic of Brazil | 1.00% | 3M | 12/20/2027 | Goldman Sachs International | 4100000 | USD | (264657) | (290280) | 25623 |
|  Republic of Brazil | 1.00% | 3M | 12/20/2027 | Goldman Sachs International | 3100000 | USD | (200107) | (218228) | 18121 |
|  Republic of Brazil | 1.00% | 3M | 12/20/2027 | Goldman Sachs International | 3100000 | USD | (200107) | (227276) | 27169 |
|  Republic of Brazil | 1.00% | 3M | 12/20/2027 | Goldman Sachs International | 2000000 | USD | (129101) | (146228) | 17127 |
|  Republic of South Africa | 1.00% | 3M | 12/20/2027 | Goldman Sachs International | 12100000 | USD | (765479) | (834594) | 69115 |
|  Republic of Turkey | 1.00% | 3M | 12/20/2027 | Citigroup Global Markets, Inc. | 700000 | USD | (111663) | (115670) | 4007 |
|  Republic of Turkey | 1.00% | 3M | 12/20/2027 | Barclays Bank PLC | 3950000 | USD | (630103) | (599678) | (30425) |
|  United Mexican States | 1.00% | 3M | 12/20/2027 | Morgan Stanley Capital<br>Services LLC | 6000000 | USD | (80778) | (81859) | 1081 |
|  United Mexican States | 1.00% | 3M | 12/20/2027 | Goldman Sachs International | 3850000 | USD | (51832) | (50848) | (984) |
|  Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) | Total OTC Credit Default Swaps on Single-Name Issuer (Sell Protection) |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2659754) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2815765) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156011 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

**OTC Credit Default Swaps on Index (Buy Protection) — Outstanding at December 31, 2022** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference <br>Obligation** | **Financing<br>Fee** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  CMBX.NA.A.8 | 2.00% 1M | 10/17/2057 | Goldman Sachs International | 229,000 USD | $3285 | $962 | $2323 |
|  CMBX.NA.BBB-.10 | 3.00% 1M | 11/17/2059 | Morgan Stanley Capital<br>Services LLC | 5,645,000 USD | 978015 | 453501 | 524514 |
|  CMBX.NA.BBB-.10 | 3.00% 1M | 11/17/2059 | Morgan Stanley Capital<br>Services LLC | 1,102,000 USD | 190925 | 374805 | (183880) |
|  CMBX.NA.BBB-.10 | 3.00% 1M | 11/17/2059 | J.P. Morgan Securities LLC | 7,363,000 USD | 1275664 | 71578 | 1204086 |
|  CMBX.NA.BBB-.8 | 2.00% 1M | 10/17/2057 | Goldman Sachs International | 38,000 USD | 545 | 351 | 194 |
|  CMBX.NA.BBB-.8 | 2.00% 1M | 10/17/2057 | Goldman Sachs International | 38,000 USD | 545 | 427 | 118 |
|  CMBX.NA.BBB-.9 | 3.00% 1M | 9/17/2058 | Goldman Sachs International | 177,000 USD | 33382 | 5120 | 28262 |
|  Total OTC Credit Default Swaps on Index (Buy Protection) | Total OTC Credit Default Swaps on Index (Buy Protection) | Total OTC Credit Default Swaps on Index (Buy Protection) | Total OTC Credit Default Swaps on Index (Buy Protection) |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482361 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906744 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575617 |

---

**OTC Credit Default Swaps on Index (Sell Protection) — Outstanding at December 31, 2022** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference <br>Obligation** | **Financing<br>Fee** | **Maturity<br>Date** | **Counterparty** | **Rating<sup>(1)</sup>** | **Notional<br>Amount<sup>(2)</sup>** | **Notional<br>Amount<sup>(2)</sup>** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  CMBX.NA.BBB-.10 | 3.00% 1M | 11/17/59 | Goldman Sachs International | BBB- | 1096000 | USD | $(189886) | $(30005) | $(159881) |
|  CMBX.NA.BBB-.10 | 3.00% 1M | 11/17/59 | Goldman Sachs International | BBB- | 18066000 | USD | (3129993) | (682643) | (2447350) |
|  CMBX.NA.BBB-.11 | 3.00% 1M | 11/18/54 | J.P. Morgan Securities LLC | BBB- | 7500000 | USD | (1138720) | (620026) | (518694) |
|  CMBX.NA.BBB-.8 | 2.00% 1M | 12/16/72 | Morgan Stanley Capital<br>Services LLC | NR | 603000 | USD | (52071) | (41396) | (10675) |
|  CMBX.NA.BBB-.8 | 2.00% 1M | 10/17/57 | Goldman Sachs International | BBB- | 246000 | USD | (3529) | (941) | (2588) |
|  CMBX.NA.BBB-.8 | 2.00% 1M | 10/17/57 | Goldman Sachs International | A | 132000 | USD | (1894) | (1374) | (520) |
|  CMBX.NA.BBB-.8 | 2.00% 1M | 10/17/57 | Goldman Sachs International | NR | 398000 | USD | (5710) | (5212) | (498) |
|  CMBX.NA.BBB-.8 | 3.00% 1M | 10/17/57 | Goldman Sachs International | BBB- | 981000 | USD | (155991) | (53982) | (102009) |
|  CMBX.NA.BBB-.8 | 3.00% 1M | 10/17/57 | Goldman Sachs International | BBB- | 232000 | USD | (36891) | (5855) | (31036) |
|  CMBX.NA.BBB-.8 | 3.00% 1M | 10/17/57 | J.P. Morgan Securities LLC | BBB- | 2160000 | USD | (343467) | (114150) | (229317) |
|  CMBX.NA.BBB-.8 | 2.00% 1M | 10/17/57 | Goldman Sachs International | BBB- | 34000 | USD | (488) | (523) | 35 |
|  CMBX.NA.BBB-.9 | 3.00% 1M | 09/17/58 | J.P. Morgan Securities LLC | BBB- | 177000 | USD | (33382) | (910) | (32472) |
|  Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | Total OTC Credit Default Swaps on Index (Sell Protection) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5092022) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1557017) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3535005) |

---

<sup>(1)</sup> Using the higher of the S&P's or Moody's ratings. NR represents a security that is not rated.

<sup>(2)</sup> The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement. 

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

**OTC Total Return Swaps Outstanding at December 31, 2022** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Payment<br>Frequency** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Buys** |  |  |  |  |  |  |
|  1Life Healthcare, Inc. | 07/24/24 | M | 1.00% | JPMorgan Chase Bank, N.A. | 3,694,333 USD | $(39371) |
|  5I5J Holding Group Co., Ltd. | 12/26/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 5,651 USD | (113) |
|  5I5J Holding Group Co., Ltd. | 12/16/24 | M | 1.00% | JPMorgan Chase Bank, N.A. | 107,303 USD | (3192) |
|  Activision Blizzard, Inc. | 01/02/24 | M | 4.82% | JPMorgan Chase Bank, N.A. | 4,370,505 USD | 38009 |
|  ADD Industry Zhejiang Corp., Ltd. | 11/05/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 261,388 USD | (2599) |
|  AECC Aviation Power Co., Ltd. | 01/02/25 | M | 1.00% | JPMorgan Chase Bank, N.A. | 605 USD | 3 |
|  Aerojet Rocketdyne Holdings, Inc. | 12/23/24 | M | 4.82% | JPMorgan Chase Bank, N.A. | 7,315,020 USD | 20311 |
|  AIMA Technology Group Co., Ltd. | 12/17/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 93,844 USD | (147) |
|  Aimer Co., Ltd. | 12/30/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 1,343 USD | 5 |
|  Albertsons Cos., Inc. | 10/16/24 | M | 4.82% | JPMorgan Chase Bank, N.A. | 5,449,618 USD | (62341) |
|  Ally Financial, Inc. | 05/23/23 | M | 1.00% | Morgan Stanley Capital Services LLC | 699,730 USD | 12230 |
|  Altra Industrial Motion Corp. | 10/30/24 | M | 4.82% | JPMorgan Chase Bank, N.A. | 5,714,875 USD | 12461 |
|  An Hui Wenergy Co., Ltd. | 07/16/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 158,606 USD | 3150 |
|  Anhui Anke Biotechnology Group Co., Ltd. | 01/02/25 | M | 4.72% | JPMorgan Chase Bank, N.A. | 65,539 USD | 301 |
|  Anhui Expressway Co., Ltd. | 12/18/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 12,890 USD | 149 |
|  Anhui Guangxin Agrochemical Co., Ltd. | 01/02/25 | M | 1.00% | JPMorgan Chase Bank, N.A. | 173,602 USD | 217 |
|  Anhui Hengyuan Coal Industry and Electricity Power Co., Ltd. | 10/23/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 24,431 USD | 185 |
|  Anhui Huaheng Biotechnology Co., Ltd. | 01/02/25 | M | 1.00% | JPMorgan Chase Bank, N.A. | 49,319 USD | (187) |
|  Anhui Jiuhuashan Tourism Development Co., Ltd. | 01/02/25 | M | 4.72% | JPMorgan Chase Bank, N.A. | 5,597 USD | 129 |
|  Anhui Kouzi Distillery Co., Ltd. | 01/02/25 | M | 4.72% | JPMorgan Chase Bank, N.A. | 75,512 USD | (20) |
|  Anhui Tatfook Technology Co., Ltd. | 11/04/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 365,360 USD | 1671 |
|  Anhui Xinhua Media Co., Ltd. | 11/06/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 336,238 USD | 2592 |
|  Anhui Xinli Finance Co., Ltd. | 01/02/25 | M | 4.72% | JPMorgan Chase Bank, N.A. | 31,091 USD | (71) |
|  Anhui Yingjia Distillery Co., Ltd. | 01/02/25 | M | 1.00% | JPMorgan Chase Bank, N.A. | 241,389 USD | (264) |
|  Anjoy Foods Group Co., Ltd. | 12/30/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 910,934 USD | (436) |
|  Antong Holdings Co., Ltd. | 11/13/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 181,765 USD | (3722) |
|  Antong Holdings Co., Ltd. | 12/18/24 | M | 1.00% | JPMorgan Chase Bank, N.A. | 163,110 USD | (2673) |
|  Anyang Iron & Steel, Inc. | 11/06/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 583,713 USD | (11818) |
|  Anzheng Fashion Group Co., Ltd. | 12/24/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 126,054 USD | (10054) |
|  Aotecar New Energy Technology Co., Ltd. | 12/30/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 11,485 USD | 850 |
|  Aotecar New Energy Technology Co., Ltd. | 01/02/25 | M | 1.00% | JPMorgan Chase Bank, N.A. | 9,932 USD | 965 |
|  Appotronics Corp., Ltd. | 12/11/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 8,050 USD | (261) |
|  Archermind Technology Nanjing Co., Ltd. | 12/18/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 695 USD | (22) |
|  Arcplus Group PLC | 11/25/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 611,095 USD | (16917) |
|  Arctech Solar Holding Co., Ltd. | 12/26/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 471,065 USD | (5371) |
|  Asia Cuanon Technology Shanghai Co., Ltd. | 12/24/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 160,404 USD | (6487) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Avary Holding Shenzhen Co., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 653,208 USD | $849 |
|  Avary Holding Shenzhen Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 25,436 USD | (174) |
|  AVIC Electromechanical Systems Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 78,536 USD | 254 |
|  Bank of Chengdu Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 98,993 USD | 1148 |
|  Bank of Hangzhou Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 577,587 USD | 15479 |
|  Bank of Jiangsu Co., Ltd. | 08/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 107,058 USD | 2108 |
|  Bank of Nanjing Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 101,139 USD | 637 |
|  Bank of Ningbo Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 444 USD | 23 |
|  Beihai Gofar Chuanshan Biological Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 46,961 USD | 179 |
|  Beijing Caishikou Department Store Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 65,612 USD | 1164 |
|  Beijing Capital Development Co., Ltd. | 12/09/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 129,403 USD | 1558 |
|  Beijing Capital Eco-Environment Protection Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 42,556 USD | (14) |
|  Beijing Dabeinong Technology Group Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 660,968 USD | 14754 |
|  Beijing Dalong Weiye Real Estate Development Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 6,291 USD | 8 |
|  Beijing E-Hualu Information Technology Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 720,471 USD | 3335 |
|  Beijing Gehua CATV Network Co., Ltd. | 12/02/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 97,217 USD | 1493 |
|  Beijing GeoEnviron Engineering & Technology, Inc. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 27,761 USD | 124 |
|  Beijing Jingneng Power Co., Ltd. | 05/15/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 451,606 USD | 10529 |
|  Beijing Kaiwen Education Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 53,654 USD | 474 |
|  Beijing Originwater Technology Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 70,118 USD | (308) |
|  Beijing Shengtong Printing Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 105,521 USD | (120) |
|  Beijing Shunxin Agriculture Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 149,994 USD | 1000 |
|  Beijing Tiantan Biological Products Corp., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 441,038 USD | (7) |
|  Beijing Tongyizhong New Material Technology Corp. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 22,852 USD | 10 |
|  Beijing Ultrapower Software Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 9,775 USD | 214 |
|  Beijing Ultrapower Software Co., Ltd. | 07/24/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 526,702 USD | 26685 |
|  Beijing United Information Technology Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 966,188 USD | 47760 |
|  Beijing Vastdata Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 341,829 USD | (2172) |
|  Beijing VRV Software Corp., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 17,545 USD | 121 |
|  Beijing Zhong Ke San Huan High-Tech Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 188,951 USD | 393 |
|  Berry Genomics Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 166,361 USD | (3542) |
|  Berry Genomics Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 364,066 USD | (7570) |
|  Bestway Marine & Energy Technology Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 110,943 USD | (195) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  Bethel Automotive Safety Systems Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 23,824 USD | $1431 |
|  Black Knight, Inc. | 05/13/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 2,182,103 USD | 82517 |
|  Bozhon Precision Industry Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 47,645 USD | 901 |
|  Bright Real Estate Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 17,827 USD | 114 |
|  BrightGene Bio-Medical Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 226,325 USD | 943 |
|  Brother Enterprises Holding Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 60,360 USD | (1134) |
|  Caida Securities Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 34,392 USD | (200) |
|  Cashway Fintech Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 83,437 USD | (1354) |
|  Central China Securities Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 400,260 USD | 3708 |
|  CETC Digital Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 82,734 USD | (9158) |
|  Changhong Meiling Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 77,255 USD | (40) |
|  Changjiang & Jinggong Steel Building Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 56,331 USD | 149 |
|  ChangjiangRunfa Health Industry Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 36,037 USD | (164) |
|  ChangYuan Technology Group Ltd. | 08/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 617,125 USD | (11432) |
|  Changzhou Tenglong Auto Parts Co., Ltd. | 11/06/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 48,994 USD | (651) |
|  Chemclin Diagnostics Co., Ltd. | 11/06/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 362,823 USD | (11633) |
|  Chengdu Kanghong Pharmaceutical Group Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 223 USD | 2 |
|  Chengdu Yunda Technology Co., Ltd. | 10/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 98 USD | 1 |
|  Chengxin Lithium Group Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 689,872 USD | (23307) |
|  China Aluminum International Engineering Corp., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 13,577 USD | 42 |
|  China Animal Husbandry Industry Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 100,108 USD | 1187 |
|  China Calxon Group Co., Ltd. | 12/09/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 193,149 USD | (7838) |
|  China CSSC Holdings Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 324 USD | (3) |
|  China Design Group Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 36,216 USD | 94 |
|  China Development Bank | 05/18/23 M | 6.95% | Morgan Stanley Capital Services LLC | 33,706,101 CNY | (10699) |
|  China Greatwall Technology Group Co., Ltd. | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 589,203 USD | (4350) |
|  China Hainan Rubber Industry Group Co., Ltd. | 12/31/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 16,447 USD | 123 |
|  China Haisum Engineering Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 623,638 USD | (30134) |
|  China Life Insurance Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 234,051 USD | 5167 |
|  China Merchants Energy Shipping Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 232,280 USD | 1236 |
|  China Merchants Energy Shipping Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 504,794 USD | (3023) |
|  China National Accord Medicines Corp., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 75,368 USD | (1561) |
|  China National Electric Apparatus Research Institute Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 32,031 USD | (91) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  China Nonferrous Metal Industry's Foreign Engineering and Construction Co., Ltd. | 12/26/24 M | 4.72% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | 64,788 USD | $603 |
|  China Nonferrous Metal Industry's Foreign Engineering and Construction Co., Ltd. | 12/02/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 561,290 USD | (859) |
|  China Oilfield Services Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 134,898 USD | 2480 |
|  China Pacific Insurance Group Co., Ltd. | 04/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 69,809 USD | 1793 |
|  China Railway Prefabricated Construction Co., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 77,581 USD | (1168) |
|  China Reform Culture Holdings Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 554,677 USD | (20147) |
|  China South Publishing & Media Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 44,404 USD | 101 |
|  China Southern Airlines Co., Ltd. | 11/19/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 107 USD | 2 |
|  China Southern Power Grid Energy Storage Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 84,751 USD | 3200 |
|  China Testing & Certification International Group Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 477,250 USD | 7078 |
|  China Vanke Co., Ltd. | 11/25/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 687,028 USD | 869 |
|  Chison Medical Technologies Co., Ltd. | 10/28/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 82,416 USD | (272) |
|  CHN Energy Changyuan Electric Power Co., Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 740,200 USD | 11275 |
|  Chongqing Dima Industry Co., Ltd. | 09/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 717,734 USD | (22291) |
|  Chongqing Gas Group Corp., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 1,362 USD | 12 |
|  Chongqing Lummy Pharmaceutical Co., Ltd. | 12/24/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 55,131 USD | (1146) |
|  Chongqing Water Group Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 75,322 USD | 244 |
|  Chongqing Zaisheng Technology Corp Ltd | 10/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 548,247 USD | (11338) |
|  Chr Hansen Holding | 12/16/24 M | 2.52% | JPMorgan Chase Bank, N.A. | 31,490,412 DKK | (74064) |
|  CIG Shanghai Co., Ltd. | 11/05/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 101,015 USD | (2062) |
|  CIMC Vehicles Group Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 32,369 USD | 764 |
|  Cisen Pharmaceutical Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 226,966 USD | (2397) |
|  Citychamp Dartong Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 95,939 USD | (2070) |
|  Clenergy Technology Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 25,653 USD | (56) |
|  CNHTC Jinan Truck Co., Ltd. | 12/18/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 218 USD | (4) |
|  CoCreation Grass Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 142,796 USD | 9051 |
|  Commodity Index Swap - MSCY2HGP | 12/23/22 M | 1.00% | Morgan Stanley & Co. LLC | 7,402 USD | 583 |
|  Commodity Index Swap - MSCY2LAP | 12/23/22 M | 1.00% | Morgan Stanley & Co. LLC | 7,162 USD | (24970) |
|  COSCO SHIPPING Energy Transportation Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 25,444 USD | 210 |
|  COSCO SHIPPING Energy Transportation Co., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 778,464 USD | (62921) |
|  COSCO SHIPPING Technology Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 12,760 USD | 57 |
|  Cowen, Inc. | 08/06/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 4,894,344 USD | (1267) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  CQ Pharmaceutical Holding Co., Ltd. | 01/02/25 M | 1.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | 76,196 USD | $(51) |
|  CSPC Innovation Pharmaceutical Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 5,106 USD | (112) |
|  CTS International Logistics Corp., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 404,862 USD | 2077 |
|  Dalian Bio-Chem Co., Ltd. | 08/05/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 234 USD | 19 |
|  Danhua Chemical Technology Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 105,721 USD | (2064) |
|  Dareway Software Co., Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 220,288 USD | (5242) |
|  Datang International Power Generation Co., Ltd. | 12/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 117,382 USD | 3381 |
|  Dazhong Transportation Group Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 59,598 USD | (81) |
|  DB Fixed Income Index Swap - DBMBSUN | 12/23/22 M | 1.00% | Deutsche Bank AG | 283,735 USD | (148195) |
|  DeHua TB New Decoration Materials Co., Ltd. | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 158 USD | (2) |
|  Deppon Logistics Co., Ltd. | 10/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 816,542 USD | 29938 |
|  Dlg Exhibitions & Events Corp., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 18,829 USD | 472 |
|  Dongguan Chitwing Technology Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 3,299 USD | (12) |
|  Duolun Technology Corp., Ltd. | 11/06/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 510,649 USD | 7266 |
|  Duzhe Publishing & Media Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 54,961 USD | (236) |
|  Eastroc Beverage Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 35,572 USD | 255 |
|  Electric Connector Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 14,365 USD | 6 |
|  Electricite de France S.A. | 10/14/24 M | 2.40% | JPMorgan Chase Bank, N.A. | 3,903,846 EUR | (1740) |
|  EMIS Group PLC | 06/19/24 M | 3.98% | JPMorgan Chase Bank, N.A. | 4,152,203 GBP | (5357) |
|  Eoptolink Technology Inc., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 75,314 USD | 1214 |
|  Euronav NV | 07/15/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 4,658,668 USD | (140529) |
|  Evo Payments, Inc. | 08/05/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 2,599,667 USD | 7705 |
|  FAWER Automotive Parts Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 31,346 USD | (586) |
|  FAWER Automotive Parts Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 77,149 USD | (1260) |
|  Feilong Auto Components Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 319 USD | 4 |
|  Financial Street Holdings Co., Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 123,510 USD | (5017) |
|  First Horizon Corp. | 03/01/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 4,992,267 USD | (10168) |
|  First Tractor Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 107,273 USD | (2753) |
|  First Tractor Co., Ltd. | 11/20/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 350,878 USD | 2506 |
|  Foryou Corp. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 309,679 USD | (11966) |
|  Foshan Electrical and Lighting Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 193,160 USD | (867) |
|  Foxconn Industrial Internet Co., Ltd. | 10/29/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 136,393 USD | 151 |
|  Frontier Biotechnologies, Inc. | 11/20/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 3 USD |  |
|  Fujian Aonong Biological Technology Group Inc., Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 426,542 USD | 1041 |
|  Fujian Sunner Development Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 87,489 USD | 2137 |
|  Fujian Sunner Development Co., Ltd. | 12/16/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 691,305 USD | 14450 |
|  Fushun Special Steel Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 234,069 USD | (430) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  Ganfeng Lithium Group Co., Ltd. | 01/02/25 M | 4.72% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | 776 USD | $(26) |
|  Gansu Yatai Industrial Development Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 20,591 USD | 373 |
|  GD Power Development Co., Ltd. | 12/04/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 806,832 USD | 7771 |
|  Gemdale Corp. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 7,526 USD | (21) |
|  Gemdale Corp. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 567,811 USD | (11700) |
|  GEPIC Energy Development Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 2,376 USD | 54 |
|  Getein Biotech, Inc. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 16,071 USD | (248) |
|  Giantec Semiconductor Corp. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 55,270 USD | 49 |
|  Ginlong Technologies Co., Ltd. | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 2,544 USD | 47 |
|  Goldlok Holdings Guangdong Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 123,956 USD | 3096 |
|  Goldman Sachs Fusion Swap | 12/29/22 M | 1.00% | Goldman Sachs International | 48,650,042 USD | (216968) |
|  Gotion High-tech Co., Ltd. | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 223,978 USD | (8325) |
|  Grace Fabric Technology Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 2,447 USD | (9) |
|  Grandjoy Holdings Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 32,924 USD | 69 |
|  Great Wall Motor Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 8,561 USD | (39) |
|  Greenland Holdings Corp., Ltd. | 12/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 477,182 USD | (2811) |
|  GS Equity Index Swap - GSCBBXC3 | 12/23/22 M | 1.00% | Goldman Sachs International | 119,833 USD | (195660) |
|  GS Equity Index Swap - GSCBBXE2 | 12/23/22 M | 1.00% | Goldman Sachs International | 100,657 USD | (88757) |
|  GS Equity Index Swap - GSXAT02I | 12/23/22 M | 1.00% | Goldman Sachs International | 341,931 USD | 1661785 |
|  Guangdong Baolihua New Energy Stock Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 88,801 USD | 1335 |
|  Guangdong Dongpeng Holdings Co., Ltd. | 11/20/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 301,576 USD | (15180) |
|  Guangdong Dongpeng Holdings Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 78,417 USD | (3002) |
|  Guangdong Electric Power Development Co., Ltd. | 11/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 585,314 USD | 59926 |
|  Guangdong Ellington Electronics Technology Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 632,373 USD | (7618) |
|  Guangdong Fangyuan New Materials Group Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 733,608 USD | (41644) |
|  Guangdong Green Precision Components Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 181,543 USD | (1915) |
|  Guangdong Guanhao High-Tech Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 695,406 USD | (7363) |
|  Guangdong Hongda Holdings Group Co., Ltd. | 09/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 130,508 USD | (2733) |
|  Guangdong Huate Gas Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 33,822 USD | 356 |
|  Guangdong Hybribio Biotech Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 176,776 USD | (3954) |
|  Guangdong Lyric Robot Automation Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 37,892 USD | 346 |
|  Guangdong Meiyan Jixiang Hydropower Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 267 USD | 2 |
|  Guangdong Shenglu Telecommunication Tech Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 87,564 USD | 724 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  Guangdong Shenglu Telecommunication Tech Co., Ltd. | 12/17/24 M | 4.72% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | 21,123 USD | $330 |
|  Guangdong Topstar Technology Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 4,579 USD | 26 |
|  Guangdong Xinbao Electrical Appliances Holdings Co., Ltd. | 08/05/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 252,828 USD | (3738) |
|  Guangdong Zhongnan Iron & Steel Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 52,393 USD | (737) |
|  Guanglian Aviation Industry Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 29,982 USD | 2667 |
|  Guanglian Aviation Industry Co., Ltd. | 11/05/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 72,562 USD | 6780 |
|  Guangshen Railway Co., Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 371,703 USD | 7768 |
|  Guangshen Railway Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 47,474 USD | 1605 |
|  Guangxi Guiguan Electric Power Co., Ltd. | 11/04/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 437,556 USD | 16835 |
|  Guangxi LiuYao Group Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 1,926 USD | (46) |
|  Guangzhou Baiyun Electric Equipment Co., Ltd. | 11/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 596,069 USD | (6137) |
|  Guangzhou Development Group, Inc. | 11/25/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 798,614 USD | 2610 |
|  Guangzhou Guangri Stock Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 21,542 USD | (16) |
|  Guangzhou Port Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 54,849 USD | 387 |
|  Guangzhou Sanfu New Materials Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 269,180 USD | (10936) |
|  Guangzhou Wondfo Biotech Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 18,850 USD | (512) |
|  Guangzhou Wondfo Biotech Co., Ltd. | 12/30/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 142,371 USD | (9879) |
|  Guangzhou Zhujiang Brewery Co., Ltd. | 12/26/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 5,498 USD | 33 |
|  Guangzhou Zhujiang Brewery Co., Ltd. | 12/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 317,591 USD | 887 |
|  Guizhou Bailing Group Pharmaceutical Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 489,246 USD | (54113) |
|  Guizhou Chanhen Chemical Corp. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 15,192 USD | 184 |
|  Guizhou Salvage Pharmaceutical Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 58,090 USD | (382) |
|  Guizhou Sanli Pharmaceutical Co., Ltd. | 12/24/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 578,540 USD | (9733) |
|  Guizhou Tyre Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 208,493 USD | (196) |
|  Guobang Pharma Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 67,138 USD | 639 |
|  Guoguang Electric Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 305,073 USD | 3799 |
|  Hailir Pesticides and Chemicals Group Co., Ltd. | 12/26/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 11,640 USD | 117 |
|  Hainan Drinda New Energy Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 272,085 USD | (493) |
|  Hainan Expressway Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 49,586 USD | 507 |
|  Hainan Haide Capital Management Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 223,516 USD | 2554 |
|  Hainan Haide Capital Management Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 23,761 USD | 326 |
|  Hainan Huluwa Pharmaceutical Group Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 93,667 USD | (1488) |
|  Hainan Poly Pharm Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 5,682 USD | (7) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  Haisco Pharmaceutical Group Co., Ltd. | 01/02/25 M | 1.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | 29,090 USD | $36 |
|  Hangcha Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 12,571 USD | 3 |
|  Hangzhou Haoyue Personal Care Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 6,615 USD | 100 |
|  Hangzhou Hopechart IoT Technology Co., Ltd. | 11/20/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 10,159 USD | 100 |
|  Hangzhou Jiebai Group Co., Ltd. | 11/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 158,705 USD | 5324 |
|  Hangzhou Lion Electronics Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 27,484 USD | 92 |
|  Hangzhou Lion Electronics Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 601 USD | 12 |
|  Hangzhou Onechance Tech Corp. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 53,219 USD | 962 |
|  Hanyu Group Joint-Stock Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 26,546 USD | (66) |
|  Haohua Chemical Science & Technology Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 323,095 USD | 349 |
|  Harbin Air Conditioning Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 25,443 USD | 244 |
|  Harbin Electric Corp Jiamusi Electric Machine Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 13,209 USD | (48) |
|  Harbin Gloria Pharmaceuticals Co., Ltd. | 12/31/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 46,904 USD | (500) |
|  Harbin Xinguang Optic-Electronics Technology Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 44,317 USD | (278) |
|  Healthcare Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 21,647 USD | 5 |
|  Hebei Hengshui Laobaigan Liquor Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 111,725 USD | 1140 |
|  Hebei Huatong Wires & Cables Group Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 460,547 USD | 2330 |
|  Heilongjiang Transportation Development Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 55,525 USD | 2890 |
|  Henan Ancai Hi-Tech Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 138,434 USD | (2227) |
|  Henan Dayou Energy Co., Ltd. | 12/02/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 268,087 USD | (5613) |
|  Henan Lingrui Pharmaceutical Co. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 39,246 USD | 896 |
|  Henan Taloph Pharmaceutical Stock Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 297,726 USD | (4228) |
|  Henan Tong-DA Cable Co., Ltd. | 10/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 39,385 USD | 53 |
|  Henan Yicheng New Energy Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 616,797 USD | (1827) |
|  Henan Zhongfu Industry Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 207,144 USD | (4014) |
|  Hengbao Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 32,792 USD | (68) |
|  Hengdian Group DMEGC Magnetics Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 860,596 USD | (8471) |
|  Hengli Petrochemical Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 133,466 USD | (1661) |
|  Henglin Home Furnishings Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 12,496 USD | 199 |
|  Hengtong Optic-electric Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 1,078,558 USD | (11856) |
|  Hexing Electrical Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 257 USD | (4) |
|  Hexing Electrical Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 20,739 USD | 528 |
|  Hisense Home Appliances Group Co., Ltd. | 11/05/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 297,877 USD | (440) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  Hisense Visual Technology Co., Ltd. | 10/23/24 M | 4.72% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | 343,688 USD | $1059 |
|  Hitevision Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 148,157 USD | (794) |
|  HMT Xiamen New Technical Materials Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 51,573 USD | 88 |
|  HNA Technology Co., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 99,286 USD | 360 |
|  Honz Pharmaceutical Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 205,643 USD | (3789) |
|  Horizon Therapeutics Plc | 12/16/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 5,746,445 USD | 39147 |
|  Hoshine Silicon Industry Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 330,961 USD | 718 |
|  Huaan Securities Co., Ltd. | 09/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 29,940 USD | 565 |
|  Huadian Power International Corp Ltd | 12/02/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 242,867 USD | 6232 |
|  Huaihe Energy Group Co., Ltd. | 11/27/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 646,067 USD | (4643) |
|  Huaneng Lancang River Hydropower, Inc. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 235,232 USD | 2405 |
|  Huangshan Tourism Development Co., Ltd. | 12/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 234,863 USD | 3931 |
|  Huapont Life Sciences Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 2 USD |  |
|  Huaren Pharmaceutical Co., Ltd. | 12/31/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 125,119 USD | (695) |
|  Huayi Brothers Media Corp. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 52,507 USD | 360 |
|  Huayu Automotive Systems Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 242,987 USD | 2566 |
|  Hubei Donper Electromechanical Group Co., Ltd. | 11/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 217,002 USD | 918 |
|  Hubei Jumpcan Pharmaceutical Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 403,216 USD | 939 |
|  Hunan Baili Engineering Sci & Tech Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 613,414 USD | (14492) |
|  Hunan Corun New Energy Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 688,636 USD | (3321) |
|  Hunan Haili Chemical Industry Co., Ltd. | 11/05/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 714,760 USD | (26891) |
|  Hunan Heshun Petroleum Co., Ltd. | 09/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 113,153 USD | 438 |
|  Hytera Communications Corp., Ltd. | 11/27/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 113,188 USD | (355) |
|  IAA, Inc. | 11/12/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 7,091,089 USD | 299311 |
|  IFE Elevators Co., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 7,596 USD | 46 |
|  IKD Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 433,625 USD | (8742) |
|  Industrial Securities Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 4,452 USD | 6 |
|  INESA Intelligent Tech, Inc. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 547,231 USD | 8444 |
|  InfoVision Optoelectronics Kunshan Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 13,092 USD | (23) |
|  Inner Mongolia Dazhong Mining Co., Ltd. | 12/16/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 32,635 USD | (3061) |
|  Inner Mongolia Furui Medical Science Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 54,437 USD | 386 |
|  Innovation Medical Management Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 69,929 USD | (1556) |
|  Innovation New Material Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 15,096 USD | (103) |
|  Insigma Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 28,132 USD | 59 |
|  Inventronics Hangzhou, Inc. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 6,341 USD | (2) |
|  IReader Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 33,283 USD | 901 |
|  iRobot Corp. | 08/07/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 3,627,972 USD | 9068 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  J.P. Morgan Equity Index Swap - AIJPLT2U | 12/15/22 M | 1.00% | J.P. Morgan Securities LLC | 79,449 USD | $(900157) |
|  Jangho Group Co., Ltd. | 12/30/24 M | 4.72% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | 147,608 USD | (1329) |
|  JC Finance & Tax Interconnect Holdings Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 123,939 USD | 725 |
|  JCHX Mining Management Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 118,088 USD | 168 |
|  Jee Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 560,462 USD | 379 |
|  Jiajiayue Group Co., Ltd. | 12/11/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 587,157 USD | 8503 |
|  Jiangshan Oupai Door Industry Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 19,160 USD | 271 |
|  Jiangsu Akcome Science & Technology Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 329,261 USD | 5194 |
|  Jiangsu Akcome Science & Technology Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 358,105 USD | 3654 |
|  Jiangsu Asia-Pacific Light Alloy Technology Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 111,045 USD | (845) |
|  Jiangsu Changbao Steeltube Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 393,972 USD | 1085 |
|  Jiangsu Changshu Automotive Trim Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 488,570 USD | 4083 |
|  Jiangsu Cnano Technology Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 274,016 USD | (5479) |
|  Jiangsu Dingsheng New Energy Materials Co., Ltd. | 10/16/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 426,039 USD | (12197) |
|  Jiangsu Etern Co., Ltd. | 10/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 621,549 USD | 3432 |
|  Jiangsu Feiliks International Logistics, Inc. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 26,985 USD | (14) |
|  Jiangsu Financial Leasing Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 24,984 USD | 5 |
|  Jiangsu Hengrui Pharmaceuticals Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 514,245 USD | 656 |
|  Jiangsu High Hope International Group Corp. | 11/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 583,665 USD | 14066 |
|  Jiangsu Kuangshun Photosensitivity New-Material Stock Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 13,349 USD | (7) |
|  Jiangsu Lanfeng Bio-chemical Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 15,945 USD | 119 |
|  Jiangsu Lihua Animal Husbandry Stock Co., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 47,275 USD | 1008 |
|  Jiangsu Linyang Energy Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 84,542 USD | (146) |
|  Jiangsu Lopal Tech., Co., | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 35,095 USD | (462) |
|  Jiangsu Nata Opto-electronic Material Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 28,524 USD | (108) |
|  Jiangsu Pacific Quartz Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 32,682 USD | (568) |
|  Jiangsu Sanfame Polyester Material Co., Ltd. | 11/20/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 38,213 USD | (1121) |
|  Jiangsu Sanfangxiang Industry | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 31,820 USD | (917) |
|  Jiangsu Shuangxing Color Plastic New Materials Co., Ltd. | 12/26/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 30,971 USD | 942 |
|  Jiangsu Shuangxing Color Plastic New Materials Co., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 640,441 USD | (8233) |
|  Jiangsu Wujin Stainless Steel Pipe Group Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 171,287 USD | (717) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  JiangSu WuZhong Pharmaceutical Development Co., Ltd. | 01/02/25 M | 1.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | 198,984 USD | $(683) |
|  Jiangsu Xinquan Automotive Trim Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 676,331 USD | 18529 |
|  Jiangsu Xinri E-Vehicle Co., Ltd. | 09/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 497,276 USD | (3879) |
|  Jiangsu Yoke Technology Co., Ltd. | 11/05/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 123,249 USD | 2827 |
|  Jiangsu Zhongtian Technology Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 681,010 USD | 28720 |
|  Jiangxi Black Cat Carbon Black Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 142,336 USD | (7857) |
|  Jiangxi Black Cat Carbon Black Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 2,436 USD | (25) |
|  Jiangxi Guotai Group Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 168,939 USD | 727 |
|  Jianmin Pharmaceutical Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 338,598 USD | 212 |
|  Jiayou International Logistics Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 134,803 USD | 1414 |
|  Jilin Expressway Co., Ltd. | 11/05/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 203,916 USD | 2371 |
|  Jilin Liyuan Precision Manufacturing Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 36,698 USD | (390) |
|  Jinan High-tech Development Co., Ltd. | 12/02/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 71,564 USD | (646) |
|  Jinan Shengquan Group Share Holding Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 383,220 USD | (1986) |
|  Jinduicheng Molybdenum Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 894,113 USD | (1076) |
|  Jing-Jin Electric Technologies Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 684 USD | (2) |
|  Jingwei Textile Machinery Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 14,911 USD | 95 |
|  Jinyuan EP Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 1,458 USD | (64) |
|  Jinyuan EP Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 141,832 USD | (2006) |
|  Jinzai Food Group Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 22,221 USD | 674 |
|  Jinzhou Jixiang Molybdenum Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 347,371 USD | (12877) |
|  Jishi Media Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 2,822 USD | 53 |
|  JL Mag Rare-Earth Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 125 USD | 6 |
|  Joinn Laboratories China Co., Ltd. | 11/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 295,409 USD | 7913 |
|  Jointo Energy Investment Co., Ltd. Hebei | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 591,619 USD | 7263 |
|  Jointown Pharmaceutical Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 77,939 USD | (281) |
|  Jolywood Suzhou Sunwatt Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 391,229 USD | 5722 |
|  Juneyao Grand Healthy Drinks Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 102,377 USD | 822 |
|  Keboda Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 35,961 USD | 24 |
|  Keda Industrial Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 39,537 USD | (85) |
|  Kehua Holdings Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 33,648 USD | (77) |
|  Kexin Development Co., Ltd. Shan Xi | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 18,050 USD | (203) |
|  KingClean Electric Co., Ltd. | 12/09/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 48,626 USD | (2643) |
|  Kingfa Sci & Tech Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 419,658 USD | 1998 |
|  Kingsemi Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 196,110 USD | (252) |
|  Kuang-Chi Technologies Co., Ltd. | 11/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 107,533 USD | 3376 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional <br>Amount** | **Unrealized <br>Appreciation<br>(Depreciation)** |
|  Kunming Longjin Pharmaceutical Co., Ltd. | 01/02/25 M | 4.72% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank, N.A. | 117,660 USD | $(1264) |
|  Kunshan Kersen Science & Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 8,387 USD | 12 |
|  Kunshan Kinglai Hygienic Materials Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 88,195 USD | (359) |
|  Kunwu Jiuding Investment Holdings Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 22,412 USD | 124 |
|  L&K Engineering Suzhou Co., Ltd. | 12/31/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 93,130 USD | (3571) |
|  Lakeland Bancorp, Inc. | 10/01/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 392,985 USD | (2219) |
|  Lanpec Technologies Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 12,079 USD | 15 |
|  Lecron Industrial Development Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 488,497 USD | (3183) |
|  Leedarson IoT Technology, Inc. | 09/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 626,322 USD | (36481) |
|  Lets Holdings Group Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 13,095 USD | (26) |
|  LHC Group, Inc. | 04/02/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 5,394,099 USD | (30518) |
|  LianChuang Electronic Technology Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 37,571 USD | (25) |
|  Lingyi iTech Guangdong Co. | 11/05/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 223,149 USD | (1233) |
|  Lingyuan Iron & Steel Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 195,147 USD | (4787) |
|  Liuzhou Chemical Industry Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 15,437 USD | 203 |
|  LONGi Green Energy Technology Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 616 USD | (8) |
|  Longmaster Information & Technology Co., Ltd. | 12/24/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 179,642 USD | (1607) |
|  Longshine Technology Group Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 305,621 USD | (7146) |
|  Longxing Chemical Industry Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 92,890 USD | (522) |
|  Lu Thai Textile Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 41,492 USD | 441 |
|  Luoyang Xinqianglian Slewing Bearing Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 773 USD | (6) |
|  Lushang Health Industry Development Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 100,883 USD | 1031 |
|  Luyin Investment Group Co., Ltd. | 12/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 572,522 USD | (14452) |
|  Luzhou Laojiao Co., Ltd. | 12/27/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 53,044 USD | 1802 |
|  Malion New Materials Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 173,921 USD | (2992) |
|  Mango Excellent Media Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 330,564 USD | 223 |
|  Maoming Petro-Chemical Shihua Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 42,190 USD | 140 |
|  Meridian Bioscience, Inc. | 07/10/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 5,136,128 USD | (6179) |
|  Metro Land Corp., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 3,842 USD | (62) |
|  Micro Focus International PLC | 08/29/24 M | 3.98% | JPMorgan Chase Bank, N.A. | 1,360,359 GBP | 13783 |
|  Minmetals Capital Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 1,598 USD | 9 |
|  Monalisa Group Co., Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 45,431 USD | (168) |
|  Montage Technology Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 73,250 USD | (1210) |
|  MS Alpha Swap | 12/28/23 M | 1.00% | Morgan Stanley Capital Services LLC | 131,265,739 USD | 529473 |
|  MS Alpha Swap | 08/14/24 M | 1.00% | Morgan Stanley Capital Services LLC | 161,103,390 USD | (639644) |
|  MS Alpha Swap | 12/27/23 M | 1.00% | Morgan Stanley Capital Services LLC | 54,489,200 USD | (585630) |
|  MS Equity Index Swap - MS22COM3 | 12/27/22 M | 1.00% | Morgan Stanley Capital Services LLC | 126,160 USD | (114288) |
|  Myovant Sciences Ltd. | 10/28/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 788,476 USD | (1460) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  MYS Group Co., Ltd. | 11/20/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 110,432 USD | $1598 |
|  Nacity Property Service Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 1,410 USD | 14 |
|  Nanhua Futures Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 50,019 USD | 41 |
|  Nanjing Cosmos Chemical Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 3,958 USD | 543 |
|  Nanjing OLO Home Furnishing Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 3,002 USD | (17) |
|  Nanjing Tanker Corp. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 528,730 USD | 13157 |
|  Nanning Chemicals | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 38,339 USD | (7) |
|  Nantong Acetic Acid Chemical Co., Ltd. | 11/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 503,396 USD | (11387) |
|  Nantong Jianghai Capacitor Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 34,221 USD | (433) |
|  Nantong Jianghai Capacitor Co., Ltd. | 10/16/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 151,544 USD | 4203 |
|  Nantong Jiangshan Agrochemical & Chemical LLC | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 296,345 USD | 1043 |
|  Nantong Jiangshan Agrochemical & Chemical LLC | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 4,292 USD | 147 |
|  National Silicon Industry Group Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 387,741 USD | (1175) |
|  NAURA Technology Group Co., Ltd. | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 424,583 USD | (3262) |
|  NBTM New Materials Group Co., Ltd. | 09/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 203,147 USD | (3232) |
|  Neusoft Corp. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 45,146 USD | (347) |
|  New Hope Dairy Co., Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 481,913 USD | 15185 |
|  New York Community Bancorp, Inc. | 12/04/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 2,587 USD | (41) |
|  Neway Valve Suzhou Co., Ltd. | 11/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 299,858 USD | 6236 |
|  Ningbo Boway Alloy Material Co., Ltd. | 11/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 868,326 USD | 13665 |
|  Ningbo Changhong Polymer Scientific & Technical, Inc. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 30,560 USD | (294) |
|  Ningbo Deye Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 734,578 USD | (875) |
|  Ningbo Fubang Jingye Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 4,346 USD | 16 |
|  Ningbo Joyson Electronic Corp. | 10/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 486,281 USD | 5652 |
|  Ningbo Lehui International Engineering Equipment Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 5,507 USD | (214) |
|  Ningbo Menovo Pharmaceutical Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 265,597 USD | 360 |
|  Ningbo Orient Wires & Cables Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 910 USD | 27 |
|  Ningbo Sanxing Medical Electric Co., Ltd. | 10/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 577,282 USD | 49433 |
|  Ningbo Shenglong Automotive Powertrain System Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 43,142 USD | (16) |
|  Ningbo Tuopu Group Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 583,082 USD | 1732 |
|  Ningbo Xusheng Group Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 139,245 USD | (114) |
|  Ningbo Yongxin Optics Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 30,029 USD | (177) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Ningbo Zhoushan Port Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 51 USD | $— |
|  NKY Medical Holdings Ltd. | 12/23/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 76,675 USD | 2696 |
|  Noble Corp. PLC | 10/09/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 19,015 USD | 4704 |
|  Noblelift Intelligent Equipment Co., Ltd. | 11/25/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 490,150 USD | 6610 |
|  North China Pharmaceutical Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 192,834 USD | (2354) |
|  North Copper ShanXi Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 41,442 USD | (702) |
|  Novogene Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 15,002 USD | 183 |
|  NYOCOR Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 60,418 USD | 612 |
|  Oceanwide Holdings Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 50,805 USD | (673) |
|  Oceanwide Holdings Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 462,149 USD | (13338) |
|  Offshore Oil Engineering Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 292,595 USD | 7427 |
|  Offshore Oil Engineering Co., Ltd. | 10/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 500,801 USD | 19447 |
|  Olympic Circuit Technology Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 410,700 USD | 323 |
|  Olympic Circuit Technology Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 23,145 USD | (597) |
|  Oppein Home Group, Inc. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 180,156 USD | (91) |
|  OZ Minerals Ltd. | 12/27/24 M | 3.41% | JPMorgan Chase Bank, N.A. | 742,403 AUD | 695 |
|  Pendal Group Ltd. | 09/18/24 M | 3.41% | JPMorgan Chase Bank, N.A. | 3,343,708 AUD | 36942 |
|  People's Insurance Co., Group of China Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 619,751 USD | 9124 |
|  Perfect Group Corp., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 50,279 USD | (1175) |
|  Petpal Pet Nutrition Technology Co., Ltd. | 10/09/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 111,563 USD | (357) |
|  Piesat Information Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 49,193 USD | 3 |
|  PKU Healthcare Corp., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 74,225 USD | (593) |
|  PNC Process Systems Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 55,880 USD | 185 |
|  Pnm Resources, Inc. | 10/23/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 6,624,874 USD | (4071) |
|  Porton Pharma Solutions Ltd. | 11/20/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 5,164 USD | 124 |
|  Puyang Refractories Group Co., Ltd. | 09/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 504,620 USD | (13159) |
|  Pylon Technologies Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 699,641 USD | (387) |
|  Qianhe Condiment and Food Co., Ltd. | 11/12/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 202,059 USD | 310 |
|  Qiming Information Technology Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 50,937 USD | 54 |
|  Qingdao Gaoce Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 166,551 USD | (360) |
|  Qingdao Huicheng Environmental Technology Group Co., Ltd. | 12/31/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 11,709 USD | (427) |
|  Qingdao Port International Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 26,807 USD | 873 |
|  Qingdao Port International Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 570,655 USD | 6428 |
|  Qingdao Topscomm Communication, Inc. | 11/05/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 563,871 USD | 7558 |
|  Qinhuangdao Port Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 125,947 USD | 1432 |
|  Qinhuangdao Port Co., Ltd. | 11/05/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 476,419 USD | (489) |
|  Quectel Wireless Solutions Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 118,185 USD | 739 |
|  Red Avenue New Materials Group Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 95,529 USD | 264 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Red Avenue New Materials Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 421,236 USD | $(3913) |
|  Renhe Pharmacy Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 7,157 USD | (123) |
|  Renhe Pharmacy Co., Ltd. | 12/27/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 696,685 USD | (63055) |
|  Repsol S.A | 05/27/24 M | 1.89% | Morgan Stanley Capital Services LLC | 467,063 EUR | 3560 |
|  Risen Energy Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 244,069 USD | (928) |
|  RiseSun Real Estate Development Co., Ltd. | 11/19/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 111,398 USD | (5234) |
|  Riyue Heavy Industry Co., Ltd. | 11/19/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 366,583 USD | 2232 |
|  Rizhao Port Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 126,034 USD | 1626 |
|  Ruida Futures Co., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 193 USD | (1) |
|  Runner Xiamen Corp. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 18,276 USD | 2 |
|  Sai Micro Electronics, Inc. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 120,342 USD | (430) |
|  Sai Micro Electronics, Inc. | 12/31/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 25,987 USD | (686) |
|  Sangfor Technologies, Inc. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 74,902 USD | (427) |
|  Sanjiang Shopping Club Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 71,833 USD | 169 |
|  Sanxiang Advanced Materials Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 383,491 USD | (1553) |
|  SDIC Power Holdings Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 123,895 USD | 269 |
|  Shahe Industrial Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 37,301 USD | (215) |
|  Shan Xi Hua Yang New Materials Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 1,336 USD | 2 |
|  Shandong Bohui Paper Industrial Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 55,811 USD | 73 |
|  Shandong Buchang Pharmaceuticals Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 400,233 USD | (6417) |
|  Shandong Buchang Pharmaceuticals Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 298,830 USD | (8972) |
|  Shandong Cynda Chemical Co., Ltd. | 10/08/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 708,888 USD | 1189 |
|  Shandong Daye Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 10,477 USD | 14 |
|  Shandong Gold Phoenix Group Co., Ltd. | 11/04/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 109,702 USD | 641 |
|  Shandong Huifa Foodstuff Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 279,542 USD | 5142 |
|  Shandong Jinjing Science & Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 161,552 USD | (1678) |
|  Shandong Jinling Mining Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 18,098 USD | 186 |
|  Shandong Linglong Tyre Co., Ltd. | 08/14/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 59,524 USD | (14) |
|  Shandong Publishing & Media Co., Ltd. | 11/04/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 230,454 USD | 7405 |
|  Shandong Sacred Sun Power Sources Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 99,059 USD | (182) |
|  Shandong Xiantan Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 143,497 USD | (3) |
|  Shandong Yisheng Livestock & Poultry Breeding Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 59,303 USD | 682 |
|  Shang Gong Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 7,353 USD | 210 |
|  Shanghai Aiko Solar Energy Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 141,827 USD | 5064 |
|  Shanghai Aiko Solar Energy Co., Ltd. | 10/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 31,291 USD | 1351 |
|  Shanghai Baosight Software Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 743,439 USD | 188 |
|  Shanghai Carthane Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 693 USD | 1 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Shanghai CEO Environmental Protection Technology Co., Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 1,813 USD | $(17) |
|  Shanghai Challenge Textile Co., Ltd. | 12/11/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 333,116 USD | (22622) |
|  Shanghai Construction Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 34,631 USD | 2 |
|  Shanghai Feilo Acoustics Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 31,388 USD | (769) |
|  Shanghai Foreign Service Holding Group Co., Ltd. | 07/24/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 99,142 USD | (1756) |
|  Shanghai Foreign Service Holding Group Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 325,287 USD | (4360) |
|  Shanghai Fudan Forward S & T Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 8,251 USD | (23) |
|  Shanghai Guangdian Electric Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 23,427 USD | 126 |
|  Shanghai Haixin Group Co. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 752 USD | 5 |
|  Shanghai International Airport Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 854 USD | (24) |
|  Shanghai Jiaoda Onlly Co., Ltd. | 11/20/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 200,356 USD | (6904) |
|  Shanghai Kaibao Pharmaceutical Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 407,096 USD | (4079) |
|  Shanghai Kinlita Chemical Co., Ltd. | 12/18/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 117,794 USD | (2225) |
|  Shanghai Labway Clinical Laboratory Co., Ltd. | 12/26/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 213,402 USD | (706) |
|  Shanghai Labway Clinical Laboratory Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 416,711 USD | (7682) |
|  Shanghai Maling Aquarius Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 258,820 USD | 6154 |
|  Shanghai No 1 Pharmacy Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 310,562 USD | (965) |
|  Shanghai Pret Composites Co., Ltd. | 12/16/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 107,954 USD | 3443 |
|  Shanghai Putailai New Energy Technology Co., Ltd. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 25,783 USD | (404) |
|  Shanghai Runda Medical Technology Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 50,017 USD | (134) |
|  Shanghai Shenda Co., Ltd. | 11/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 157,723 USD | (2003) |
|  Shanghai Wondertek Software Corp., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 49,721 USD | 139 |
|  Shanghai Xinhua Media Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 3,051 USD | 33 |
|  Shanghai Xintonglian Packaging Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 7,945 USD | 1 |
|  Shanghai Yaohua Pilkington Glass Group Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 1,736 USD | (8) |
|  Shanghai Yaoji Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 58,833 USD | 182 |
|  Shanghai Yongguan Adhesive Products Corp., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 16,357 USD | (57) |
|  Shanghai Yongli Belting Co., Ltd. | 11/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 36,311 USD | (532) |
|  Shanghai Yuyuan Tourist Mart Group Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 145,509 USD | 852 |
|  Shanghai Zhangjiang High-Tech Park Development Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 23,312 USD | (637) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Shanghai Zhonggu Logistics Co., Ltd. | 12/16/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 184,430 USD | $(3509) |
|  Shanghai Zijiang Enterprise Group Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 4,690 USD | (15) |
|  Shanghai Zijiang Enterprise Group Co., Ltd. | 11/25/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 332,704 USD | 1674 |
|  Shanxi Antai Group Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 156,517 USD | (1733) |
|  Shanxi Coking Coal Energy Group Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 50,336 USD | 275 |
|  Shanxi Lu'an Environmental Energy Development Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 254 USD | (11) |
|  Shanxi Tond Chemical Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 12,468 USD | (30) |
|  Shaw Communications, Inc. | 03/17/23 M | 5.22% | JPMorgan Chase Bank, N.A. | 8,550,363 CAD | 501487 |
|  Shenghe Resources Holding Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 110,766 USD | (2) |
|  Shenzhen Baoming Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 56,413 USD | (528) |
|  Shenzhen Bioeasy Biotechnology Co., Ltd. | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 186,580 USD | (19906) |
|  Shenzhen Bioeasy Biotechnology Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 122,935 USD | (6067) |
|  Shenzhen Center Power Tech Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 156,683 USD | (2987) |
|  Shenzhen Colibri Technologies Co., Ltd. | 10/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 503,116 USD | 8567 |
|  Shenzhen Das Intellitech Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 397,464 USD | 4644 |
|  Shenzhen Deren Electronic Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 100,954 USD | (639) |
|  Shenzhen Everwin Precision Technology Co., Ltd. | 11/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 148,439 USD | (2369) |
|  Shenzhen Gongjin Electronics Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 69,010 USD | 63 |
|  Shenzhen Hepalink Pharmaceutical Group Co., Ltd. | 12/23/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 280,939 USD | 2246 |
|  Shenzhen Invt Electric Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 71,328 USD | 33 |
|  Shenzhen Jieshun Science And Technology Industry Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 22,114 USD | (105) |
|  Shenzhen Jinxinnong Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 55,856 USD | 339 |
|  Shenzhen Kangtai Biological Products Co., Ltd. | 12/16/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 435 USD | 19 |
|  Shenzhen Kexin Communication Technologies Co., Ltd. | 12/26/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 149,072 USD | 1161 |
|  Shenzhen Kingkey Smart Agriculture Times Co., Ltd. | 11/06/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 81,469 USD | 2495 |
|  Shenzhen Kinwong Electronic Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 10,718 USD | 55 |
|  Shenzhen Kstar Science and Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 42,131 USD | 126 |
|  Shenzhen Liantronics Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 24,548 USD | (132) |
|  Shenzhen New Nanshan Holding Group Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 132,004 USD | (6058) |
|  Shenzhen New Nanshan Holding Group Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 539,687 USD | (36174) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Shenzhen Properties & Resources Development Group Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 57,314 USD | $205 |
|  Shenzhen SED Industry Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 79,721 USD | (590) |
|  Shenzhen Silver Basis Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 73,559 USD | 2005 |
|  Shenzhen Sinexcel Electric Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 178,544 USD | (2079) |
|  Shenzhen Sunway Communication Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 60,445 USD | 829 |
|  Shenzhen Tagen Group Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 11,825 USD | (357) |
|  Shenzhen Tagen Group Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 51,903 USD | (986) |
|  Shenzhen Topband Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 1,286 USD | 56 |
|  Shenzhen Topband Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 109,120 USD | 969 |
|  Shenzhen United Winners Laser Co., Ltd. | 10/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 871,936 USD | 27428 |
|  Shenzhen World Union Group, Inc. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 212,506 USD | (6020) |
|  Shenzhen World Union Group, Inc. | 12/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 362,713 USD | (5966) |
|  Shenzhen Xunjiexing Technology Corp., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 1,656 USD | (9) |
|  Shenzhen Yan Tian Port Holding Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 111,927 USD | 2284 |
|  Shenzhen Ysstech Info-tech Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 27,081 USD | 909 |
|  Shenzhen Zhaowei Machinery & Electronic Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 36,547 USD | 240 |
|  Shuangliang Eco-Energy Systems Co., Ltd. | 12/23/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 128,178 USD | 9195 |
|  Sichuan Hezong Medicine Easy-to-buy Pharmaceutical Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 420 USD | (5) |
|  Sichuan Hongda Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 50,547 USD | (344) |
|  Sichuan Injet Electric Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 80,186 USD | (1967) |
|  Sichuan Road and Bridge Group Co., Ltd. | 12/17/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 82,784 USD | 3435 |
|  Sichuan Teway Food Group Co., Ltd. | 11/25/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 317,812 USD | 10682 |
|  Sichuan Yahua Industrial Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 8,397 USD | (36) |
|  Sichuan Yahua Industrial Group Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 6,408 USD | (53) |
|  Siemens Gamesa Renewable Energy S.A. | 05/27/24 M | 0.93% | JPMorgan Chase Bank, N.A. | 6,675,365 EUR | 11896 |
|  Sierra Wireless, Inc. | 08/07/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 21,474 USD | 7 |
|  Signify Health, Inc. | 09/10/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 3,813,773 USD | 1331 |
|  Sino Medical Sciences Technology, Inc. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 84 USD | (2) |
|  Sinocelltech Group Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 49,236 USD | (419) |
|  Sinolink Securities Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 216,580 USD | 179 |
|  Sinopec Oilfield Service Corp. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 9,448 USD | 37 |
|  Sinopec Shanghai Petrochemical Co., Ltd. | 12/02/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 580,918 USD | (7341) |
|  Sinosteel Engineering & Technology Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 174,824 USD | (1850) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Snowsky Salt Industry Group Co., Ltd. | 12/04/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 179,069 USD | $(1971) |
|  Solareast Holdings Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 38,913 USD | (75) |
|  SooChow Securities Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 29,492 USD | 4 |
|  SPDR S&P Biotech ETF | 12/23/22 M | 1.00% | Morgan Stanley Capital Services LLC | 158,429 USD | 66540 |
|  SPIC Industry-Finance Holdings Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 229,231 USD | 965 |
|  SPIC Industry-Finance Holdings Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 14,590 USD | 167 |
|  Spirit Airlines, Inc. | 02/09/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 5,630,180 USD | (93789) |
|  Springsnow Food Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 121,614 USD | 1795 |
|  State Grid Information & Communication Co., Ltd. | 12/10/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 630,429 USD | 21840 |
|  STO Express Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 147,769 USD | 530 |
|  Sumec Corp., Ltd. | 12/02/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 363,617 USD | (246) |
|  Suning Universal Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 178,590 USD | 1940 |
|  Sunrise Group Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 14,407 USD | (494) |
|  Sunshine Global Circuits Co., Ltd. | 12/18/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 81,501 USD | (1276) |
|  Sunwoda Electronic Co., Ltd. | 12/30/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 41,581 USD | (812) |
|  Suofeiya Home Collection Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 118,184 USD | 154 |
|  Surfilter Network Technology Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 110,280 USD | 2632 |
|  Suzhou Chunqiu Electronic Technology Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 49,850 USD | (808) |
|  Suzhou Jinfu Technology Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 322,458 USD | (7583) |
|  Suzhou Kelida Building & Decoration Co., Ltd. | 11/06/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 52,480 USD | (627) |
|  SuZhou NanoMicro Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 62,732 USD | (177) |
|  Suzhou Secote Precision Electronic Co., Ltd. | 11/20/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 304,184 USD | (5253) |
|  Suzhou Shihua New Material Technology Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 85,688 USD | (1855) |
|  Suzhou Veichi Electric Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 19,774 USD | (112) |
|  Suzhou Victory Precision Manufacture Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 408,004 USD | (7131) |
|  Suzhou Zelgen Biopharmaceutical Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 7,230 USD | (32) |
|  T&S Communications Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 103,284 USD | 303 |
|  TDG Holdings Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 93,904 USD | 251 |
|  Tech-Bank Food Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 87 USD | 1 |
|  Tengda Construction Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 12,557 USD | 37 |
|  Thalys Medical Technology Group, Inc. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 15,561 USD | 3 |
|  Thunder Software Technology Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 20,189 USD | 11 |
|  Tian Jin Bohai Chemical Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 35,332 USD | (189) |
|  Tianjin Lvyin Landscape and Ecology Construction Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 1,209 USD | 11 |
|  Tianjin Ringpu Bio-Technology Co., Ltd. | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 22,917 USD | (162) |
|  Tianneng Battery Group Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 61,885 USD | 2064 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Tianyu Digital Technology Dalian Group Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 647,732 USD | $(1137) |
|  Titan Wind Energy Suzhou Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 295,045 USD | 1169 |
|  Tongwei Co., Ltd. | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 967,720 USD | (3179) |
|  Top Energy Co., Ltd. Shanxi | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 123,424 USD | 4114 |
|  Top Score Fashion Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 72,184 USD | (3696) |
|  Triangle Tyre Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 78,430 USD | 81 |
|  Troy Information Technology Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 112,264 USD | 934 |
|  Tsingtao Brewery Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 241,193 USD | 43 |
|  U.S. Treasury Notes | 01/30/23 M | 1.00% | Morgan Stanley & Co. LLC | 6,712,000 USD | (52803) |
|  U.S. Treasury Notes | 01/30/23 M | 1.00% | Morgan Stanley & Co. LLC | 3,494,000 USD | (66082) |
|  U.S. Treasury Notes | 01/30/23 M | 1.00% | Morgan Stanley & Co. LLC | 2,568,000 USD | (93529) |
|  U.S. Treasury Notes | 01/30/23 M | 1.00% | Morgan Stanley & Co. LLC | 3,821,000 USD | (39257) |
|  U.S. Treasury Notes | 01/30/23 M | 1.00% | Morgan Stanley & Co. LLC | 6,078,000 USD | 30025 |
|  U.S. Treasury Notes | 01/30/23 M | 1.00% | Morgan Stanley & Co. LLC | 7,033,000 USD | (10810) |
|  U.S. Treasury Notes | 01/30/23 M | 1.00% | Morgan Stanley & Co. LLC | 1,756,000 USD | 4113 |
|  UE Furniture Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 256,267 USD | (3951) |
|  Umpqua Holdings Corp. | 10/16/23 M | 4.82% | JPMorgan Chase Bank, N.A. | 1,277,342 USD | (32091) |
|  Universal Scientific Industrial Shanghai Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 18,083 USD | (573) |
|  Universal Scientific Industrial Shanghai Co., Ltd. | 11/13/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 744,988 USD | (1859) |
|  Verisilicon Microelectronics Shanghai Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 41,916 USD | (76) |
|  VMware, Inc. | 05/30/24 M | 4.82% | JPMorgan Chase Bank, N.A. | 6,939,564 USD | 47812 |
|  Vtron Group Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 6,049 USD | 32 |
|  Wanbangde Pharmaceutical Holding Group Co., Ltd. | 12/17/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 564,699 USD | (32964) |
|  Wangsu Science & Technology Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 255,157 USD | 6357 |
|  Ways Electron Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 682,287 USD | (13498) |
|  Wellhope Foods Co., Ltd. | 10/23/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 680,871 USD | 5170 |
|  Wencan Group Co., Ltd. | 12/26/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 23,264 USD | (76) |
|  Wencan Group Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 639,781 USD | (17846) |
|  Wenfeng Great World Chain Development Corp. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 160,933 USD | 1408 |
|  Western Region Gold Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 310,895 USD | (8502) |
|  Winner Medical Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 76,038 USD | 2130 |
|  Wolong Real Estate Group Co., Ltd. | 11/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 547,187 USD | (25066) |
|  Wuchan Zhongda Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 145,885 USD | 1632 |
|  Wuhan Hanshang Group Co. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 100,123 USD | (3979) |
|  Wuhan Huazhong Numerical Control Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 55,448 USD | (2176) |
|  Wuhan Jingce Electronic Group Co., Ltd. | 12/03/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 100,981 USD | (2050) |
|  Wuhan Keqian Biology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 13,578 USD | (45) |
|  Wuhan Tianyu Information Industry Co., Ltd. | 12/17/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 204,873 USD | (750) |
|  Wuhan Tianyu Information Industry Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 89,651 USD | 701 |
|  WUS Printed Circuit Kunshan Co., Ltd. | 11/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 177,612 USD | 1957 |
|  Wuxi Hyatech Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 1,825 USD | 5 |
|  Xi'An Shaangu Power Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 269,313 USD | 219 |
|  Xiamen C & D, Inc. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 151,916 USD | (723) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Xiamen Solex High-Tech Industries Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 14,089 USD | $(6) |
|  Xiamen Tungsten Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 295,876 USD | (26) |
|  Xiamen Xiangyu Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 6,339 USD | 14 |
|  Xiandai Investment Co., Ltd. | 12/31/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 32,327 USD | 503 |
|  Xiangxue Pharmaceutical Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 611,455 USD | (37958) |
|  Xinhuanet Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 46,514 USD | 238 |
|  Xining Special Steel Co., Ltd. | 12/03/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 120,350 USD | 172 |
|  Xinjiang Xuefeng Sci-Tech Group Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 15,203 USD | (178) |
|  XTC New Energy Materials Xiamen Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 54,054 USD | (418) |
|  Xuancheng Valin Precision Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 1,722 USD | 13 |
|  Yang Guang Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 111,745 USD | (1750) |
|  Yankershop Food Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 21,813 USD | (5) |
|  Yantai Dongcheng Pharmaceutical Co., Ltd. | 10/23/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 109,139 USD | 2108 |
|  Yinchuan Xinhua Commercial Group Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 54,037 USD | 11037 |
|  Yingkou Jinchen Machinery Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 272,521 USD | 487 |
|  Yintai Gold Co., Ltd. | 12/27/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 506,294 USD | 13332 |
|  YongXing Special Materials Technology Co., Ltd. | 05/16/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 742,837 USD | (24219) |
|  Youcare Pharmaceutical Group Co., Ltd. | 12/10/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 593,572 USD | 5618 |
|  Youzu Interactive Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 84,900 USD | 8343 |
|  YTO Express Group Co., Ltd. | 09/24/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 811,884 USD | (6169) |
|  YUD Yangtze River Investment Industry Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 19,607 USD | 269 |
|  Yueyang Forest & Paper Co., Ltd. | 11/20/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 454,062 USD | (7114) |
|  Yunnan Coal & Energy Co., Ltd. | 12/04/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 249,814 USD | (3129) |
|  Yunnan Copper Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 29,029 USD | 212 |
|  Yunnan Copper Co., Ltd. | 11/13/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 908,847 USD | (13699) |
|  Yunnan Tin Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 250,397 USD | 3746 |
|  Zangge Mining Co., Ltd. | 11/18/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 397,773 USD | 3449 |
|  Zanyu Technology Group Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 12,080 USD | 285 |
|  Zhangjiagang Freetrade Science & Technology Group Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 341,292 USD | (8545) |
|  Zhejiang Cayi Vacuum Container Co., Ltd. | 11/19/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 26,765 USD | 1080 |
|  Zhejiang Century Huatong Group Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 145,635 USD | 1631 |
|  Zhejiang Cfmoto Power Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 103,297 USD | 293 |
|  Zhejiang Crystal-Optech Co., Ltd. | 12/18/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 33,876 USD | 213 |
|  Zhejiang Feida Environmental Science & Technology Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 23,480 USD | 12 |
|  Zhejiang Gongdong Medical Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 73,001 USD | (80) |
|  Zhejiang HangKe Technology Inc., Co. | 08/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 94,257 USD | 2706 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Zhejiang Huahai Pharmaceutical Co., Ltd. | 06/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 882,459 USD | $138263 |
|  Zhejiang Huakang Pharmaceutical Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 111,249 USD | 6589 |
|  Zhejiang Huatie Emergency Equipment Science and Technology Co., Ltd. | 12/18/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 203,979 USD | (3885) |
|  Zhejiang Huayou Cobalt Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 187,424 USD | (3369) |
|  ZheJiang Jiaxin Silk Corp., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 118,570 USD | (273) |
|  Zhejiang Jiecang Linear Motion Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 31,246 USD | 6 |
|  Zhejiang Jingsheng Mechanical & Electrical Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 102,519 USD | (117) |
|  Zhejiang Juhua Co., Ltd. | 10/23/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 893,505 USD | 1790 |
|  Zhejiang Juli Culture Development Co., Ltd. | 10/30/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 601,498 USD | (7399) |
|  Zhejiang KangLongDa Special Protection Technology Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 17,180 USD | 66 |
|  Zhejiang Lante Optics Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 4,593 USD | (10) |
|  Zhejiang Sanhua Intelligent Controls Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 13,325 USD | (199) |
|  Zhejiang Sanhua Intelligent Controls Co., Ltd. | 12/11/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 569,616 USD | (2768) |
|  Zhejiang Starry Pharmaceutical Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 134,716 USD | 692 |
|  Zhejiang Sunrise Garment Group Co., Ltd. | 12/10/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 275,353 USD | (5877) |
|  Zhejiang Tailin Bioengineering Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 213,310 USD | (16823) |
|  Zhejiang Taitan Co., Ltd. | 10/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 36,995 USD | (810) |
|  Zhejiang Vie Science & Technology Co., Ltd. | 11/06/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 113,762 USD | (1995) |
|  Zhejiang Weiming Environment Protection Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 165,346 USD | 450 |
|  Zhejiang Xinhua Chemical Co., Ltd. | 01/02/25 M | 4.72% | JPMorgan Chase Bank, N.A. | 31,558 USD | 37 |
|  Zhejiang Yatai Pharmaceutical Co., Ltd. | 12/24/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 253,851 USD | (11663) |
|  Zhejiang Yiming Food Co., Ltd. | 12/26/24 M | 1.00% | JPMorgan Chase Bank, N.A. | 55,727 USD | 1268 |
|  Zhejiang Yongtai Technology Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 15,403 USD | (644) |
|  Zhejiang Yongtai Technology Co., Ltd. | 12/30/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 573,119 USD | (12272) |
|  Zhejiang Youpon Integrated Ceiling Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 12,557 USD | 112 |
|  Zhende Medical Co., Ltd. | 12/17/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 444,141 USD | (8999) |
|  ZhongMan Petroleum and Natural Gas Group Corp., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 7,757 USD | (20) |
|  ZhongTongGuoMai Communication Co., Ltd. | 01/02/25 M | 1.00% | JPMorgan Chase Bank, N.A. | 9,417 USD | 4 |
|  Zhongxing Shenyang Commercial Building Group Co., Ltd. | 12/26/24 M | 4.72% | JPMorgan Chase Bank, N.A. | 20,925 USD | 13206 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference <br>Instrument** | **Termination<br>Date** | **Payment<br>Frequency** | **Financing<br>Rate** | **Counterparty** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Zhuhai Huafa Properties Co., Ltd. | 12/11/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 138 USD | $(7) |
|  Zhuhai Rundu Pharmaceutical Co., Ltd. | 12/26/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 215,867 USD | (8688) |
|  Zhuzhou CRRC Times Electric Co., Ltd. | 11/13/24 | M | 4.72% | JPMorgan Chase Bank, N.A. | 69,664 USD | (585) |
|  Total Buys |  |  |  |  |  | $(585998) |
|  **Sells** |  |  |  |  |  |  |
|  BellRing Brands, Inc. | 11/30/23 | M | 4.33% | Morgan Stanley & Co. LLC | 36,995 USD | $(740) |
|  Broadcom, Inc. | 05/30/24 | M | 4.15% | JPMorgan Chase Bank, N.A. | 3,388,707 USD | 12680 |
|  Columbia Banking System, Inc. | 10/16/23 | M | 4.02% | JPMorgan Chase Bank, N.A. | 1,255,056 USD | 30482 |
|  Corebridge Financial, Inc. | 11/30/23 | M | 4.33% | Morgan Stanley & Co. LLC | 11,733 USD | (1100) |
|  CSOP CSI 500 ETF | 01/18/23 | M | 2.70% | JPMorgan Chase Bank, N.A. | 61,948,853 USD | (500006) |
|  CTO Realty Growth, Inc. | 11/30/23 | M | 4.33% | Morgan Stanley & Co. LLC | 15,486 USD | (5099) |
|  Frontline Ltd. | 07/15/24 | M | 0.72% | JPMorgan Chase Bank, N.A. | 4,641,056 USD | 235863 |
|  Intercontinental Exchange, Inc. | 05/13/24 | M | 4.02% | JPMorgan Chase Bank, N.A. | 392,049 USD | (153) |
|  iShares Iboxx Hiegh Yield | 02/28/23 | M | 1.00% | Barclays Bank PLC | 11,789,753 USD | 285066 |
|  iShares Iboxx Investment | 02/28/23 | M | 1.00% | Morgan Stanley & Co. LLC | 20,146,917 USD | 378792 |
|  iShares Russell 2000 ETF | 11/30/23 | M | 4.33% | Morgan Stanley & Co. LLC | 7,379 USD | 2879 |
|  IVERIC Bio, Inc. | 11/30/23 | M | 4.33% | Morgan Stanley & Co. LLC | 7,599 USD | 14438 |
|  Laureate Education, Inc. | 11/30/23 | M | 4.33% | Morgan Stanley & Co. LLC | 14,410 USD | 864 |
|  LME Nickel | 05/06/22 | M | 1.00% | Morgan Stanley Capital Services LLC | 570 USD | (1605504) |
|  New Fortress Energy Inc. | 11/30/23 | M | 4.33% | Morgan Stanley & Co. LLC | 37,875 USD | 53025 |
|  Novozymes | 12/16/24 | M | 0.90% | JPMorgan Chase Bank, N.A. | 88,391 DKK | 69982 |
|  Perpetual Ltd. | 09/18/24 | M | 0.42% | JPMorgan Chase Bank, N.A. | 90,725 AUD | (47563) |
|  Prometheus Biosciences, Inc. | 11/30/23 | M | 4.33% | Morgan Stanley & Co. LLC | 6,151 USD | (4065) |
|  Provident Financial Services, Inc. | 10/01/24 | M | 4.02% | JPMorgan Chase Bank, N.A. | 392,621 USD | 1647 |
|  Ritchie Bros Auctioneers, Inc. | 11/12/24 | M | 4.02% | JPMorgan Chase Bank, N.A. | 5,403,646 USD | (200602) |
|  Shanghai Stock Exchange SSE 50 A Share Index | 01/31/23 | M | 5.70% | JPMorgan Chase Bank, N.A. | 56,235,981 USD | (199780) |
|  Mobileye Global Inc. | 11/30/23 | M | 4.33% | Morgan Stanley & Co. LLC | 7,698 USD | (7) |
|  Total Sells |  |  |  |  |  | $(1478901) |
|  Total OTC Total Return Swaps Outstanding | Total OTC Total Return Swaps Outstanding | Total OTC Total Return Swaps Outstanding | Total OTC Total Return Swaps Outstanding | Total OTC Total Return Swaps Outstanding |  | $(2064899) |

---

**Centrally Cleared Interest Rate Swaps Outstanding at December 31, 2022** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating<br>Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Freqency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | 3-Month USD LIBOR | 0.98% | 3M/6M | 03/25/2030 | Morgan Stanley &<br>Co. LLC | 3,000,000 USD | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(319505) | $– $| (319505) |
|  Pays | 3-Month CNY-<br> CNREPOFIX | 2.56% | 3M/3M | 12/21/2027 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 30,000,000 CNY | (43505) | – | (43505) |
|  Pays | 1-Year USD SOFR | 2.67% | 1Y/1Y | 05/15/2028 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 22,900,000 USD | (222484) | – | (222484) |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating<br>Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Frequency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pays | 3-Month CNY-CNREPOFIX | 2.90% | 3M/3M | 03/13/2028 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 8,500,000 CNY | $2675 | $— | $2675 |
|  Pays | 1-Year USD SOFR | 3.70% | 1Y/1Y | 09/30/2027 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,000,000 USD | 3343 |  | 3343 |
|  Pays | 1-Year USD SOFR | 4.14% | 1Y/1Y | 09/30/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 2,000,000 USD | (15496) |  | (15496) |
|  Pays | 1-Year USD SOFR | 4.47% | 1Y/1Y | 10/17/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 15,000,000 USD | (29959) |  | (29959) |
|  Receives | 3-Month USD LIBOR | 0.66% | 6M/3M | 03/12/2035 | Morgan Stanley &<br>Co. LLC | 1,500,000 USD | 462526 |  | 462526 |
|  Receives | 3-Month USD LIBOR | 0.71% | 6M/3M | 01/22/2026 | Morgan Stanley &<br>Co. LLC | 20,000,000 USD | 2046796 |  | 2046796 |
|  Receives | 3-Month USD LIBOR | 0.80% | 6M/3M | 01/13/2026 | Morgan Stanley &<br>Co. LLC | 80,000 USD | 7938 |  | 7938 |
|  Receives | 3-Month USD LIBOR | 0.95% | 6M/3M | 01/13/2027 | Morgan Stanley &<br>Co. LLC | 940,000 USD | 109830 |  | 109830 |
|  Receives | 3-Month USD LIBOR | 1.24% | 6M/3M | 04/19/2028 | Morgan Stanley &<br>Co. LLC | 700,000 USD | 91330 |  | 91330 |
|  Receives | 1-Year USD SOFR | 1.31% | 1Y/1Y | 04/12/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 9,900,000 USD | 429863 |  | 429863 |
|  Receives | 3-Month USD LIBOR | 1.32% | 6M/3M | 02/26/2027 | Morgan Stanley &<br>Co. LLC | 5,000,000 USD | 529198 |  | 529198 |
|  Receives | 3-Month USD LIBOR | 1.46% | 6M/3M | 02/14/2024 | Morgan Stanley &<br>Co. LLC | 10,000,000 USD | 394734 |  | 394734 |
|  Receives | 3-Month USD LIBOR | 1.56% | 6M/3M | 09/28/2026 | Morgan Stanley &<br>Co. LLC | 1,800,000 USD | 161552 | 6115 | 155437 |
|  Receives | 3-Month USD LIBOR | 1.58% | 6M/3M | 05/21/2025 | Morgan Stanley &<br>Co. LLC | 10,000,000 USD | 665269 |  | 665269 |
|  Receives | 1-Year USD SOFR | 1.59% | 1Y/1Y | 06/6/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,000,000 USD | 43668 |  | 43668 |
|  Receives | 3-Month USD LIBOR | 1.61% | 6M/3M | 03/23/2027 | Morgan Stanley &<br>Co. LLC | 7,000,000 USD | 669542 |  | 669542 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br> Floating<br>Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Freqency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | 3-Month USD LIBOR | 1.62% | 6M/3M | 03/24/2027 | Morgan Stanley &<br>Co. LLC | 7,000,000 USD | $668200 | $— | $668200 |
|  Receives | 3-Month USD LIBOR | 1.62% | 6M/3M | 07/27/2026 | Morgan Stanley &<br>Co. LLC | 1,900,000 USD | 160760 | 4658 | 156102 |
|  Receives | 1-Year USD SOFR | 1.62% | 1Y/1Y | 06/7/2027 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,000,000 USD | 88275 |  | 88275 |
|  Receives | 3-Month USD LIBOR | 1.66% | 6M/3M | 06/17/2025 | Morgan Stanley &<br>Co. LLC | 10,000,000 USD | 660238 |  | 660238 |
|  Receives | 1-Year USD SOFR | 1.66% | 1Y/1Y | 01/10/2058 | Morgan Stanley &<br>Co. LLC | 3,735,000 USD | 772057 |  | 772057 |
|  Receives | 1-Year USD SOFR | 1.69% | 1Y/1Y | 01/15/2057 | Morgan Stanley &<br>Co. LLC | 9,130,000 USD | 1960179 |  | 1960179 |
|  Receives | 1-Year USD SOFR | 1.69% | 1Y/1Y | 01/10/2057 | Morgan Stanley &<br>Co. LLC | 2,490,000 USD | 534733 |  | 534733 |
|  Receives | 1-Year USD SOFR | 1.73% | 1Y/1Y | 01/22/2057 | Morgan Stanley &<br>Co. LLC | 3,901,000 USD | 814140 |  | 814140 |
|  Receives | 1-Year USD SOFR | 1.73% | 1Y/1Y | 04/12/2027 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 4,600,000 USD | 378410 |  | 378410 |
|  Receives | 1-Year USD SOFR | 1.74% | 1Y/1Y | 01/12/2057 | Morgan Stanley &<br>Co. LLC | 9,545,000 USD | 1976032 |  | 1976032 |
|  Receives | 1-Year USD SOFR | 1.80% | 1Y/1Y | 03/30/2062 | Morgan Stanley &<br>Co. LLC | 16,464,000 USD | 2136938 |  | 2136938 |
|  Receives | 3-Month USD LIBOR | 1.81% | 6M/3M | 02/1/2024 | Morgan Stanley &<br>Co. LLC | 2,500,000 USD | 86398 |  | 86398 |
|  Receives | 1-Year USD SOFR | 1.83% | 1Y/1Y | 03/30/2062 | Morgan Stanley &<br>Co. LLC | 6,157,200 USD | 779561 |  | 779561 |
|  Receives | 3-Month USD LIBOR | 1.86% | 6M/3M | 12/21/2023 | Morgan Stanley &<br>Co. LLC | 8,000,000 USD | 246459 |  | 246459 |
|  Receives | 3-Month USD LIBOR | 1.88% | 6M/3M | 01/25/2027 | Morgan Stanley &<br>Co. LLC | 1,500,000 USD | 124458 |  | 124458 |
|  Receives | 3-Month USD LIBOR | 1.90% | 6M/3M | 08/28/2029 | Morgan Stanley &<br>Co. LLC | 1,650,000 USD | 194608 |  | 194608 |
|  Receives | 1-Year USD SOFR | 1.92% | 1Y/1Y | 04/12/2032 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,100,000 USD | 141758 |  | 141758 |
|  Receives | 3-Month USD LIBOR | 2.05% | 6M/3M | 11/29/2024 | Morgan Stanley &<br>Co. LLC | 5,000,000 USD | 247769 |  | 247769 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating<br>Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Freqency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | 1-Year USD SOFR | 2.21% | 1Y/1Y | 07/6/2032 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,000,000 USD | $108473 | $— | $108473 |
|  Receives | 3-Month USD LIBOR | 2.22% | 6M/3M | 09/30/2024 | Morgan Stanley &<br>Co. LLC | 2,000,000 USD | 87836 |  | 87836 |
|  Receives | 1-Year USD SOFR | 2.22% | 1Y/1Y | 03/25/2037 | Morgan Stanley &<br>Co. LLC | 800,000 USD | 116193 |  | 116193 |
|  Receives | 3-Month USD LIBOR | 2.27% | 6M/3M | 01/26/2026 | Morgan Stanley &<br>Co. LLC | 2,000,000 USD | 116460 |  | 116460 |
|  Receives | 1-Year USD SOFR | 2.27% | 1Y/1Y | 04/26/2057 | Morgan Stanley &<br>Co. LLC | 16,800,000 USD | 1970540 |  | 1970540 |
|  Receives | 3-Month USD LIBOR | 2.30% | 6M/3M | 01/27/2025 | Morgan Stanley &<br>Co. LLC | 900,000 USD | 42067 | 4800 | 37267 |
|  Receives | 1-Year USD SOFR | 2.33% | 1Y/1Y | 04/23/2057 | Morgan Stanley &<br>Co. LLC | 8,400,000 USD | 871246 |  | 871246 |
|  Receives | 3-Month USD LIBOR | 2.35% | 6M/3M | 11/8/2024 | Morgan Stanley &<br>Co. LLC | 4,000,000 USD | 172345 |  | 172345 |
|  Receives | 3-Month USD LIBOR | 2.37% | 6M/3M | 11/1/2024 | Morgan Stanley &<br>Co. LLC | 2,000,000 USD | 84961 |  | 84961 |
|  Receives | 3-Month USD LIBOR | 2.38% | 6M/3M | 10/5/2023 | Morgan Stanley &<br>Co. LLC | 3,000,000 USD | 60858 |  | 60858 |
|  Receives | 3-Month USD LIBOR | 2.39% | 6M/3M | 11/16/2028 | Morgan Stanley &<br>Co. LLC | 4,000,000 USD | 326184 |  | 326184 |
|  Receives | 3-Month USD LIBOR | 2.40% | 6M/3M | 01/25/2027 | Morgan Stanley &<br>Co. LLC | 2,900,000 USD | 185404 | 24111 | 161293 |
|  Receives | 3-Month USD SOFR | 2.41% | 6M/3M | 05/28/2057 | Morgan Stanley &<br>Co. LLC | 20,750,000 USD | 1888425 |  | 1888425 |
|  Receives | 3-Month USD LIBOR | 2.42% | 6M/3M | 09/23/2024 | Morgan Stanley &<br>Co. LLC | 2,000,000 USD | 80864 |  | 80864 |
|  Receives | 3-Month USD LIBOR | 2.42% | 6M/3M | 10/24/2024 | Morgan Stanley &<br>Co. LLC | 2,000,000 USD | 82353 |  | 82353 |
|  Receives | 3-Month USD LIBOR | 2.43% | 6M/3M | 10/13/2026 | Morgan Stanley &<br>Co. LLC | 3,000,000 USD | 179739 |  | 179739 |
|  Receives | 3-Month USD LIBOR | 2.45% | 6M/3M | 10/18/2024 | Morgan Stanley &<br>Co. LLC | 4,000,000 USD | 162178 |  | 162178 |
|  Receives | 3-Month USD LIBOR | 2.58% | 6M/3M | 08/5/2025 | Morgan Stanley &<br>Co. LLC | 7,000,000 USD | 320725 |  | 320725 |
|  Receives | 3-Month USD LIBOR | 2.67% | 6M/3M | 09/13/2028 | Morgan Stanley &<br>Co. LLC | 2,500,000 USD | 164258 |  | 164258 |
|  Receives | 3-Month USD LIBOR | 2.72% | 6M/3M | 09/8/2028 | Morgan Stanley &<br>Co. LLC | 1,000,000 USD | 63496 |  | 63496 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating<br>Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment<br>Freqency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | 3-Month USD LIBOR | 2.72% | 6M/3M | 08/8/2028 | Morgan Stanley &<br>Co. LLC | 3,000,000 USD | $187658 | $— | $187658 |
|  Receives | 1-Year USD SOFR | 2.73% | 1Y/1Y | 05/13/2031 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 9,600,000 USD | 208976 |  | 208976 |
|  Receives | 1-Year USD LIBOR | 2.81% | 1Y/1Y | 05/11/2032 | Morgan Stanley &<br>Co. LLC | 1,000,000 USD | 72868 | (349) | 73217 |
|  Receives | 3-Month USD LIBOR | 2.83% | 6M/3M | 07/30/2029 | Morgan Stanley &<br>Co. LLC | 3,000,000 USD | 188272 |  | 188272 |
|  Receives | 1-Year USD SOFR | 2.98% | 1Y/1Y | 09/27/2032 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,000,000 USD | 47277 |  | 47277 |
|  Receives | 1-Year USD SOFR | 3.03% | 1Y/1Y | 09/27/2027 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,000,000 USD | 31979 |  | 31979 |
|  Receives | 1-Year USD SOFR | 3.08% | 1Y/1Y | 05/15/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 3,100,000 USD | 50669 |  | 50669 |
|  Receives | 1-Year USD SOFR | 3.12% | 1Y/1Y | 06/16/2037 | Morgan Stanley &<br>Co. LLC | 2,300,000 USD | 108000 | (802) | 108802 |
|  Receives | 1-Year USD SOFR | 3.19% | 1Y/1Y | 12/1/2037 | Morgan Stanley &<br>Co. LLC | 3,000,000 USD | 118200 | (519) | 118719 |
|  Receives | 3-Month USD LIBOR | 3.21% | 6M/3M | 05/25/2033 | Morgan Stanley &<br>Co. LLC | 2,000,000 USD | 91949 | (1053) | 93002 |
|  Receives | 1-Year USD SOFR | 3.32% | 1Y/1Y | 09/22/2037 | Morgan Stanley &<br>Co. LLC | 2,800,000 USD | 66327 | (1522) | 67849 |
|  Receives | 1-Year USD SOFR | 3.40% | 1Y/1Y | 09/16/2027 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,000,000 USD | 16118 |  | 16118 |
|  Receives | 1-Year USD SOFR | 3.55% | 1Y/1Y | 12/30/2032 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,000,000 USD | 956 |  | 956 |
|  Receives | 1-Year USD SOFR | 3.94% | 1Y/1Y | 09/16/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,500,000 USD | 16966 |  | 16966 |
|  Receives | 1-Year USD SOFR | 4.03% | 1Y/1Y | 12/23/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 19,500,000 USD | 162475 |  | 162475 |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The Fund<br>Pays/Receives<br>Floating<br>Rate** | **Floating<br>Rate<br>Index** | **Fixed<br>Rate** | **Pay/<br>Receive<br>Payment**<br>**Freqency** | **Maturity<br>Date** | **Counterparty** | **Notional<br>Amount** | **Market<br>Value** | **Upfront<br>Premium<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Receives | 1-Year USD LIBOR | 4.21% | 1Y/1Y | 04/20/2026 | Morgan Stanley &<br>Co. LLC | 500,000 USD | $122 | $— | $122 |
|  Receives | 1-Year USD SOFR | 4.30% | 1Y/1Y | 12/9/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 1,500,000 USD | 5437 |  | 5437 |
|  Receives | 1-Year USD SOFR | 4.42% | 1Y/1Y | 12/30/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 800,000 USD | 675 |  | 675 |
|  Receives | 1-Year USD SOFR | 4.80% | 1Y/1Y | 03/6/2024 | Merrill Lynch, Pierce,<br>Fenner & Smith, Inc. | 525,000 USD | 544 |  | 544 |
|  Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | Total Centrally Cleared Interest Rate Swaps Outstanding | $25418361 | $35439 | $25382922 |

---

---

| | |
|:---|:---|
|  **Abbreviation Legend:** | **Abbreviation Legend:** |
|  M | Monthly |
|  1Y | Yearly |
|  28D | 28 Days |
|  3M | Quarterly |
|  6M | Semi-Annually |
|  ADR | American Depository Receipt |
|  BADLARPP | BADLAR Private Banks |
|  CBOT | Chicago Board of Trade |
|  CDE | Montreal Exchange |
|  CLO | Collateralized Loan Obligation |
|  CFE | CBOE Futures Exchange |
|  CME | Chicago Mercantile Exchange |
|  COMEX | Commodities Exchange Center |
|  Eurex | Eurex Exchange |
|  EURIBOR | Euro Interbank Offered Rate |
|  Euronext | Euronext Paris |
|  HKFE | Hong Kong Futures Exchange Ltd. |
|  ICE | Ice Futures Europe |
|  IDEM | Italian Derivatives Exchange Market |
|  ISE | Istanbul Stock Exchange |
|  KRX FM | Korea Exchange (Futures Market) |
|  LIBOR | London Interbank Offered Rate |
|  LME | London Metal Exchange |
|  MTN | Medium Term Note |
|  MYX | Bursa Malaysia |
|  Nasdaq-OMX | NASDAQ OMX Stockholm |
|  NYMEX | New York Mercantile Exchange |
|  OSE | Osaka Exchange |
|  OTC | Over the Counter |
|  PIK | Payment in Kind |
|  REG S | Regulation-S |
|  REIT | Real Estate Investment Trust |
|  SFE | ASX Trade24 |
|  SGX | Singapore Exchange |
|  SOFR | Secured Overnight Financing Rate |
|  T | At Maturity |
|  TFEX | Thailand Futures Exchange |
|  TSFR | Term Secured Financing Rate |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Consolidated Schedule of Investments ^ (Continued)** 

**December 31, 2022 (Unaudited)** 

---

| | |
|:---|:---|
|  **Currency Legend:** | **Currency Legend:** |
|  AUD | Australian Dollar |
|  BRL | Brazilian Real |
|  CAD | Canadian Dollar |
|  CHF | Swiss Franc |
|  CLP | Chilean Peso |
|  CNY | Chinese Yuan |
|  COP | Colombian Peso |
|  CZK | Czech Koruna |
|  DKK | Danish Krone |
|  EUR | Euro |
|  GBP | British Pound |
|  HKD | Hong Kong Dollar |
|  HUF | Hungarian Forint |
|  IDR | Indonesian Rupiah |
|  ILS | Israeli Shekel |
|  INR | Indian Rupee |
|  JPY | Japanese Yen |
|  KRW | South Korean Won |
|  MXN | Mexican Peso |
|  NOK | Norwegian Krone |
|  PEN | Peruvian Nuevo Sol |
|  PHP | Philippine Peso |
|  PLN | Polish Zloty |
|  SEK | Swedish Krona |
|  SGD | Singapore Dollar |
|  THB | Thai Baht |
|  TRY | Turkish Lira |
|  TWD | Taiwanese Dollar |
|  USD | United States Dollar |
|  ZAR | South African Rand |

---

See Notes to Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments** 

**For the Period Ended December 31, 2022 (Unaudited)** 

**1. Organization** 

Blackstone Alternative Investment Funds (the "Trust") is a Massachusetts business trust authorized to issue an unlimited number of shares of beneficial interest, which may be divided into different series and classes. The Trust is registered as an open-end management investment company under the Investment Company Act of 1940, as amended (the "1940 Act"). During the period ended December 31, 2022, the Trust consisted of a single series, Blackstone Alternative Multi-Strategy Fund (the "Fund"). The Fund commenced operations offering Class I Shares on June 16, 2014. The Fund also offers Class D Shares, Class Y Shares and Class R Shares. Class D Shares and Class Y Shares commenced operations on November 17, 2014 and January 28, 2015, respectively. As of December 31, 2022, the Fund had not issued any Class R Shares. The Fund operates as a diversified open-end investment company as defined in the 1940 Act.

The investment adviser of the Fund is Blackstone Alternative Investment Advisors LLC ("BAIA" or the "Investment Adviser"), a registered investment adviser under the Investment Advisers Act of 1940, as amended. The Board of Trustees (the "Board" and each member a "Trustee") of the Trust supervises the conduct of the Fund's affairs and has engaged BAIA to manage the Fund's day-to-day investment activities pursuant to an investment management agreement. The Fund's investment objective is to seek capital appreciation. In pursuing the Fund's investment objective, the Investment Adviser seeks to maintain an investment portfolio with, on average, lower volatility relative to the broader equity markets. The Investment Adviser seeks to achieve the Fund's objective by allocating the Fund's assets among a variety of non-traditional, or "alternative," investment strategies. The Investment Adviser determines the allocations of the Fund's assets and allocates a majority of the Fund's assets among the sub-advisers (the "Sub-Advisers") with experience managing alternative investment strategies and among investment funds. The Investment Adviser also manages a portion of the Fund's assets directly and, from time to time, may instruct Sub-Advisers with respect to particular investments. The Investment Adviser may allocate the Fund's assets among discretionary and non-discretionary Sub-Advisers. Each discretionary Sub-Adviser is responsible for the day-to-day management of the portion of the Fund's assets that the Investment Adviser allocates to it. Each non-discretionary Sub-Adviser is responsible for providing the Investment Adviser with a model portfolio for the assets allocated to it to be implemented by the Investment Adviser in its discretion. The Investment Adviser has the responsibility to oversee each Sub-Adviser (subject to the ultimate oversight of the Board). The Investment Adviser also is responsible for recommending the hiring, termination, and replacement of Sub-Advisers.

The Fund's assets may be invested in three wholly-owned and controlled subsidiaries of the Fund (collectively, the "Subsidiaries"), each of which has the same investment objective as the Fund. One of the Fund's Subsidiaries, Blackstone Alternative Multi-Strategy Sub Fund II Ltd. (the "Cayman Subsidiary"), is a Cayman Islands exempted company. Both of the other Subsidiaries, Blackstone Alternative Multi-Strategy Sub Fund III L.L.C. (the "Domestic Subsidiary III") and Blackstone Alternative Multi-Strategy Sub Fund IV L.L.C. (the "Domestic Subsidiary IV"), are Delaware limited liability companies. The Cayman Subsidiary invests, directly or indirectly through the use of derivatives, in securities and commodity interests. The Domestic Subsidiary III and the Domestic Subsidiary IV invest, directly or indirectly through the use of derivatives, almost entirely in securities (with only de minimis exposure to commodity interests). The Consolidated Schedule of Investments includes the Schedule of Investments of the Fund and the three Subsidiaries. Except where context otherwise requires, the term "Fund" refers to the Fund together with the applicable Subsidiaries.

The Fund and the Cayman Subsidiary are each a commodity pool under the Commodity Exchange Act ("CEA") and are subject to regulation by the Commodity Futures Trading Commission ("CFTC"). BAIA, the commodity pool operator of the Fund and the Cayman Subsidiary, is registered as such with the CFTC, but has claimed relief under Rules 4.12(c)(3) and 4.7 under the CEA, respectively, from certain disclosure, reporting, and recordkeeping requirements otherwise applicable to commodity pools. Neither the Domestic Subsidiary III nor the Domestic Subsidiary IV intends to invest more than a de minimis level of its net assets in "commodity interests" (as defined under the CEA). Accordingly, BAIA is relying on CFTC No-Action Letter 12-38 with respect to the Domestic Subsidiary III and has claimed an exemption under Rule 4.13(a)(3) from registration as a commodity pool operator with respect to the Domestic Subsidiary IV.

Capitalized terms used, but not defined herein, shall have the meaning assigned to them in the Prospectus of the Fund.

**2. Basis of Presentation** 

The Fund's Consolidated Schedule of Investments is prepared in accordance with accounting principles generally accepted in the United States of America ("U.S. GAAP") and is stated in U.S. dollars, except as otherwise noted. The preparation of Consolidated Schedule of Investments in accordance with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amount of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income and expenses during the period. Actual results could differ from these estimates and these differences could be material.

The Fund is an investment company in accordance with Accounting Standards Codification 946, *Financial Services—Investment Companies* ("ASC 946"), which defines investment companies and prescribes specialized accounting and reporting requirements for investment companies.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

**Consolidation** 

The Fund consolidates its investment in the Subsidiaries. All material intercompany balances and transactions have been eliminated.

**3. Significant Accounting Policies** 

**<u>Valuation Policy</u>**

The net asset values ("NAV") of the Fund's shares are calculated as of the close of regular trading on the New York Stock Exchange ("NYSE") (generally 4:00 pm Eastern Time) on each day that the NYSE is open for business (a "Business Day").

For purposes of calculating the NAV for each class of shares, the Fund values its investments in securities, securities sold short, derivative financial instruments and other investments at market value if market quotations are readily available, and otherwise at fair value. The Board has established procedures for determining the fair value of securities, including securities sold short, derivative financial instruments and other investments (together, the "investments") (the "Valuation Procedures"). The Board has delegated to the Investment Adviser day-to-day responsibility for implementing the Valuation Procedures. The Investment Adviser's management has formed the Fair Value Committee (the "FVC"), to which the Board has delegated responsibility for providing oversight of the day-to-day operational implementation of the valuation and pricing function of the Fund for all investments. Effective August 4, 2022, and in accordance with Rule 2a-5 under the 1940 Act, the Board designated the Investment Adviser as the "valuation designee" of the Fund. Pursuant to the Valuation Procedures, if market quotations are not readily available (or are otherwise not reliable for a particular investment), the fair value will be determined by the Investment Adviser, as the valuation designee, in good faith, and such determinations will be subject to oversight by the Board. Due to the inherent uncertainty, estimates of fair value may differ from the values that would have been used had a ready market for these investments existed and the differences could be material.

A market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the Fund can access at the measurement date, provided that a quotation will not be readily available if it is not reliable. As such, market quotes are considered not readily available in circumstances where there is an absence of current or reliable market-based data (e.g., trade information, bid/ask information, or broker-dealer quotations), including where events occur after the close of the relevant market, but prior to the close of the NYSE, that materially affect the value of the Fund's investments. In addition, market quotes are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which securities trade do not open for trading for the entire day and no other market prices are available. The Board has delegated to the FVC and the Investment Adviser the responsibility for monitoring significant events that may materially affect the values of the Fund's investments and for determining whether the value of the applicable investments should be re-evaluated in light of such significant events. There were two instances of such determination made during the period ended December 31, 2022.

**<u>Fair Value Measurements</u>**

Fair value guidance defines fair value, establishes a framework for measuring fair value, and expands disclosures about fair value measurements. U.S. GAAP defines fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability (i.e., the exit price) in an orderly transaction between market participants at the measurement date.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for investments categorized in Level 3. The inputs or methodology used for valuing an investment are not necessarily an indication of the risk associated with investing in those securities.

Investments measured and reported at fair value are classified and disclosed in one of the following levels within the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – quoted prices are available in active markets for identical investments as of the measurement
date. The Fund does not adjust the quoted price for these investments.

The types of investments categorized within Level 1 generally include actively traded domestic and certain foreign equity securities, short-term investments and derivative financial instruments actively traded on recognized exchanges.

&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – quoted prices are available in markets that are not active or model inputs are based on
inputs that are either directly or indirectly observable as of the measurement date.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

The types of investments categorized within Level 2 generally include certain foreign equities; fixed income securities including corporate and convertible bonds, loans, trade claims, sovereign debt obligations, U.S. Treasury obligations, and asset-backed and mortgage-backed securities; over-the-counter ("OTC") derivative financial instruments such as total return swaps, interest rate swaps, credit default swaps, OTC options; and forward foreign currency exchange contracts ("Forwards").

&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – pricing inputs are unobservable and include instances where there is little, if any, market
activity for the investment. Inputs reflect the best estimate of what market participants would use in determining fair value of investments as of the measurement date.

Changes in valuation techniques may result in transfers in or out of an investment's assigned level within the fair value hierarchy.

Level 3 investments are valued by broker quotes, fair value models, or pricing services that may employ valuation techniques with unobservable inputs. At December 31, 2022, the total fair value of Level 3 investments was $54,498,109. The appropriateness of fair values for these securities are monitored on an ongoing basis, including through backtesting, pricing due diligence, unchanged price review, use of specialists, and consideration of macro security specific events.

The significant inputs and assumptions required to determine the change in fair value of the investments of the Fund are discussed in more detail below.

A description of the valuation techniques applied to the Fund's major categories of investments measured at fair value on a recurring basis are as follows:

*<u>Exchange-Traded Securities</u>*

Equity securities, including common stock, listed preferred stock, exchange-traded funds, special purpose acquisition companies, and derivative financial instruments, such as futures contracts and option contracts, that are traded on a recognized securities exchange or on the NASDAQ Global Market System ("NASDAQ") are valued at the last reported sales price (or the official closing price of certain foreign exchanges) or the NASDAQ official closing price, as applicable. For securities traded on more than one exchange, the last reported sales price on the exchange where the security is primarily traded is used. To the extent these securities and derivative financial instruments are actively traded and adjustments are not applied, they are categorized as Level 1 within the fair value hierarchy.

The Fund may use a third-party fair valuation service provider to value foreign equity securities that are primarily traded outside of North America and South America. The third-party fair valuation service provider calculates a factor ("Fair Value Factor") that is applied to adjust the last price of each such security in the event that there is movement in excess of a specified trigger, as measured by the movement between the prior close and the current close of the U.S. market. Foreign equities for which the last price has been adjusted by such factor will generally be categorized as Level 2 within the fair value hierarchy. As of December 31, 2022, no Fair Value Factor was applied.

*<u>Short-Term Investments</u>*

The Fund considers short-term, highly liquid investments with original maturities of 90 days or less when acquired to be short-term investments. At December 31, 2022, the Fund did not have any investment in short-term investments.

*<u>Derivative Financial Instruments</u>*

OTC derivative financial instruments, such as Forwards, OTC options contracts, or swap agreements, derive their value from underlying referenced instruments or obligations, indices, reference rates, and other inputs or a combination thereof. These contracts are normally valued by pricing service providers or based on broker-dealer quotations. Depending on the nature of the instruments and the terms of the transaction, the value of OTC derivative financial instruments can be estimated by a pricing service provider using a series of techniques, including industry standard pricing models. The pricing models use inputs that are observed from actively quoted markets such as issuer details, indices, spreads, yield curves, dividends and exchange rates. Derivative financial instruments that use similar valuation techniques and inputs as described above are categorized as Level 2 within the fair value hierarchy.

Centrally cleared swaps listed or traded on a multilateral or trade facility platform, such as a registered exchange, are valued at the daily settlement price determined by the clearing exchange. For centrally cleared credit default swaps, the clearing facility requires its members to provide actionable levels across complete term structures. These levels along with external third-party prices are used to produce daily settlement prices. Centrally cleared interest rate swaps are valued using a pricing model that references the underlying rates to produce the daily settlement price. These securities are categorized as Level 2 within the fair value hierarchy.

*<u>Fixed Income Securities</u>*

Fixed income securities, including corporate and convertible bonds, U.S. government sponsored agency securities, municipal bonds, U.S. Treasury obligations, foreign debt obligations, and bank debt are normally valued by pricing service providers on the basis of last available bid price. In determining the value of a particular investment, pricing service providers may use broker-dealer quotations, reported trades, or valuation estimates from their internal pricing models to determine the reported price that consider observable inputs. The pricing service providers' internal models use observable inputs such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 within the fair value hierarchy.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

Mortgage-related securities ("MBS") and asset-backed securities ("ABS") are usually issued as separate tranches, or classes, of securities within each deal. These securities are also generally valued by pricing service providers that use broker-dealer quotations or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and in corporate deal collateral performance, as available. MBS and ABS that use similar valuation techniques and inputs as described above are categorized as Level 2 within the fair value hierarchy.

*<u>Investments in Investee Funds</u>*

The fair value of investments in unaffiliated hedge funds (collectively, the "Investee Funds") is generally determined using the reported NAV per share of the Investee Fund, or its equivalent, as a practical expedient for fair value, unless the investment in the Investee Fund is traded on a recognized securities exchange and a quoted price is available as of the measurement date. If the Investee Fund is not traded on an exchange, the Fund may, as a practical expedient, estimate the fair value of an Investee Fund based on the reported NAV per share or its equivalent if the reported NAV per share or its equivalent of the Investee Fund is calculated in a manner consistent with the measurement principles applied to investment companies, in accordance with ASC 946. If the Investee Fund does not provide a reported NAV per share or its equivalent on a Business Day, the Investment Adviser shall estimate fair value in good faith and in a manner consistent with the Valuation Procedures.

**<u>Securities and Other Investments</u>**

*<u>Bank Debt</u>*

The Fund may invest in bank debt including, for example, corporate loans, trade claims, loan participations, direct debt, revolvers, bank loans, and bridge loans. The Fund invests in loans through novations, assignments, and participation interests. In a novation, the Fund typically assumes all of the rights of a lending institution, including the right to receive payments of principal and interest and other amounts directly from the borrower and to enforce its rights as a lender directly against the borrower. When the Fund takes an assignment of a loan, the Fund acquires some or all of the interest of another lender (or assignee) in the loan. In such cases, the Fund may be required generally to rely upon the assignor to demand payment and enforce rights under the loan. If the Fund acquires a participation in the loan, the Fund purchases an indirect interest in a loan held by a third-party and the Fund typically will have a contractual relationship only with the third-party loan investor, not with the borrower. As a result, the Fund may have the right to receive payments of principal, interest, and any fees to which it is entitled only from the loan investor selling the participation and only upon receipt by such loan investor of such payments from the borrower. In such cases, the Fund assumes the credit risk of both the borrower and the loan investor selling the participation, and the Fund may be unable to realize some or all of the value of its interest in the loan in the event of the insolvency of the third-party. Changes in the financial condition of the borrower or economic conditions or other circumstances may reduce the capacity of the borrower to make principal and interest payments on such instruments and may lead to defaults. Certain types of bank debt may have an associated partially funded or unfunded commitment. The unfunded commitments may or may not be funded by the Fund. At December 31, 2022, the Fund had no outstanding commitments.

*<u>Mortgage-Related and Other Asset-Backed Securities</u>*

The Fund may invest in MBS (residential and commercial) and other ABS. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, residential mortgage-backed securities, collateralized debt obligations, collateralized loan obligations, and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. MBS and other ABS represent interests in pools of mortgages, loans or other assets. MBS are created from pools of residential or commercial mortgage loans, including loans made by savings and loans institutions, mortgage bankers, commercial banks and others. These securities typically provide a monthly payment that consists of principal and/or interest payments. Interest payments may be determined by fixed or adjustable rates. MBS and ABS are subject to credit, interest rate, valuation liquidity, prepayment and extension risks.

*<u>Securities Sold Short</u>*

The Fund may sell securities short (a "Short Sale"). A Short Sale is a transaction whereby the Fund sells securities it does not own in anticipation of a decline in the market price of those securities, whereby the Fund's broker will execute a borrow transaction to deliver the securities resulting from the Fund's Short Sale. The Fund is obligated to repurchase the securities at the market price at the time of replacement. The Fund's obligations to replace the securities in connection with a Short Sale are secured by collateral.

Upon entering into a Short Sale, the Fund establishes a liability which is recorded as securities sold short on the Consolidated Schedule of Investments to represent securities due under the Short Sale agreement. The Fund is liable to pay any dividends declared and/or interest income earned during the period the Short Sale is open. These dividends and interest are recorded as dividend and interest expense on securities sold short.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

*<u>Commodities</u>*

The Fund is permitted to invest in California Carbon Allowances ("CCAs") or futures on CCAs, which are generally treated as commodity interests. CCA and other allowances (collectively, "Allowances") are valued according to their vintage based on market price or the number of Allowances delivered during the valuation month. ICE futures U.S., Inc. ("ICE") will serve as the primary pricing source. When early vintage Allowances no longer have readily observable market prices from ICE, they will be valued using prices for later vintage Allowances. ICE lists widely-traded futures contracts for the Allowance market. These contracts result in the delivery of an Allowance at expiry. The ICE CCA contracts permits delivery of Allowances issued by California or any linked program (at this time Quebec and Ontario). Trading in these futures contracts are subject to ICE's market rules. ICE lists separate CCAs by vintage (e.g. 2017 Vintage, 2020 Vintage, 2022 Vintage and 2023 Vintage). The most traded ICE CCA contracts allow delivery of the indicated vintage or an earlier vintage; hence a 2022 Vintage Allowance can be delivered against the 2023 Vintage Contract. This flexibility means futures contracts on earlier vintages are usually more liquid than, and worth at least as much as, later vintages.

*<u>Repurchase Agreements</u>*

The Fund may invest in repurchase agreements, which are short term investments whereby the Fund acquires ownership of a debt security and the seller agrees to repurchase the security at a future date at a specified price. When entering into repurchase agreements, it is the Fund's policy that it's custodian take possession of the underlying collateral securities, the market value of which, at all times, equals at least 102% of the principal amount of the repurchase transaction. To the extent that any repurchase transaction exceeds one Business Day, the value of the collateral is marked-to-market to ensure the adequacy of the collateral. If the seller defaults and the market value of the collateral declines or if bankruptcy proceedings are commenced with respect to the seller of the security, realization of the collateral by the Fund may be delayed or limited. The information required to be disclosed by FASB Accounting Standards Update No. 2011-11 for the Fund's investments in repurchase agreements at December 31, 2022, including the fair value of the repurchase agreement and the amount of collateral, can be found in the Fund's Consolidated Schedule of Investments.

*<u>Reverse Repurchase Agreements</u>*

The Fund may enter into reverse repurchase agreements. In a reverse repurchase agreement, the Fund sells a security in exchange for cash to a financial institution, the counterparty, with a simultaneous agreement to repurchase the same or substantially the same security at an agreed upon price and date, under the terms of a Master Repurchase Agreement ("MRA"). The Fund is entitled to receive principal and interest payments, if any, made on the security delivered to the counterparty during the term of the agreement. Cash received in exchange for securities delivered plus accrued interest payments to be made by the Fund to counterparties is reflected as a liability. Reverse repurchase agreements involve the risk that the market value of the securities purchased with the proceeds from the sale of securities received by the Fund may decline below the price of the securities the Fund is obligated to repurchase. Reverse repurchase agreements also involve credit risk with the counterparty to the extent that the value of securities subject to repurchase exceeds the Fund's liability under the reverse repurchase agreement. Securities subject to repurchase under reverse repurchase agreements, if any, are designated as such in the Consolidated Schedule of Investments. Due to the short term nature of the reverse repurchase agreements, face value approximates fair value. As of December 31, 2022, the face value of open reverse repurchase agreements for the Fund was $56,063,284.

An MRA contains provisions for, among other things, initiation, income payments, events of default and maintenance of securities for repurchase agreements. An MRA also permits offsetting with collateral to create one single net payment in the event of default or similar events, including the bankruptcy or insolvency of a counterparty. The Fund may not use reverse repurchase agreements and related collateral governed by an MRA to offset derivatives contracts and related collateral governed by an ISDA (see Note 4) or securities lending agreements and related collateral governed by a securities lending agreement ("SLA") consistent with Rule 19b-1 under the 1940 Act. Dividends and capital gain distributions paid by the Fund will be reinvested in additional Shares (see Note 6) of the Fund or, if elected by the Shareholder, paid in cash. Segregation and Collateralization In cases in which the 1940 Act and the interpretive positions of the Securities and Exchange Commission ("SEC") and its staff require that the Fund either delivers collateral or segregates assets in connection with certain investments.

**<u>Securities Lending</u>**

The Fund may lend securities, through its agent, to certain qualified financial institutions. The loans are collateralized by cash in an amount at least equal to the market value of the securities loaned. The market value of securities loaned is determined daily and any additional required collateral is allocated to the Fund on the next Business Day. The initial collateral received by the Fund should have a value of at least 102% of the current value of loaned securities for U.S. securities and at least 105% for all other securities. The Fund will bear the risk of loss with respect to the investment of the cash collateral, as well as the possible loss of right to the collateral should the borrower fail financially. The advantage of such loans is that the Fund continues to receive income on loaned securities while earning returns on the cash amounts, which may be reinvested for the purchase of investments in securities. As of December 31, 2022, there were no securities on loan.

The SLA entered into by the Fund provides the right, in the event of default, for the non-defaulting party to liquidate the collateral and calculate a net exposure to the defaulting party or request additional collateral. Under the agreement, the Fund can reinvest cash collateral.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

**<u>When-Issued and Delayed-Delivery Transactions</u>**

The Fund may engage in when-issued or delayed-delivery transactions. The Fund records when-issued or delayed-delivery securities on the trade date and maintains security positions such that sufficient liquid assets will be available to make payment for the securities purchased. Securities purchased on a when-issued or delayed-delivery basis are marked-to-market daily and begin earning interest on the settlement date. Losses may occur on these transactions due to changes in market conditions or the failure of counterparties to perform under the contract.

The Fund may transact in To Be Announced Securities ("TBAs"). As with other delayed-delivery transactions, a seller agrees to issue TBAs at a future date. However, the seller does not specify the particular securities to be delivered. Instead, the Fund agrees to accept any security that meets specified terms such as issuer, interest rate and terms of underlying mortgages. The Fund records TBAs on the trade date utilizing information associated with the specified terms of the transaction as opposed to the specific mortgages. TBAs are marked-to-market daily and begin earning interest on the settlement date. Losses may occur due to the fact that the actual underlying mortgages received may be less favorable than those anticipated by the Fund.

**<u>Restricted Securities</u>**

The Fund may purchase securities which are considered restricted. Restricted securities are securities that cannot be offered for public sale without first being registered under the Securities Act of 1933, as amended, or are subject to contractual restrictions on public sales. Many such restricted securities may be resold in the secondary market in transactions exempt from registration. The Fund will not incur any registration costs upon such resales. The Fund cannot demand registration of restricted securities. The Fund's restricted securities, like other securities, are priced in accordance with the Valuation Procedures. Restricted securities are identified in the Consolidated Schedule of Investments.

**<u>Interbank Offered Rates Transition</u>**

Certain jurisdictions are currently reforming or phasing out their benchmark interest rates, most notably the London Interbank Offered Rates ("LIBOR") across multiple currencies. Many such reforms and phase outs became effective at the end of calendar year 2021 with select U.S. dollar LIBOR tenors persisting through June 2023. The Fund has taken steps to prepare for and mitigate the impact of changing base rates and continues to manage transition efforts and evaluate the impact of prospective changes on existing transactions and contractual arrangements.

**4. Derivative Financial Instruments** 

In the normal course of business, the Fund enters into derivative financial instrument contracts for trading and/or economic hedging purposes to increase the returns of the Fund or to protect against exposure to certain risks such as credit risk, equity risk, interest rate risk, foreign currency exchange risk or other risk (e.g., inflation risk). These contracts may be transacted on a recognized exchange or OTC. The following disclosures contain information on how the Fund uses derivative financial instruments. The derivative financial instruments outstanding as of period end are disclosed in the Consolidated Schedule of Investments.

**<u>Forward Foreign Currency Exchange Contracts</u>**

The Fund may enter into Forwards to obtain investment exposure, seek to enhance return or hedge or protect its portfolio holdings against the risk of future movements in certain foreign currency exchange rates. Forwards are agreements between two parties to receive or deliver a fixed quantity of foreign currency for an agreed-upon price on an agreed upon future date. The market value of a Forward fluctuates with the changes in foreign currency exchange rates. These contracts are valued daily and the change in market value is recorded as an unrealized gain or loss on Forwards. When a contract is closed, the Fund recognizes a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

The use of Forwards does not eliminate fluctuations in the underlying prices of the securities of the Fund, but it does establish a rate of exchange that can be achieved in the future. Although Forwards may limit the risk of loss due to a decline in the value of the currency holdings, they also limit any potential gain that might result should the value of the currency increase. In addition, the Fund could be exposed to losses if the counterparties to the contracts are unable to meet the terms of the contracts. The Fund's maximum potential loss from such contracts is the aggregate face value in U.S. dollars at the time the contract was opened.

**<u>Futures Contracts</u>**

The Fund may enter into futures contracts to maintain investment exposure to a target asset class or to seek to enhance return. The Fund may be subject to fluctuations in equity prices, interest rates, commodity prices and foreign currency exchange rates in the normal course of pursuing its investment objective. Futures contracts are standardized agreements to buy or sell a security or deliver a final cash settlement price in connection with an index, interest rate, currency, or other asset. The Fund must deposit an amount ("initial margin") equal to a certain percentage of the face value of the futures contract. The initial margin may be in the form of cash or securities which is returned when the Fund's obligations under the contract have been satisfied. If cash is deposited as the initial margin, it is shown as segregated cash balance with broker for futures contracts. Futures contracts are marked-to-market daily and subsequent payments ("variation margin") are made or received by the Fund depending on whether unrealized gains or losses are incurred. When

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

the contract is closed or expires, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. The potential risk to the Fund is that the change in value of futures contracts may not correspond to the change in the value of the hedge investments. In addition, losses may arise from changes in the value of the underlying instrument, if interest or exchange rates move unexpectedly or if the counterparty is unable to perform. With futures, there is minimal counterparty credit risk to the Fund since futures are exchange traded and the exchanges' clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default.

**<u>Options Contracts</u>**

The Fund may purchase and write call and put options. An option contract purchased by the Fund gives the Fund the right, but not the obligation, to buy (call) or sell (put) an underlying instrument at a fixed exercise price during a specified period. Call options written by the Fund give the holder the right to buy the underlying instrument from the Fund at a fixed exercise price; put options written by the Fund give the holder the right to sell the underlying instrument to the Fund at a fixed exercise price. The Fund may use options to hedge against changes in values of securities or currencies it owns or expects to own, to gain or to maintain exposure to interest rates, currencies or broad equity markets, to generate additional income or to enhance returns.

Options trading involve certain additional risks. Specific market movements of the option and the instruments underlying the option cannot be predicted. No assurance can be given that a liquid secondary market will exist for any particular option or at any particular time. The Fund might not be able to enter into a closing transaction for the option as a result of an illiquid market for the option. To realize any profit in the case of an option, therefore, the option holder would need to exercise the option and comply with margin requirements for the underlying instrument. A writer could not terminate the obligation until the option expired or the writer was assigned an exercise notice. The purchaser of an option is subject to the risk of losing the entire purchase price of the option. The writer of an option is subject to the risk of loss resulting from the difference between the premium received for the option and the price of the futures contract underlying the option that the writer must purchase or deliver upon exercise of the option. The writer of a naked option may have to purchase the underlying contract in the market for substantially more than the exercise price of the option in order to satisfy his delivery obligations. This could result in a large net loss.

Equity, foreign currency or index options that may be purchased or sold by the Fund may include options not traded on a securities exchange. The risk of nonperformance by the counterparty on such option may be greater and the ability of the Fund to enter into a closing transaction with respect to such option may be less than in the case of an exchange traded option.

The Fund may purchase or write interest rate swaption agreements, which are options to enter into a predefined swap agreement by some specific date in the future. The writer of the swaption becomes the counterparty to the swap if the buyer exercises. The interest rate swaption agreement will specify whether the buyer of the swaption will be a fixed-rate receiver or a fixed-rate payer upon exercise.

Purchases of put and call options are recorded as investments, the value of which are marked-to-market daily. When a purchased option expires without being exercised, the Fund will realize a loss equal to the premium paid. When the Fund enters into a closing sale transaction, the Fund will realize a gain or loss depending on whether the sales proceeds from the closing sale transaction are greater or less than the premium initially paid for the option. When the Fund exercises a put option, it will realize a gain or loss from the sale of the underlying instrument and the proceeds from such sale will be decreased by the premium originally paid for the put option. When the Fund exercises a call option, the cost of the security which the Fund purchases upon exercise will be increased by the premium originally paid for the call option. Realized gains and losses on purchased options are included in realized gains and losses on investments.

The premium received for a written option is recorded as an asset and an equivalent liability. The liability is marked-to-market daily in accordance with the option's valuation policy. When a written option expires without being exercised or the Fund enters into a closing purchase transaction, the Fund realizes a gain (or loss if the cost of the closing purchase transaction exceeds the premium received when the option was sold) without regard to any unrealized gain or loss on the underlying instrument and the liability related to such option is eliminated. When a written call option is exercised, the Fund realizes a gain or loss, as adjusted for the premium received, from the sale of the underlying instrument. When a written put option is exercised, the premium received is offset against the amount paid for the purchase of the underlying instrument.

**<u>Swap Agreements</u>**

The Fund may enter into total return, interest rate, and credit default swap agreements ("Swaps"). Swaps are bilaterally negotiated agreements between the Fund and a counterparty in which the Fund and counterparty agree to make either periodic net payments on a specified notional amount or a net payment upon termination. Swaps are privately negotiated in the OTC market or may be executed in a multilateral or other trade facility platform, such as a registered exchange or swap execution facility ("centrally cleared swaps"). The Fund may enter into Swaps for the purposes of managing exposure to interest rate, credit or market risk, or for other purposes. In connection with these agreements, securities or cash ("segregated cash" or "collateral") may be paid or received, as applicable, by the Fund as collateral or margin in accordance with the terms of the respective Swaps to provide assets of value and recourse in the event of default or bankruptcy/insolvency. Securities posted by the Fund as collateral for swaps are identified in the Consolidated Schedule of Investments.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

Swap transactions involve, to varying degrees, elements of interest rate, credit and market risk. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreements may default on its obligation to perform, or that there may be unfavorable changes in market conditions or interest rates. In addition, entering into Swaps involves documentation risk resulting from the possibility that the parties to a Swap may disagree as to the meaning of contractual terms in the agreement. The Fund's maximum risk of loss from counterparty credit risk is the discounted value of the net cash flows to be received from the counterparty over the contract's remaining life, to the extent that amount is positive, or the fair value of the contract. The risk may be mitigated by having an MNA between the Fund and the counterparty and by the posting of collateral by the counterparty to cover the Fund's exposure to the counterparty.

*Interest Rate Swaps:* The Fund may enter into OTC and/or centrally cleared interest rate swap contracts to hedge interest rate risk, to gain exposure on interest rates and to hedge prepayment risk. The Fund is subject to interest rate risk exposure in the normal course of pursuing their investment objectives. The Fund may hold fixed rate bonds, and the value of these bonds may decrease if interest rates rise. Interest rate swaps are agreements in which one party pays a stream of interest payments, either fixed or floating rate, for another party's stream of interest payments, either fixed or floating, on the same notional amount for a specified period of time. The Fund's maximum risk of loss from counterparty credit risk, as opposed to investment and other types of risk, in respect of interest rate swaps is typically the discounted net value of the cash flows to be received from the counterparty over the contracts remaining life, to the extent that amount is positive.

Interest rate swaps can be purchased or sold with an upfront premium. An upfront payment received by the Fund is recorded as a liability and an upfront payment made by the Fund is recorded as an asset. Interest rate swaps are marked-to-market daily and any change is recorded as an unrealized gain or loss on swaps. Daily fluctuations in the value of centrally cleared interest rate swaps are recorded as a receivable or payable for variation margin. Payments, including upfront premiums, received or made are recorded as realized gains or losses at the closing of the contract.

*Total Return Swaps*: The Fund may enter into total return Swaps to obtain exposure to a security, index, market or other basket of securities without owning such security or investing directly in that security, index, market or other basket of securities or to transfer the risk/return of one market (e.g., fixed income) to another market (e.g., equity) (equity risk and/or interest rate risk). Total return swaps are agreements in which one party agrees to make periodic payments to another party based on the change in market value of the underlying instrument, which may include a specified security, index, basket of securities or securities indices during the specific period, in return for periodic payments based on a fixed or floating rate or the total return from other underlying assets. To the extent the total return of the instrument underlying the transaction exceeds or falls short of the offsetting interest rate obligation, the Fund will receive a payment from or make a payment to the counterparty. Total return swaps can also be structured without an interest payment, so that one party pays the other party if the value of the underlying instrument increases and receives payment from the other party if the value of the underlying asset decreases.

The Fund may utilize total return swaps on baskets of securities ("Basket Swaps") to a significant extent in order to obtain synthetic exposure to investment strategies. For a Basket Swap, the Fund or a Subsidiary makes payments to a counterparty (at either a fixed or variable rate) in exchange for receiving from the counterparty payments that reflect the return of a "basket" of securities, derivatives, and/or commodity interests identified by the Sub-Adviser (or the Investment Adviser). The Fund may also utilize structured notes ("Basket Notes") in which the Fund or a Subsidiary purchases a note from an issuer in exchange for receiving from the issuer payments that reflect the return of an account through which the Sub-Adviser (or the Investment Adviser) manages a portfolio reflecting a basket of securities, derivatives, and/or commodity interests. The Sub-Adviser (or the Investment Adviser) will select and manage the securities, derivatives, and/or commodity interests underlying the Basket Swap or the Basket Note in a manner consistent with the Fund's strategies. The Fund's investment returns on Basket Swaps or Basket Notes generally will correspond to the Fund's returns had the Sub-Adviser managed the notional equivalent of the Fund's assets directly (although returns on Basket Swaps or Basket Notes will be reduced by financing charges and trading costs incurred by the Basket Swap counterparty or Basket Note issuer). The Fund may obtain a significant portion of its investment exposure through Basket Swaps and/or Basket Notes.

*Credit Default Swaps:* The Fund may enter into OTC and/or centrally cleared credit default swap contracts to hedge credit risk, to hedge market risk, or to gain exposure on single-name issuers and/or baskets of securities.

In a credit default swap contract, the protection buyer typically makes an upfront payment and a periodic stream of payments to a counterparty, the protection seller, in exchange for the right to receive a contingent payment upon the occurrence of a credit event on the reference obligation or all other equally ranked obligations of the reference entity. Credit events are contract specific but may include bankruptcy, failure to pay, restructurings and obligation acceleration. An upfront payment received by the Fund or made by the Fund is recorded as a liability or asset, respectively, in the Consolidated Statement of Assets and Liabilities. Periodic payments received or paid by the Fund are recorded as realized gains or losses. Credit default swap contracts are marked-to-market daily and the change is recorded as an unrealized gain or loss on swaps. Upon the occurrence of a credit event, the difference between the par value and the market value of the reference obligation, net of any proportional amount of upfront payment, is recorded as a realized gain or loss on swaps.

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

Interest rate swaps, total return swaps and credit default swaps outstanding at period end are listed at the end of the Fund's Consolidated Schedule of Investments.

**5. Fair Value Measurements** 

The following table presents information about the classification of the Fund's investments measured at fair value within the fair value hierarchy as of December 31, 2022:

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| | | | | |
|:---|:---|:---|:---|:---|
| **Assets:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Investments in Securities: | Investments in Securities: | Investments in Securities: | Investments in Securities: | Investments in Securities: |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stock | $920575999 | $— | $1079853 | $921655852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Preferred Stock |  |  | 9720246 | 9720246 |
| &nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities |  | 186128828 |  | 186128828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds |  | 2866848 |  | 2866848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Debt |  | 101897260 | 43245981 | 145143241 |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes |  | 305003117 | 125350 | 305128467 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sovereign Debt |  | 203464730 |  | 203464730 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-Backed Securities |  | 918480017 |  | 918480017 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities |  | 2912762 |  | 2912762 |
| &nbsp;&nbsp;&nbsp;&nbsp; Municipals |  | 228854 |  | 228854 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S Treasury Notes |  | 14842870 |  | 14842870 |
| &nbsp;&nbsp;&nbsp;&nbsp; Exchange-Traded Funds | 14131020 |  |  | 14131020 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants | 946898 | 33355 | 241865 | 1222118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rights | 117919 |  | 95958 | 213877 |
| &nbsp;&nbsp;&nbsp;&nbsp; Commodities |  | 367421752 |  | 367421752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Repurchase Agreements |  | 194342013 |  | 194342013 |
| &nbsp;&nbsp;&nbsp;&nbsp; Purchased Options | 11851091 | 113722481 |  | 125573572 |
|  **Subtotal** | $947622927 | $2411344887 | $54509253 | $3413477067 |
|  Investments Valued at NAV |  |  |  | 527478940 |
|  **Total Investments in Securities** | $947622927 | $2411344887 | $54509253 | $3940956007 |
|  Other Financial Instruments: |  |  |  |  |
|  Futures Contracts | 94010737 |  |  | 94010737 |
|  Forward Foreign Currency Exchange Contracts |  | 727343 |  | 727343 |
|  Centrally Cleared Credit Default Swaps |  | 7759957 |  | 7759957 |
|  OTC Credit Default Swaps |  | 3224128 |  | 3224128 |
|  OTC Total Return Swaps |  | 5650286 |  | 5650286 |
|  Centrally Cleared Interest Rate Swaps |  | 26049310 |  | 26049310 |
|  **Total Assets and Other Financial Instruments** | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041633664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454755911 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54509253 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078377768 |
| **Liabilities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Securities Sold Short: | Securities Sold Short: | Securities Sold Short: | Securities Sold Short: | Securities Sold Short: |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stock | $(578534204) | $— | $(11144) | $(578545348) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes |  | (33818687) |  | (33818687) |
| &nbsp;&nbsp;&nbsp;&nbsp; Exchange-Traded Funds | (10391978) |  |  | (10391978) |
| &nbsp;&nbsp;&nbsp;&nbsp; Mortgage-Backed Securities |  | (1324814031) |  | (1324814031) |
| &nbsp;&nbsp;&nbsp;&nbsp; Sovereign Debt |  | (128931500) |  | (128931500) |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities |  | (5017988) |  | (5017988) |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  |  |  |
|  **Total Securities Sold Short** | (588926182) | (1492582206) | (11144) | (2081519532) |
|  Other Financial Instruments: |  |  |  |  |
|  Options Written | (16352220) | (3234673) |  | (19586893) |
|  Reverse Repurchase Agreements |  | (56169545) |  | (56169545) |
|  Futures Contracts | (76053330) |  |  | (76053330) |
|  Forward Foreign Currency Exchange Contracts |  | (968265) |  | (968265) |
|  OTC Credit Default Swaps |  | (8703384) |  | (8703384) |
|  OTC Total Return Swaps |  | (7715185) |  | (7715185) |
|  Centrally Cleared Interest Rate Swaps |  | (630949) |  | (630949) |
|  **Total Liabilities and Other Financial Instruments** | $(681331732) | $(1570004207) | $(11144) | $(2251347083) |

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------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

Investments in Investee Funds that are measured at fair value using NAV as a practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Consolidated Schedule of Investments.

Investments in Investee Funds that are non-redeemable or subject to other restrictions such as a lockup at the measurement date or have the ability to limit the individual amount of investor redemptions shall be classified as having a redemption restriction.

The following table summarizes investments in Investee Funds, by investment strategy, the unfunded commitment of each strategy (if applicable), and the amount of the investment in Investee Fund that cannot be redeemed because of redemption restrictions put in place by the Investee Fund.

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; **Investments in** <br> **Investee Funds** <br> **by Strategy**  | **Unfunded** <br> **Commitment** <br> **$**  | **Non-Redeemable Investments (A)** | **Non-Redeemable Investments (A)** | **Other Restricted Investments (B)** | **Other Restricted Investments (B)** | **Investments**<br> **Subject to No**<br> **Restrictions** | **Total**<br> **$** |
| &nbsp;&nbsp;&nbsp; **Investments in** <br> **Investee Funds** <br> **by Strategy**  | **Unfunded** <br> **Commitment** <br> **$**  | **Amount** <br> **$** <br>| **Redemption** <br> **Restriction** <br> **Commencement <br>Date**  | **Amount** <br> **$** <br>| **Redemption**<br> **Restriction**<br> **Term** | **Amount** <br> **$** <br>| **Total**<br> **$** |
| &nbsp;&nbsp;&nbsp;Event-Driven <sup>(1)</sup> | 26675900 | 2133824 | N/A | 77936641 | Semi-Annual |  | 80070465 |
| &nbsp;&nbsp;&nbsp;Macro Strategies <sup>(2)</sup> | N/A |  | N/A | 110523414 | 90 Days |  | 110523414 |
| &nbsp;&nbsp;&nbsp;Macro Strategies <sup>(2)</sup> | N/A |  | N/A | 208619348 | 6 Days |  | 208619348 |
| &nbsp;&nbsp;&nbsp;Macro Strategies <sup>(2)</sup> | N/A |  | N/A | 74454731 | 2 Years |  | 74454731 |
| &nbsp;&nbsp;&nbsp;Macro Strategies <sup>(2)</sup> | N/A |  |  | 26399856 | Monthly |  | 26399856 |
| &nbsp;&nbsp;&nbsp;Equity Hedge <sup>(3)</sup> | N/A |  | N/A | 27411126 | Monthly |  | 27411126 |

---

<sup>(1)</sup> The Event-Driven strategy generally includes Investee Funds that seek returns by investing in strategies including catalyst events, share class arbitrage, share buybacks, post re-organization equity, recapitalizations, spin-offs and stub trades.

<sup>(2)</sup> The Macro Strategies strategy generally includes Investee Funds with a focus on opportunistic and strategic allocations across asset classes including but not limited to bonds, rates, currencies and commodities.

<sup>(3)</sup> The Equity Hedge strategy generally includes equity-focused Investee Funds with a bottom-up analysis that do not actively trade exposures, with trading strategies focusing on shorter-term dynamics and appreciation for market technicals, top-down thematic/macro views, and technically driven statistical arbitrage with fundamental quantitative long/short strategies. 

<sup>(A)</sup> Investments in Investee Funds cannot currently be redeemed and the remaining redemption restriction period is not known. The date the redemption restriction commenced is disclosed.

<sup>(B)</sup> Investments subject to other restrictions include investments in Investee Funds that are subject to a lockup at the measurement date and/or have the ability to limit the individual amount of investor redemptions. The redemption restriction term is based on the restriction period (or range of restriction periods) for Investee Funds as defined in each respective Investee Fund's governing legal agreement without consideration of the length of time elapsed from the date of investments in Investee Funds. The Fund's investment in a particular Investee Fund classified within the strategies above may be comprised of investments with differing liquidity terms or investments that were made at differing points in time. 

------

**Blackstone Alternative Multi-Strategy Fund and Subsidiaries** 

**Notes to Consolidated Schedule of Investments (Continued)** 

**For the Period Ended December 31, 2022 (Unaudited)** 

The Fund recognizes transfers within the fair value hierarchy as of the beginning of the period. Transfers into and out of Level 3 were primarily related to the availability of broker quotations in accordance with valuation methodology.

The changes in investments measured at fair value for which the Fund used Level 3 inputs to determine fair value are as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Assets:**<br> **Investments** | **Common<br>Stocks** | **Preferred<br>Stocks** | **Bank**<br>**Debt** | **Corporate<br>Bonds &<br>Notes** | **Warrants** | **Rights** | **Common<br>Stocks Sold<br>Short** | **Unfunded<br>Loan<br>Commitment** | **Total** |
|  Balance as of March 31, 2022 | $805897 | $9655872 | $92116920 | $126440 | $262811 | $— | $(11144) | $71259 | $103028055 |
|  Transfers In |  |  |  |  |  |  |  |  |  |
|  Transfers Out |  |  | (43009968) |  |  |  |  |  | (43009968) |
|  Purchases |  |  | 982985 |  |  | 102355 | 19595 |  | 1104935 |
|  Sales | (479) |  | (3474349) |  |  |  | (12865) |  | (3487693) |
|  Amortization |  |  | 322535 |  |  |  |  |  | 322535 |
|  Net realized gain (loss) | 479 |  | 826107 |  |  |  | (1285) |  | 825301 |
|  Net change in unrealized appreciation (depreciation) | 273956 | 64374 | (4518249) | (1090) | (20946) | (6397) | (5445) | (71259) | (4285056) |
|  Balance as of December 31, 2022 | $1079853 | $9720246 | $43245981 | $125350 | $241865 | $95958 | $(11144) | $— | $54498109 |
|  Net change in unrealized appreciation (depreciation) related to investments still held as of December 31, 2022 | $273955 | $64374 | $(4271925) | $(1090) | $(20946) | $(6397) | $(5445) | $— | $(3967474) |

---

The following table summarizes the quantitative inputs and assumptions used for investments classified within Level 3 of the fair value hierarchy as of December 31, 2022.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Valuation**<br>**Technique** | **Unobservable**<br>**Inputs** | **Fair Value at<br>December 31, 2022** | **Inputs**<br>**(Weighted**<br>**Average)** |
|  Investments in Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Debt | Broker-dealer Quotations | Indicative Bid | $14605485 | N/A |
|  | Comparable Company Multiples | EBITDA Multiples | 17318495 | 9.5x<sup>(a)</sup> |
|  |  | EBITDA Multiples | 8287023 | 10.0x<sup>(a)</sup> |
|  | Distribution Analysis | Expected Distribution Proceeds | 3034978 | N/A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stock | Broker-dealer Quotations | Indicative Bid | 1068709 | N/A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | Broker-dealer Quotations | Indicative Bid | 125350 | N/A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stock | Broker-dealer Quotations | Indicative Bid | 8114627 | N/A |
|  | Comparable Company Multiples | EBITDA Multiples | 1605619 | 9.4x<sup>(a)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights | Broker-dealer Quotations | Indicative Bid | 95958 | N/A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | Distribution Analysis | Expected Distribution Proceeds | 241865 | N/A |
|  | Broker-dealer Quotations | Indicative Bid |  | N/A |
|  Total Investments in Securities | Total Investments in Securities |  | $54498109 |  |

---

(a) A significant change in unobservable input would have resulted in a correlated significant change to value.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Blackstone Alternative Investment Funds

- **b. Investment Company Act file number:** 811-22743

- **c. CIK number of Registrant:** 0001557794

- **d. LEI of Registrant:** 549300C1ND700M70DR68

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

  - **Street Address 1:** 345 PARK AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10154-0004

  - **Telephone number:** 212-583-5000

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

- **a. Name of Series:** Blackstone Alternative Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000045538

- **c. LEI of Series:** 549300L5W5CEUPTA7918

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

- **a. Date of fiscal year-end:** 2023-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8662861598.48

**Total Liabilities:** $4167068435.75

**Net Assets:** $4495793162.73

**Amount of Assets Invested in Other Investment Companies:** $1299167133.55

**Delayed Delivery Securities:** $1251809215.00

**Cash Not Reported:** $1065519382.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1389.04000000 | **1-Year:** -14041.28000000 | **5-Year:** -85872.68000000 | **10-Year:** -32295.92000000 | **30-Year:** -14855.55000000

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

- **3-Month:** -2556.52000000 | **1-Year:** -53583.38000000 | **5-Year:** -124928.56000000 | **10-Year:** -20963.59000000 | **30-Year:** -8877.64000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000145025 | 0.61%                | 0.70%                | 0.70%                |
| Class ID C000145027 | 0.61%                | 0.71%                | 0.80%                |
| Class ID C000141764 | 0.61%                | 0.80%                | 0.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $23006952.49             | $28803572.71                               |
| Month 2  | $9637818.49              | $16493844.49                               |
| Month 3  | $6959688.72              | $40071838.11                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Adamis Pharmaceuticals Corp                         | Adamis Pharmaceuticals Corp                                                      | CUSIP: 00547W208<br>LEI: 549300EBMD9JZ2H87I37 | Short            | EC               | CORP              | US        |      -15300 | NS      | $-2590.29      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adecoagro SA                                        | Adecoagro SA                                                                     | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Short            | EC               | CORP              | LU        |      -12400 | NS      | $-102796.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlantic Coastal Acquisition Corp II                | Atlantic Coastal Acquisition Corp II                                             | CUSIP: 04845A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       55000 | NS      | $560450.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Home Loans                              | CHL Mortgage Pass-Through Trust 2005-3                                           | CUSIP: 12669GTS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      552619 | PA      | $398960.26     | 0.01%             | 2035-04-25      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CQ PHARMA ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       86428 | OU      | $93.26         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                 | STACR Trust 2018-DNA3                                                            | CUSIP: 35563WAT1<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | USGSE             | US        |      631462 | PA      | $7497.35       | 0.00%             | 2048-09-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Ready Capital Corp                                  | Ready Capital Corp                                                               | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Short            | EC               |  | US        |      -22900 | NS      | $-255106.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01162023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ionis Pharmaceuticals Inc                           | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |        6400 | NS      | $241728.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CRSNT Trust                                         | CRSNT Trust 2021-MOON                                                            | CUSIP: 22877LAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $959847.00     | 0.02%             | 2036-04-15      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CIG SH ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      133545 | OU      | $-2739.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |           1 | NC      | $9689.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Revolve Group Inc                                   | Revolve Group Inc                                                                | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11800 | NS      | $262668.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermon Group Holdings Inc                          | Thermon Group Holdings Inc                                                       | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |        2500 | NS      | $50200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DP Cap Acquisition Corp I                           | DP Cap Acquisition Corp I                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      472500 | NS      | $4847850.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Olema Pharmaceuticals Inc                           | Olema Pharmaceuticals Inc                                                        | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3300 | NS      | $8085.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |      837754 | PA      | $837753.92     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FTAC Athena Acquisition Corp                        | FTAC Athena Acquisition Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      218692 | NS      | $2210976.12    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                  | BRENT CRUDE FUTR JUL23                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         -11 | NC      | $-49782.54     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alkaline Water Co Inc/The                           | Alkaline Water Co Inc/The                                                        | CUSIP: 01643A207<br>LEI: 549300I2ISCNYQMQQA67 | Short            | EC               | CORP              | US        |      -16200 | NS      | $-2830.14      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TELUS Corp                                          | TELUS Corp                                                                       | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Short            | EC               | CORP              | CA        |       -1700 | NS      | $-32827.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Biocept Inc                                         | Biocept Inc                                                                      | CUSIP: 09072V501<br>LEI: 5493000MP9GU5S88NF42 | Short            | EC               | CORP              | US        |       -1310 | NS      | $-694.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MiMedx Group Inc                                    | MiMedx Group Inc                                                                 | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3400 | NS      | $9452.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| On Holding AG                                       | On Holding AG                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |         300 | NS      | $5148.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Noah Holdings Ltd                                   | Noah Holdings Ltd                                                                | CUSIP: 65487X102<br>LEI: 3003008QW3IHPD3NTU41 | Long             | EC               | CORP              | KY        |        1700 | NS      | $26350.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First BanCorp/Puerto Rico                           | First BanCorp/Puerto Rico                                                        | CUSIP: 318672706<br>LEI: N/A                  | Short            | EC               | CORP              | PR        |        -200 | NS      | $-2544.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Laredo Petroleum Inc                                | Laredo Petroleum Inc                                                             | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Short            | EC               | CORP              | US        |       -6650 | NS      | $-341943.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CQ LUMMY PHAR ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       42457 | OU      | $-1187.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Regal Rexnord Corp                                  | Regal Rexnord Corp                                                               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-179970.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                                     | Best Buy Co Inc                                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Short            | EC               | CORP              | US        |      -23900 | NS      | $-1917019.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GINLONG TECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       81220 | OU      | $1660.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01052023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phoenix Biotech Acquisition Corp                    | Phoenix Biotech Acquisition Corp                                                 | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      153800 | NS      | $1584140.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corp                                      | Astronics Corp                                                                   | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |        1300 | NS      | $13390.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Slam Corp                                           | Slam Corp                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      449300 | NS      | $4537930.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Disc Medicine Inc                                   | Disc Medicine Inc                                                                | CUSIP: 254604101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -130 | NS      | $-2585.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHANGBAISHAN ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        9193 | OU      | $180.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Camtek Ltd/Israel                                   | Camtek Ltd/Israel                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         100 | NS      | $2196.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Generation Bio Co                                   | Generation Bio Co                                                                | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $393.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GFL Environmental Inc                               | GFL Environmental Inc                                                            | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Short            | EC               | CORP              | CA        |       -5500 | NS      | $-160765.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANJOY FOODS ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      369973 | OU      | $280.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cia de Saneamento Basico do Estado de Sao Paulo     | Cia de Saneamento Basico do Estado de Sao Paulo                                  | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Short            | EC               | CORP              | BR        |      -28900 | NS      | $-308074.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BESTWAY ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      112812 | OU      | $-198.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rockwell Medical Inc                                | Rockwell Medical Inc                                                             | CUSIP: 774374300<br>LEI: 529900Y6YUB5X93MMD77 | Short            | EC               | CORP              | US        |       -1036 | NS      | $-1051.54      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HUARONG FINANCE 2017 CO                             | Huarong Finance 2017 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |     2446000 | PA      | $2084121.12    | 0.05%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| DermTech Inc                                        | DermTech Inc                                                                     | CUSIP: 24984K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7600 | NS      | $13452.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ORIENT WIRES ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      331783 | OU      | $9684.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Metalpha Technology Holding Ltd                     | Metalpha Technology Holding Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -800 | NS      | $-432.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | DOMINION SP BASIS JUL23                                                          | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -31 | NC      | $29035.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| indie Semiconductor Inc                             | indie Semiconductor Inc                                                          | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |       -4800 | NS      | $-27984.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Anzu Special Acquisition Corp I                     | Anzu Special Acquisition Corp I                                                  | CUSIP: 03737A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46634 | NS      | $471003.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                         | Kiniksa Pharmaceuticals Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -1700 | NS      | $-25466.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Parsons Corp                                        | Parsons Corp                                                                     | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |        3800 | NS      | $175750.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OFS Capital Corp                                    | OFS Capital Corp                                                                 | CUSIP: 67103B100<br>LEI: 549300XTK3HSWPDBJD13 | Long             | EC               | CORP              | US        |         900 | NS      | $9180.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barnwell Industries Inc                             | Barnwell Industries Inc                                                          | CUSIP: 068221100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $591.28        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JOINN LAB ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      682678 | OU      | $40756.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Commercial Metals Co                                | Commercial Metals Co                                                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-149730.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equity Bancshares Inc                               | Equity Bancshares Inc                                                            | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |         400 | NS      | $13068.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                   | IG 77.5 20230315                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |    11500000 | NC      | $19599.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SH DAZHONG ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        8773 | OU      | $40.99         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |    -1800000 | PA      | $-1482372.00   | -0.03%            | 2026-02-16      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ClearPoint Neuro Inc                                | ClearPoint Neuro Inc                                                             | CUSIP: 18507C103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-5929.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Titan Medical Inc                                   | Titan Medical Inc                                                                | CUSIP: 88830X819<br>LEI: 529900MITZTZ3CAQTN62 | Short            | EC               | CORP              | CA        |       -3300 | NS      | $-2179.98      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2021-MC                                             | CUSIP: 05608GAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $90252.10      | 0.00%             | 2034-04-15      | Floating      | 7.40%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $79248.70      | 0.00%             | 2040-11-17      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Scenery Journey Ltd                                 | Scenery Journey Ltd                                                              | CUSIP: 000000000<br>LEI: 549300Q2FGQXKG7X0I83 | Long             | DBT              | CORP              | VG        |      800000 | PA      | $47149.60      | 0.00%             | 2022-11-06      | Fixed         | 13.00%                | Yes           | 2                  | On Loan: No      |
| Avrobio Inc                                         | Avrobio Inc                                                                      | CUSIP: 05455M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5400 | NS      | $3849.66       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FIRST HORIZON CORP                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     4992267 | OU      | $-10167.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS SEP25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-64864.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital, Inc.                              | ISHARES IBOXX HIGH YLD CORP swap HYG US                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    11789753 | OU      | $285065.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING                               | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     4595000 | PA      | $2852394.22    | 0.06%             | 2051-02-09      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| British American Tobacco PLC                        | British American Tobacco PLC                                                     | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       13600 | NS      | $543728.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amplify Energy Corp                                 | Amplify Energy Corp                                                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |        2466 | NS      | $21676.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Microelectronics Corp                        | United Microelectronics Corp                                                     | CUSIP: 910873405<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |       32300 | NS      | $210919.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coupang Inc                                         | Coupang Inc                                                                      | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Short            | EC               | CORP              | US        |     -168600 | NS      | $-2480106.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Forge Global Holdings Inc                           | Forge Global Holdings Inc                                                        | CUSIP: 34629L103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14200 | NS      | $-24566.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AdvanSix Inc                                        | AdvanSix Inc                                                                     | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |         600 | NS      | $22812.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 7.5M 1.317% 02/28/27                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5000000 | OU      | $529198.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Euronext Eqf, Equities And Indices Derivatives      | AMSTERDAM IDX FUT JAN23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | NL        |           3 | NC      | $-12613.47     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CoreVest American Finance Ltd                       | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8997441 | PA      | $360347.50     | 0.01%             | 2052-10-15      | Variable      | 2.05%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SAILUN ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       91224 | OU      | $446.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Azul Investments LLP                                | Azul Investments LLP                                                             | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |     5542000 | PA      | $4459003.25    | 0.10%             | 2024-10-26      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HomeStreet Inc                                      | HomeStreet Inc                                                                   | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9098 | NS      | $250922.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5918000 | PA      | $201448.72     | 0.00%             | 2052-11-10      | Variable      | 0.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LECRON ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      184028 | OU      | $-2540.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-3 Trust   | CUSIP: 93936JBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      614372 | PA      | $514786.71     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Live Oak Mobility Acquisition Corp                  | Live Oak Mobility Acquisition Corp                                               | CUSIP: 538126103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28773 | NS      | $289312.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-37188.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Masonite International Corp                         | Masonite International Corp                                                      | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |         100 | NS      | $8061.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Cos Inc                                  | Albertsons Cos Inc                                                               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-41480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUA KANG ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      106481 | OU      | $6557.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lantronix Inc                                       | Lantronix Inc                                                                    | CUSIP: 516548203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-1728.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Angi Inc                                            | Angi Inc                                                                         | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       23900 | NS      | $56165.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp                                            | EQT Corp                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       72100 | NS      | $2439143.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Credo Technology Group Holding Ltd                  | Credo Technology Group Holding Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -5800 | NS      | $-77198.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Realty Trust                                 | Acadia Realty Trust                                                              | CUSIP: 004239109<br>LEI: N/A                  | Short            | EC               |  | US        |       -4000 | NS      | $-57400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MHP LUX SA                                          | MHP Lux SA                                                                       | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      689000 | PA      | $318690.06     | 0.01%             | 2029-09-19      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BIOEASY ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      129693 | OU      | $-6660.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cimpress PLC                                        | Cimpress PLC                                                                     | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Short            | EC               | CORP              | IE        |        -900 | NS      | $-24849.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  JAN24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         288 | NC      | $2179314.64    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern First Bancshares Inc                       | Southern First Bancshares Inc                                                    | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $4575.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tuesday Morning Corp                                | Tuesday Morning Corp                                                             | CUSIP: 89904V200<br>LEI: 549300OU1ZEZL3ST1C52 | Short            | EC               | CORP              | US        |         -96 | NS      | $-65.76        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nordson Corp                                        | Nordson Corp                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         300 | NS      | $71316.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WMRK Commercial Mortgage Trust                      | WMRK Commercial Mortgage Trust 2022-WMRK                                         | CUSIP: 929342AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $996300.00     | 0.02%             | 2027-11-15      | Floating      | 9.27%                 | No            | 2                  | On Loan: No      |
| Charles River Laboratories International Inc        | Charles River Laboratories International Inc                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        1800 | NS      | $392220.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlantic American Corp                              | Atlantic American Corp                                                           | CUSIP: 048209100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-462.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Playa Hotels & Resorts NV                           | Playa Hotels & Resorts NV                                                        | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |       27400 | NS      | $178922.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     7010000 | PA      | $4192603.68    | 0.09%             | 2051-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Pure Storage Inc                                    | Pure Storage Inc                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       57500 | NS      | $1538700.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprinklr Inc                                        | Sprinklr Inc                                                                     | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-29412.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| A10 Networks Inc                                    | A10 Networks Inc                                                                 | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |        6200 | NS      | $103106.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XTC ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       29414 | OU      | $-360.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology Inc                               | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |      -17000 | NS      | $-849660.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| LendingTree Inc                                     | LendingTree Inc                                                                  | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |        3700 | NS      | $78921.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gitlab Inc                                          | Gitlab Inc                                                                       | CUSIP: 37637K108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14000 | NS      | $-636160.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2058000 | PA      | $1697275.82    | 0.04%             | 2048-11-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| OmniAb Inc                                          | OmniAb Inc                                                                       | CUSIP: 68218J103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-1440.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Energy Co                                  | Crescent Energy Co                                                               | CUSIP: 44952J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6020 | NS      | $-72179.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| S&S Holdings LLC                                    | S&S Holdings LLC Term Loan                                                       | CUSIP: 78524HAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2028-03-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01132023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | 414473912 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    28801000 | NC      | $5212930.02    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINGCE ELEC ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      100981 | OU      | $-2050.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR NOV23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          11 | NC      | $-66929.47     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                                  | Axos Financial Inc                                                               | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Short            | EC               | CORP              | US        |     -116931 | NS      | $-4469102.82   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| L Catterton Asia Acquisition Corp                   | L Catterton Asia Acquisition Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      375000 | NS      | $16612.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Primoris Services Corp                              | Primoris Services Corp                                                           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |        1100 | NS      | $24134.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                  | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1799000 | PA      | $1826236.86    | 0.04%             | 2030-05-14      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | VALIN PRECISION ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        5930 | OU      | $45.57         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Compugen Ltd                                        | Compugen Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       23500 | NS      | $16818.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                   | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      222400 | NS      | $10595136.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | CHICAGO CG BASIS FEB23                                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          28 | NC      | $-11749.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spectrum Pharmaceuticals Inc                        | Spectrum Pharmaceuticals Inc                                                     | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Short            | EC               | CORP              | US        |      -35200 | NS      | $-12971.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HAOYUE CARE ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        2130 | OU      | $108.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAREN PHARM ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      106264 | OU      | $-747.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Compass Pathways Plc                                | Compass Pathways Plc                                                             | CUSIP: 20451W101<br>LEI: 213800N7CUZIC6QSTZ31 | Long             | EC               | CORP              | GB        |        2500 | NS      | $20075.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR OCT25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          39 | NC      | $-131939.03    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Premier Bancorp Inc                         | Pacific Premier Bancorp Inc                                                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Short            | EC               | CORP              | US        |      -19306 | NS      | $-609297.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Holdings Corp                        | Select Medical Holdings Corp                                                     | CUSIP: 81619Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-22347.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                  | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27900 | NS      | $29295.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Resolute Forest Products Inc                        | Resolute Forest Products Inc                                                     | CUSIP: 76117W109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-6477.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS AUG25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-67464.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oxford Square Capital Corp                          | Oxford Square Capital Corp                                                       | CUSIP: 69181V107<br>LEI: 549300EGQH8WWU1U6Q06 | Long             | EC               | CORP              | US        |        4100 | NS      | $12792.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carpenter Technology Corp                           | Carpenter Technology Corp                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |        1900 | NS      | $70186.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY MAY26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-508182.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Restaurants Inc                                | BJ's Restaurants Inc                                                             | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |        3800 | NS      | $100244.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                      | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        9093 | NS      | $1205640.87    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SPDR S&P 500 ETF Trust                              | SPDR S&P 500 ETF Trust                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |       -7210 | NS      | $-2757320.30   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | SOYBEAN FUTURE MAY23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         274 | NC      | $346985.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT APR27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $503.25        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BRP Group Inc                                       | BRP Group Inc                                                                    | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-32682.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                                       | Dynatrace Inc                                                                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33500 | NS      | $1283050.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy CLO Ltd                                      | Galaxy 30 Clo Ltd                                                                | CUSIP: 36321TAA0<br>LEI: 549300QQ6WEN7DIBD138 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $874440.00     | 0.02%             | 2035-04-15      | Floating      | 10.81%                | No            | 2                  | On Loan: No      |
| MidCap Financial Investment Corp                    | MidCap Financial Investment Corp                                                 | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | CORP              | US        |        5600 | NS      | $63840.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dyadic International Inc                            | Dyadic International Inc                                                         | CUSIP: 26745T101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-984.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Focus Impact Acquisition Corp                       | Focus Impact Acquisition Corp                                                    | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26955 | NS      | $274401.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cedar Funding Ltd                                   | Cedar Funding IV CLO Ltd                                                         | CUSIP: 150322AG0<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1292359.50    | 0.03%             | 2034-07-23      | Floating      | 10.93%                | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS FEB24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -11 | NC      | $-158638.92    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vizio Holding Corp                                  | Vizio Holding Corp                                                               | CUSIP: 92858V101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9100 | NS      | $-67431.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    11313000 | PA      | $10376671.30   | 0.23%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           | 2                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust                     | LSTAR Commercial Mortgage Trust 2015-3                                           | CUSIP: 54910JAW4<br>LEI: 549300MAI3U5Y4VL8H37 | Long             | ABS-MBS          | CORP              | US        |      121000 | PA      | $102763.12     | 0.00%             | 2048-04-20      | Variable      | 3.14%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      512000 | PA      | $484192.44     | 0.01%             | 2049-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.4                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |      405262 | PA      | $405261.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR APR27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $214330.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shattuck Labs Inc                                   | Shattuck Labs Inc                                                                | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $1610.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                            | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     7990000 | PA      | $8721676.26    | 0.19%             | 2041-03-29      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Nabriva Therapeutics PLC                            | Nabriva Therapeutics PLC                                                         | CUSIP: 000000000<br>LEI: 529900R7DZDU655YTV33 | Short            | EC               | CORP              | IE        |        -176 | NS      | $-323.84       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | L&K ENGINE ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      133910 | OU      | $-5134.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Office Properties Income Trust                      | Office Properties Income Trust                                                   | CUSIP: 67623C109<br>LEI: N/A                  | Short            | EC               |  | US        |       -2100 | NS      | $-28035.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flame Acquisition Corp                              | Flame Acquisition Corp                                                           | CUSIP: 33850F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       43746 | NS      | $439647.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oncorus Inc                                         | Oncorus Inc                                                                      | CUSIP: 68236R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1600 | NS      | $405.28        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MED ParentCo LP                                     | MED ParentCo LP 1st Lien Term Loan                                               | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |      500284 | PA      | $425006.12     | 0.01%             | 2026-08-31      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| Laureate Education Inc                              | Laureate Education Inc                                                           | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       14410 | NS      | $138624.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hour Loop Inc                                       | Hour Loop Inc                                                                    | CUSIP: 44170P106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-1855.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Colombia                                | Colombia Government International Bond                                           | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |           0 | PA      | $0.00          | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUARONG FINANCE II                                  | Huarong Finance II Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     1291000 | PA      | $1136080.00    | 0.03%             | 2026-06-03      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     3000000 | PA      | $2895000.00    | 0.06%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2012-GCJ9                                           | CUSIP: 36192PAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215000 | PA      | $215000.00     | 0.00%             | 2045-11-10      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ENN-NG                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       67256 | OU      | $138.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Conduent Inc                                        | Conduent Inc                                                                     | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |       12000 | NS      | $48600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | METRO LAND ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       34869 | OU      | $-716.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGZHOU WONDFO BIOTECH                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       18850 | OU      | $-511.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                    | COLT 2021-RPL1 Trust                                                             | CUSIP: 12598PAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446000 | PA      | $331598.77     | 0.01%             | 2061-09-25      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-2.3                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     3784941 | PA      | $3784941.00    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| GreenLight Biosciences Holdings PBC                 | GreenLight Biosciences Holdings PBC                                              | CUSIP: 39536G105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-826.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brilliant Earth Group Inc                           | Brilliant Earth Group Inc                                                        | CUSIP: 109504100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $862.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NOBLE CORP PLC 6                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       19015 | OU      | $4704.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nautilus Biotechnology Inc                          | Nautilus Biotechnology Inc                                                       | CUSIP: 63909J108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3600 | NS      | $-6480.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 10.5                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $2320.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                                 | Viavi Solutions Inc                                                              | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |        4200 | NS      | $44142.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AvidXchange Holdings Inc                            | AvidXchange Holdings Inc                                                         | CUSIP: 05368X102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6800 | NS      | $-67592.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities LLC                             | Buy CHINA SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     2000000 | OU      | $-22903.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANTAI ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      135156 | OU      | $-2764.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VF Corp                                             | VF Corp                                                                          | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-102157.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Essential Utilities Inc                             | Essential Utilities Inc                                                          | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Short            | EC               | CORP              | US        |       -7800 | NS      | $-372294.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 JUL23                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -357 | NC      | $706915.07     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LUYIN INVEST ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      545706 | OU      | $-14485.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Zebra Technologies Corp                             | Zebra Technologies Corp                                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         600 | NS      | $153846.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUNAN GOLD ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       87355 | OU      | $12.87         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SDR ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       70621 | OU      | $-1784.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STAR 2022-SFR3 Trust                                | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $954816.00     | 0.02%             | 2024-05-17      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Multifamily Structured Credit Risk                  | Freddie Mac Multifamily Structured Credit Risk                                   | CUSIP: 35563JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128000 | PA      | $107033.98     | 0.00%             | 2041-07-25      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23C 3.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $21982.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Plains GP Holdings LP                               | Plains GP Holdings LP                                                            | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |       50200 | NS      | $624488.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Viad Corp                                           | Viad Corp                                                                        | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |         200 | NS      | $4878.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Beer Co Inc/The                              | Boston Beer Co Inc/The                                                           | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Short            | EC               | CORP              | US        |        -200 | NS      | $-65904.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Byline Bancorp Inc                                  | Byline Bancorp Inc                                                               | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |        1200 | NS      | $27564.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pikes Peak CLO                                      | Pikes Peak CLO 6                                                                 | CUSIP: 72132YAU9<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $428405.50     | 0.01%             | 2034-05-18      | Floating      | 11.10%                | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.95                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1368285 | PA      | $1368284.96    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Carnival PLC                                        | Carnival PLC                                                                     | CUSIP: 14365C103<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |         400 | NS      | $2876.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                      | NU Holdings Ltd/Cayman Islands                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Short            | EC               | CORP              | KY        |     -282100 | NS      | $-1148147.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Atom Mortgage Securities                            | Atom Mortgage Securities DAC                                                     | CUSIP: 000000000<br>LEI: 635400S9JQ1OOL8ZRR06 | Long             | ABS-MBS          | CORP              | IE        |       97255 | PA      | $110879.52     | 0.00%             | 2031-07-22      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Aviat Networks Inc                                  | Aviat Networks Inc                                                               | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |        1000 | NS      | $31190.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AST SpaceMobile Inc                                 | AST SpaceMobile Inc                                                              | CUSIP: 00217D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5900 | NS      | $28438.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR AUG24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          64 | NC      | $103736.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                         | Neogen Corp                                                                      | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |       13700 | NS      | $208651.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaChange International Inc                         | SeaChange International Inc                                                      | CUSIP: 811699107<br>LEI: 5299000DNT7FHOUI6489 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-1460.41      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Soleno Therapeutics Inc                             | Soleno Therapeutics Inc                                                          | CUSIP: 000000000<br>LEI: 5493003LCY77N7FXK844 | Short            | EC               | CORP              | US        |         -14 | NS      | $-27.72        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | LAUREATE EDUCATION INC COMMON STOCK                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      139489 | OU      | $864.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TIM SA/Brazil                                       | TIM SA/Brazil                                                                    | CUSIP: 88706T108<br>LEI: N/A                  | Short            | EC               | CORP              | BR        |       -2900 | NS      | $-33785.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allegany Park CLO, Ltd.                             | Allegany Park CLO Ltd                                                            | CUSIP: 017154AL9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |     5300000 | PA      | $5171925.50    | 0.12%             | 2035-01-20      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Pliant Therapeutics Inc                             | Pliant Therapeutics Inc                                                          | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |        3300 | NS      | $63789.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Audacy Inc                                          | Audacy Inc                                                                       | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12400 | NS      | $2791.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamana Gold Inc                                     | Yamana Gold Inc                                                                  | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |      132800 | NS      | $737040.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FutureFuel Corp                                     | FutureFuel Corp                                                                  | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |        3200 | NS      | $26016.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H74D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $197556.00     | 0.00%             | 2050-04-25      | Variable      | 3.14%                 | No            | 2                  | On Loan: No      |
| Dominari Holdings Inc                               | Dominari Holdings Inc                                                            | CUSIP: 000000000<br>LEI: 549300QQLOI22M69XV87 | Long             | EC               | CORP              | US        |        1100 | NS      | $3575.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG24C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $4307.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agile Therapeutics Inc                              | Agile Therapeutics Inc                                                           | CUSIP: 000000000<br>LEI: 529900AJZBQ4SDDB0T37 | Long             | EC               | CORP              | US        |          23 | NS      | $5.22          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aligos Therapeutics Inc                             | Aligos Therapeutics Inc                                                          | CUSIP: 01626L105<br>LEI: 549300UU2UJIKJYX0S67 | Long             | EC               | CORP              | US        |        1500 | NS      | $1429.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vislink Technologies Inc                            | Vislink Technologies Inc                                                         | CUSIP: 92836Y300<br>LEI: 549300QXCON16MHSX919 | Short            | EC               | CORP              | US        |       -6100 | NS      | $-3416.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Satsuma Pharmaceuticals Inc                         | Satsuma Pharmaceuticals Inc                                                      | CUSIP: 80405P107<br>LEI: 549300CFJJ7QFB1VAD84 | Long             | EC               | CORP              | US        |        2800 | NS      | $2520.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Indonesia                               | Indonesia Government International Bond                                          | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -2730000 | PA      | $-2648362.11   | -0.06%            | 2049-02-11      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Eliem Therapeutics Inc                              | Eliem Therapeutics Inc                                                           | CUSIP: 28658R106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-716.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JONJEE TECH ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      513085 | OU      | $-11881.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Donegal Group Inc                                   | Donegal Group Inc                                                                | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $12780.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PCSB Financial Corp                                 | PCSB Financial Corp                                                              | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $28560.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SUNSHINE CIRCUIT ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       93171 | OU      | $-1458.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lipocine Inc                                        | Lipocine Inc                                                                     | CUSIP: 53630X104<br>LEI: 549300RXPEQXOJXVBI10 | Long             | EC               | CORP              | US        |        3800 | NS      | $1459.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HZ JIEBAI ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      132564 | OU      | $5844.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DMC Global Inc                                      | DMC Global Inc                                                                   | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |         200 | NS      | $3888.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ProQR Therapeutics NV                               | ProQR Therapeutics NV                                                            | CUSIP: 000000000<br>LEI: 549300NGS2FJGGDBGS06 | Long             | EC               | CORP              | NL        |        5500 | NS      | $20350.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GUITAR CENTER INC                                   | GUITAR CENTER INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       38645 | NS      | $5052833.75    | 0.11%             |  |  |  | No            | 3                  | On Loan: No      |
| Mercantile Bank Corp                                | Mercantile Bank Corp                                                             | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |         400 | NS      | $13392.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Concord Acquisition Corp III                        | Concord Acquisition Corp III                                                     | CUSIP: 20607V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      378000 | NS      | $3851820.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Berenson Acquisition Corp I                         | Berenson Acquisition Corp I                                                      | CUSIP: 083690107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30454 | NS      | $305758.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZIJIANG ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      327330 | OU      | $1654.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Willdan Group Inc                                   | Willdan Group Inc                                                                | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Short            | EC               | CORP              | US        |        -600 | NS      | $-10710.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| G Squared Ascend II Inc                             | G Squared Ascend II Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      276531 | NS      | $2806789.65    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAR27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $-111620.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avita Medical Inc                                   | Avita Medical Inc                                                                | CUSIP: 05380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $660.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                | Deephaven Residential Mortgage Trust 2020-2                                      | CUSIP: 24380NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263000 | PA      | $227857.15     | 0.01%             | 2065-05-25      | Variable      | 5.85%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR APR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -180 | NC      | $1683431.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PORTON PHARMA ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       35004 | OU      | $1428.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NANTONG ACETIC ACID CHEMICAL                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      353635 | OU      | $-11353.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MASTR Asset Backed Securities Trust                 | Mastr Asset Backed Securities Trust 2006-WMC3                                    | CUSIP: 55291KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      477099 | PA      | $170350.07     | 0.00%             | 2036-08-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Accenture PLC                                       | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        5700 | NS      | $1520988.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HSC BASIS MAR23                                                                  | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -31 | NC      | $8691.63       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Upwork Inc                                          | Upwork Inc                                                                       | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |       22500 | NS      | $234900.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3945.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HAL6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     4253000 | PA      | $3354702.61    | 0.07%             | 2049-10-15      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Phoenix Biotech Acquisition Corp                    | Phoenix Biotech Acquisition Corp                                                 | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               |  | US        |       76900 | NS      | $3022.17       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 APR24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -656 | NC      | $1864825.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ScION Tech Growth II                                | ScION Tech Growth II                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      300000 | NS      | $3036000.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Camber Energy Inc                                   | Camber Energy Inc                                                                | CUSIP: 13200M607<br>LEI: 549300UU08PK14MMKL57 | Short            | EC               | CORP              | US        |       -6731 | NS      | $-13596.62     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Viasat Inc                                          | Viasat Inc                                                                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |         200 | NS      | $6330.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AECC AP ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      592192 | OU      | $3038.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Exact Sciences Corp                                 | Exact Sciences Corp                                                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-59412.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NANJING TANKER ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      704673 | OU      | $17898.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Curis Inc                                           | Curis Inc                                                                        | CUSIP: 231269200<br>LEI: 5299000YO6CX4WMFVX06 | Long             | EC               | CORP              | US        |       19200 | NS      | $10560.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                 | AUST 10Y BOND FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          45 | NC      | $-201723.20    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sesen Bio Inc                                       | Sesen Bio Inc                                                                    | CUSIP: 817763105<br>LEI: 549300DGKHONOZQIY116 | Short            | EC               | CORP              | US        |      -27468 | NS      | $-16741.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2005-76                                                   | CUSIP: 12668BDD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1933972 | PA      | $1588319.08    | 0.04%             | 2036-01-25      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| AMETEK Inc                                          | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        1400 | NS      | $195608.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sachem Capital Corp                                 | Sachem Capital Corp                                                              | CUSIP: 78590A109<br>LEI: N/A                  | Long             | EC               |  | US        |        1100 | NS      | $3630.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Artisan Partners Asset Management Inc               | Artisan Partners Asset Management Inc                                            | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-86130.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Freeline Therapeutics Holdings PLC                  | Freeline Therapeutics Holdings PLC                                               | CUSIP: 35655L107<br>LEI: 21380046L1D1Q6QJPH29 | Short            | EC               | CORP              | GB        |        -100 | NS      | $-49.79        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NexGen Energy Ltd                                   | NexGen Energy Ltd                                                                | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Short            | EC               | CORP              | CA        |       -3700 | NS      | $-16391.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chimera Investment Corp                             | Chimera Investment Corp                                                          | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Short            | EC               |  | US        |      -23500 | NS      | $-129250.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          65 | NC      | $-629350.70    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Aytu BioPharma Inc                                  | Aytu BioPharma Inc                                                               | CUSIP: 054754874<br>LEI: 549300SMWHEALCU7Q019 | Short            | EC               | CORP              | US        |       -7824 | NS      | $-1478.74      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hive Blockchain Technologies Ltd                    | Hive Blockchain Technologies Ltd                                                 | CUSIP: 43366H704<br>LEI: 5493004QCZ1QBI9FS784 | Short            | EC               | CORP              | CA        |        -280 | NS      | $-403.20       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LSB Industries Inc                                  | LSB Industries Inc                                                               | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |        9300 | NS      | $123690.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUATIE EMER TECH ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      156645 | OU      | $-3883.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Stifel Financial Corp                               | Stifel Financial Corp                                                            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |         400 | NS      | $23348.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalOcean Holdings Inc                           | DigitalOcean Holdings Inc                                                        | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       15200 | NS      | $387144.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR FEB23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -171 | NC      | $913461.41     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                  | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $84176.40      | 0.00%             | 2048-12-15      | Variable      | 3.69%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $32124.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT JAN25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-17900.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4452333 | PA      | $340309.62     | 0.01%             | 2052-12-15      | Variable      | 1.46%                 | No            | 2                  | On Loan: No      |
| NetScout Systems Inc                                | NetScout Systems Inc                                                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |         400 | NS      | $13004.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | CCPOIS--USD-SOFR-COMPOUND-20280513                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    22900000 | OU      | $-222483.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Knightscope Inc                                     | Knightscope Inc                                                                  | CUSIP: 49907V102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5500 | NS      | $-10395.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TESSCO Technologies Inc                             | TESSCO Technologies Inc                                                          | CUSIP: 872386107<br>LEI: 254900BNVQFBKCIOE491 | Long             | EC               | CORP              | US        |         400 | NS      | $1928.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KalVista Pharmaceuticals Inc                        | KalVista Pharmaceuticals Inc                                                     | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |        2300 | NS      | $15548.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | N. CHINA PHARM ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      245339 | OU      | $-5697.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                      | CUSIP: 61764XAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3575000 | PA      | $2200509.03    | 0.05%             | 2048-03-15      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| Beam Global                                         | Beam Global                                                                      | CUSIP: 07373B109<br>LEI: 254900CT39JVKHAANA12 | Short            | EC               | CORP              | US        |        -500 | NS      | $-8735.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Superior Group of Cos Inc                           | Superior Group of Cos Inc                                                        | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |         200 | NS      | $2012.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Electronics Inc                           | Universal Electronics Inc                                                        | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |         200 | NS      | $4162.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Athena Consumer Acquisition Corp                    | Athena Consumer Acquisition Corp                                                 | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | N/A              | DE               |  | US        |      262057 | NS      | $30477.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avis Budget Group Inc                               | Avis Budget Group Inc                                                            | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |        8500 | NS      | $1393405.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  SEP23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $-1523.68      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01222023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-1200.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Shift4 Payments Inc                                 | Shift4 Payments Inc                                                              | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -48926 | NS      | $-2736431.18   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS Aug 27  2019 - Aug 27  2029 - P/1.899  R/USD LIBOR 3M                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1650000 | OU      | $194608.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Qilian International Holding Group Ltd              | Qilian International Holding Group Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -300 | NS      | $-216.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                   | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |         200 | NS      | $6728.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Protagonist Therapeutics Inc                        | Protagonist Therapeutics Inc                                                     | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11600 | NS      | $126556.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAY24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          64 | NC      | $-31303.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT DEC25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-15110.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP DEC23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-5415.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kforce Inc                                          | Kforce Inc                                                                       | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |         900 | NS      | $49347.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton USA Trust                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      982000 | PA      | $846126.55     | 0.02%             | 2038-11-05      | Variable      | 4.19%                 | No            | 2                  | On Loan: No      |
| Deluxe Corp                                         | Deluxe Corp                                                                      | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Short            | EC               | CORP              | US        |        -700 | NS      | $-11886.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                                        | Amedisys Inc                                                                     | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |         400 | NS      | $33416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nature's Sunshine Products Inc                      | Nature's Sunshine Products Inc                                                   | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $4992.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Portage Fintech Acquisition Corp                    | Portage Fintech Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      500001 | NS      | $5015010.03    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2012-GC8                                     | CUSIP: 17318UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104920 | PA      | $104920.20     | 0.00%             | 2045-09-10      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| Northern Genesis Acquisition Corp III               | Northern Genesis Acquisition Corp III                                            | CUSIP: 66516W115<br>LEI: N/A                  | N/A              | DE               |  | US        |      116250 | NS      | $9753.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp                                | Range Resources Corp                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Short            | EC               | CORP              | US        |        -200 | NS      | $-5004.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tracon Pharmaceuticals Inc                          | Tracon Pharmaceuticals Inc                                                       | CUSIP: 89237H209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $1788.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellus Capital Investment Corp                     | Stellus Capital Investment Corp                                                  | CUSIP: 858568108<br>LEI: 5493001DZV6QC1KUSC43 | Long             | EC               | CORP              | US        |        1200 | NS      | $15912.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canada Goose Holdings Inc                           | Canada Goose Holdings Inc                                                        | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | CA        |        7800 | NS      | $138918.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PETSMART INC/PETSMART FI                            | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1062000 | PA      | $997422.44     | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GEHUA CATV ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      111271 | OU      | $1723.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intuit Inc                                          | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |        -400 | NS      | $-155688.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VIKING CRUISES LTD                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1740000 | PA      | $1439850.00    | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                         | 411453189 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    24070000 | NC      | $5503912.87    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Forza X1 Inc                                        | Forza X1 Inc                                                                     | CUSIP: 34988N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $128.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lightspeed Commerce Inc                             | Lightspeed Commerce Inc                                                          | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Short            | EC               | CORP              | CA        |       -2500 | NS      | $-35750.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| W&T Offshore Inc                                    | W&T Offshore Inc                                                                 | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |       30000 | NS      | $167400.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corp                                        | Visteon Corp                                                                     | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-143913.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS Jan 25  2017 - Jan 25  2027 - P/2.396  R/USD LIBOR 3M                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2900000 | OU      | $137182.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enochian Biosciences Inc                            | Enochian Biosciences Inc                                                         | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |        1100 | NS      | $1133.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Revance Therapeutics Inc                            | Revance Therapeutics Inc                                                         | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |       22300 | NS      | $411658.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel Chile SA                                       | Enel Chile SA                                                                    | CUSIP: 29278D105<br>LEI: 549300YM5CWCAUVOPB53 | Short            | EC               | CORP              | CL        |       -8300 | NS      | $-18675.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aris Water Solution Inc                             | Aris Water Solution Inc                                                          | CUSIP: 04041L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-30261.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Onconova Therapeutics Inc                           | Onconova Therapeutics Inc                                                        | CUSIP: 68232V801<br>LEI: 549300BRAR7BTG2PIY51 | Long             | EC               | CORP              | US        |        1033 | NS      | $664.32        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                         | Kemper Corp                                                                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Short            | EC               | CORP              | US        |        -800 | NS      | $-39360.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                         | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        1900 | NS      | $451535.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco BBVA Argentina SA                             | Banco BBVA Argentina SA                                                          | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Short            | EC               | CORP              | AR        |        -200 | NS      | $-780.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cia Brasileira de Distribuicao                      | Cia Brasileira de Distribuicao                                                   | CUSIP: 20440T300<br>LEI: 5299003V5B6KLICZCC14 | Long             | EC               | CORP              | BR        |       10100 | NS      | $31310.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DoubleVerify Holdings Inc                           | DoubleVerify Holdings Inc                                                        | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $2196.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA SOFTWARE ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      816631 | OU      | $-4406.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JUMPCAN PHARM ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         391 | OU      | $0.46          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-10130.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ross Stores Inc                                     | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Short            | EC               | CORP              | US        |      -10500 | NS      | $-1218735.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23C 7.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          75 | NC      | $22725.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| USCB Financial Holdings Inc                         | USCB Financial Holdings Inc                                                      | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $3660.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                        | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6572 | NS      | $-1179608.28   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CMBX--137BEOAN4-20721216                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |      603000 | OU      | $-52071.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -80 | NC      | $-10000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | REX 02282023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -28 | NC      | $14325.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT MAY27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $316.62        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vera Bradley Inc                                    | Vera Bradley Inc                                                                 | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |        6100 | NS      | $27633.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Smartsheet Inc                                      | Smartsheet Inc                                                                   | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |        8500 | NS      | $334560.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FIRST TRACTOR ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      238570 | OU      | $-6123.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GOTION ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      222286 | OU      | $-8290.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Unilever PLC                                        | Unilever PLC                                                                     | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Short            | EC               | CORP              | GB        |      -52400 | NS      | $-2638340.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Ltd.                       | OPEN--0.5                                                                        | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | RA               | CORP              | GB        |     2546250 | PA      | $2546250.00    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Kite Realty Group Trust                             | Kite Realty Group Trust                                                          | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               |  | US        |      -16500 | NS      | $-347325.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology Inc                      | Tactile Systems Technology Inc                                                   | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |        3300 | NS      | $37884.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cherry Hill Mortgage Investment Corp                | Cherry Hill Mortgage Investment Corp                                             | CUSIP: 164651101<br>LEI: N/A                  | Long             | EC               |  | US        |        3400 | NS      | $19720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WUJIN STAINLESS ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       89496 | OU      | $-496.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rogers Corp                                         | Rogers Corp                                                                      | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |         300 | NS      | $35802.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS Sep 22, 2022 - Sep 22, 2037 - P/3.324, R/USD SOFRRATE 0D                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2800000 | OU      | $69371.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LHOME Mortgage Trust                                | LHOME Mortgage Trust 2021-RTL2                                                   | CUSIP: 501895AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      684000 | PA      | $630915.44     | 0.01%             | 2026-06-25      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2014-C26                              | CUSIP: 46643TBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      642000 | PA      | $591810.37     | 0.01%             | 2048-01-15      | Variable      | 4.37%                 | No            | 2                  | On Loan: No      |
| Cohen & Co Inc                                      | Cohen & Co Inc                                                                   | CUSIP: 19249M102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-834.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Innovative International Acquisition Corp           | Innovative International Acquisition Corp                                        | CUSIP: 000000000<br>LEI: 549300U6QXNGB66F1K14 | Long             | EC               | CORP              | KY        |        3882 | NS      | $39984.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DXP Enterprises Inc/TX                              | DXP Enterprises Inc/TX                                                           | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $8265.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Himax Technologies Inc                              | Himax Technologies Inc                                                           | CUSIP: 43289P106<br>LEI: 529900Z6XWS79D8T1X09 | Short            | EC               | CORP              | KY        |       -9500 | NS      | $-58995.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Khosla Ventures Acquisition Co                      | Khosla Ventures Acquisition Co                                                   | CUSIP: 482504107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      117412 | NS      | $1171771.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY NOV26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-1362642.52   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Bullpen Parlay Acquisition Co                       | Bullpen Parlay Acquisition Co                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      189000 | NS      | $3780.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHANGYUAN ELEC ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      731605 | OU      | $11211.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT OCT23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -87 | NC      | $304478.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-2.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     1845844 | PA      | $1845843.90    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bullpen Parlay Acquisition Co                       | Bullpen Parlay Acquisition Co                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      378000 | NS      | $3870720.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Seanergy Maritime Holdings Corp                     | Seanergy Maritime Holdings Corp                                                  | CUSIP: 000000000<br>LEI: 213800S7JIZA8FZXF245 | Short            | EC               | CORP              | MH        |      -52100 | NS      | $-25815.55     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                              | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |      853000 | PA      | $60339.22      | 0.00%             | 2025-06-28      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Merck & Co Inc                                      | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |      -62500 | NS      | $-6934375.00   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Esquire Financial Holdings Inc                      | Esquire Financial Holdings Inc                                                   | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $17304.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| F&G Annuities & Life Inc                            | F&G Annuities & Life Inc                                                         | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $26013.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranger Oil Corp                                     | Ranger Oil Corp                                                                  | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |        2900 | NS      | $117247.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kezar Life Sciences Inc                             | Kezar Life Sciences Inc                                                          | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |       10900 | NS      | $76736.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Western New England Bancorp Inc                     | Western New England Bancorp Inc                                                  | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |         400 | NS      | $3784.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anavex Life Sciences Corp                           | Anavex Life Sciences Corp                                                        | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |         600 | NS      | $5556.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CCPVANILLA--USD-LIBOR-BBA-20260122                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    20000000 | OU      | $2046796.13    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                            | Lloyds Banking Group PLC                                                         | CUSIP: 539439109<br>LEI: 549300PPXHEU2JF0AM85 | Short            | EC               | CORP              | GB        |      -27200 | NS      | $-59840.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.3                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |      396036 | PA      | $396035.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | USD_SOFR_R_2. 22441_20270325_20220930_CME                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      800000 | OU      | $116192.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                            | Angel Oak Mortgage Trust 2021-8                                                  | CUSIP: 03465MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109000 | PA      | $73319.94      | 0.00%             | 2066-11-25      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| YETI Holdings Inc                                   | YETI Holdings Inc                                                                | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-45441.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gevo Inc                                            | Gevo Inc                                                                         | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |       34500 | NS      | $65550.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                            | BX Trust 2018-GW                                                                 | CUSIP: 12433UAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106000 | PA      | $101230.00     | 0.00%             | 2035-05-15      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HXCX ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        6866 | OU      | $-172.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINFU TECHNOLOGY ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      305205 | OU      | $-7600.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Motorcar Parts of America Inc                       | Motorcar Parts of America Inc                                                    | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |         100 | NS      | $1186.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | COSMOS ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        6596 | OU      | $905.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vibrant CLO Ltd                                     | Vibrant CLO XIII Ltd                                                             | CUSIP: 92557CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1286806.50    | 0.03%             | 2034-07-15      | Floating      | 11.14%                | No            | 2                  | On Loan: No      |
| DHT Holdings Inc                                    | DHT Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |       20700 | NS      | $183816.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tivic Health Systems Inc                            | Tivic Health Systems Inc                                                         | CUSIP: 888705100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-680.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Soligenix Inc                                       | Soligenix Inc                                                                    | CUSIP: 834223307<br>LEI: 549300MN2EF9LQHLT817 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-994.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 10M 2.36900% 11/01/24                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2000000 | OU      | $84961.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHEJIANG ZANYU TECHNOLOGY ORD A                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       18810 | OU      | $444.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FTAC Hera Acquisition Corp                          | FTAC Hera Acquisition Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310000 | NS      | $3137200.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nucor Corp                                          | Nucor Corp                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               | CORP              | US        |      -25500 | NS      | $-3361155.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SPIRIT AIRLINES INC                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5630180 | OU      | $-93788.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CSSC HOLDINGS ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      535816 | OU      | $2112.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elbit Systems Ltd                                   | Elbit Systems Ltd                                                                | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Short            | EC               | CORP              | IL        |        -200 | NS      | $-32808.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1680600 | PA      | $1530396.38    | 0.03%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MSCI Inc                                            | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        3500 | NS      | $1628095.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Autolus Therapeutics PLC                            | Autolus Therapeutics PLC                                                         | CUSIP: 05280R100<br>LEI: 549300C0KZP8EYROLL02 | Short            | EC               | CORP              | GB        |       -3400 | NS      | $-6460.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shenandoah Telecommunications Co                    | Shenandoah Telecommunications Co                                                 | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-25408.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Latham Group Inc                                    | Latham Group Inc                                                                 | CUSIP: 51819L107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8600 | NS      | $-27692.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 SEP23                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -351 | NC      | $734767.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1323000 | PA      | $894972.46     | 0.02%             | 2049-09-15      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 3.95                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-116040.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lazard Growth Acquisition Corp I                    | Lazard Growth Acquisition Corp I                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      450000 | NS      | $4549500.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus International Group Inc                       | Janus International Group Inc                                                    | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $952.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN--2.85                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     2176632 | PA      | $2176632.05    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Emissions Solutions Inc                    | Advanced Emissions Solutions Inc                                                 | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |        1400 | NS      | $3402.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FREYR Battery SA                                    | FREYR Battery SA                                                                 | CUSIP: 000000000<br>LEI: 222100QIBHPZGVW6UT76 | Long             | EC               | CORP              | LU        |      141689 | NS      | $1229860.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                         | Viatris Inc                                                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      150600 | NS      | $1676178.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Redfin Corp                                         | Redfin Corp                                                                      | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |       31300 | NS      | $132712.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ur-Energy Inc                                       | Ur-Energy Inc                                                                    | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Short            | EC               | CORP              | CA        |      -29400 | NS      | $-33810.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solo Brands Inc                                     | Solo Brands Inc                                                                  | CUSIP: 83425V104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3500 | NS      | $-13020.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp                                       | EchoStar Corp                                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        3800 | NS      | $63384.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Legacy Mortgage Asset Trust                         | Legacy Mortgage Asset Trust 2020-GS4                                             | CUSIP: 52474KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $908709.00     | 0.02%             | 2060-02-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | ALLY FINANCIAL INC                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      699730 | OU      | $12229.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.85                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1725435 | PA      | $1725435.40    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| V2X Inc                                             | V2X Inc                                                                          | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $4129.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta Apparel Inc                                   | Delta Apparel Inc                                                                | CUSIP: 247368103<br>LEI: 549300YCES15WEDS8Z04 | Long             | EC               | CORP              | US        |         100 | NS      | $1061.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      609396 | PA      | $261486.97     | 0.01%             | 2037-03-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01092023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2015-C28                              | CUSIP: 46644FAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2537000 | PA      | $2160562.48    | 0.05%             | 2048-10-15      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| Momentus Inc                                        | Momentus Inc                                                                     | CUSIP: 60879E101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7700 | NS      | $-6005.23      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Payoneer Global Inc                                 | Payoneer Global Inc                                                              | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18200 | NS      | $99554.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY AUG27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $254907.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NEW CHINA LIFE INSURANCE ORD A                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      189888 | OU      | $11317.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Outbrain Inc                                        | Outbrain Inc                                                                     | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Short            | EC               | CORP              | US        |        -100 | NS      | $-362.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Business Financial Services Inc               | First Business Financial Services Inc                                            | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |         200 | NS      | $7310.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                | Progressive Corp/The                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        9120 | NS      | $1182955.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Bancshares Inc                             | Live Oak Bancshares Inc                                                          | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4000 | NS      | $120800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barnes Group Inc                                    | Barnes Group Inc                                                                 | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |        1900 | NS      | $77615.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GOLDLOK ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      289118 | OU      | $5172.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY APR25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          28 | NC      | $187751.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jack Henry & Associates Inc                         | Jack Henry & Associates Inc                                                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        1100 | NS      | $193116.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23C 3.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $18680.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | NAT GAS LAST DAY NOV27                                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          54 | NC      | $480087.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CoreVest American Finance Ltd                       | Corevest American Finance 2021-1 Trust                                           | CUSIP: 21873LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      826557 | PA      | $59201.31      | 0.00%             | 2053-04-15      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| Kura Oncology Inc                                   | Kura Oncology Inc                                                                | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |        4300 | NS      | $53363.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SZ TOPBAND ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      109120 | OU      | $969.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bumble Inc                                          | Bumble Inc                                                                       | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2700 | NS      | $56835.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Luther Burbank Corp                                 | Luther Burbank Corp                                                              | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |         400 | NS      | $4444.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper-Standard Holdings Inc                        | Cooper-Standard Holdings Inc                                                     | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |        3600 | NS      | $32616.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlassian Corp                                      | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        9100 | NS      | $1170988.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | PHE 02282023 PHE C10                                                             | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         300 | NC      | $9075.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Easterly Government Properties Inc                  | Easterly Government Properties Inc                                               | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Short            | EC               |  | US        |       -1400 | NS      | $-19978.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intelligent Bio Solutions Inc                       | Intelligent Bio Solutions Inc                                                    | CUSIP: 36151G105<br>LEI: 549300JIQ6MVR4PC5311 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-260.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Euronav NV                                          | Euronav NV                                                                       | CUSIP: 000000000<br>LEI: 549300D80RYON74MEJ03 | Long             | EC               | CORP              | BE        |        1800 | NS      | $30672.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flagstar Mortgage Trust                             | Flagstar Mortgage Trust 2018-4                                                   | CUSIP: 33851LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230344 | PA      | $181574.07     | 0.00%             | 2048-07-25      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                            | Prudential Financial Inc                                                         | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-566922.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DIMA ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      730627 | OU      | $-22910.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Amkor Technology Inc                                | Amkor Technology Inc                                                             | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |         100 | NS      | $2398.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CYNDA CHEMICAL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      706432 | OU      | $1196.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  DEC23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -19 | NC      | $-356112.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander Chile                               | Banco Santander Chile                                                            | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Short            | EC               | CORP              | CL        |       -6100 | NS      | $-96624.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      231000 | PA      | $201251.59     | 0.00%             | 2057-08-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| Electromed Inc                                      | Electromed Inc                                                                   | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $1049.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                          | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        5995 | NS      | $399566.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT APR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -87 | NC      | $360376.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PennantPark Floating Rate Capital Ltd               | PennantPark Floating Rate Capital Ltd                                            | CUSIP: 70806A106<br>LEI: 529900BH3IP6381K4L72 | Long             | EC               | CORP              | US        |        2400 | NS      | $26352.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridian Corp                                       | Meridian Corp                                                                    | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $3029.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KnowBe4 Inc                                         | KnowBe4 Inc                                                                      | CUSIP: 49926T104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-32214.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                | 133323404 BANK OF AMERICA, N.A                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    50000000 | NC      | $373273.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto 2022-FL5 Issuer LLC                                                    | CUSIP: 30327MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $974554.00     | 0.02%             | 2037-06-19      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CENTURY HUATONG ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       62674 | OU      | $1175.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fangdd Network Group Ltd                            | Fangdd Network Group Ltd                                                         | CUSIP: 30712L208<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1240 | NS      | $-930.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Okta Inc                                            | Okta Inc                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        1700 | NS      | $116161.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 7                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-776.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The9 Ltd                                            | The9 Ltd                                                                         | CUSIP: 88337K302<br>LEI: 529900PMX9KSG4W5TA36 | Short            | EC               | CORP              | KY        |       -4400 | NS      | $-2494.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| iBio Inc                                            | iBio Inc                                                                         | CUSIP: 451033609<br>LEI: 529900EW4RXUITGKUT34 | Short            | EC               | CORP              | US        |       -1112 | NS      | $-494.17       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Infinite Bidco LLC                                  | Infinite Bidco LLC 2nd Lien Term Loan                                            | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2029-03-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XINGUANG ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        9958 | OU      | $-33.05        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Jackson Financial Inc                               | Jackson Financial Inc                                                            | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       13200 | NS      | $459228.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| E-Home Household Service Holdings Ltd               | E-Home Household Service Holdings Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -860 | NS      | $-362.06       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canopy Growth Corp                                  | Canopy Growth Corp                                                               | CUSIP: 138035100<br>LEI: 529900CSD7NH1UBC9X07 | Long             | EC               | CORP              | CA        |        8794 | NS      | $20314.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                  | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       28800 | NS      | $5963616.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury General Corp                                | Mercury General Corp                                                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |        2400 | NS      | $82080.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RITHM CAPITAL CORP                                  | Rithm Capital Corp                                                               | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |      590000 | PA      | $529406.80     | 0.01%             | 2025-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR DEC25                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -7 | NC      | $-2639.17      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AMMO Inc                                            | AMMO Inc                                                                         | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Short            | EC               | CORP              | US        |      -27900 | NS      | $-48267.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solitario Zinc Corp                                 | Solitario Zinc Corp                                                              | CUSIP: 8342EP107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-62.01        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Check Cap Ltd                                       | Check Cap Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300VKJF3TJ17U4U73 | Short            | EC               | CORP              | IL        |        -490 | NS      | $-1078.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP MAR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-3491.38      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Parallel Ltd                                        | Parallel 2019-1 Ltd                                                              | CUSIP: 69916YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      666500 | PA      | $549247.32     | 0.01%             | 2032-07-20      | Floating      | 10.96%                | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  NOV26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $-45458.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trex Co Inc                                         | Trex Co Inc                                                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9200 | NS      | $389436.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Recovery Inc                                 | Energy Recovery Inc                                                              | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |        4600 | NS      | $94254.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       70200 | NS      | $12400830.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Medalist Diversified REIT Inc                       | Medalist Diversified REIT Inc                                                    | CUSIP: 58403P105<br>LEI: 549300YQJ014Y3GPL792 | Long             | EC               |  | US        |        1100 | NS      | $781.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI EQUITY                                          | ATI EQUITY                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3039 | NS      | $3061792.50    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Samarco Mineracao SA                                | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     1600000 | PA      | $680000.00     | 0.02%             | 2022-11-01      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| QUBE TORUS B EO                                     | QUBE TORUS B EO                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25000 | NS      | $27411125.68   | 0.61%             |  |  |  | No            | N/A                | On Loan: No      |
| Merit                                               | MHP 2021-STOR                                                                    | CUSIP: 55293BAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311000 | PA      | $289618.75     | 0.01%             | 2038-07-15      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Faraday Future Intelligent Electric Inc             | Faraday Future Intelligent Electric Inc                                          | CUSIP: 307359109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -160600 | NS      | $-46622.18     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brightsphere Investment Group Inc                   | Brightsphere Investment Group Inc                                                | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      120489 | NS      | $2479663.62    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KSTAR SCIENCE ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      550186 | OU      | $1644.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Robinhood Markets Inc                               | Robinhood Markets Inc                                                            | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |     -121400 | NS      | $-988196.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Plum Acquisition Corp I                             | Plum Acquisition Corp I                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       62000 | NS      | $1860.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Laird Superfood Inc                                 | Laird Superfood Inc                                                              | CUSIP: 50736T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $336.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1113000 | PA      | $1012098.76    | 0.02%             | 2048-07-10      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| Genius Brands International Inc                     | Genius Brands International Inc                                                  | CUSIP: 37229T301<br>LEI: 549300U63XLMGMNWTU54 | Short            | EC               | CORP              | US        |      -37000 | NS      | $-17205.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Archer Aviation Inc                                 | Archer Aviation Inc                                                              | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2000 | NS      | $3740.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      861000 | PA      | $627970.35     | 0.01%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| L3Harris Technologies Inc                           | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Short            | EC               | CORP              | US        |      -14200 | NS      | $-2956582.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| NextDecade Corp                                     | NextDecade Corp                                                                  | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |         600 | NS      | $2964.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                     | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       30300 | NS      | $7984959.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GD POWER ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      234344 | OU      | $6867.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA PACIFIC ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       69809 | OU      | $1793.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CSPC INNOVATION ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       18810 | OU      | $-196.09       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                         | CCPOIS--USD-SOFR-COMPOUND-20240606                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $43668.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| International Bancshares Corp                       | International Bancshares Corp                                                    | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      127190 | NS      | $5820214.40    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHENGDU YUNDA TECHN ORD A                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       28197 | OU      | $388.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LIUZHOU CHEM ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        8996 | OU      | $131.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NexTier Oilfield Solutions Inc                      | NexTier Oilfield Solutions Inc                                                   | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |       48946 | NS      | $452261.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp                          | Pinnacle West Capital Corp                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |        -650 | NS      | $-49426.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orgenesis Inc                                       | Orgenesis Inc                                                                    | CUSIP: 68619K204<br>LEI: 549300DCE2FRWERKD784 | Short            | EC               | CORP              | US        |        -600 | NS      | $-1170.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cerence Inc                                         | Cerence Inc                                                                      | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |        8300 | NS      | $153799.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Semper Paratus Acquisition Corp                     | Semper Paratus Acquisition Corp                                                  | CUSIP: 000000000<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | KY        |        1600 | NS      | $16528.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RR 2 LTD                                            | RR 2 Ltd                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $849590.00     | 0.02%             | 2036-04-15      | Floating      | 9.88%                 | No            | 2                  | On Loan: No      |
| Xponential Fitness Inc                              | Xponential Fitness Inc                                                           | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $2293.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TimkenSteel Corp                                    | TimkenSteel Corp                                                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |        4900 | NS      | $89033.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | EMIS GROUP PLC                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     4152203 | OU      | $-5357.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BioCryst Pharmaceuticals Inc                        | BioCryst Pharmaceuticals Inc                                                     | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |       43400 | NS      | $498232.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                          | NetApp Inc                                                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       17800 | NS      | $1069068.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Manulife Financial Corp                             | Manulife Financial Corp                                                          | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Short            | EC               | CORP              | CA        |      -46200 | NS      | $-824208.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAR23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -74 | NC      | $-17908.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Team Health Holdings Inc                            | Team Health Holdings Inc                                                         | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    14168000 | PA      | $8164168.32    | 0.18%             | 2025-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies Holding PLC                    | Sensata Technologies Holding PLC                                                 | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |         300 | NS      | $12114.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altra Industrial Motion Corp                        | Altra Industrial Motion Corp                                                     | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |         400 | NS      | $23900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eMagin Corp                                         | eMagin Corp                                                                      | CUSIP: 29076N206<br>LEI: 549300R8UNKOGQA16N82 | Short            | EC               | CORP              | US        |       -5202 | NS      | $-4421.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Haverty Furniture Cos Inc                           | Haverty Furniture Cos Inc                                                        | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |        1800 | NS      | $53820.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 15M 2.43400% 10/11/26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $179738.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LEVIMA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      124793 | OU      | $70.34         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hydrofarm Holdings Group Inc                        | Hydrofarm Holdings Group Inc                                                     | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |        7400 | NS      | $11470.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MeridianLink Inc                                    | MeridianLink Inc                                                                 | CUSIP: 58985J105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1400 | NS      | $-19222.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WideOpenWest Inc                                    | WideOpenWest Inc                                                                 | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |         500 | NS      | $4555.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP NOV23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-8865.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DICE Therapeutics Inc                               | DICE Therapeutics Inc                                                            | CUSIP: 23345J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-93600.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Concord Acquisition Corp III                        | Concord Acquisition Corp III                                                     | CUSIP: 20607V114<br>LEI: N/A                  | N/A              | DE               |  | US        |      189000 | NS      | $12852.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corp                                           | Olin Corp                                                                        | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Short            | EC               | CORP              | US        |      -12600 | NS      | $-667044.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.3                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1257819 | PA      | $1257819.11    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Phillips 66                                         | Phillips 66                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-416320.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CITGO Holding Inc.                                  | CITGO Holding Inc. 2019 Term Loan B                                              | CUSIP: 17304YAD4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2023-08-01      | Floating      | 10.05%                | No            | 2                  | On Loan: No      |
| Civista Bancshares Inc                              | Civista Bancshares Inc                                                           | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Short            | EC               | CORP              | US        |      -10389 | NS      | $-228661.89    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Inogen Inc                                          | Inogen Inc                                                                       | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |         900 | NS      | $17739.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medallion Financial Corp                            | Medallion Financial Corp                                                         | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |         900 | NS      | $6426.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 7M 2.35200% 11/08/24                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4000000 | OU      | $172344.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zentalis Pharmaceuticals Inc                        | Zentalis Pharmaceuticals Inc                                                     | CUSIP: 98943L107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2014.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heritage-Crystal Clean Inc                          | Heritage-Crystal Clean Inc                                                       | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $16240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TAT Technologies Ltd                                | TAT Technologies Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -100 | NS      | $-540.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Acurx Pharmaceuticals Inc                           | Acurx Pharmaceuticals Inc                                                        | CUSIP: 00510M104<br>LEI: 5493006KI0IEUHE1UK56 | Short            | EC               | CORP              | US        |        -300 | NS      | $-1194.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ER KANG PHARMA ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       17190 | OU      | $478.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OPY Acquisition Corp I                              | OPY Acquisition Corp I                                                           | CUSIP: 671005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6781 | NS      | $67945.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BEIJING VRV SOFTWARE ORD A                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       15847 | OU      | $117.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA2                                                  | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      607881 | PA      | $484168.51     | 0.01%             | 2046-05-20      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | UGMC ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      336344 | OU      | $-4504.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Omnicell Inc                                        | Omnicell Inc                                                                     | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |         900 | NS      | $45378.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SOUTH POWER ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      110290 | OU      | $4419.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Univest Financial Corp                              | Univest Financial Corp                                                           | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |        1200 | NS      | $31356.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Leslie's Inc                                        | Leslie's Inc                                                                     | CUSIP: 527064109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15300 | NS      | $-186813.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                                              | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       67548 | NS      | $387813.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp                              | Regions Financial Corp                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Short            | EC               | CORP              | US        |     -364489 | NS      | $-7858382.84   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Lazard Ltd                                          | Lazard Ltd                                                                       | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |        4900 | NS      | $169883.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YTO EXPRESS ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      813926 | OU      | $-6187.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dlocal Ltd/Uruguay                                  | Dlocal Ltd/Uruguay                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        3300 | NS      | $51381.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | 431404051 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -27997200 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mistras Group Inc                                   | Mistras Group Inc                                                                | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $4437.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Workiva Inc                                         | Workiva Inc                                                                      | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |        3500 | NS      | $293895.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Insurance Holdings Corp                      | United Insurance Holdings Corp                                                   | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |        2100 | NS      | $2226.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JUL24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          64 | NC      | $87096.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clorox Co/The                                       | Clorox Co/The                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        8600 | NS      | $1206838.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT NOV26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         690 | NC      | $1944123.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WESTERN GOLD ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        5294 | OU      | $8.28          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01082023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | THUNDER SOFTWARE ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      110843 | OU      | $253.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PlayAGS Inc                                         | PlayAGS Inc                                                                      | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5800 | NS      | $29580.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercept Pharmaceuticals Inc                       | Intercept Pharmaceuticals Inc                                                    | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |        9600 | NS      | $118752.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | 445012130 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |  -152720000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAZHONG CONTROL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       98427 | OU      | $-4378.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GPS HOSPITALITY HOLDING                             | GPS Hospitality Holding Co LLC / GPS Finco Inc                                   | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6709000 | PA      | $4226670.00    | 0.09%             | 2028-08-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SeaWorld Entertainment Inc                          | SeaWorld Entertainment Inc                                                       | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |        7200 | NS      | $385272.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                              | CUSIP: 05492PBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4408000 | PA      | $3817266.29    | 0.08%             | 2032-11-05      | Variable      | 3.89%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust 2022-INV1                                             | CUSIP: 92539JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $783844.00     | 0.02%             | 2067-08-25      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| Nikola Corp                                         | Nikola Corp                                                                      | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-2160.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services Inc                                  | Kelly Services Inc                                                               | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $30420.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corsair Partnering Corp                             | Corsair Partnering Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      125000 | NS      | $41037.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 9.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $3880.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                                       | Synaptics Inc                                                                    | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |        5100 | NS      | $485316.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc                    | Prestige Consumer Healthcare Inc                                                 | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2100 | NS      | $131460.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CRPC ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       98329 | OU      | $-2812.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Origin Agritech Ltd                                 | Origin Agritech Ltd                                                              | CUSIP: 000000000<br>LEI: 549300OF4O6676X0P611 | Short            | EC               | CORP              | VG        |        -300 | NS      | $-2085.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                                      | CBRE Group Inc                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Short            | EC               | CORP              | US        |      -30678 | NS      | $-2360978.88   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SINEXCEL ELEC ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      334300 | OU      | $-4014.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SemiLEDs Corp/Taiwan                                | SemiLEDs Corp/Taiwan                                                             | CUSIP: 816645204<br>LEI: 529900YS0D419Q1GXX66 | Short            | EC               | CORP              | US        |        -300 | NS      | $-480.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Interactive Brokers Group Inc                       | Interactive Brokers Group Inc                                                    | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Short            | EC               | CORP              | US        |       -5777 | NS      | $-417965.95    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KAIBAO PHARM ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      454661 | OU      | $-4339.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $73756.90      | 0.00%             | 2066-04-25      | Variable      | 3.93%                 | No            | 2                  | On Loan: No      |
| Veritiv Corp                                        | Veritiv Corp                                                                     | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |         300 | NS      | $36513.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Turtle Beach Corp                                   | Turtle Beach Corp                                                                | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Short            | EC               | CORP              | US        |        -100 | NS      | $-717.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atossa Therapeutics Inc                             | Atossa Therapeutics Inc                                                          | CUSIP: 04962H506<br>LEI: 549300QRKP1JTNHD2366 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-1955.45      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alpine Immune Sciences Inc                          | Alpine Immune Sciences Inc                                                       | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |        1000 | NS      | $7350.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    13777000 | PA      | $9532288.39    | 0.21%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| Gibraltar Industries Inc                            | Gibraltar Industries Inc                                                         | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $50468.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenlane Holdings Inc                              | Greenlane Holdings Inc                                                           | CUSIP: 395330202<br>LEI: 549300TLDAX3PKE2Y626 | Short            | EC               | CORP              | US        |         -10 | NS      | $-2.88         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                     | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-119187.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JLEC ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      226091 | OU      | $2047.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pinduoduo Inc                                       | Pinduoduo Inc                                                                    | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |        7033 | NS      | $573541.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Purple Innovation Inc                               | Purple Innovation Inc                                                            | CUSIP: 74640Y106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-1437.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Parabellum Acquisition Corp                         | Parabellum Acquisition Corp                                                      | CUSIP: 69901P117<br>LEI: N/A                  | N/A              | DE               |  | US        |      292500 | NS      | $11700.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Loews Corp                                          | Loews Corp                                                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Short            | EC               | CORP              | US        |        -300 | NS      | $-17499.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International Inc                       | Oceaneering International Inc                                                    | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |         700 | NS      | $12243.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcosa Inc                                          | Arcosa Inc                                                                       | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-124982.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA8                                                  | CUSIP: 02147CAG8<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |      371198 | PA      | $244286.11     | 0.01%             | 2046-07-25      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| Sinopec Capital 2013 Ltd                            | Sinopec Capital 2013 Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | DBT              | CORP              | VG        |    -3712000 | PA      | $-3690524.71   | -0.08%            | 2023-04-24      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Materialise NV                                      | Materialise NV                                                                   | CUSIP: 57667T100<br>LEI: 5493004CXYDPCZ5RQK28 | Long             | EC               | CORP              | BE        |        1900 | NS      | $16720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                               | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               | CORP              | US        |       -1791 | NS      | $-72034.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINJIANG HOTEL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       54175 | OU      | $383.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American National Bankshares Inc                    | American National Bankshares Inc                                                 | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |       16138 | NS      | $595976.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN--0.5                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1663862 | PA      | $1663862.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MAIA Biotechnology Inc                              | MAIA Biotechnology Inc                                                           | CUSIP: 552641102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-702.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TEWAY ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      579380 | OU      | $19498.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Magnachip Semiconductor Corp                        | Magnachip Semiconductor Corp                                                     | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |        7100 | NS      | $66669.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01122023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | CHICAGO CG BASIS MAR23                                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -62 | NC      | $-13616.74     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TECH BANK FOOD ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       57647 | OU      | $449.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust              | Merrill Lynch Mortgage Investors Trust Series 2006-RM5                           | CUSIP: 59023FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2220611 | PA      | $356134.97     | 0.01%             | 2037-10-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| SUB RIGHTS PLBY GROUP INC                           | SUB RIGHTS PLBY GROUP INC                                                        | CUSIP: 728RGT010<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18600 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Tecnoglass Inc                                      | Tecnoglass Inc                                                                   | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |        1200 | NS      | $36924.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liminal BioSciences Inc                             | Liminal BioSciences Inc                                                          | CUSIP: 53272L103<br>LEI: 529900ICS2ZUY1ULZR25 | Short            | EC               | CORP              | CA        |       -1400 | NS      | $-462.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                            | Indonesia Asahan Aluminium Persero PT                                            | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     3012000 | PA      | $2824769.50    | 0.06%             | 2048-11-15      | Fixed         | 6.76%                 | Yes           | 2                  | On Loan: No      |
| Euronext N.V.                                       | CAC40 10 EURO FUT JAN23                                                          | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |           7 | NC      | $-5291.51      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Synchronoss Technologies Inc                        | Synchronoss Technologies Inc                                                     | CUSIP: 87157B103<br>LEI: 5493007Z5J8Z2TA76376 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-2472.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| US Renal Care Inc                                   | US Renal Care Inc                                                                | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     3352000 | PA      | $729060.00     | 0.02%             | 2027-07-15      | Fixed         | 10.63%                | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01232023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HDFC Bank Ltd                                       | HDFC Bank Ltd                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Short            | EC               | CORP              | IN        |      -24600 | NS      | $-1682886.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | 443503396 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    19256000 | NC      | $31395.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securities Trust             | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAV6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |      295000 | PA      | $227480.40     | 0.01%             | 2048-10-10      | Variable      | 4.83%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 10M 1.809% 02/01/24                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2500000 | OU      | $86397.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| StoneCo Ltd                                         | StoneCo Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |       81300 | NS      | $767472.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINKE PROPERTY ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      139914 | OU      | $-4983.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nasdaq Stockholm AB                                 | OMXS30 IND FUTURE JAN23                                                          | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |          12 | NC      | $-6058.54      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JAKKS Pacific Inc                                   | JAKKS Pacific Inc                                                                | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |        2200 | NS      | $38478.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Properties Realty Trust Inc               | Essential Properties Realty Trust Inc                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |        2100 | NS      | $49287.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambev SA                                            | Ambev SA                                                                         | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Short            | EC               | CORP              | BR        |     -274726 | NS      | $-747254.72    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mayville Engineering Co Inc                         | Mayville Engineering Co Inc                                                      | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $11394.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Omeros Corp                                         | Omeros Corp                                                                      | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |        7600 | NS      | $17176.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Encompass Health Corp                               | Encompass Health Corp                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Short            | EC               | CORP              | US        |       -7100 | NS      | $-424651.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         164 | NC      | $610572.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mogo Inc                                            | Mogo Inc                                                                         | CUSIP: 60800C109<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -3900 | NS      | $-2064.27      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2015-C4 Commercial Mortgage Trust                                          | CUSIP: 12635RAL2<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |     5568000 | PA      | $4385913.60    | 0.10%             | 2048-11-15      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Enovix Corp                                         | Enovix Corp                                                                      | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |        6049 | NS      | $75249.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National Mentor Holdings, Inc.                      | National Mentor Holdings, Inc. 2021 Term Loan                                    | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2028-03-02      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| Bit Digital Inc                                     | Bit Digital Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -21500 | NS      | $-12900.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pentair PLC                                         | Pentair PLC                                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |        3474 | NS      | $156260.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiverr International Ltd                            | Fiverr International Ltd                                                         | CUSIP: 000000000<br>LEI: 549300Z8OREY6THCPF67 | Long             | EC               | CORP              | IL        |        9600 | NS      | $279744.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS JUL24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-16834.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                       | Repligen Corp                                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |        -400 | NS      | $-67724.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2014-GC25                                    | CUSIP: 17322YAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $139831.86     | 0.00%             | 2047-10-10      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Signify Health Inc                                  | Signify Health Inc                                                               | CUSIP: 82671G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18100 | NS      | $-518746.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| SkyWater Technology Inc                             | SkyWater Technology Inc                                                          | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $1422.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers Inc                                 | Scorpio Tankers Inc                                                              | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |       17500 | NS      | $940975.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Noble Rock Acquisition Corp                         | Noble Rock Acquisition Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      408000 | NS      | $4120800.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | Buy CHINA SNRFOR USD 100 Dec 2024                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     5900000 | OU      | $-69582.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | PHE 04302023 PHE C4                                                              | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -80 | NC      | $-98840.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Compute Health Acquisition Corp                     | Compute Health Acquisition Corp                                                  | CUSIP: 204833115<br>LEI: N/A                  | N/A              | DE               |  | US        |      116250 | NS      | $13066.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carter Bankshares Inc                               | Carter Bankshares Inc                                                            | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $16590.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy TURKEY SNRFOR USD 100 Dec 2027                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      150000 | OU      | $23927.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Glimpse Group Inc/The                               | Glimpse Group Inc/The                                                            | CUSIP: 37892C106<br>LEI: 894500CSTVM1UWLRAR80 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-3030.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Taysha Gene Therapies Inc                           | Taysha Gene Therapies Inc                                                        | CUSIP: 877619106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-2938.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brazos Electric Power Cooperative Inc               | Brazos Electric Power Cooperative Inc Revolver                                   | CUSIP: 10620QAD3<br>LEI: JPS6QQDJBC8Z2A6MSG78 | Long             | LON              | CORP              | US        |      675477 | PA      | $405286.06     | 0.01%             | 2023-09-28      | Floating      | 5.36%                 | No            | 3                  | On Loan: No      |
| Trinity Biotech PLC                                 | Trinity Biotech PLC                                                              | CUSIP: 896438306<br>LEI: 635400ESQQYRIISTLB94 | Short            | EC               | CORP              | IE        |        -900 | NS      | $-891.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                                       | Valvoline Inc                                                                    | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |        6200 | NS      | $202430.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | US SMALL CAP 40 ACT SEGREGATED PORTOFLIO                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |      800000 | OU      | $-585630.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| 5E Advanced Materials Inc                           | 5E Advanced Materials Inc                                                        | CUSIP: 33830Q109<br>LEI: 254900H5C60Y146YOH74 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-22064.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT JUN23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -87 | NC      | $332101.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1404361 | PA      | $1289575.87    | 0.03%             | 2038-06-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| NBT Bancorp Inc                                     | NBT Bancorp Inc                                                                  | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $26052.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                              | COCOA FUTURE MAR23                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         262 | NC      | $59739.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DINGSHENG MATERI ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      512517 | OU      | $-16615.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| iCAD Inc                                            | iCAD Inc                                                                         | CUSIP: 44934S206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1900 | NS      | $3477.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 10M 1.6130 03/23/27                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7000000 | OU      | $669541.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Energous Corp                                       | Energous Corp                                                                    | CUSIP: 29272C103<br>LEI: 549300IOI25451J8U493 | Short            | EC               | CORP              | US        |       -6600 | NS      | $-5517.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp                        | Topgolf Callaway Brands Corp                                                     | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Short            | EC               | CORP              | US        |       -9700 | NS      | $-191575.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kimball International Inc                           | Kimball International Inc                                                        | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |        2200 | NS      | $14300.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MHP SE                                              | MHP SE                                                                           | CUSIP: 55302TAD7<br>LEI: 213800D7DXFXGA292757 | Long             | DBT              | CORP              | CY        |      400000 | PA      | $197960.00     | 0.00%             | 2024-05-10      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | 506556207 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        | -1549295775 | NC      | $-1355138.03   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA ENTER ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       13454 | OU      | $103.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HANGKE ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       94257 | OU      | $2705.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       89851 | NS      | $3709947.79    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS JUL25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-56804.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR FEB24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         127 | NC      | $-619166.67    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bankwell Financial Group Inc                        | Bankwell Financial Group Inc                                                     | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Short            | EC               | CORP              | US        |       -4209 | NS      | $-123870.87    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TPG Real Estate Finance                             | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $947859.00     | 0.02%             | 2039-02-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Icosavax Inc                                        | Icosavax Inc                                                                     | CUSIP: 45114M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-8734.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Anika Therapeutics Inc                              | Anika Therapeutics Inc                                                           | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        1300 | NS      | $38480.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | FTSE 100 IDX FUT MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         109 | NC      | $22191.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinox Gold Corp                                   | Equinox Gold Corp                                                                | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |      -46200 | NS      | $-151536.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MiNK Therapeutics Inc                               | MiNK Therapeutics Inc                                                            | CUSIP: 603693102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-1032.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FTAI Infrastructure Inc                             | FTAI Infrastructure Inc                                                          | CUSIP: 35953C106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1400 | NS      | $-4130.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H8UC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      751000 | PA      | $200115.22     | 0.00%             | 2054-08-25      | Variable      | 4.15%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                             | Marathon Petroleum Corp                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        1900 | NS      | $221141.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Ltd.                       | OPEN--0.65                                                                       | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | RA               | CORP              | GB        |     3477562 | PA      | $3477562.20    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LU'AN ENV ENERGY ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         254 | OU      | $-11.12        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SSR Mining Inc                                      | SSR Mining Inc                                                                   | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Short            | EC               | CORP              | CA        |      -11399 | NS      | $-178622.33    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TKC HOLDINGS INC                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6816000 | PA      | $5325714.11    | 0.12%             | 2028-05-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TEDA ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       12083 | OU      | $-256.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01222023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR DEC25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          49 | NC      | $252423.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Artelo Biosciences Inc                              | Artelo Biosciences Inc                                                           | CUSIP: 04301G508<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         594 | NS      | $1716.66       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      632000 | PA      | $475733.39     | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Newell Brands Inc                                   | Newell Brands Inc                                                                | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-48396.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP AUG23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-3638.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | US TREASURY N/B 3.875% 11/30/2029 swap                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     6743000 | OU      | $-53047.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-15824.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $77914.10      | 0.00%             | 2041-02-17      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | EDF                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     3903846 | OU      | $-1740.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Talaris Therapeutics Inc                            | Talaris Therapeutics Inc                                                         | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $204.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                | PNC Financial Services Group Inc/The                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Short            | EC               | CORP              | US        |       -9800 | NS      | $-1547812.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Heathrow Finance PLC                                | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |     2393000 | PA      | $2431581.28    | 0.05%             | 2027-03-01      | Variable      | 3.88%                 | Yes           | 2                  | On Loan: No      |
| S&W Seed Co                                         | S&W Seed Co                                                                      | CUSIP: 785135104<br>LEI: 5493000VGNLHM547AC08 | Short            | EC               | CORP              | US        |        -100 | NS      | $-149.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleveland-Cliffs Inc                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | EC               | CORP              | US        |     -199300 | NS      | $-3210723.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                          | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |      -30678 | NS      | $-2851826.88   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| PepperLime Health Acquisition Corp                  | PepperLime Health Acquisition Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        7443 | NS      | $76067.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS OPTN FEB23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-4800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2019-JWDR                                  | CUSIP: 95002NAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2074000 | PA      | $1744219.48    | 0.04%             | 2031-09-15      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| PNM Resources Inc                                   | PNM Resources Inc                                                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Short            | EC               | CORP              | US        |        -360 | NS      | $-17564.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Proterra Inc                                        | Proterra Inc                                                                     | CUSIP: 74374T109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18900 | NS      | $-71253.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JCHX MINING MANAGEMENT                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       85855 | OU      | $718.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23P 4.3                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         160 | NC      | $528320.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                           | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        9500 | NS      | $473765.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TravelCenters of America Inc                        | TravelCenters of America Inc                                                     | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |        1540 | NS      | $68961.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ThredUp Inc                                         | ThredUp Inc                                                                      | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-1572.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Colonnade Acquisition Corp II                       | Colonnade Acquisition Corp II                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       84985 | NS      | $4249.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortress Biotech Inc                                | Fortress Biotech Inc                                                             | CUSIP: 34960Q109<br>LEI: 529900DZUWSYUURECK24 | Short            | EC               | CORP              | US        |       -4900 | NS      | $-3209.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ExcelFin Acquisition Corp                           | ExcelFin Acquisition Corp                                                        | CUSIP: 30069X110<br>LEI: N/A                  | N/A              | DE               |  | US        |      234350 | NS      | $2460.68       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                               | East West Bancorp Inc                                                            | CUSIP: 27579R104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -84242 | NS      | $-5551547.80   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                  | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4900 | NS      | $409640.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicken Soup For The Soul Entertainment Inc         | Chicken Soup For The Soul Entertainment Inc                                      | CUSIP: 16842Q100<br>LEI: 549300THRJ0EJ1DIID72 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-5632.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EverCommerce Inc                                    | EverCommerce Inc                                                                 | CUSIP: 29977X105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2600 | NS      | $-19344.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RXO Inc                                             | RXO Inc                                                                          | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |         900 | NS      | $15480.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY AUG25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          28 | NC      | $238711.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11581.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.8                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     2985793 | PA      | $2985792.74    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MRT MID PART/MRT MID FIN                            | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16369662 | PA      | $16287813.69   | 0.36%             | 2025-02-28      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Build Acquisition Corp                              | Build Acquisition Corp                                                           | CUSIP: 12008J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51304 | NS      | $514066.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MEIYAN JIXIANG HYDROPOWER ORD A                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       12401 | OU      | $158.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Four Corners Property Trust Inc                     | Four Corners Property Trust Inc                                                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |        4500 | NS      | $116685.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                   | Cerevel Therapeutics Holdings Inc                                                | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-59926.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Urban One Inc                                       | Urban One Inc                                                                    | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |         300 | NS      | $1128.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01062023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ambac Financial Group Inc                           | Ambac Financial Group Inc                                                        | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-17440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Northeast Bank                                      | Northeast Bank                                                                   | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |         100 | NS      | $4210.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Take-Two Interactive Software Inc                   | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |      -16200 | NS      | $-1686906.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                         | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |        -800 | NS      | $-18560.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HMT NEW TECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       90291 | OU      | $116.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Galectin Therapeutics Inc                           | Galectin Therapeutics Inc                                                        | CUSIP: 363225202<br>LEI: 5299004HFYSAZM2ALW85 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-1130.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Steel Corp                            | United States Steel Corp                                                         | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       67900 | NS      | $1700895.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YONGLI ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       78597 | OU      | $-840.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HNHD ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       61643 | OU      | $-1078.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deckers Outdoor Corp                                | Deckers Outdoor Corp                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-1037816.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01152023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $161940.00     | 0.00%             | 2048-09-25      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  OCT24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         178 | NC      | $-1771656.16   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUOGUANG ELEC ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      371601 | OU      | $7850.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.        | Brand Energy & Infrastructure Services, Inc. 2017 Term Loan                      | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     4294822 | PA      | $3833128.57    | 0.09%             | 2024-06-21      | Floating      | 8.98%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | QIANJIANG ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        4617 | OU      | $60.02         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR DEC23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          53 | NC      | $-393873.81    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Mallinckrodt International Finance S.A.             | Mallinckrodt International Finance S.A. 2018 Term Loan B                         | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |           0 | PA      | $0.00          | 0.00%             | 2025-02-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | MSCY 2LAP SWAP                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     3616649 | OU      | $-24969.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | Csail 2015-C2 Commercial Mortgage Trust                                          | CUSIP: 12634NAV0<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    33613597 | PA      | $427161.59     | 0.01%             | 2057-06-15      | Variable      | 0.72%                 | No            | 2                  | On Loan: No      |
| Paychex Inc                                         | Paychex Inc                                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        1300 | NS      | $150228.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Oil Corp                                   | Marathon Oil Corp                                                                | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       75500 | NS      | $2043785.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                          | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |      -29122 | NS      | $-2943360.54   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 6M 2.04550% 11/30/24                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5000000 | OU      | $247768.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Semtech Corp                                        | Semtech Corp                                                                     | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       17400 | NS      | $499206.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Westlake Corp                                       | Westlake Corp                                                                    | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | EC               | CORP              | US        |       -5300 | NS      | $-543462.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Farmer Bros Co                                      | Farmer Bros Co                                                                   | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Short            | EC               | CORP              | US        |        -300 | NS      | $-1383.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MarketAxess Holdings Inc                            | MarketAxess Holdings Inc                                                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        2000 | NS      | $557780.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                          | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-821446.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Joby Aviation Inc                                   | Joby Aviation Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-1005.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hillenbrand Inc                                     | Hillenbrand Inc                                                                  | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-51204.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Engineered Machinery Holdings, Inc.                 | Engineered Machinery Holdings, Inc. 2021 USD 2nd Lien Incremental Term Loan      | CUSIP: 26658NAN9<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     1122432 | PA      | $1013926.33    | 0.02%             | 2029-05-21      | Floating      | 11.23%                | No            | 2                  | On Loan: No      |
| Arch Resources Inc                                  | Arch Resources Inc                                                               | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |         200 | NS      | $28558.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LIANYUNGANG PORT ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       50802 | OU      | $2089.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DR Horton Inc                                       | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |      -42700 | NS      | $-3806278.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Bakkt Holdings Inc                                  | Bakkt Holdings Inc                                                               | CUSIP: 05759B107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -31400 | NS      | $-37366.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 DEC25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -155 | NC      | $-207990.65    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANCAI HI-TECH ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       85642 | OU      | $-2299.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| 23andMe Holding Co                                  | 23andMe Holding Co                                                               | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3300 | NS      | $7128.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silver Spike Acquisition Corp II                    | Silver Spike Acquisition Corp II                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       77314 | NS      | $2303.96       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| G1 Therapeutics Inc                                 | G1 Therapeutics Inc                                                              | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |        6800 | NS      | $36924.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adicet Bio Inc                                      | Adicet Bio Inc                                                                   | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |        4542 | NS      | $40605.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgio Inc                                           | Edgio Inc                                                                        | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |       18300 | NS      | $20679.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Latch Inc                                           | Latch Inc                                                                        | CUSIP: 51818V106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15300 | NS      | $-10861.47     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Molecular Partners AG                               | Molecular Partners AG                                                            | CUSIP: 60853G106<br>LEI: 875500AXMLDAZ4D21744 | Short            | EC               | CORP              | CH        |        -100 | NS      | $-648.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FBA1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     3139000 | PA      | $1929348.68    | 0.04%             | 2048-08-15      | Variable      | 3.36%                 | No            | 2                  | On Loan: No      |
| Miller Industries Inc/TN                            | Miller Industries Inc/TN                                                         | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |         400 | NS      | $10664.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aterian Inc                                         | Aterian Inc                                                                      | CUSIP: 02156U101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3200 | NS      | $-2464.96      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ecovyst Inc                                         | Ecovyst Inc                                                                      | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12500 | NS      | $110750.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Homes 4 Rent                               | American Homes 4 Rent                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Short            | EC               |  | US        |        -500 | NS      | $-15070.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23C 10.5                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $12320.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cutera Inc                                          | Cutera Inc                                                                       | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |        3600 | NS      | $159192.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Merus NV                                            | Merus NV                                                                         | CUSIP: 000000000<br>LEI: 549300W8GPUWU8QNU293 | Long             | EC               | CORP              | NL        |        2600 | NS      | $40222.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iRhythm Technologies Inc                            | iRhythm Technologies Inc                                                         | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-337212.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT OCT24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -170 | NC      | $-614250.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ennis Inc                                           | Ennis Inc                                                                        | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $17728.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FDEU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    31253861 | PA      | $642860.67     | 0.01%             | 2032-11-25      | Variable      | 0.30%                 | No            | 2                  | On Loan: No      |
| Novanta Inc                                         | Novanta Inc                                                                      | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -1500 | NS      | $-203805.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bassett Furniture Industries Inc                    | Bassett Furniture Industries Inc                                                 | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $13904.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corp                                | JetBlue Airways Corp                                                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       12500 | NS      | $81000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    24375000 | PA      | $25752138.75   | 0.57%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Orion Group Holdings Inc                            | Orion Group Holdings Inc                                                         | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |         500 | NS      | $1190.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      993000 | PA      | $627599.43     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED HKD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |           1 | NC      | $-1689.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-1.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     6056633 | PA      | $6056633.24    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                              | WHEAT FUTURE(CBT) MAY23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -161 | NC      | $-208253.69    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| dMY Technology Group Inc VI                         | dMY Technology Group Inc VI                                                      | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      217060 | NS      | $2181453.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| eGain Corp                                          | eGain Corp                                                                       | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $9030.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hollysys Automation Technologies Ltd                | Hollysys Automation Technologies Ltd                                             | CUSIP: 000000000<br>LEI: 2549008FKCB1PSUOZ583 | Long             | EC               | CORP              | VG        |        3200 | NS      | $52576.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |      336153 | PA      | $336153.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Solid Biosciences Inc                               | Solid Biosciences Inc                                                            | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         173 | NS      | $930.74        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                        | Catalyst Pharmaceuticals Inc                                                     | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       30100 | NS      | $559860.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                  | STWD 2021-LIH Mortgage Trust                                                     | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $915682.00     | 0.02%             | 2036-11-15      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | 2023-01-04-3.25                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     4776776 | PA      | $4776775.86    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Target Hospitality Corp                             | Target Hospitality Corp                                                          | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13900 | NS      | $210446.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluent Inc                                          | Fluent Inc                                                                       | CUSIP: 34380C102<br>LEI: 549300P3G8O165ICY429 | Long             | EC               | CORP              | US        |        1800 | NS      | $1962.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenwich Lifesciences Inc                          | Greenwich Lifesciences Inc                                                       | CUSIP: 396879108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-10640.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookdale Senior Living Inc                         | Brookdale Senior Living Inc                                                      | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |         109 | NS      | $297.57        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHR HANSEN HOLDING A/S                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |    31490412 | OU      | $-74064.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Zscaler Inc                                         | Zscaler Inc                                                                      | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       16800 | NS      | $1879920.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Biomerica Inc                                       | Biomerica Inc                                                                    | CUSIP: 09061H307<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-3015.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/S                                          | Genmab A/S                                                                       | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Short            | EC               | CORP              | DK        |       -1134 | NS      | $-48058.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Luxfer Holdings PLC                                 | Luxfer Holdings PLC                                                              | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |        1400 | NS      | $19208.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lucid Diagnostics Inc                               | Lucid Diagnostics Inc                                                            | CUSIP: 54948X109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-2176.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ranpak Holdings Corp                                | Ranpak Holdings Corp                                                             | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |        9800 | NS      | $56546.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unicycive Therapeutics Inc                          | Unicycive Therapeutics Inc                                                       | CUSIP: 90466Y103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-321.54       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Catalyst Biosciences Inc                            | Catalyst Biosciences Inc                                                         | CUSIP: 14888D208<br>LEI: 549300TE6BBPJ0S88K48 | Short            | EC               | CORP              | US        |       -4700 | NS      | $-2479.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AVEO Pharmaceuticals Inc                            | AVEO Pharmaceuticals Inc                                                         | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               | CORP              | US        |        3400 | NS      | $50830.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2015-C26                                   | CUSIP: 94989CAG6<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |     4590000 | PA      | $4040985.51    | 0.09%             | 2048-02-15      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Buy CDX.EM.38 USD 100 Dec 2027                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8000000 | OU      | $467628.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.05                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     2880374 | PA      | $2880373.78    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Skillsoft Corp                                      | Skillsoft Corp                                                                   | CUSIP: 83066P200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7200 | NS      | $-9360.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arthur J Gallagher & Co                             | Arthur J Gallagher & Co                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |       -9900 | NS      | $-1866546.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Trinseo PLC                                         | Trinseo PLC                                                                      | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Short            | EC               | CORP              | IE        |       -3500 | NS      | $-79485.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arena Group Holdings Inc/The                        | Arena Group Holdings Inc/The                                                     | CUSIP: 040044109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-3183.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                             | Expro Group Holdings NV                                                          | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Short            | EC               | CORP              | NL        |       -9600 | NS      | $-174048.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prometheus Biosciences Inc                          | Prometheus Biosciences Inc                                                       | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11075 | NS      | $1218250.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Talos Energy Inc                                    | Talos Energy Inc                                                                 | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       21400 | NS      | $404032.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcon Inc                                           | Alcon Inc                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Short            | EC               | CORP              | CH        |       -6600 | NS      | $-452430.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sibanye Stillwater Ltd                              | Sibanye Stillwater Ltd                                                           | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Short            | EC               | CORP              | ZA        |       -1100 | NS      | $-11726.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gladstone Investment Corp                           | Gladstone Investment Corp                                                        | CUSIP: 376546107<br>LEI: 549300HFFTVIBC98Z362 | Long             | EC               | CORP              | US        |        2900 | NS      | $37439.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Powered Brands                                      | Powered Brands                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      155000 | NS      | $46.50         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3345000 | PA      | $2822343.75    | 0.06%             | 2047-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WENCAN ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      637243 | OU      | $-17791.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XIAMEN XIANGYU ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        8751 | OU      | $260.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                           | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |      -69076 | NS      | $-2873561.60   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Trinity Industries Inc                              | Trinity Industries Inc                                                           | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-56183.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697000 | PA      | $443785.48     | 0.01%             | 2072-12-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Paysafe Ltd                                         | Paysafe Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         875 | NS      | $12153.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benitec Biopharma Inc                               | Benitec Biopharma Inc                                                            | CUSIP: 08205P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $34.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Vista Acquisition Corp                          | New Vista Acquisition Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1501 | NS      | $15175.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Group 1 Automotive Inc                              | Group 1 Automotive Inc                                                           | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Short            | EC               | CORP              | US        |        -200 | NS      | $-36074.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp Inc                               | Customers Bancorp Inc                                                            | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |        1400 | NS      | $39676.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TAITAN ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       87845 | OU      | $-1712.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vertex Inc                                          | Vertex Inc                                                                       | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |        -400 | NS      | $-5804.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AtriCure Inc                                        | AtriCure Inc                                                                     | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $75446.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Works Co Inc                         | American Water Works Co Inc                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-868794.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| F45 Training Holdings Inc                           | F45 Training Holdings Inc                                                        | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Short            | EC               | CORP              | US        |      -11300 | NS      | $-32205.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chindata Group Holdings Ltd                         | Chindata Group Holdings Ltd                                                      | CUSIP: 16955F107<br>LEI: 655600DHYORMZZMVIW64 | Short            | EC               | CORP              | KY        |      -10100 | NS      | $-80497.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT FEB27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $-9103.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP JUL23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-3623.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                                    | QuidelOrtho Corp                                                                 | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Short            | EC               | CORP              | US        |       -2956 | NS      | $-253240.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer Inc                            | Super Micro Computer Inc                                                         | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        1100 | NS      | $90310.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WENS FOODSTUFF A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      310366 | OU      | $10696.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DONPER ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      157274 | OU      | $742.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SH FOREIGN SERVICE ORD A                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       99142 | OU      | $-1755.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Petros Pharmaceuticals Inc                          | Petros Pharmaceuticals Inc                                                       | CUSIP: 71678J209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -190 | NS      | $-442.70       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ConnectOne Bancorp Inc                              | ConnectOne Bancorp Inc                                                           | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |        1300 | NS      | $31473.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lesaka Technologies Inc                             | Lesaka Technologies Inc                                                          | CUSIP: 64107N206<br>LEI: 529900J4IZMWV4RDEB07 | Short            | EC               | CORP              | US        |        -900 | NS      | $-4095.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| InflaRx NV                                          | InflaRx NV                                                                       | CUSIP: 000000000<br>LEI: 391200708PAUDLQ31581 | Short            | EC               | CORP              | NL        |       -2100 | NS      | $-6510.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Turkey                                  | Turkey Government International Bond                                             | CUSIP: 900123CR9<br>LEI: 5493000PCHOG3B6S3Q85 | Short            | DBT              | NUSS              | TR        |    -4515000 | PA      | $-4576674.90   | -0.10%            | 2023-12-23      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JISHI MEDIA ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        2794 | OU      | $52.64         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Engine Gaming and Media Inc                         | Engine Gaming and Media Inc                                                      | CUSIP: 29287W102<br>LEI: 894500NUPDOV8GTVN566 | Short            | EC               | CORP              | CA        |        -900 | NS      | $-882.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Regis Corp                                          | Regis Corp                                                                       | CUSIP: 758932107<br>LEI: 5493000Q1S5TJIDIQH89 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-1220.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OFG Bancorp                                         | OFG Bancorp                                                                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |        2600 | NS      | $71656.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XINHUA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        9688 | OU      | $69.80         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlyle Group Inc/The                               | Carlyle Group Inc/The                                                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-71616.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MICT Inc                                            | MICT Inc                                                                         | CUSIP: 55328R109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4700 | NS      | $-3901.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Entravision Communications Corp                     | Entravision Communications Corp                                                  | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-5280.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                            | Petrobras Global Finance BV                                                      | CUSIP: 71647NAV1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     5884000 | PA      | $5847876.18    | 0.13%             | 2025-01-27      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |       -4400 | NS      | $-374088.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | OCEANWIDE HOLDINGS ORD A                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      371436 | OU      | $-13466.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Taseko Mines Ltd                                    | Taseko Mines Ltd                                                                 | CUSIP: 876511106<br>LEI: 549300XKUO1JSLU7KX54 | Short            | EC               | CORP              | CA        |       -1000 | NS      | $-1470.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KB Financial Group Inc                              | KB Financial Group Inc                                                           | CUSIP: 48241A105<br>LEI: 529900TKE4MXG3Q6GW86 | Short            | EC               | CORP              | KR        |       -3600 | NS      | $-139176.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KVH Industries Inc                                  | KVH Industries Inc                                                               | CUSIP: 482738101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1022.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Ltd.                       | IG 77.5 20230315 CALL                                                            | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | N/A              | DCR              |  | US        |    25000000 | NC      | $42608.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBB Bancorp                                         | RBB Bancorp                                                                      | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |         500 | NS      | $10425.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 JAN25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -155 | NC      | $-280065.65    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Williams Rowland Acquisition Corp                   | Williams Rowland Acquisition Corp                                                | CUSIP: 96951B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         245 | NS      | $2457.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Paraguay                                | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     3000000 | PA      | $2615448.24    | 0.06%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DAS INTELLITECH ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      521861 | OU      | $5771.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XUEFENG SCITECH ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       25511 | OU      | $-348.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Innoviz Technologies Ltd                            | Innoviz Technologies Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        5300 | NS      | $20829.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TOMI Environmental Solutions Inc                    | TOMI Environmental Solutions Inc                                                 | CUSIP: 890023203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-147.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT DEC23P 3.75                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-112140.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AbCellera Biologics Inc                             | AbCellera Biologics Inc                                                          | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |       12300 | NS      | $124599.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SANXING MED ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      566650 | OU      | $52502.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHUJIANG BREWERY ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      284383 | OU      | $564.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | INJET ELECTRIC ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       79115 | OU      | $-1953.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Harmonic Inc                                        | Harmonic Inc                                                                     | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |        8700 | NS      | $113970.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LABWAY ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      416711 | OU      | $-7681.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Seer Inc                                            | Seer Inc                                                                         | CUSIP: 81578P106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4000 | NS      | $-23200.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Figs Inc                                            | Figs Inc                                                                         | CUSIP: 30260D103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6900 | NS      | $-46437.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CIMC ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       64587 | OU      | $992.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HEXINGELECTRICAL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      114484 | OU      | $-1568.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  NOV23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -39 | NC      | $-135277.08    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Check Point Software Technologies Ltd               | Check Point Software Technologies Ltd                                            | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        5300 | NS      | $668648.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                        | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060205<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |           9 | NS      | $140.40        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric PLC                                  | nVent Electric PLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        7100 | NS      | $273137.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SEI Investments Co                                  | SEI Investments Co                                                               | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Short            | EC               | CORP              | US        |       -5500 | NS      | $-320650.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Corp                              | Permian Resources Corp                                                           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |       77100 | NS      | $724740.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | 465909347 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -33275 | NC      | $-0.03         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NANJI E-COMMERCE ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       55894 | OU      | $-125.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Instil Bio Inc                                      | Instil Bio Inc                                                                   | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16400 | NS      | $10332.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SPIC IFH ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       32090 | OU      | $438.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Harvard Bioscience Inc                              | Harvard Bioscience Inc                                                           | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |        2100 | NS      | $5817.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Systems Dynamics Inc                         | Global Systems Dynamics Inc                                                      | CUSIP: 37653T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       55172 | NS      | $569926.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp                               | Tenet Healthcare Corp                                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Short            | EC               | CORP              | US        |       -8400 | NS      | $-409836.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Ltd.                       | OPEN-2.85                                                                        | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | RA               | CORP              | GB        |     1850033 | PA      | $1850032.80    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2014-GC20                                           | CUSIP: 36252WBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1874000 | PA      | $1737486.60    | 0.04%             | 2047-04-10      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23P 3.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -40 | NC      | $-181160.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dragoneer Growth Opportunities Corp III             | Dragoneer Growth Opportunities Corp III                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      270531 | NS      | $2664730.35    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT MAR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -172 | NC      | $585194.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LABWAY ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      214825 | OU      | $-718.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT23C 9.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $30880.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OPG Trust                                           | OPG Trust 2021-PORT                                                              | CUSIP: 67118AAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68537 | PA      | $63568.45      | 0.00%             | 2036-10-15      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| Arcline FM Holdings, LLC                            | Arcline FM Holdings, LLC 2021 2nd Lien Term Loan                                 | CUSIP: 03960DAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4416711 | PA      | $3886705.83    | 0.09%             | 2029-06-23      | Floating      | 12.98%                | No            | 3                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23P 4.45                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $-257700.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HAINAN RUBBER ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        6738 | OU      | $3.77          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Acquisition Corp I                    | Constellation Acquisition Corp I                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       48101 | NS      | $486301.11     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eton Pharmaceuticals Inc                            | Eton Pharmaceuticals Inc                                                         | CUSIP: 29772L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1800 | NS      | $-5040.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Short            | EC               | CORP              | US        |      -22100 | NS      | $-741013.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| iHeartMedia Inc                                     | iHeartMedia Inc                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9200 | NS      | $-56396.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YANKERSHOP FOOD ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       35836 | OU      | $-7.66         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CareCloud Inc                                       | CareCloud Inc                                                                    | CUSIP: 14167R100<br>LEI: 549300GEO5Y45G5I3070 | Short            | EC               | CORP              | US        |        -800 | NS      | $-2248.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1481800 | PA      | $-1220864.28   | -0.03%            | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Eos Energy Enterprises Inc                          | Eos Energy Enterprises Inc                                                       | CUSIP: 29415C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -29600 | NS      | $-43808.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Retractable Technologies Inc                        | Retractable Technologies Inc                                                     | CUSIP: 76129W105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-2132.13      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WEIMING ENVIRONMENT PROTECTION                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       57015 | OU      | $293.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Flexsteel Industries Inc                            | Flexsteel Industries Inc                                                         | CUSIP: 339382103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $4620.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Venator Materials PLC                               | Venator Materials PLC                                                            | CUSIP: 000000000<br>LEI: 549300WFXC4YL5IHX316 | Long             | EC               | CORP              | GB        |        2600 | NS      | $1403.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                            | Estee Lauder Cos Inc/The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |      -10400 | NS      | $-2580344.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     9475000 | PA      | $7858821.20    | 0.17%             | 2031-01-31      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Yellow Corp                                         | Yellow Corp                                                                      | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |       14900 | NS      | $37399.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tradeweb Markets Inc                                | Tradeweb Markets Inc                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12400 | NS      | $805132.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Management Corp                                | Ares Management Corp                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-191632.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JOURNEY BEYOND PREFERRED EQUIT                      | JOURNEY BEYOND PREFERRED EQUIT                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       15330 | NS      | $1605619.16    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Wipro Ltd                                           | Wipro Ltd                                                                        | CUSIP: 97651M109<br>LEI: 335800IFS1IJHESG8362 | Short            | EC               | CORP              | IN        |        -266 | NS      | $-1239.56      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Natixis Commercial Mortgage Securities              | Natixis Commercial Mortgage Securities Trust 2019-MILE                           | CUSIP: 63875FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135000 | PA      | $119224.17     | 0.00%             | 2036-07-15      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| LiveRamp Holdings Inc                               | LiveRamp Holdings Inc                                                            | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |        2200 | NS      | $51568.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LIANCHUANG ELEC ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      105616 | OU      | $-452.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                              | ISHARES IBOXX INVESTMENT GRA swap                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     7887514 | OU      | $243839.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                       | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $940000.00     | 0.02%             | 2038-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HT OPTICELECTRIC ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      184699 | OU      | $-340.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DABEINONG TECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      351639 | OU      | $13748.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCI Industries                                      | LCI Industries                                                                   | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-157165.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 8x8 Inc                                             | 8x8 Inc                                                                          | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |        1500 | NS      | $6480.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      606358 | PA      | $239378.15     | 0.01%             | 2037-09-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                  | BRENT CRUDE FUTR  DEC23                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -124 | NC      | $-390749.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Rafael Holdings Inc                                 | Rafael Holdings Inc                                                              | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $2244.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newcourt Acquisition Corp                           | Newcourt Acquisition Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        2104 | NS      | $21608.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Bancshares Inc                             | Live Oak Bancshares Inc                                                          | CUSIP: 53803X105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12655 | NS      | $-382181.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CEVA Inc                                            | CEVA Inc                                                                         | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |         500 | NS      | $12790.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YONGTAI TECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       16714 | OU      | $-698.86       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY MAY27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $148527.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corp                                           | Pool Corp                                                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |       -3200 | NS      | $-967456.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DLG EXHIBITIONS ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       84662 | OU      | $1663.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TENCENT HOLDINGS LTD                                | Tencent Holdings Ltd                                                             | CUSIP: 88032XAT1<br>LEI: 254900N4SLUMW4XUYY11 | Short            | DBT              | CORP              | KY        |    -1856000 | PA      | $-1673313.70   | -0.04%            | 2026-01-26      | Fixed         | 1.81%                 | Yes           | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                       | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332000 | PA      | $311250.00     | 0.01%             | 2038-05-15      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | 3MO EURO EURIBOR DEC24                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -188 | NC      | $209077.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MediaAlpha Inc                                      | MediaAlpha Inc                                                                   | CUSIP: 58450V104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2500 | NS      | $-24875.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Superconductor Corp                        | American Superconductor Corp                                                     | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |         100 | NS      | $368.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CoreVest American Finance Ltd                       | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      847747 | PA      | $98201.31      | 0.00%             | 2052-12-15      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $940000.00     | 0.02%             | 2038-04-15      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Manchester United Plc                               | Manchester United Plc                                                            | CUSIP: 000000000<br>LEI: 529900GWGZPE83MJOV59 | Long             | EC               | CORP              | KY        |        1300 | NS      | $30329.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | 3MO EURO EURIBOR JUN23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         667 | NC      | $-525154.42    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nexa Resources SA                                   | Nexa Resources SA                                                                | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | LU        |        2200 | NS      | $13266.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oramed Pharmaceuticals Inc                          | Oramed Pharmaceuticals Inc                                                       | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |        5700 | NS      | $68571.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GASOLINE RBOB FUT FEB23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          36 | NC      | $485704.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICL Group Ltd                                       | ICL Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |        4500 | NS      | $32895.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vicor Corp                                          | Vicor Corp                                                                       | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |         900 | NS      | $48375.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Epiphany Technology Acquisition Corp                | Epiphany Technology Acquisition Corp                                             | CUSIP: 29429X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      291000 | NS      | $2910000.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vallon Pharmaceuticals Inc                          | Vallon Pharmaceuticals Inc                                                       | CUSIP: 92023M101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -124 | NS      | $-34.72        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-CCRE23 Mortgage Trust                                                  | CUSIP: 12593ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123000 | PA      | $113123.47     | 0.00%             | 2048-05-10      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| Skyline Champion Corp                               | Skyline Champion Corp                                                            | CUSIP: 830830105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1400 | NS      | $-72114.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MaxLinear Inc                                       | MaxLinear Inc                                                                    | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |        9100 | NS      | $308945.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AG Mortgage Investment Trust Inc                    | AG Mortgage Investment Trust Inc                                                 | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Short            | EC               |  | US        |       -3100 | NS      | $-16461.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vail Resorts Inc                                    | Vail Resorts Inc                                                                 | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Short            | EC               | CORP              | US        |        -700 | NS      | $-166845.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MFT Trust                                           | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20401000 | PA      | $183649.80     | 0.00%             | 2042-02-10      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| Fresh Tracks Therapeutics Inc                       | Fresh Tracks Therapeutics Inc                                                    | CUSIP: 10802T204<br>LEI: 549300QODBI5C7YUJE09 | Short            | EC               | CORP              | US        |       -1006 | NS      | $-1468.76      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Energy Select Sector SPDR Fund                      | Energy Select Sector SPDR Fund                                                   | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Short            | EC               | RF                | US        |      -37413 | NS      | $-3272515.11   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $1985.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Byju's Alpha, Inc.                                  | Byju's Alpha, Inc. Term Loan B                                                   | CUSIP: 000000000<br>LEI: 254900EAJ040Y8AVVN71 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2026-11-24      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| Merit                                               | MHP 2022-MHIL                                                                    | CUSIP: 55293DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      971659 | PA      | $916796.76     | 0.02%             | 2027-01-15      | Floating      | 8.29%                 | No            | 2                  | On Loan: No      |
| MercadoLibre Inc                                    | MercadoLibre Inc                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |       -6400 | NS      | $-5415936.00   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies Inc                              | Lumen Technologies Inc                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Short            | EC               | CORP              | US        |     -142800 | NS      | $-745416.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         124 | NC      | $112220.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 MAR25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -155 | NC      | $-40590.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Diamond Offshore Drilling Inc                       | Diamond Offshore Drilling Inc                                                    | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Short            | EC               | CORP              | US        |       -5900 | NS      | $-61360.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $875608.00     | 0.02%             | 2039-04-17      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Nektar Therapeutics                                 | Nektar Therapeutics                                                              | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |        8400 | NS      | $18984.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Midstream Corp                               | Antero Midstream Corp                                                            | CUSIP: 03676B102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -16400 | NS      | $-176956.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | J P MORGAN TERM REPO                                                             | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |    12046586 | PA      | $12046585.63   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANNADA TITANIUM ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       10957 | OU      | $-9.82         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Legalzoom.com Inc                                   | Legalzoom.com Inc                                                                | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |         500 | NS      | $3870.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange, LLC                          | CBOE VIX FUTURE MAY23                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         -56 | NC      | $3798.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Annaly Capital Management Inc                       | Annaly Capital Management Inc                                                    | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Short            | EC               |  | US        |     -181950 | NS      | $-3835506.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Redwire Corp                                        | Redwire Corp                                                                     | CUSIP: 75776W103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3400 | NS      | $-6732.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aflac Inc                                           | Aflac Inc                                                                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | EC               | CORP              | US        |       -5100 | NS      | $-366894.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Lehman XS Trust                                     | Lehman XS Trust Series 2007-4N                                                   | CUSIP: 52524HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      521419 | PA      | $461358.03     | 0.01%             | 2047-03-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                                      | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Short            | EC               | CORP              | US        |       -3788 | NS      | $-1268752.72   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Mativ Holdings Inc                                  | Mativ Holdings Inc                                                               | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Short            | EC               | CORP              | US        |        -400 | NS      | $-8360.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VAALCO Energy Inc                                   | VAALCO Energy Inc                                                                | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Short            | EC               | CORP              | US        |        -541 | NS      | $-2466.96      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT JAN27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-2825.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA DESIGN ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       13350 | OU      | $62.12         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 4.85                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-45720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                      | Long Beach Mortgage Loan Trust 2006-10                                           | CUSIP: 54251YAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3019297 | PA      | $984372.32     | 0.02%             | 2036-11-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Consolidated Water Co Ltd                           | Consolidated Water Co Ltd                                                        | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |         800 | NS      | $11840.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | CRUDE OIL FUT OPT DEC23C 100                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -222 | NC      | $-1047840.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| PMV Pharmaceuticals Inc                             | PMV Pharmaceuticals Inc                                                          | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $870.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23C 4.95                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          20 | NC      | $98460.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WINNER MEDICAL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       21597 | OU      | $1030.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Securities              | Natixis Commercial Mortgage Securities Trust 2019-MILE                           | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102000 | PA      | $91537.55      | 0.00%             | 2036-07-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                       | Sempra Energy                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | EC               | CORP              | US        |        -300 | NS      | $-46362.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Market Inc                          | Sprouts Farmers Market Inc                                                       | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        1200 | NS      | $38844.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oil States International Inc                        | Oil States International Inc                                                     | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |       12500 | NS      | $93250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ExlService Holdings Inc                             | ExlService Holdings Inc                                                          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        1100 | NS      | $186373.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                             | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |        -100 | NS      | $-23733.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01182023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spectrum Brands Holdings Inc                        | Spectrum Brands Holdings Inc                                                     | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-304600.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MP Materials Corp                                   | MP Materials Corp                                                                | CUSIP: 553368101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-19424.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Axsome Therapeutics Inc                             | Axsome Therapeutics Inc                                                          | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Short            | EC               | CORP              | US        |        -500 | NS      | $-38565.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HNHD ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       12411 | OU      | $-264.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nomad Foods Ltd                                     | Nomad Foods Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |        2200 | NS      | $37928.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dyne Therapeutics Inc                               | Dyne Therapeutics Inc                                                            | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $13908.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axogen Inc                                          | Axogen Inc                                                                       | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $4990.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY SEP25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          28 | NC      | $235911.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT SEP24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -170 | NC      | $-577700.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NANSHAN HOLDING ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      523452 | OU      | $-36205.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OGE Energy Corp                                     | OGE Energy Corp                                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-79100.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Millennium HoldCo, Inc.                         | New Millennium HoldCo, Inc. 2020 Term Loan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2269623 | PA      | $2184512.07    | 0.05%             | 2025-05-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Cloudflare Inc                                      | Cloudflare Inc                                                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       37301 | NS      | $1686378.21    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | CDX.NA.HY.39 12/20/27 ICE                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5000000 | OU      | $-163796.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ATI 3 WARRANT                                       | ATI 3 WARRANT                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      100595 | NS      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                     | Telkom Indonesia Persero Tbk PT                                                  | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Short            | EC               | CORP              | ID        |       -4100 | NS      | $-97785.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT DEC23P 2                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -76 | NC      | $-63688.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Planet Labs PBC                                     | Planet Labs PBC                                                                  | CUSIP: 72703X106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3300 | NS      | $-14355.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Bankshares Inc                              | Eastern Bankshares Inc                                                           | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Short            | EC               | CORP              | US        |        -900 | NS      | $-15525.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Williams-Sonoma Inc                                 | Williams-Sonoma Inc                                                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |      -11300 | NS      | $-1298596.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Culp Inc                                            | Culp Inc                                                                         | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |         200 | NS      | $918.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IHS Holding Ltd                                     | IHS Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Short            | EC               | CORP              | KY        |       -1400 | NS      | $-8610.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CTC ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       21905 | OU      | $177.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2014-GC20                                           | CUSIP: 36252WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      851911 | PA      | $638155.46     | 0.01%             | 2047-04-10      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust                 | Starwood Mortgage Residential Trust 2021-6                                       | CUSIP: 85573RAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $70677.40      | 0.00%             | 2066-11-25      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUNDSUN TECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       32240 | OU      | $3263.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Silvercrest Asset Management Group Inc              | Silvercrest Asset Management Group Inc                                           | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $9385.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Donaldson Co Inc                                    | Donaldson Co Inc                                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |         700 | NS      | $41209.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RA Medical Systems Inc                              | RA Medical Systems Inc                                                           | CUSIP: 74933X302<br>LEI: 549300I57Q6QWPFYIK27 | Short            | EC               | CORP              | US        |          -8 | NS      | $-47.12        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Great Southern Bancorp Inc                          | Great Southern Bancorp Inc                                                       | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |         200 | NS      | $11898.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Planet Fitness Inc                                  | Planet Fitness Inc                                                               | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |         600 | NS      | $47280.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust  | CUSIP: 93934FHW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      243105 | PA      | $194599.93     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JFrog Ltd                                           | JFrog Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        9500 | NS      | $202635.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Software Inc                                  | Unity Software Inc                                                               | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |      -12100 | NS      | $-345939.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $93134.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| fuboTV Inc                                          | fuboTV Inc                                                                       | CUSIP: 35953D104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -78100 | NS      | $-135894.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pampa Energia SA                                    | Pampa Energia SA                                                                 | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Short            | EC               | CORP              | AR        |        -300 | NS      | $-9582.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | USD_SOFR_R_4.1435_20240930_20220930_LCH                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-15496.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Clarivate PLC                                       | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Short            | EC               | CORP              | JE        |     -100200 | NS      | $-835668.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Iraq                                    | Iraq International Bond                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     9718500 | PA      | $8941020.00    | 0.20%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Dakota Gold Corp                                    | Dakota Gold Corp                                                                 | CUSIP: 46655E100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1900 | NS      | $-5795.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Forward Industries Inc                              | Forward Industries Inc                                                           | CUSIP: 349862300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-535.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | ICE 3MTH SONIA FU JUN23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -180 | NC      | $34430.77      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Theravance Biopharma Inc                            | Theravance Biopharma Inc                                                         | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |       15600 | NS      | $175032.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Resources Connection Inc                            | Resources Connection Inc                                                         | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $12866.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AZUL INVESTMENTS LLP                                | Azul Investments LLP                                                             | CUSIP: 000000000<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |     3394000 | PA      | $2730757.31    | 0.06%             | 2024-10-26      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JD.com Inc                                          | JD.com Inc                                                                       | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |     -110300 | NS      | $-6191139.00   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP OCT23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-3657.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Consumer Staples Select Sector SPDR Fund            | Consumer Staples Select Sector SPDR Fund                                         | CUSIP: 81369Y308<br>LEI: 549300Z52QUV3UXHLA68 | Short            | EC               | RF                | US        |      -42724 | NS      | $-3185074.20   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Taoping Inc                                         | Taoping Inc                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -500 | NS      | $-325.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 414389154 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |    24402000 | NC      | $5646258.72    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Avalon GloboCare Corp                               | Avalon GloboCare Corp                                                            | CUSIP: 05344R104<br>LEI: 5493007BO3YMFVCBL210 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-884.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Toast Inc                                           | Toast Inc                                                                        | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |      -49000 | NS      | $-883470.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.75                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1742397 | PA      | $1742397.44    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                   | Cedar Funding XII CLO Ltd                                                        | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8325000 | PA      | $8059041.23    | 0.18%             | 2034-10-25      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Universal Insurance Holdings Inc                    | Universal Insurance Holdings Inc                                                 | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |        2300 | NS      | $24357.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                        | Barclays PLC                                                                     | CUSIP: 06738E204<br>LEI: 213800LBQA1Y9L22JB70 | Short            | EC               | CORP              | GB        |      -41400 | NS      | $-322920.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hooker Furnishings Corp                             | Hooker Furnishings Corp                                                          | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $18700.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                         | STWD Trust 2021-FLWR                                                             | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      836000 | PA      | $783750.00     | 0.02%             | 2036-07-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT NOV23P 2                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -76 | NC      | $-65816.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SolarEdge Technologies Inc                          | SolarEdge Technologies Inc                                                       | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | US        |       -7900 | NS      | $-2237833.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                              | FREYR BATTERY SA                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | LU        |         933 | NC      | $15861.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apyx Medical Corp                                   | Apyx Medical Corp                                                                | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-5850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KKR Real Estate Finance Trust Inc                   | KKR Real Estate Finance Trust Inc                                                | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |         100 | NS      | $1396.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                 | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        1401 | NS      | $80123.19      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Digital Acquisition Corp                    | Compass Digital Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      125006 | NS      | $10000.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ring Energy Inc                                     | Ring Energy Inc                                                                  | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |       35200 | NS      | $86592.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Banking System Inc                         | Columbia Banking System Inc                                                      | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7800 | NS      | $235014.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Minerva Neurosciences Inc                           | Minerva Neurosciences Inc                                                        | CUSIP: 603380205<br>LEI: 54930017PANCHC5LYH79 | Short            | EC               | CORP              | US        |         -37 | NS      | $-58.83        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CCA VINTAGE 2025 PHYSICAL                           | CCA VINTAGE 2025 PHYSICAL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         689 | NS      | $20022.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HS LAOBAIGAN ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      103496 | OU      | $1052.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Priority Technology Holdings Inc                    | Priority Technology Holdings Inc                                                 | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1052.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Union Co/The                                | Western Union Co/The                                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       23500 | NS      | $323595.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Phathom Pharmaceuticals Inc                         | Phathom Pharmaceuticals Inc                                                      | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $1122.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-29T1                                                 | CUSIP: 02147PBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      563876 | PA      | $198341.61     | 0.00%             | 2036-10-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| P3 Health Partners Inc                              | P3 Health Partners Inc                                                           | CUSIP: 744413105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-184.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Auddia Inc                                          | Auddia Inc                                                                       | CUSIP: 05072K107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-672.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                 | Ollie's Bargain Outlet Holdings Inc                                              | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |        4200 | NS      | $196728.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Italian Derivatives Market                          | FTSE/MIB IDX FUT MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |           3 | NC      | $-1885.86      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                       | Snowflake Inc                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |        -400 | NS      | $-57416.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Old National Bancorp/IN                             | Old National Bancorp/IN                                                          | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Short            | EC               | CORP              | US        |      -24600 | NS      | $-442308.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health Inc                                  | Teladoc Health Inc                                                               | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |       37300 | NS      | $882145.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2019-JWDR                                  | CUSIP: 95002NAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $1943900.20    | 0.04%             | 2031-09-15      | Variable      | 4.56%                 | No            | 2                  | On Loan: No      |
| Cipher Mining Inc                                   | Cipher Mining Inc                                                                | CUSIP: 17253J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5000 | NS      | $-2800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01092023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | CMBX.NA.BBB-.9                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      177000 | OU      | $33382.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 DEC24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -1189 | NC      | $-1752369.86   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | CMBX.NA.BBB-.8                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      232000 | OU      | $-36890.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                   | EURO-SCHATZ FUT MAR23                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         222 | NC      | $-155925.91    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mulcair Securities DAC                              | Mulcair Securities No 3 DAC                                                      | CUSIP: 000000000<br>LEI: 635400DYIVV4EPKDBN26 | Long             | ABS-MBS          | CORP              | IE        |      158000 | PA      | $154301.11     | 0.00%             | 2065-04-24      | Floating      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ON Semiconductor Corp                               | ON Semiconductor Corp                                                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |      -69700 | NS      | $-4347189.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| eBay Inc                                            | eBay Inc                                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |         500 | NS      | $20735.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YIMING FOOD ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       27542 | OU      | $497.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMN Healthcare Services Inc                         | AMN Healthcare Services Inc                                                      | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Short            | EC               | CORP              | US        |        -600 | NS      | $-61692.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc/AR                              | Home BancShares Inc/AR                                                           | CUSIP: 436893200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -176562 | NS      | $-4023847.98   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| California Resources Corp                           | California Resources Corp                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Short            | EC               | CORP              | US        |       -7900 | NS      | $-343729.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | US TREASURY N/B 3.875% 11/30/2027 swap                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     7053000 | OU      | $-10840.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23C 3.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $21960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DP Cap Acquisition Corp I                           | DP Cap Acquisition Corp I                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      236250 | NS      | $23625.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                          | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-2219984.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| IX Acquisition Corp                                 | IX Acquisition Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       20004 | NS      | $202440.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marqeta Inc                                         | Marqeta Inc                                                                      | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       69400 | NS      | $424034.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spark Networks SE                                   | Spark Networks SE                                                                | CUSIP: 846517100<br>LEI: 87550088VVTQR14UT152 | Short            | EC               | CORP              | DE        |       -1200 | NS      | $-768.96       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CAD CURRENCY FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -66 | NC      | $-50010.14     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     4262000 | PA      | $2847733.21    | 0.06%             | 2029-05-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Nexstar Media Group Inc                             | Nexstar Media Group Inc                                                          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Short            | EC               | CORP              | US        |       -3611 | NS      | $-632033.33    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New Mountain Finance Corp                           | New Mountain Finance Corp                                                        | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               | CORP              | US        |        4200 | NS      | $51954.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp                           | OceanFirst Financial Corp                                                        | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       48047 | NS      | $1020998.75    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-127999.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avid Bioservices Inc                                | Avid Bioservices Inc                                                             | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |        2100 | NS      | $28917.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Advantage Solutions Inc                             | Advantage Solutions Inc                                                          | CUSIP: 00791N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4000 | NS      | $-8320.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adaptimmune Therapeutics Plc                        | Adaptimmune Therapeutics Plc                                                     | CUSIP: 00653A107<br>LEI: 549300UUNWK8TRT5EW12 | Short            | EC               | CORP              | GB        |       -7300 | NS      | $-10658.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                            | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        7242 | NS      | $847386.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | WHEAT FUTURE(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         123 | NC      | $191230.83     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HalseyPoint CLO Ltd.                                | HalseyPoint CLO 4 Ltd                                                            | CUSIP: 40637NAA4<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1285137.00    | 0.03%             | 2034-04-20      | Floating      | 10.95%                | No            | 2                  | On Loan: No      |
| TFS Financial Corp                                  | TFS Financial Corp                                                               | CUSIP: 87240R107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-17292.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL24C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $4155.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HashiCorp Inc                                       | HashiCorp Inc                                                                    | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |         700 | NS      | $19138.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DraftKings Inc                                      | DraftKings Inc                                                                   | CUSIP: 26142V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -64230 | NS      | $-731579.70    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Rimini Street Inc                                   | Rimini Street Inc                                                                | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |        4000 | NS      | $15240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OptimizeRx Corp                                     | OptimizeRx Corp                                                                  | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3400 | NS      | $57120.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZAISHENG TECH ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        4281 | OU      | $48.38         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westwater Resources Inc                             | Westwater Resources Inc                                                          | CUSIP: 961684206<br>LEI: 5493006CMF043V56K243 | Short            | EC               | CORP              | US        |        -300 | NS      | $-237.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Organigram Holdings Inc                             | Organigram Holdings Inc                                                          | CUSIP: 68620P101<br>LEI: 529900J3EQ1VWW76L728 | Short            | EC               | CORP              | CA        |      -30596 | NS      | $-24476.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO 2018-3 Ltd                                                              | CUSIP: 92917KAA2<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |     5602000 | PA      | $5525252.60    | 0.12%             | 2031-10-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Trean Insurance Group Inc                           | Trean Insurance Group Inc                                                        | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3300 | NS      | $19800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YUNNAN COPPER ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      907501 | OU      | $-13705.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Navitas Semiconductor Corp                          | Navitas Semiconductor Corp                                                       | CUSIP: 63942X106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5200 | NS      | $-18252.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ACV Auctions Inc                                    | ACV Auctions Inc                                                                 | CUSIP: 00091G104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8700 | NS      | $-71427.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Forestar Group Inc                                  | Forestar Group Inc                                                               | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |        1900 | NS      | $29279.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chinook Therapeutics Inc                            | Chinook Therapeutics Inc                                                         | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |        3020 | NS      | $79124.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SUNRISE COMPANY ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      127444 | OU      | $-3048.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SZ TOPBAND ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        1286 | OU      | $56.39         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lakeland Bancorp Inc                                | Lakeland Bancorp Inc                                                             | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |        2635 | NS      | $46402.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Residential Mortgage Loan Trust                 | New Residential Mortgage Loan Trust 2022-NQM1                                    | CUSIP: 64830JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $66217.30      | 0.00%             | 2061-04-25      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                         | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      191250 | NS      | $19792462.50   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Growth For Good Acquisition Corp                    | Growth For Good Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      378000 | NS      | $15120.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BOWAY ALLOY ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      327886 | OU      | $13406.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intra-Cellular Therapies Inc                        | Intra-Cellular Therapies Inc                                                     | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Short            | EC               | CORP              | US        |        -900 | NS      | $-47628.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR2 Trust                                             | CUSIP: 74332VAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $85349.10      | 0.00%             | 2027-04-17      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| FTAC Parnassus Acquisition Corp                     | FTAC Parnassus Acquisition Corp                                                  | CUSIP: 30319B116<br>LEI: N/A                  | N/A              | DE               |  | US        |       77500 | NS      | $1162.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fort Washington CLO                                 | Fort Washington CLO 2021-2 LTD                                                   | CUSIP: 34918TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1308015.00    | 0.03%             | 2034-10-20      | Floating      | 10.85%                | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1148000 | PA      | $176688.68     | 0.00%             | 2049-01-25      | Variable      | 2.63%                 | No            | 2                  | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp                  | Tonix Pharmaceuticals Holding Corp                                               | CUSIP: 890260862<br>LEI: 529900ACPKP9QW20GX48 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-584.70       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Agios Pharmaceuticals Inc                           | Agios Pharmaceuticals Inc                                                        | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Short            | EC               | CORP              | US        |       -3200 | NS      | $-89856.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MANGO ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      197226 | OU      | $554.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WESCO International Inc                             | WESCO International Inc                                                          | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Short            | EC               | CORP              | US        |       -4600 | NS      | $-575920.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Lehman Mortgage Trust                               | Lehman Mortgage Trust 2007-1                                                     | CUSIP: 52521FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      613399 | PA      | $598220.06     | 0.01%             | 2037-02-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $879587.00     | 0.02%             | 2039-04-17      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR OCT23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         288 | NC      | $397680.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 MAY23                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -357 | NC      | $908620.07     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Burford Capital Ltd                                 | Burford Capital Ltd                                                              | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Short            | EC               | CORP              | GG        |        -800 | NS      | $-6520.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUALIAN CHINA ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        8709 | OU      | $-265.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Honda Motor Co Ltd                                  | Honda Motor Co Ltd                                                               | CUSIP: 438128308<br>LEI: 549300P7ZYCQJ36CCS16 | Short            | EC               | CORP              | JP        |       -1700 | NS      | $-38862.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -422 | NC      | $1322480.18    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED CNY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $1840.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SmartFinancial Inc                                  | SmartFinancial Inc                                                               | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $8250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                           | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-241388.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Energy Fuels Inc/Canada                             | Energy Fuels Inc/Canada                                                          | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Short            | EC               | CORP              | CA        |      -51300 | NS      | $-318573.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Berkeley Lights Inc                                 | Berkeley Lights Inc                                                              | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |       14200 | NS      | $38056.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group Inc                       | Principal Financial Group Inc                                                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Short            | EC               | CORP              | US        |      -15000 | NS      | $-1258800.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| SVF Investment Corp                                 | SVF Investment Corp                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1100 | NS      | $11121.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | 5I5J ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        5651 | OU      | $-113.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PubMatic Inc                                        | PubMatic Inc                                                                     | CUSIP: 74467Q103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5200 | NS      | $-66612.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ELP 2021-ELP                                        | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3637000 | PA      | $3373317.50    | 0.08%             | 2038-11-15      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | T&S COMMUN ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      103284 | OU      | $303.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | INNOVATIVE MED ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       79827 | OU      | $-1887.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | SEIGA MIX                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1463025 | OU      | $529472.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SALVAGE PHARM ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       85305 | OU      | $-137.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                   | DAX INDEX FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           6 | NC      | $-59192.77     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QuantumScape Corp                                   | QuantumScape Corp                                                                | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13500 | NS      | $76545.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Asset Mortgage Capital Corp                 | Western Asset Mortgage Capital Corp                                              | CUSIP: 000000000<br>LEI: 549300JOQRROR5SZYY83 | Short            | EC               |  | US        |        -250 | NS      | $-2277.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NextGen Healthcare Inc                              | NextGen Healthcare Inc                                                           | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5400 | NS      | $101412.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbutus Biopharma Corp                              | Arbutus Biopharma Corp                                                           | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Short            | EC               | CORP              | CA        |       -2100 | NS      | $-4893.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ascendis Pharma A/S                                 | Ascendis Pharma A/S                                                              | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |       -6600 | NS      | $-806058.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Acropolis Infrastructure Acquisition Corp           | Acropolis Infrastructure Acquisition Corp                                        | CUSIP: 005029103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      500001 | NS      | $4975009.95    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HIGHLANDER ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      111454 | OU      | $-288.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Shopify Inc                                         | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |      -96617 | NS      | $-3353576.07   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  MAY26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $154521.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1081369 | PA      | $6517.41       | 0.00%             | 2030-05-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Biohaven Ltd                                        | Biohaven Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -2400 | NS      | $-33312.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TrueCar Inc                                         | TrueCar Inc                                                                      | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |        1800 | NS      | $4518.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Golar LNG Ltd                                       | Golar LNG Ltd                                                                    | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |        4600 | NS      | $104834.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |    -7205000 | PA      | $-5860719.92   | -0.13%            | 2028-02-21      | Fixed         | 6.59%                 | Yes           | 2                  | On Loan: No      |
| Power Integrations Inc                              | Power Integrations Inc                                                           | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |        3700 | NS      | $265364.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LETS ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       13095 | OU      | $-26.24        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UserTesting Inc                                     | UserTesting Inc                                                                  | CUSIP: 91734E101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4700 | NS      | $-35297.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skydeck Acquisition Corp                            | Skydeck Acquisition Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      243900 | NS      | $2453634.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DMT Solutions Global Corporation                    | DMT Solutions Global Corporation 2020 Incremental Term Loan                      | CUSIP: 23347DAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1722397 | PA      | $1619052.88    | 0.04%             | 2024-07-02      | Floating      | 11.72%                | No            | 3                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JUL23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          31 | NC      | $-212093.32    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Volta Inc                                           | Volta Inc                                                                        | CUSIP: 92873V102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14200 | NS      | $-5046.68      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Buy CDX.EM.38 USD 100 Dec 2027                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    20000000 | OU      | $1169071.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Vaccitech PLC                                       | Vaccitech PLC                                                                    | CUSIP: 91864C107<br>LEI: 213800KQ9EAOKPWN8A33 | Short            | EC               | CORP              | GB        |        -300 | NS      | $-717.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      652000 | PA      | $97974.08      | 0.00%             | 2048-10-25      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | EC               | CORP              | US        |      -12705 | NS      | $-1703740.50   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| CoreLogic, Inc.                                     | CoreLogic, Inc. Term Loan                                                        | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |      296636 | PA      | $246578.38     | 0.01%             | 2028-06-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SLM Corp                                            | SLM Corp                                                                         | CUSIP: 78442P106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1525 | NS      | $-25315.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                                | Quaker Chemical Corp                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Short            | EC               | CORP              | US        |        -500 | NS      | $-83450.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Appreciate Holdings Inc                             | Appreciate Holdings Inc                                                          | CUSIP: 03832J114<br>LEI: N/A                  | N/A              | DE               |  | US        |       42331 | NS      | $1693.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LANFENG CHEMICAL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       50193 | OU      | $527.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |      -45600 | NS      | $-1732800.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Waverley Capital Acquisition Corp 1                 | Waverley Capital Acquisition Corp 1                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      375000 | NS      | $3757500.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CVR Energy Inc                                      | CVR Energy Inc                                                                   | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |        5000 | NS      | $156700.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Corp/The                                        | AES Corp/The                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Short            | EC               | CORP              | US        |       -7800 | NS      | $-224328.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Axonics Inc                                         | Axonics Inc                                                                      | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |        4800 | NS      | $300144.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovage Holding Corp                               | Innovage Holding Corp                                                            | CUSIP: 45784A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-6462.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PY REFRACTORIES ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      504304 | OU      | $-13673.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Paya Holdings Inc                                   | Paya Holdings Inc                                                                | CUSIP: 70434P103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5700 | NS      | $-44859.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sage Therapeutics Inc                               | Sage Therapeutics Inc                                                            | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |        1800 | NS      | $68652.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                       | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       22064 | NS      | $997954.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Model N Inc                                         | Model N Inc                                                                      | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |        4000 | NS      | $162240.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Minim Inc                                           | Minim Inc                                                                        | CUSIP: 60365W102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-332.35       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Raytheon Technologies Corp                          | Raytheon Technologies Corp                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Short            | EC               | CORP              | US        |      -21802 | NS      | $-2200257.84   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         713 | NC      | $2108747.98    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Alignment Healthcare Inc                            | Alignment Healthcare Inc                                                         | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $37632.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harrow Health Inc                                   | Harrow Health Inc                                                                | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1600 | NS      | $23616.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The                                | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |      -97300 | NS      | $-3201170.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                         | Lennar Corp                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |      -18100 | NS      | $-1638050.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $879162.50     | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Carney Technology Acquisition Corp II               | Carney Technology Acquisition Corp II                                            | CUSIP: 143636108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34529 | NS      | $353576.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | INFORE ENVIRON ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       17025 | OU      | $-240.65       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JUN24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          63 | NC      | $15418.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies Inc                              | Roper Technologies Inc                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |        -600 | NS      | $-259254.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AltEnergy Acquisition Corp                          | AltEnergy Acquisition Corp                                                       | CUSIP: 02157M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12170 | NS      | $124499.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Short            | DBT              | NUSS              | MX        |    -3403000 | PA      | $-3123756.18   | -0.07%            | 2033-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHENGLU TELECOM ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       21123 | OU      | $330.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA Healthcare Inc                                  | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-839860.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Kiora Pharmaceuticals Inc                           | Kiora Pharmaceuticals Inc                                                        | CUSIP: 49721T309<br>LEI: 549300395G8DB8ZFV365 | Short            | EC               | CORP              | US        |         -40 | NS      | $-137.20       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hippo Holdings Inc                                  | Hippo Holdings Inc                                                               | CUSIP: 433539202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2024 | NS      | $-27526.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Sell BRAZIL SNRFOR USD 100 Dec 2027                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     3100000 | OU      | $-200106.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Affiliated Managers Group Inc                       | Affiliated Managers Group Inc                                                    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |         300 | NS      | $47529.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                  | LOW SU GASOIL G FEB23                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         -47 | NC      | $-250095.62    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | J P MORGAN TERM REPO                                                             | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |      540210 | PA      | $540209.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1151000 | PA      | $952875.91     | 0.02%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LINGYUAN STEEL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      214107 | OU      | $-5252.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHUANGLIANG ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      349890 | OU      | $18670.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ebang International Holdings Inc                    | Ebang International Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 5493003ALD4F1DLNRZ68 | Short            | EC               | CORP              | KY        |        -473 | NS      | $-1376.43      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hallmark Financial Services Inc                     | Hallmark Financial Services Inc                                                  | CUSIP: 40624Q203<br>LEI: 549300QVZIZ17RUE4C20 | Long             | EC               | CORP              | US        |         900 | NS      | $525.78        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CAIBAI JEWELRY ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       45844 | OU      | $1163.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-68168.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates             | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                    | CUSIP: 92922FD96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280796 | PA      | $204024.59     | 0.00%             | 2045-01-25      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Baozun Inc                                          | Baozun Inc                                                                       | CUSIP: 06684L103<br>LEI: 549300IF0HZ7T4762633 | Long             | EC               | CORP              | KY        |        1900 | NS      | $10070.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHUNQIU ELECTRON ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       90818 | OU      | $-1149.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CytomX Therapeutics Inc                             | CytomX Therapeutics Inc                                                          | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |       12100 | NS      | $19360.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Outdoor Brands Inc                         | American Outdoor Brands Inc                                                      | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2000 | NS      | $20040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23C 21                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         750 | NC      | $25500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Backblaze Inc                                       | Backblaze Inc                                                                    | CUSIP: 05637B105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-3690.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oaktree Specialty Lending Corp                      | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401P108<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |       21400 | NS      | $147018.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                         | SREIT Trust 2021-IND                                                             | CUSIP: 78473JAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1366000 | PA      | $1326157.88    | 0.03%             | 2038-10-15      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CYBRID TECH ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      271388 | OU      | $-3713.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NRX Pharmaceuticals Inc                             | NRX Pharmaceuticals Inc                                                          | CUSIP: 629444100<br>LEI: 5493003FN4CLS0670T77 | Short            | EC               | CORP              | US        |       -6600 | NS      | $-7326.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Owens & Minor Inc                                   | Owens & Minor Inc                                                                | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Short            | EC               | CORP              | US        |       -8300 | NS      | $-162099.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                                    | Cirrus Logic Inc                                                                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |         800 | NS      | $59584.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Landstar System Inc                                 | Landstar System Inc                                                              | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-211770.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FinVolution Group                                   | FinVolution Group                                                                | CUSIP: 31810T101<br>LEI: 3003000RAVUT809U6P08 | Short            | EC               | CORP              | KY        |        -800 | NS      | $-3968.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Geopark Ltd                                         | Geopark Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | EC               | CORP              | BM        |        4200 | NS      | $64890.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | CDX.NA.IG.39 12/20/27                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    30937500 | OU      | $-375462.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Aclaris Therapeutics Inc                            | Aclaris Therapeutics Inc                                                         | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Short            | EC               | CORP              | US        |        -300 | NS      | $-4725.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cold Storage Trust                                  | Cold Storage Trust 2020-ICE5                                                     | CUSIP: 193051AS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      982991 | PA      | $936756.02     | 0.02%             | 2037-11-15      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| Mr Cooper Group Inc                                 | Mr Cooper Group Inc                                                              | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Short            | EC               | CORP              | US        |       -6800 | NS      | $-272884.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Prospector Capital Corp                             | Prospector Capital Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      117312 | NS      | $1166081.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tandem Diabetes Care Inc                            | Tandem Diabetes Care Inc                                                         | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       18600 | NS      | $836070.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Build-A-Bear Workshop Inc                           | Build-A-Bear Workshop Inc                                                        | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |        1100 | NS      | $26224.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     3388707 | OU      | $12679.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AmpliTech Group Inc                                 | AmpliTech Group Inc                                                              | CUSIP: 03211Q200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-1484.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust               | PRPM 2021-7 LLC                                                                  | CUSIP: 69360LAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      207000 | PA      | $174078.51     | 0.00%             | 2026-08-25      | Variable      | 3.67%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc/The                | PNC Financial Services Group Inc/The                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       10391 | NS      | $1641154.54    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YOUCARE ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      706801 | OU      | $6335.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | DOMINION SP BASIS MAR23                                                          | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -62 | NC      | $-4704.24      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JUN27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $185180.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anthemis Digital Acquisitions I Corp                | Anthemis Digital Acquisitions I Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      472500 | NS      | $4857300.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.5                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     3627420 | PA      | $3627419.89    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CCPVANILLA--USD-LIBOR-BBA-20260113                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       80000 | OU      | $7937.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ASIA CUANON TECH ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      327260 | OU      | $-18762.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vita Coco Co Inc/The                                | Vita Coco Co Inc/The                                                             | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Short            | EC               | CORP              | US        |       -4001 | NS      | $-55293.82     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Surmodics Inc                                       | Surmodics Inc                                                                    | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |         400 | NS      | $13648.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CoreVest American Finance Ltd                       | CoreVest American Finance 2019-2Trust                                            | CUSIP: 21872GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4351242 | PA      | $327461.40     | 0.01%             | 2052-06-15      | Variable      | 2.41%                 | No            | 2                  | On Loan: No      |
| Apollo Global Management Inc                        | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -38900 | NS      | $-2481431.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| ATN International Inc                               | ATN International Inc                                                            | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Short            | EC               | CORP              | US        |        -100 | NS      | $-4531.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Beam Therapeutics Inc                               | Beam Therapeutics Inc                                                            | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $11733.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Denison Mines Corp                                  | Denison Mines Corp                                                               | CUSIP: 248356107<br>LEI: 529900JWGSW17LJK6586 | Short            | EC               | CORP              | CA        |     -150200 | NS      | $-172730.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AFC Gamma Inc                                       | AFC Gamma Inc                                                                    | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               |  | US        |         300 | NS      | $4719.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 3 MONTH SOFR FUT MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -1 | NC      | $950.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THAIOIL TRSRY CENTER                                | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88323AAE2<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     1650000 | PA      | $983992.33     | 0.02%             | 2049-10-17      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| DarioHealth Corp                                    | DarioHealth Corp                                                                 | CUSIP: 23725P209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3900 | NS      | $-16692.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | DOMINION SP BASIS SEP23                                                          | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -30 | NC      | $-22338.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80453.06      | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Avid Technology Inc                                 | Avid Technology Inc                                                              | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |         700 | NS      | $18613.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | 496085237 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -45150 | NC      | $-4346.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Spotify Technology SA                               | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       20900 | NS      | $1650055.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        9200 | NS      | $2282612.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2007-20                                                   | CUSIP: 02151LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      658052 | PA      | $249748.37     | 0.01%             | 2047-08-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DAREWAY SOFTWARE ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      214099 | OU      | $-5531.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GETEIN BIOTECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       60602 | OU      | $-1802.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NB TUOPU GROUP ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      588961 | OU      | $1751.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| InvenTrust Properties Corp                          | InvenTrust Properties Corp                                                       | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Short            | EC               |  | US        |       -3900 | NS      | $-92313.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Weave Communications Inc                            | Weave Communications Inc                                                         | CUSIP: 94724R108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-2290.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BROTHER ENTERPRI ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       66011 | OU      | $-1849.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2014-CCRE18 Mortgage Trust                                                  | CUSIP: 12632QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2161000 | PA      | $1912134.92    | 0.04%             | 2047-07-15      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 3 MONTH SOFR FUT JUN23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -17 | NC      | $5125.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Health Services Inc                       | Universal Health Services Inc                                                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Short            | EC               | CORP              | US        |        -800 | NS      | $-112712.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skydeck Acquisition Corp                            | Skydeck Acquisition Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       81300 | NS      | $1585.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JOINTO ENERGY ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      594614 | OU      | $7591.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Overseas Shipholding Group Inc                      | Overseas Shipholding Group Inc                                                   | CUSIP: 69036R863<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6400 | NS      | $18496.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA SECURITIES ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      371795 | OU      | $3688.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Landcadia Holdings IV Inc                           | Landcadia Holdings IV Inc                                                        | CUSIP: 51477A112<br>LEI: N/A                  | N/A              | DE               |  | US        |      116250 | NS      | $15647.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Transocean Ltd                                      | Transocean Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |      209333 | NS      | $954558.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Diversey Holdings Ltd                               | Diversey Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -7900 | NS      | $-33654.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                            | Petrobras Global Finance BV                                                      | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     5861000 | PA      | $6131192.10    | 0.14%             | 2027-01-17      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Sohu.com Ltd                                        | Sohu.com Ltd                                                                     | CUSIP: 83410S108<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1600 | NS      | $-21936.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KSA SUKUK LTD                                       | KSA Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | CORP              | KY        |     8939000 | PA      | $9280755.85    | 0.21%             | 2028-10-25      | Fixed         | 5.27%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 7M 2.21800% 09/29/24                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2000000 | OU      | $87836.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PetMed Express Inc                                  | PetMed Express Inc                                                               | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |         800 | NS      | $14160.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HAINAN EXPRESS ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       49392 | OU      | $630.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TKC Holdings, Inc.                                  | TKC Holdings, Inc. 2022 PIK Toggle Holdco Term Loan                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3597322 | PA      | $2050473.80    | 0.05%             | 2027-02-15      | Floating      | 12.00%                | No            | 3                  | On Loan: No      |
| Chembio Diagnostics Inc                             | Chembio Diagnostics Inc                                                          | CUSIP: 163572209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9700 | NS      | $-2131.09      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AIKO SOLAR ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      628408 | OU      | $24439.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Motive Capital Corp II                              | Motive Capital Corp II                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      200000 | NS      | $8020.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Red Rock Resorts Inc                                | Red Rock Resorts Inc                                                             | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $16004.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23P 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -164 | NC      | $-1512572.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT MAY23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -87 | NC      | $357331.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Helen of Troy Ltd                                   | Helen of Troy Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         400 | NS      | $44364.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Krispy Kreme Inc                                    | Krispy Kreme Inc                                                                 | CUSIP: 50101L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11900 | NS      | $-122808.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | CCPVANILLA--USD-SOFR-COMPOUND-20320412                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1100000 | OU      | $141757.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| L Catterton Asia Acquisition Corp                   | L Catterton Asia Acquisition Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310002 | NS      | $3131020.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| M3-Brigade Acquisition II Corp                      | M3-Brigade Acquisition II Corp                                                   | CUSIP: 553800103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $2004.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.9                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -9467505 | PA      | $-9467505.00   | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| Adaptive Biotechnologies Corp                       | Adaptive Biotechnologies Corp                                                    | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |         100 | NS      | $764.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensei Biotherapeutics Inc                          | Sensei Biotherapeutics Inc                                                       | CUSIP: 81728A108<br>LEI: 8945002MP2CXKAENWU30 | Long             | EC               | CORP              | US        |         400 | NS      | $596.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                              | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Short            | EC               | CORP              | US        |      -33500 | NS      | $-10348150.00  | -0.23%            |  |  |  | No            | 1                  | On Loan: No      |
| Ouster Inc                                          | Ouster Inc                                                                       | CUSIP: 68989M103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3600 | NS      | $-3106.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aridis Pharmaceuticals Inc                          | Aridis Pharmaceuticals Inc                                                       | CUSIP: 040334104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-472.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Steel & Aluminum Co                        | Reliance Steel & Aluminum Co                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-384636.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23C 9.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $23200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GoodRx Holdings Inc                                 | GoodRx Holdings Inc                                                              | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21500 | NS      | $100190.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | CMBX--137BEOAH7-20571017                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      398000 | OU      | $-5709.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alpine 4 Holdings Inc                               | Alpine 4 Holdings Inc                                                            | CUSIP: 02083E105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15700 | NS      | $-8299.02      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                               | Civitas Resources Inc                                                            | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |        -100 | NS      | $-5793.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pop Culture Group Co Ltd                            | Pop Culture Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -900 | NS      | $-702.36       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                           | Toronto-Dominion Bank/The                                                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Short            | EC               | CORP              | CA        |       -4400 | NS      | $-284944.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Wheeler Real Estate Investment Trust Inc            | Wheeler Real Estate Investment Trust Inc                                         | CUSIP: 963025705<br>LEI: 5493005TOFFG62ETJY29 | Long             | EC               |  | US        |         200 | NS      | $274.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Airgain Inc                                         | Airgain Inc                                                                      | CUSIP: 00938A104<br>LEI: 549300LL8ZO53X8A5U98 | Long             | EC               | CORP              | US        |         300 | NS      | $1953.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2021-SFR11 Trust                                            | CUSIP: 74333XAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $78910.70      | 0.00%             | 2039-01-17      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee               | Vericrest Opportunity Loan Transferee                                            | CUSIP: 92873HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $84344.80      | 0.00%             | 2051-08-25      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| ServisFirst Bancshares Inc                          | ServisFirst Bancshares Inc                                                       | CUSIP: 81768T108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-103365.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atea Pharmaceuticals Inc                            | Atea Pharmaceuticals Inc                                                         | CUSIP: 04683R106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2500 | NS      | $-12025.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Travere Therapeutics Inc                            | Travere Therapeutics Inc                                                         | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5800 | NS      | $121974.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anthemis Digital Acquisitions I Corp                | Anthemis Digital Acquisitions I Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      375000 | NS      | $33750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZANGGE MINING ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      444196 | OU      | $4844.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goal Acquisitions Corp                              | Goal Acquisitions Corp                                                           | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       90180 | NS      | $907210.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          80 | NC      | $192640.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Simon Property Group Inc                            | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Short            | EC               |  | US        |      -23100 | NS      | $-2713788.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Five Point Holdings LLC                             | Five Point Holdings LLC                                                          | CUSIP: 33833Q106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-233.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                                 | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       13600 | NS      | $2039456.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB Financial Group                                 | SVB Financial Group                                                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       13187 | NS      | $3034856.18    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SecureWorks Corp                                    | SecureWorks Corp                                                                 | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $6390.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OneDigital Borrower LLC                             | OneDigital Borrower LLC 2020 Delayed Draw Term Loan                              | CUSIP: 68277FAC3<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2027-11-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                         | CUSIP: 38376UJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3060960 | PA      | $316647.13     | 0.01%             | 2047-04-20      | Floating      | 1.80%                 | No            | 2                  | On Loan: No      |
| Hornblower Sub, LLC                                 | Hornblower Sub, LLC 2021 Incremental Term Loan                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      450371 | PA      | $450371.49     | 0.01%             | 2025-11-10      | Floating      | 12.77%                | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-1.0                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     3274381 | PA      | $3274381.25    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                        | Allegion plc                                                                     | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        2500 | NS      | $263150.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AF Acquisition Corp                                 | AF Acquisition Corp                                                              | CUSIP: 001040104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19467 | NS      | $195059.34     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegro MicroSystems Inc                            | Allegro MicroSystems Inc                                                         | CUSIP: 01749D105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-6004.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EMX Royalty Corp                                    | EMX Royalty Corp                                                                 | CUSIP: 26873J107<br>LEI: 5299009B3YOKQ9FW5S21 | Short            | EC               | CORP              | CA        |       -1900 | NS      | $-3591.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | DOMINION SP BASIS APR23                                                          | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          30 | NC      | $2223.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Emmett Inc                                  | Douglas Emmett Inc                                                               | CUSIP: 25960P109<br>LEI: N/A                  | Short            | EC               |  | US        |       -1200 | NS      | $-18816.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nordic American Tankers Ltd                         | Nordic American Tankers Ltd                                                      | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |       47000 | NS      | $143820.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AOTECAR ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |        9932 | OU      | $965.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                  | STWD 2021-LIH Mortgage Trust                                                     | CUSIP: 78486EAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $120296.13     | 0.00%             | 2036-11-15      | Floating      | 7.87%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $981539.00     | 0.02%             | 2037-06-19      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT DEC23P 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $468080.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | US TREASURY N/B 4% 11/15/2042 swap                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     3494000 | OU      | $-66082.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| eHealth Inc                                         | eHealth Inc                                                                      | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |        7900 | NS      | $38236.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Farfetch Ltd                                        | Farfetch Ltd                                                                     | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Short            | EC               | CORP              | KY        |     -124600 | NS      | $-589358.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT MAY25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $909.75        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SilverCrest Metals Inc                              | SilverCrest Metals Inc                                                           | CUSIP: 828363101<br>LEI: 549300M4CUMXUHSXYQ10 | Short            | EC               | CORP              | CA        |      -21300 | NS      | $-127800.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ontrak Inc                                          | Ontrak Inc                                                                       | CUSIP: 683373104<br>LEI: 549300OQ36UO20X0DB40 | Short            | EC               | CORP              | US        |        -900 | NS      | $-330.84       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intapp Inc                                          | Intapp Inc                                                                       | CUSIP: 45827U109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-27434.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp                                       | TopBuild Corp                                                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |        -100 | NS      | $-15649.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp                                  | CNX Resources Corp                                                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-57256.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA LIFE ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      489296 | OU      | $14771.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  SEP24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         171 | NC      | $-1552284.12   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GOTO BIOPHARM ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       16011 | OU      | $-475.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GOLD PHOENIX ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       43867 | OU      | $308.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                         | CCPOIS--USD-SOFR-COMPOUND-20320705                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $108473.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TAGEN ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       60176 | OU      | $-1819.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ECB Bancorp Inc/MD                                  | ECB Bancorp Inc/MD                                                               | CUSIP: 26828M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $1605.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITY Biotechnology Inc                             | UNITY Biotechnology Inc                                                          | CUSIP: 91381U200<br>LEI: 549300WDOM0RU3CUO763 | Short            | EC               | CORP              | US        |       -5510 | NS      | $-15097.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp                                  | Realty Income Corp                                                               | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               |  | US        |      -27800 | NS      | $-1763354.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Portman Ridge Finance Corp                          | Portman Ridge Finance Corp                                                       | CUSIP: 73688F201<br>LEI: 254900YM5BVQKA01I468 | Long             | EC               | CORP              | US        |         300 | NS      | $6900.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates             | WaMu Mortgage Pass-Through Certificates Series 2006-AR1 Trust                    | CUSIP: 92925CCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238888 | PA      | $212193.40     | 0.00%             | 2046-01-25      | Floating      | 3.12%                 | No            | 2                  | On Loan: No      |
| Macerich Co/The                                     | Macerich Co/The                                                                  | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Short            | EC               |  | US        |       -8200 | NS      | $-92332.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NZP ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       10124 | OU      | $72.90         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cardiovascular Systems Inc                          | Cardiovascular Systems Inc                                                       | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |         900 | NS      | $12258.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                                        | Cadence Bank                                                                     | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-93708.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Panama                                  | Panama Government International Bond                                             | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3000000 | PA      | $2261504.01    | 0.05%             | 2050-04-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHONGTIAN TECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      678936 | OU      | $28702.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                    | COLT 2022-1 Mortgage Loan Trust                                                  | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $72168.10      | 0.00%             | 2066-12-27      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| MakeMyTrip Ltd                                      | MakeMyTrip Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Short            | EC               | CORP              | MU        |       -5200 | NS      | $-143364.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Ltd                                         | Invesco Ltd                                                                      | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |        4400 | NS      | $79156.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mind Medicine MindMed Inc                           | Mind Medicine MindMed Inc                                                        | CUSIP: 60255C885<br>LEI: 549300QY8KN1O6RPFJ13 | Short            | EC               | CORP              | CA        |       -2206 | NS      | $-4853.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                                    | Under Armour Inc                                                                 | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       45800 | NS      | $465328.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHANDONG PUBLISH ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      328240 | OU      | $10616.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINGNENG POWER ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      458737 | OU      | $10831.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Smart for Life Inc                                  | Smart for Life Inc                                                               | CUSIP: 83204U103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2400 | NS      | $-564.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WECOME PHARMA ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         341 | OU      | $15.28         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLOBALFOUNDRIES Inc                                 | GLOBALFOUNDRIES Inc                                                              | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Short            | EC               | CORP              | KY        |       -1200 | NS      | $-64668.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc            | Knight-Swift Transportation Holdings Inc                                         | CUSIP: 499049104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-26205.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01012023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-2634.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Blue Ridge Bankshares Inc                           | Blue Ridge Bankshares Inc                                                        | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $3747.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameriprise Financial Inc                            | Ameriprise Financial Inc                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Short            | EC               | CORP              | US        |        -200 | NS      | $-62274.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Universal Corp/VA                                   | Universal Corp/VA                                                                | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Short            | EC               | CORP              | US        |        -200 | NS      | $-10562.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| California Water Service Group                      | California Water Service Group                                                   | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-139472.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2113000 | PA      | $1659226.91    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd     | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd                         | CUSIP: 03880WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1792000 | PA      | $1719644.42    | 0.04%             | 2035-02-15      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| authID Inc                                          | authID Inc                                                                       | CUSIP: 46264C206<br>LEI: 549300Y6W232R9ZMQS42 | Short            | EC               | CORP              | US        |        -500 | NS      | $-293.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SANGFOR TECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       96070 | OU      | $-547.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AEROJET ROCKETDYNE HOLDINGS IN                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     7241669 | OU      | $20394.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2219000 | PA      | $139719.34     | 0.00%             | 2052-07-10      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| PAM Transportation Services Inc                     | PAM Transportation Services Inc                                                  | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $2590.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IonQ Inc                                            | IonQ Inc                                                                         | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $3105.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corp America Airports SA                            | Corp America Airports SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | LU        |        -900 | NS      | $-7857.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR  JUN26                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -4 | NC      | $-2060.48      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| E2open Parent Holdings Inc                          | E2open Parent Holdings Inc                                                       | CUSIP: 29788T103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -29800 | NS      | $-174926.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                  | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -3569000 | PA      | $-3148678.87   | -0.07%            | 2032-09-16      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | S+P MID 400 EMINI MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -1 | NC      | $-2561.57      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Inc                                           | ONEOK Inc                                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |      -26700 | NS      | $-1754190.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANTONG HOLDINGS ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      139253 | OU      | $-2857.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Xeris Biopharma Holdings Inc                        | Xeris Biopharma Holdings Inc                                                     | CUSIP: 98422E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18142 | NS      | $-24128.86     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nemaura Medical Inc                                 | Nemaura Medical Inc                                                              | CUSIP: 640442208<br>LEI: 549300P7MGHAVZCM1N34 | Short            | EC               | CORP              | US        |        -200 | NS      | $-340.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $830920.00     | 0.02%             | 2048-04-10      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-23965.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Erasca Inc                                          | Erasca Inc                                                                       | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $431.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jaguar Global Growth Corp I                         | Jaguar Global Growth Corp I                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      214600 | NS      | $12897.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Las Vegas Sands Corp                                | Las Vegas Sands Corp                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               | CORP              | US        |      -24600 | NS      | $-1182522.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JUN25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          28 | NC      | $203151.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AvePoint Inc                                        | AvePoint Inc                                                                     | CUSIP: 053604104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6600 | NS      | $-27126.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vanda Pharmaceuticals Inc                           | Vanda Pharmaceuticals Inc                                                        | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |        6500 | NS      | $48035.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synlogic Inc                                        | Synlogic Inc                                                                     | CUSIP: 87166L100<br>LEI: 5493007C6UCNXL4HOI66 | Long             | EC               | CORP              | US        |        2600 | NS      | $1976.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Brands Inc                            | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |       -6800 | NS      | $-1575900.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Sarcos Technology and Robotics Corp                 | Sarcos Technology and Robotics Corp                                              | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1600 | NS      | $898.08        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orbital Infrastructure Group Inc                    | Orbital Infrastructure Group Inc                                                 | CUSIP: 68559A109<br>LEI: 549300Z34T2S6KBY7S35 | Short            | EC               | CORP              | US        |      -12400 | NS      | $-2442.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Penumbra Inc                                        | Penumbra Inc                                                                     | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-845348.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Design Therapeutics Inc                             | Design Therapeutics Inc                                                          | CUSIP: 25056L103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-15390.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                | ZIM Integrated Shipping Services Ltd                                             | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |         100 | NS      | $1719.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | NEW FORTRESS ENERGY INC COM CL A                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1659682 | OU      | $53025.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Maiden Holdings Ltd                                 | Maiden Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 5493000GQUKNWGNXRZ91 | Long             | EC               | CORP              | BM        |         300 | NS      | $633.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RITCHIE BROS AUCTIONEERS                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5403646 | OU      | $-200601.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Opthea Ltd                                          | Opthea Ltd                                                                       | CUSIP: 68386J208<br>LEI: 549300Q5FMFDLP46SF83 | Short            | EC               | CORP              | AU        |        -100 | NS      | $-560.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Whitestone REIT                                     | Whitestone REIT                                                                  | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |        1900 | NS      | $18316.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT JUL25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-1745.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jack in the Box Inc                                 | Jack in the Box Inc                                                              | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-68230.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kazia Therapeutics Ltd                              | Kazia Therapeutics Ltd                                                           | CUSIP: 48669G105<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |        -600 | NS      | $-366.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| South Plains Financial Inc                          | South Plains Financial Inc                                                       | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Short            | EC               | CORP              | US        |       -4834 | NS      | $-133080.02    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Universal Health Realty Income Trust                | Universal Health Realty Income Trust                                             | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |         500 | NS      | $23865.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                                         | Dropbox Inc                                                                      | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       33400 | NS      | $747492.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited     | SGX NIFTY 50 JAN23                                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |           2 | NC      | $172.15        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fontainebleau Miami Beach Trust                     | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111000 | PA      | $98085.26      | 0.00%             | 2036-12-10      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| InterDigital Inc                                    | InterDigital Inc                                                                 | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2100 | NS      | $103908.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewise Therapeutics Inc                           | Edgewise Therapeutics Inc                                                        | CUSIP: 28036F105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-7152.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NuCana PLC                                          | NuCana PLC                                                                       | CUSIP: 67022C106<br>LEI: 213800K5NF92PPHPA304 | Short            | EC               | CORP              | GB        |       -1800 | NS      | $-1188.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JUN27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $192267.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BuzzFeed Inc                                        | BuzzFeed Inc                                                                     | CUSIP: 12430A102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-275.84       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Western Financial Inc                         | First Western Financial Inc                                                      | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       41832 | NS      | $1177570.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings Inc                                   | Herc Holdings Inc                                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |         200 | NS      | $26314.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Franchise Group Inc                                 | Franchise Group Inc                                                              | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-92898.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TENGDA CONSTR ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       18100 | OU      | $55.20         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CRH PLC                                             | CRH PLC                                                                          | CUSIP: 12626K203<br>LEI: 549300MIDJNNTH068E74 | Short            | EC               | CORP              | IE        |       -5500 | NS      | $-218845.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | WTI CRUDE FUTURE  JUN23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $-12367.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HEXINGELECTRICAL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       20739 | OU      | $527.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Collegium Pharmaceutical Inc                        | Collegium Pharmaceutical Inc                                                     | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |         100 | NS      | $2320.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YC NEW ENERGY ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      615519 | OU      | $-1823.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Archrock Inc                                        | Archrock Inc                                                                     | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Short            | EC               | CORP              | US        |        -900 | NS      | $-8082.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals Inc                        | Supernus Pharmaceuticals Inc                                                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |        3800 | NS      | $135546.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citgo Petroleum Corporation                         | Citgo Petroleum Corporation 2019 Term Loan B                                     | CUSIP: 17302UAM4<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2024-03-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc              | Natural Grocers by Vitamin Cottage Inc                                           | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |        1000 | NS      | $9140.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 MAR24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -1127 | NC      | $-55103.98     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cannae Holdings Inc                                 | Cannae Holdings Inc                                                              | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-41300.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CIMC ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        3862 | OU      | $35.70         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Lease Corp                                      | Air Lease Corp                                                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |        8500 | NS      | $326570.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                  | Ready Capital Mortgage Financing 2022-FL9 LLC                                    | CUSIP: 75574EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $280510.33     | 0.01%             | 2037-06-25      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| Mereo Biopharma Group PLC                           | Mereo Biopharma Group PLC                                                        | CUSIP: 589492107<br>LEI: 213800U8JQHIJOS5AS09 | Short            | EC               | CORP              | GB        |      -13500 | NS      | $-10125.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carvana Co                                          | Carvana Co                                                                       | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        1116 | NS      | $5289.84       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 3M 2.833000% 07/29/29                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $188272.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Levi Strauss & Co                                   | Levi Strauss & Co                                                                | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |        5700 | NS      | $88464.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Socket Mobile Inc                                   | Socket Mobile Inc                                                                | CUSIP: 83368E200<br>LEI: 5493001EX0VY0ZPVGJ38 | Short            | EC               | CORP              | US        |        -400 | NS      | $-776.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ODP Corp/The                                        | ODP Corp/The                                                                     | CUSIP: 88337F105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-18216.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23P 4.85                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-230260.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Evolent Health Inc                                  | Evolent Health Inc                                                               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |        -700 | NS      | $-19656.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hostess Brands Inc                                  | Hostess Brands Inc                                                               | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $13464.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Y-mAbs Therapeutics Inc                             | Y-mAbs Therapeutics Inc                                                          | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $1952.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Veru Inc                                            | Veru Inc                                                                         | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Short            | EC               | CORP              | US        |      -32200 | NS      | $-170016.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $49107.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zurn Elkay Water Solutions Corp                     | Zurn Elkay Water Solutions Corp                                                  | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Short            | EC               | CORP              | US        |        -200 | NS      | $-4230.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Victoria's Secret & Co                              | Victoria's Secret & Co                                                           | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Short            | EC               | CORP              | US        |      -10600 | NS      | $-379268.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS FEB23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          31 | NC      | $-532203.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Unifi Inc                                           | Unifi Inc                                                                        | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |        4000 | NS      | $34440.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                          | Sunrun Inc                                                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |      -37815 | NS      | $-908316.30    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| FVCBankcorp Inc                                     | FVCBankcorp Inc                                                                  | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |         300 | NS      | $5721.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Parallel Ltd                                        | Parallel 2021-2 Ltd                                                              | CUSIP: 69916LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $847762.00     | 0.02%             | 2034-10-20      | Floating      | 11.44%                | No            | 2                  | On Loan: No      |
| West BanCorp Inc                                    | West BanCorp Inc                                                                 | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |         300 | NS      | $7665.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GEMDALE ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      561930 | OU      | $-11705.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hornblower Sub, LLC                                 | Hornblower Sub, LLC 2020 Repriced Term Loan B                                    | CUSIP: 44055EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    10484914 | PA      | $7227146.55    | 0.16%             | 2025-04-27      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Merit                                               | MHP 2021-STOR                                                                    | CUSIP: 55293BAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      398000 | PA      | $373373.75     | 0.01%             | 2038-07-15      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23C 10.5                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $3920.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP24P 2.75                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $5906.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Praxis Precision Medicines Inc                      | Praxis Precision Medicines Inc                                                   | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9600 | NS      | $22848.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmland Partners Inc                               | Farmland Partners Inc                                                            | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |        7500 | NS      | $93450.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging Holding Co                        | Graphic Packaging Holding Co                                                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23582 | NS      | $524699.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AnaptysBio Inc                                      | AnaptysBio Inc                                                                   | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |        1000 | NS      | $30990.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4360000 | PA      | $3699385.88    | 0.08%             | 2048-07-15      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                              | GSAA Home Equity Trust 2004-5                                                    | CUSIP: 36228F5J1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      295260 | PA      | $218281.71     | 0.00%             | 2034-06-25      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| Jaguar Global Growth Corp I                         | Jaguar Global Growth Corp I                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      214600 | NS      | $2195358.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| RLJ Lodging Trust                                   | RLJ Lodging Trust                                                                | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |        5400 | NS      | $57186.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GAOCE TECH ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      276087 | OU      | $-4138.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix New Media Ltd                               | Phoenix New Media Ltd                                                            | CUSIP: 71910C202<br>LEI: 529900QQ1GX85WOUID50 | Short            | EC               | CORP              | KY        |        -316 | NS      | $-846.88       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                         | COPPER FUTURE MAR23                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           7 | NC      | $31432.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BWWF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   127752649 | PA      | $657670.64     | 0.01%             | 2024-01-25      | Variable      | 0.70%                 | No            | 2                  | On Loan: No      |
| Jaws Mustang Acquisition Corp                       | Jaws Mustang Acquisition Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       66487 | NS      | $4321.66       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Poseida Therapeutics Inc                            | Poseida Therapeutics Inc                                                         | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-14310.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Harpoon Therapeutics Inc                            | Harpoon Therapeutics Inc                                                         | CUSIP: 41358P106<br>LEI: 549300VFZL0TEVXILA36 | Short            | EC               | CORP              | US        |       -9300 | NS      | $-6749.01      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LiveOne Inc                                         | LiveOne Inc                                                                      | CUSIP: 53814X102<br>LEI: 5493004547XB11DZ6E32 | Short            | EC               | CORP              | US        |       -4600 | NS      | $-2960.10      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 3 MONTH SOFR FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -19 | NC      | $3525.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ImmunityBio Inc                                     | ImmunityBio Inc                                                                  | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Short            | EC               | CORP              | US        |      -28500 | NS      | $-144495.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO Ltd                                        | Ares LXI CLO Ltd                                                                 | CUSIP: 04019EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $867861.00     | 0.02%             | 2034-10-20      | Floating      | 10.49%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGLIAN AVI ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       75963 | OU      | $7097.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MasTec Inc                                          | MasTec Inc                                                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Short            | EC               | CORP              | US        |         -38 | NS      | $-3242.54      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cinedigm Corp                                       | Cinedigm Corp                                                                    | CUSIP: 172406209<br>LEI: 549300QPGXUR8OY7KD24 | Short            | EC               | CORP              | US        |      -18700 | NS      | $-7249.99      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| COLT Funding LLC                                    | COLT 2021-HX1 Mortgage Loan Trust                                                | CUSIP: 19688KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $70239.60      | 0.00%             | 2066-10-25      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| NV5 Global Inc                                      | NV5 Global Inc                                                                   | CUSIP: 62945V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-39696.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LUXE Commercial Mortgage Trust                      | LUXE Trust 2021-TRIP                                                             | CUSIP: 55066WAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1128000 | PA      | $1058944.97    | 0.02%             | 2038-10-15      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Holdings Inc                      | SS&C Technologies Holdings Inc                                                   | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Short            | EC               | CORP              | US        |        -200 | NS      | $-10412.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Babson CLO Ltd                                      | Barings CLO Ltd 2021-II                                                          | CUSIP: 06762KAA8<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $883826.00     | 0.02%             | 2034-07-15      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| Novocure Ltd                                        | Novocure Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |        3000 | NS      | $220050.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corsair Gaming Inc                                  | Corsair Gaming Inc                                                               | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Short            | EC               | CORP              | US        |      -11100 | NS      | $-150627.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MaxCyte Inc                                         | MaxCyte Inc                                                                      | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1092.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sorrento Therapeutics Inc                           | Sorrento Therapeutics Inc                                                        | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Short            | EC               | CORP              | US        |      -79100 | NS      | $-70082.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CorMedix Inc                                        | CorMedix Inc                                                                     | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Long             | EC               | CORP              | US        |        1100 | NS      | $4642.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AKUMIN ESCROW INC                                   | Akumin Escrow Inc                                                                | CUSIP: 01021FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5577000 | PA      | $3397404.00    | 0.08%             | 2028-08-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Investar Holding Corp                               | Investar Holding Corp                                                            | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |         100 | NS      | $2153.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                       | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      116400 | NS      | $9046608.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Pitney Bowes Inc                                    | Pitney Bowes Inc                                                                 | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Short            | EC               | CORP              | US        |       -7000 | NS      | $-26600.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 MAR23                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         372 | NC      | $-1197696.37   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                              | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     1800000 | PA      | $123750.00     | 0.00%             | 2022-04-11      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Paycom Software Inc                                 | Paycom Software Inc                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        3300 | NS      | $1024023.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hope Bancorp Inc                                    | Hope Bancorp Inc                                                                 | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |         800 | NS      | $10248.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                          | Qualys Inc                                                                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        4200 | NS      | $471366.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Capricor Therapeutics Inc                           | Capricor Therapeutics Inc                                                        | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-6948.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -175000000 | PA      | $-168512750.00 | -3.75%            | 2053-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Amarin Corp PLC                                     | Amarin Corp PLC                                                                  | CUSIP: 023111206<br>LEI: 5493009JFIGUFEVPK217 | Long             | EC               | CORP              | GB        |       37200 | NS      | $45012.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -81 | NC      | $151106.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Qurate Retail Inc                                   | Qurate Retail Inc                                                                | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |       24499 | NS      | $39933.37      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ONE Group Hospitality Inc/The                       | ONE Group Hospitality Inc/The                                                    | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |        2000 | NS      | $12600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Financial Inc                               | Triumph Financial Inc                                                            | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |        1200 | NS      | $58644.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ITT Inc                                             | ITT Inc                                                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Short            | EC               | CORP              | US        |        -500 | NS      | $-40550.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                              | Brazilian Government International Bond                                          | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Short            | DBT              | NUSS              | BR        |    -8194000 | PA      | $-6881087.18   | -0.15%            | 2031-09-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TIAN RUIXIANG Holdings Ltd                          | TIAN RUIXIANG Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -240 | NS      | $-446.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BurTech Acquisition Corp                            | BurTech Acquisition Corp                                                         | CUSIP: 123013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34004 | NS      | $345480.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                    | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |      -19209 | NS      | $-2118752.70   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| iRobot Corp                                         | iRobot Corp                                                                      | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-48130.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                                       | LGI Homes Inc                                                                    | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-324100.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Alector Inc                                         | Alector Inc                                                                      | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |        7500 | NS      | $69225.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                            | Yelp Inc                                                                         | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2734.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DONGPENG ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       80062 | OU      | $-3064.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BCE Inc                                             | BCE Inc                                                                          | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Short            | EC               | CORP              | CA        |       -1000 | NS      | $-43950.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ROKOS GLOBAL MACRO FUND LTD                         | ROKOS GLOBAL MACRO FUND LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |           1 | NS      | $110523414.06  | 2.46%             |  |  |  | No            | N/A                | On Loan: No      |
| Advanced Micro Devices Inc                          | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       39800 | NS      | $2577846.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Wayfair Inc                                         | Wayfair Inc                                                                      | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |        6703 | NS      | $220461.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YONGTAI TECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      497668 | OU      | $-12187.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT23C 3.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $23550.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CODELCO INC                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1650000 | PA      | $1227883.95    | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| Enphase Energy Inc                                  | Enphase Energy Inc                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       39400 | NS      | $10439424.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                         | STWD Trust 2021-FLWR                                                             | CUSIP: 78485GAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223000 | PA      | $208683.18     | 0.00%             | 2023-07-15      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| Thryv Holdings Inc                                  | Thryv Holdings Inc                                                               | CUSIP: 886029206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-5700.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FAWER AUTOMOTIVE ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       31346 | OU      | $-585.61       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NEW YORK COMMUNITY BANCORP                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2587 | OU      | $-41.44        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NantHealth Inc                                      | NantHealth Inc                                                                   | CUSIP: 630104305<br>LEI: 549300Z86EF5CSQMW346 | Short            | EC               | CORP              | US        |        -100 | NS      | $-365.01       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MFRA Trust                                          | MFA 2022-INV3 Trust                                                              | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $775380.00     | 0.02%             | 2066-12-25      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | CMBX.NA.BBB-.10                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     1096000 | OU      | $-189885.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sema4 Holdings Corp                                 | Sema4 Holdings Corp                                                              | CUSIP: 81663L101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4300 | NS      | $-1134.34      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO 2020-18 Ltd                                                              | CUSIP: 67570TAG0<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $885963.00     | 0.02%             | 2032-07-20      | Floating      | 10.67%                | No            | 2                  | On Loan: No      |
| Cemtrex Inc                                         | Cemtrex Inc                                                                      | CUSIP: 15130G600<br>LEI: 549300KS6ADDKL326F25 | Short            | EC               | CORP              | US        |        -400 | NS      | $-51.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tiptree Inc                                         | Tiptree Inc                                                                      | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $6920.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |           1 | NC      | $55003.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Outset Medical Inc                                  | Outset Medical Inc                                                               | CUSIP: 690145107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-33566.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AZUL INVESTMENTS LLP                                | Azul Investments LLP                                                             | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |      984000 | PA      | $601901.60     | 0.01%             | 2026-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| RealReal Inc/The                                    | RealReal Inc/The                                                                 | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Short            | EC               | CORP              | US        |       -9941 | NS      | $-12426.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chunghwa Telecom Co Ltd                             | Chunghwa Telecom Co Ltd                                                          | CUSIP: 17133Q502<br>LEI: N/A                  | Short            | EC               | CORP              | TW        |        -400 | NS      | $-14636.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      386000 | PA      | $348945.54     | 0.01%             | 2057-08-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| NN Inc                                              | NN Inc                                                                           | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |        3200 | NS      | $4800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Modine Manufacturing Co                             | Modine Manufacturing Co                                                          | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |        1900 | NS      | $37734.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YANGO ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        4729 | OU      | $-23.43        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TONG DA CABLE ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       48644 | OU      | $15.87         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust 2022-4                                                | CUSIP: 92538NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $665907.00     | 0.01%             | 2067-04-25      | Variable      | 4.72%                 | No            | 2                  | On Loan: No      |
| Gates Industrial Corp PLC                           | Gates Industrial Corp PLC                                                        | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |        1400 | NS      | $15974.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ROC Energy Acquisition Corp                         | ROC Energy Acquisition Corp                                                      | CUSIP: 77118V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      378000 | NS      | $3872610.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| China Liberal Education Holdings Ltd                | China Liberal Education Holdings Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -3800 | NS      | $-3800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23C 6                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-1575.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Children's Place Inc/The                            | Children's Place Inc/The                                                         | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Short            | EC               | CORP              | US        |        -400 | NS      | $-14568.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                           | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |      -76400 | NS      | $-1242264.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR DEC23                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -39 | NC      | $7556.15       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                  | WillScot Mobile Mini Holdings Corp                                               | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       14200 | NS      | $641414.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lazard Growth Acquisition Corp I                    | Lazard Growth Acquisition Corp I                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       67587 | NS      | $473.11        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 3137G0UQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40330 | PA      | $351.40        | 0.00%             | 2030-09-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA OILFIELD ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      315316 | OU      | $5947.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| First Commonwealth Financial Corp                   | First Commonwealth Financial Corp                                                | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |        1400 | NS      | $19558.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Digimarc Corp                                       | Digimarc Corp                                                                    | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |        1200 | NS      | $22188.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | USD 3.187% - USD ON SOFR 2037-12-01                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $119237.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JUN26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-619572.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                       | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       28200 | NS      | $4742112.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| COLT Funding LLC                                    | COLT 2022-1 Mortgage Loan Trust                                                  | CUSIP: 19688HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $75361.30      | 0.00%             | 2066-12-27      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF 2017-KGS1 Mortgage Trust                                                   | CUSIP: 30305QAK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $883272.00     | 0.02%             | 2027-10-25      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| ARMOUR Residential REIT Inc                         | ARMOUR Residential REIT Inc                                                      | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Short            | EC               |  | US        |      -14200 | NS      | $-79946.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ImmunoPrecise Antibodies Ltd                        | ImmunoPrecise Antibodies Ltd                                                     | CUSIP: 45257F200<br>LEI: 549300VULMFHRONS7K42 | Short            | EC               | CORP              | CA        |        -300 | NS      | $-1590.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Maxeon Solar Technologies Ltd                       | Maxeon Solar Technologies Ltd                                                    | CUSIP: 000000000<br>LEI: 5493007JPB074ITT6Y72 | Short            | EC               | CORP              | SG        |        -500 | NS      | $-8030.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AvidXchange Holdings Inc                            | AvidXchange Holdings Inc                                                         | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      431081 | NS      | $4284945.14    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                           | Brighthouse Financial Inc                                                        | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |        4500 | NS      | $230715.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-2.0                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     3705440 | PA      | $3705439.50    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                     | Aerojet Rocketdyne Holdings Inc                                                  | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |        3300 | NS      | $184569.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fintech Evolution Acquisition Group                 | Fintech Evolution Acquisition Group                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      103334 | NS      | $826.67        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Manhattan Associates Inc                            | Manhattan Associates Inc                                                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        3100 | NS      | $376340.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Uranium Energy Corp                                 | Uranium Energy Corp                                                              | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |     -145300 | NS      | $-563764.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology Inc                              | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1570 | NS      | $-58152.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                        | Ginkgo Bioworks Holdings Inc                                                     | CUSIP: 37611X100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -189800 | NS      | $-320762.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2007-18CB                                                 | CUSIP: 02151NAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      735331 | PA      | $246597.77     | 0.01%             | 2037-08-25      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-4.0                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     3357996 | PA      | $3357995.75    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MGIC Investment Corp                                | MGIC Investment Corp                                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |         600 | NS      | $7800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                                 | PayPal Holdings Inc                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      127571 | NS      | $9085606.62    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Lufax Holding Ltd                                   | Lufax Holding Ltd                                                                | CUSIP: 54975P102<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -42000 | NS      | $-81480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23C 9.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $6520.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                         | CUSIP: 38380WNV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4484777 | PA      | $477552.53     | 0.01%             | 2048-04-20      | Floating      | 1.85%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT NOV23P 3.75                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-120000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ALBERTSONS COS INC - CLASS A                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5449618 | OU      | $-62340.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WhiteHorse Finance Inc                              | WhiteHorse Finance Inc                                                           | CUSIP: 96524V106<br>LEI: 5493006LP9COIV2ZIB05 | Long             | EC               | CORP              | US        |        1400 | NS      | $18270.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DAYOU ENERGY ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      174888 | OU      | $-5320.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trivago NV                                          | Trivago NV                                                                       | CUSIP: 89686D105<br>LEI: 391200MJ56OU7D3JM080 | Short            | EC               | CORP              | NL        |       -2300 | NS      | $-3105.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Electric Holdings Inc                       | Lincoln Electric Holdings Inc                                                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        2400 | NS      | $346776.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 5.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -100 | NC      | $-124300.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KINLITA CHEMICAL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      105799 | OU      | $-2272.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | MSCY 2HGP SWAP                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     4436002 | OU      | $582.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Esperion Therapeutics Inc                           | Esperion Therapeutics Inc                                                        | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |       21300 | NS      | $132699.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA EAST AIR ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      349820 | OU      | $-2032.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Equity Residential                                  | Equity Residential                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Short            | EC               |  | US        |        -100 | NS      | $-5900.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LEHUI INTERN ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        5507 | OU      | $-213.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BRT Apartments Corp                                 | BRT Apartments Corp                                                              | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |         300 | NS      | $5892.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EngageSmart Inc                                     | EngageSmart Inc                                                                  | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $10560.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Valley Community Bancorp                    | Central Valley Community Bancorp                                                 | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $6354.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sustainable Development Acquisition I Corp          | Sustainable Development Acquisition I Corp                                       | CUSIP: 86934L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $10060.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrols Restaurant Group Inc                        | Carrols Restaurant Group Inc                                                     | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |         500 | NS      | $680.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1348000 | PA      | $1127238.04    | 0.03%             | 2048-07-10      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-2.55                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1456279 | PA      | $1456278.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Victory Capital Holdings Inc                        | Victory Capital Holdings Inc                                                     | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |       10524 | NS      | $282358.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Asensus Surgical Inc                                | Asensus Surgical Inc                                                             | CUSIP: 04367G103<br>LEI: 5493005KN31IIY2XSQ42 | Short            | EC               | CORP              | US        |      -19530 | NS      | $-6778.86      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Obsidian Energy Ltd                                 | Obsidian Energy Ltd                                                              | CUSIP: 674482203<br>LEI: 549300DITPHH8W8CK636 | Short            | EC               | CORP              | CA        |        -300 | NS      | $-1992.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2018-SUN                                          | CUSIP: 61691MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134000 | PA      | $128640.00     | 0.00%             | 2035-07-15      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Tuya Inc                                            | Tuya Inc                                                                         | CUSIP: 90114C107<br>LEI: 254900XKWS2MIZHXCO08 | Short            | EC               | CORP              | KY        |      -18600 | NS      | $-35526.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      137700 | NS      | $12149271.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Celsius Holdings Inc                                | Celsius Holdings Inc                                                             | CUSIP: 15118V207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10300 | NS      | $-1071612.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Primerica Inc                                       | Primerica Inc                                                                    | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Short            | EC               | CORP              | US        |        -300 | NS      | $-42546.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF MOROCCO                                  | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     4000000 | PA      | $2733528.00    | 0.06%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Fluence Energy Inc                                  | Fluence Energy Inc                                                               | CUSIP: 34379V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15500 | NS      | $-265825.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Adient PLC                                          | Adient PLC                                                                       | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Short            | EC               | CORP              | IE        |       -6400 | NS      | $-222016.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Co                                     | Hecla Mining Co                                                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Short            | EC               | CORP              | US        |       -7540 | NS      | $-41922.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ituran Location and Control Ltd                     | Ituran Location and Control Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         300 | NS      | $6339.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aclarion Inc                                        | Aclarion Inc                                                                     | CUSIP: 655187102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-475.84       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bulldog Purchaser Inc.                              | Bulldog Purchaser Inc. 2018 Term Loan                                            | CUSIP: 12021UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4306481 | PA      | $3708181.96    | 0.08%             | 2025-09-05      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY DEC26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-1983042.52   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Vivani Medical Inc                                  | Vivani Medical Inc                                                               | CUSIP: 92854B109<br>LEI: 5299004VTNX49EZIFL05 | Short            | EC               | CORP              | US        |       -1166 | NS      | $-990.75       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse International                         | GGFPBND1 SWAP                                                                    | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DE               |  | US        |    48650042 | OU      | $-216967.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American Eagle Outfitters Inc                       | American Eagle Outfitters Inc                                                    | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Short            | EC               | CORP              | US        |      -54300 | NS      | $-758028.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    12048000 | PA      | $8008016.45    | 0.18%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Tri Pointe Homes Inc                                | Tri Pointe Homes Inc                                                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6400 | NS      | $118976.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      801000 | PA      | $717039.18     | 0.02%             | 2025-10-06      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Asurion LLC                                         | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1560274 | PA      | $1205873.41    | 0.03%             | 2029-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Precigen Inc                                        | Precigen Inc                                                                     | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |        4100 | NS      | $6232.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 FEB24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -1093 | NC      | $-1474965.99   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Dynex Capital Inc                                   | Dynex Capital Inc                                                                | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Short            | EC               |  | US        |       -7300 | NS      | $-92856.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 6M 1.88200% 01/24/27                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1500000 | OU      | $124458.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lordstown Motors Corp                               | Lordstown Motors Corp                                                            | CUSIP: 54405Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -64000 | NS      | $-72960.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                              | CUSIP: 05492PBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8817000 | PA      | $7975620.14    | 0.18%             | 2032-11-05      | Variable      | 3.89%                 | No            | 2                  | On Loan: No      |
| Curo Group Holdings Corp                            | Curo Group Holdings Corp                                                         | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Short            | EC               | CORP              | US        |        -200 | NS      | $-710.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OppFi Inc                                           | OppFi Inc                                                                        | CUSIP: 68386H103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-3485.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY MAR25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          32 | NC      | $486044.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS MAR24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -11 | NC      | $-98798.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp                              | Synovus Financial Corp                                                           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      186636 | NS      | $7008181.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Innovation Inc                               | Aurora Innovation Inc                                                            | CUSIP: 051774107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -37100 | NS      | $-44891.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Myomo Inc                                           | Myomo Inc                                                                        | CUSIP: 62857J201<br>LEI: 549300G63SSKC2EGLN41 | Long             | EC               | CORP              | US        |         600 | NS      | $306.84        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust         | Bear Stearns ARM Trust 2004-3                                                    | CUSIP: 07384MR53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      219109 | PA      | $197002.34     | 0.00%             | 2034-07-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| JX Luxventure Ltd                                   | JX Luxventure Ltd                                                                | CUSIP: 000000000<br>LEI: 54930094TV6SSEXV2R56 | Short            | EC               | CORP              | MH        |       -1600 | NS      | $-1312.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                                    | Zillow Group Inc                                                                 | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-40573.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RLX Technology Inc                                  | RLX Technology Inc                                                               | CUSIP: 74969N103<br>LEI: 984500EG5DBB2F7F4002 | Short            | EC               | CORP              | KY        |      -30900 | NS      | $-71070.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GCM Grosvenor Inc                                   | GCM Grosvenor Inc                                                                | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       72492 | NS      | $551664.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TROY INFO ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      336062 | OU      | $1178.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Ltd.                       | OPEN-0.65                                                                        | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | RA               | CORP              | GB        |      758668 | PA      | $758667.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHSHU AUTOMOTIVE ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       39115 | OU      | $317.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     3334000 | PA      | $2910623.24    | 0.06%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                        | Hawaii Hotel Trust 2019-MAUI                                                     | CUSIP: 41975AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $931667.00     | 0.02%             | 2038-05-15      | Floating      | 7.47%                 | No            | 2                  | On Loan: No      |
| Relmada Therapeutics Inc                            | Relmada Therapeutics Inc                                                         | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |        6400 | NS      | $22336.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MASTR Asset Backed Securities Trust                 | Mastr Asset Backed Securities Trust 2006-WMC4                                    | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      511575 | PA      | $166047.53     | 0.00%             | 2036-10-25      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| HUYA Inc                                            | HUYA Inc                                                                         | CUSIP: 44852D108<br>LEI: 549300WPEZ00T1MABE80 | Long             | EC               | CORP              | KY        |        2700 | NS      | $10665.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | EC               | CORP              | CA        |      -13600 | NS      | $-550120.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3065000 | PA      | $2583531.41    | 0.06%             | 2048-10-10      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                             | CNO Financial Group Inc                                                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |        1000 | NS      | $22850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                 | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Short            | DBT              | NUSS              | NG        |    -2539000 | PA      | $-2509710.10   | -0.06%            | 2023-07-12      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Athena Consumer Acquisition Corp                    | Athena Consumer Acquisition Corp                                                 | CUSIP: 04684M106<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |      524114 | NS      | $5440303.32    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| PLDT Inc                                            | PLDT Inc                                                                         | CUSIP: 69344D408<br>LEI: 254900ADE8GQHM5P2648 | Short            | EC               | CORP              | PH        |        -100 | NS      | $-2280.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2021-SFR8 Trust                                             | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $82117.00      | 0.00%             | 2038-10-17      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| First Financial Bancorp                             | First Financial Bancorp                                                          | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Short            | EC               | CORP              | US        |        -400 | NS      | $-9692.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                                      | Trustmark Corp                                                                   | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |        2600 | NS      | $90766.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Reservoir Media Inc                                 | Reservoir Media Inc                                                              | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-6567.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BAOLIHUA ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      181194 | OU      | $2724.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BIOEASY ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      186580 | OU      | $-19906.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Prologis Inc                                        | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |          28 | NS      | $3156.44       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SCENERY JOURNEY LTD                                 | Scenery Journey Ltd                                                              | CUSIP: 000000000<br>LEI: 549300Q2FGQXKG7X0I83 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $23500.00      | 0.00%             | 2023-10-24      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| Ameris Bancorp                                      | Ameris Bancorp                                                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      128783 | NS      | $6070830.62    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| NuVasive Inc                                        | NuVasive Inc                                                                     | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |        6000 | NS      | $247440.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OneWater Marine Inc                                 | OneWater Marine Inc                                                              | CUSIP: 68280L101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-17160.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange, LLC                          | CBOE VIX FUTURE JUN23                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         -82 | NC      | $25838.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 22nd Century Group Inc                              | 22nd Century Group Inc                                                           | CUSIP: 90137F103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3800 | NS      | $-3497.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allied Motion Technologies Inc                      | Allied Motion Technologies Inc                                                   | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |         400 | NS      | $13924.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marin Software Inc                                  | Marin Software Inc                                                               | CUSIP: 56804T205<br>LEI: 529900G58P3UFOACQI16 | Short            | EC               | CORP              | US        |        -440 | NS      | $-440.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2007-OH2                                                  | CUSIP: 02151RAQ6<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |      181627 | PA      | $165031.38     | 0.00%             | 2047-08-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                       | Radnor RE 2020-1 Ltd                                                             | CUSIP: 750493AE8<br>LEI: 254900YVLP8CB4GC2O97 | Long             | ABS-MBS          | CORP              | BM        |     1425000 | PA      | $1259489.10    | 0.03%             | 2030-01-25      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Black Mountain Acquisition Corp                     | Black Mountain Acquisition Corp                                                  | CUSIP: 09216A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      472500 | NS      | $4819500.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CRYSTAL OPTECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       33876 | OU      | $213.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lantern Pharma Inc                                  | Lantern Pharma Inc                                                               | CUSIP: 51654W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $1208.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evoqua Water Technologies Corp                      | Evoqua Water Technologies Corp                                                   | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |         300 | NS      | $11880.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerus Corp                                          | Cerus Corp                                                                       | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-10220.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2016-UB11                                         | CUSIP: 61767FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200500 | PA      | $1607031.86    | 0.04%             | 2049-08-15      | Variable      | 2.60%                 | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-0.5                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     2004128 | PA      | $2004127.65    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Short            | EC               | CORP              | CH        |      -51800 | NS      | $-967106.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ichor Holdings Ltd                                  | Ichor Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Short            | EC               | CORP              | KY        |        -200 | NS      | $-5364.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lucid Group Inc                                     | Lucid Group Inc                                                                  | CUSIP: 549498103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -38800 | NS      | $-265004.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGSHEN RAIL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      215408 | OU      | $5006.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lincoln National Corp                               | Lincoln National Corp                                                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |         400 | NS      | $12288.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sinovac Biotech Ltd                                 | Sinovac Biotech Ltd                                                              | CUSIP: 000000000<br>LEI: 529900DOOGH8WKB2WL85 | Long             | EC               | CORP              | AG        |         200 | NS      | $1294.00       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01242023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Greywolf CLO Ltd                                    | Greywolf CLO II Ltd                                                              | CUSIP: 398079BJ1<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $929144.00     | 0.02%             | 2034-04-15      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| Boqii Holding Ltd                                   | Boqii Holding Ltd                                                                | CUSIP: 09950L203<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -533 | NS      | $-644.93       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UroGen Pharma Ltd                                   | UroGen Pharma Ltd                                                                | CUSIP: 000000000<br>LEI: 549300C0YCX7CG2G5D50 | Short            | EC               | CORP              | IL        |        -900 | NS      | $-7983.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PagerDuty Inc                                       | PagerDuty Inc                                                                    | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |       11500 | NS      | $305440.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-4.1                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1900035 | PA      | $1900035.44    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Civeo Corp                                          | Civeo Corp                                                                       | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |         525 | NS      | $16327.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ORIX Corp                                           | ORIX Corp                                                                        | CUSIP: 686330101<br>LEI: 35380016EMHNBOVYE123 | Short            | EC               | CORP              | JP        |        -100 | NS      | $-8052.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS AUG23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -41 | NC      | $321299.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR Industrial Portfolio Trust                      | KKR Industrial Portfolio Trust 2021-KDIP                                         | CUSIP: 48254CAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $706881.75     | 0.02%             | 2037-12-15      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01242023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| James River Group Holdings Ltd                      | James River Group Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |        -200 | NS      | $-4182.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Astec Industries Inc                                | Astec Industries Inc                                                             | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Short            | EC               | CORP              | US        |        -400 | NS      | $-16264.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Premier Inc                                         | Premier Inc                                                                      | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6996.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinox Holdings, Inc.                              | Equinox Holdings, Inc. 2017 1st Lien Term Loan                                   | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |    11417588 | PA      | $8548919.36    | 0.19%             | 2024-03-08      | Floating      | 7.73%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NINGBO FUDA ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       25260 | OU      | $-950.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |      165460 | PA      | $165460.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS May 25  2023 - May 25  2033 - P/3.212  R/USD LIBOR 3M                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2000000 | OU      | $94054.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       60800 | NS      | $12631808.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR NOV27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $-97310.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT OCT27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-380.88       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                       | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        5600 | NS      | $89376.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XNK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5426504 | PA      | $103960.96     | 0.00%             | 2029-11-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YHLO ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       35812 | OU      | $-4153.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | NAT GAS LAST DAY OCT27                                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          54 | NC      | $299187.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial Inc                     | Fidelity National Financial Inc                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-52668.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                | PRET 2021-NPL3 LLC                                                               | CUSIP: 74143EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      101000 | PA      | $84306.52      | 0.00%             | 2051-07-25      | Variable      | 3.72%                 | No            | 2                  | On Loan: No      |
| Seagen Inc                                          | Seagen Inc                                                                       | CUSIP: 81181C104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-192765.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kearny Financial Corp/MD                            | Kearny Financial Corp/MD                                                         | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1600 | NS      | $16240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | EURONAV NV                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     4658668 | OU      | $-140528.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lead Edge Growth Opportunities Ltd                  | Lead Edge Growth Opportunities Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      465420 | NS      | $5119.62       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                            | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     6148000 | PA      | $6163370.18    | 0.14%             | 2027-08-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $106.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Biora Therapeutics Inc                              | Biora Therapeutics Inc                                                           | CUSIP: 74319F107<br>LEI: 5493005XOS7E58D57T10 | Short            | EC               | CORP              | US        |      -28300 | NS      | $-3727.11      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SoFi Technologies Inc                               | SoFi Technologies Inc                                                            | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |     -371100 | NS      | $-1710771.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| TrustCo Bank Corp NY                                | TrustCo Bank Corp NY                                                             | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         720 | NS      | $27064.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co                             | Central Garden & Pet Co                                                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-57280.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tejon Ranch Co                                      | Tejon Ranch Co                                                                   | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |         500 | NS      | $9420.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  FEB23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -99 | NC      | $3566799.72    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NEW HOPE ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        6314 | OU      | $-33.58        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3126000 | PA      | $2451628.02    | 0.05%             | 2049-03-17      | Variable      | 4.74%                 | No            | 2                  | On Loan: No      |
| Ceragon Networks Ltd                                | Ceragon Networks Ltd                                                             | CUSIP: 000000000<br>LEI: 529900WC6JZN5WQLZ645 | Short            | EC               | CORP              | IL        |       -2400 | NS      | $-4584.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Performant Financial Corp                           | Performant Financial Corp                                                        | CUSIP: 71377E105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-4332.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lions Gate Entertainment Corp                       | Lions Gate Entertainment Corp                                                    | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Short            | EC               | CORP              | CA        |       -2500 | NS      | $-14275.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2018-HULA                                      | CUSIP: 36259AAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      974233 | PA      | $891455.17     | 0.02%             | 2025-07-15      | Floating      | 7.72%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JAN25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -54 | NC      | $63896.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CPS Technologies Corp                               | CPS Technologies Corp                                                            | CUSIP: 12619F104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-2421.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01062023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR JUN27                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -5 | NC      | $-3750.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YUYUAN TOURIST ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      148661 | OU      | $874.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                         | CNY_R_2.9_20280313_20230315_NDF_LCH                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8500000 | OU      | $2674.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intellia Therapeutics Inc                           | Intellia Therapeutics Inc                                                        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       14000 | NS      | $488460.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintrust Financial Corp                             | Wintrust Financial Corp                                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       82768 | NS      | $6995551.36    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211000 | PA      | $193272.62     | 0.00%             | 2036-11-15      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| Allison Transmission Holdings Inc                   | Allison Transmission Holdings Inc                                                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |        2100 | NS      | $87360.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                                 | Eastman Chemical Co                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        6100 | NS      | $496784.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                           | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        2400 | NS      | $211416.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Health Intelligence Ltd                    | Advanced Health Intelligence Ltd                                                 | CUSIP: 00777C104<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |       -4900 | NS      | $-2009.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RiceBran Technologies                               | RiceBran Technologies                                                            | CUSIP: 762831303<br>LEI: 549300DZDR8N8C3WJ144 | Short            | EC               | CORP              | US        |        -380 | NS      | $-288.80       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUADIAN POWER ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      549445 | OU      | $44586.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenaya Therapeutics Inc                             | Tenaya Therapeutics Inc                                                          | CUSIP: 87990A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-1206.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bankshares Inc                      | First Financial Bankshares Inc                                                   | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |        2100 | NS      | $72240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Xpress Enterprises Inc                           | US Xpress Enterprises Inc                                                        | CUSIP: 90338N202<br>LEI: 549300NXY19K1OZN4915 | Long             | EC               | CORP              | US        |        2000 | NS      | $3620.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Hospitality REIT Inc                          | Apple Hospitality REIT Inc                                                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Short            | EC               |  | US        |        -200 | NS      | $-3156.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ECARX Holdings Inc                                  | ECARX Holdings Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       93350 | NS      | $9157.64       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorian LPG Ltd                                      | Dorian LPG Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |         100 | NS      | $1895.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT SEP23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -87 | NC      | $318398.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptorum Group Ltd                                   | Aptorum Group Ltd                                                                | CUSIP: 000000000<br>LEI: 984500B8DA8D2D9BFA46 | Short            | EC               | CORP              | KY        |       -1300 | NS      | $-715.13       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHANGBAO STEEL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      422939 | OU      | $1111.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Halozyme Therapeutics Inc                           | Halozyme Therapeutics Inc                                                        | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       10800 | NS      | $614520.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UDR Inc                                             | UDR Inc                                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Short            | EC               |  | US        |       -5600 | NS      | $-216888.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ALTRA INDUSTRIAL MOTION CORP                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5714875 | OU      | $12461.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                              | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        5800 | NS      | $268366.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 7M 2.41700% 09/22/24                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2000000 | OU      | $80863.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Matinas BioPharma Holdings Inc                      | Matinas BioPharma Holdings Inc                                                   | CUSIP: 576810105<br>LEI: 549300TGHXVKQ7EJRO41 | Short            | EC               | CORP              | US        |       -7000 | NS      | $-3500.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                          | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |         500 | NS      | $63750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ALPHA GROUP ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       27005 | OU      | $680.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Optinose Inc                                        | Optinose Inc                                                                     | CUSIP: 68404V100<br>LEI: 549300CPBME7Z3CYMN16 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-3330.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -132 | NC      | $139550.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | BONDTRS--USD-FEDERAL FUNDS-20221229                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     6110000 | OU      | $30183.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SUMEC ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      351560 | OU      | $-284.42       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.75                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |      867085 | PA      | $867085.31     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Futu Holdings Ltd                                   | Futu Holdings Ltd                                                                | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |       17900 | NS      | $727635.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NGM Biopharmaceuticals Inc                          | NGM Biopharmaceuticals Inc                                                       | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |        6400 | NS      | $32128.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SINOTRUK ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         218 | OU      | $-4.33         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Avadel Pharmaceuticals PLC                          | Avadel Pharmaceuticals PLC                                                       | CUSIP: 05337M104<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |        1700 | NS      | $12172.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verastem Inc                                        | Verastem Inc                                                                     | CUSIP: 92337C104<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |       24200 | NS      | $9740.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rover Group Inc                                     | Rover Group Inc                                                                  | CUSIP: 77936F103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7100 | NS      | $-26057.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kaiser Aluminum Corp                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007704<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-45576.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Acquisition Corp                           | Frontier Acquisition Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310000 | NS      | $3124800.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyzon Motors Inc                                    | Hyzon Motors Inc                                                                 | CUSIP: 44951Y102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18800 | NS      | $-29140.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LHOME Mortgage Trust                                | LHOME Mortgage Trust 2021-RTL1                                                   | CUSIP: 501894AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1884000 | PA      | $1649647.36    | 0.04%             | 2026-02-25      | Variable      | 4.46%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PICC GROUP ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      463979 | OU      | $8935.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TripAdvisor Inc                                     | TripAdvisor Inc                                                                  | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |        9400 | NS      | $169012.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunstone Hotel Investors Inc                        | Sunstone Hotel Investors Inc                                                     | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Short            | EC               |  | US        |      -11300 | NS      | $-109158.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ONECHANCE TECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       90989 | OU      | $917.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| McCormick & Co Inc/MD                               | McCormick & Co Inc/MD                                                            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-140913.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-4.0                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1229591 | PA      | $1229590.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-38849.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vasta Platform Ltd                                  | Vasta Platform Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -300 | NS      | $-1200.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Accretion Acquisition Corp                          | Accretion Acquisition Corp                                                       | CUSIP: 00438Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22421 | NS      | $226003.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ScION Tech Growth II                                | ScION Tech Growth II                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      286291 | NS      | $1059.28       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Acquisition Corp                               | Ares Acquisition Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       47736 | NS      | $480701.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ADT Inc                                             | ADT Inc                                                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-907.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY SEP23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          31 | NC      | $-226663.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Wabash National Corp                                | Wabash National Corp                                                             | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |        2800 | NS      | $63280.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharecare Inc                                       | Sharecare Inc                                                                    | CUSIP: 81948W104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -34100 | NS      | $-54560.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinnate Biopharma Inc                               | Kinnate Biopharma Inc                                                            | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Short            | EC               | CORP              | US        |        -400 | NS      | $-2440.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hawaiian Electric Industries Inc                    | Hawaiian Electric Industries Inc                                                 | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Short            | EC               | CORP              | US        |       -1150 | NS      | $-48127.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heliogen Inc                                        | Heliogen Inc                                                                     | CUSIP: 42329E105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4900 | NS      | $-3421.18      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sinclair Broadcast Group Inc                        | Sinclair Broadcast Group Inc                                                     | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-55836.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | EC               | CORP              | US        |       -4772 | NS      | $-1638609.36   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| CareMax Inc                                         | CareMax Inc                                                                      | CUSIP: 14171W103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5500 | NS      | $-20075.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp                              | Synovus Financial Corp                                                           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-48815.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KULR Technology Group Inc                           | KULR Technology Group Inc                                                        | CUSIP: 50125G109<br>LEI: 213800YUOETJ427AGG25 | Short            | EC               | CORP              | US        |       -6600 | NS      | $-7920.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Galecto Inc                                         | Galecto Inc                                                                      | CUSIP: 36322Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $1725.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LUXE Commercial Mortgage Trust                      | LUXE Trust 2021-TRIP                                                             | CUSIP: 55066WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1019000 | PA      | $955240.15     | 0.02%             | 2038-10-15      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Kinross Gold Corp                                   | Kinross Gold Corp                                                                | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |        9400 | NS      | $38446.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NAURA ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      592879 | OU      | $-3028.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303000 | PA      | $260533.34     | 0.01%             | 2047-09-10      | Variable      | 4.53%                 | No            | 2                  | On Loan: No      |
| J M Smucker Co/The                                  | J M Smucker Co/The                                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        2900 | NS      | $459534.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 6                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -79 | NC      | $-63595.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Iridium Communications Inc                          | Iridium Communications Inc                                                       | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |         300 | NS      | $15420.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilgrim's Pride Corp                                | Pilgrim's Pride Corp                                                             | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Short            | EC               | CORP              | US        |       -9900 | NS      | $-234927.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        3900 | NS      | $616317.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MINISO Group Holding Ltd                            | MINISO Group Holding Ltd                                                         | CUSIP: 66981J102<br>LEI: 2549006PIKT2YKNBL092 | Long             | EC               | CORP              | KY        |        2400 | NS      | $25752.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WM Technology Inc                                   | WM Technology Inc                                                                | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Short            | EC               | CORP              | US        |       -6400 | NS      | $-6464.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Quotient Ltd                                        | Quotient Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300BOTHGGT8D81659 | Short            | EC               | CORP              | JE        |       -1355 | NS      | $-514.90       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lexaria Bioscience Corp                             | Lexaria Bioscience Corp                                                          | CUSIP: 52886N406<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-735.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Glatfelter Corp                                     | Glatfelter Corp                                                                  | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       12900 | NS      | $35862.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                                 | Leidos Holdings Inc                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        1800 | NS      | $189342.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHENGLI ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        3564 | OU      | $-19.55        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                   | Magnetite XXVIII Ltd                                                             | CUSIP: 55955LAJ1<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9762970.00    | 0.22%             | 2035-01-20      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Digital Transformation Opportunities Corp           | Digital Transformation Opportunities Corp                                        | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       37500 | NS      | $376687.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CAITONG SECURIT ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       37358 | OU      | $332.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                 | AUST 10Y BOND FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -10 | NC      | $41126.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ComSovereign Holding Corp                           | ComSovereign Holding Corp                                                        | CUSIP: 205650203<br>LEI: 549300TSLVQORKCNS019 | Short            | EC               | CORP              | US        |      -53800 | NS      | $-3846.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hello Group Inc                                     | Hello Group Inc                                                                  | CUSIP: 423403104<br>LEI: 549300YMGLID32W48529 | Long             | EC               | CORP              | KY        |       24498 | NS      | $219992.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | UNIVERSAL SCI INDUS (SHANGHAI) ORD A                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      712553 | OU      | $-1876.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Horizon Corp                                  | First Horizon Corp                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Short            | EC               | CORP              | US        |      -36200 | NS      | $-886900.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp                               | Independent Bank Corp                                                            | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-126645.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Squarespace Inc                                     | Squarespace Inc                                                                  | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |         300 | NS      | $6651.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FBR Securitization Trust                            | FBR Securitization Trust                                                         | CUSIP: 30246QCS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      512000 | PA      | $289723.39     | 0.01%             | 2035-11-25      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                 | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81483.01      | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS OPTN FEB23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          20 | NC      | $4800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BANK OF CHENGDU ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      150908 | OU      | $7336.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GLORIA PHARM ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      106585 | OU      | $-1137.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Momentive Global Inc                                | Momentive Global Inc                                                             | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |       18800 | NS      | $131600.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGDONG ELEC ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      584057 | OU      | $59904.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gogo Inc                                            | Gogo Inc                                                                         | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |        9100 | NS      | $134316.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| XBiotech Inc                                        | XBiotech Inc                                                                     | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | CA        |         900 | NS      | $3159.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                | 477486824 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     2200000 | OU      | $549606.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                   | Citigroup Mortgage Loan Trust 2006-AR6                                           | CUSIP: 17309RAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      809988 | PA      | $244685.34     | 0.01%             | 2036-09-25      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| Biogen Inc                                          | Biogen Inc                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       12300 | NS      | $3406116.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-4.0                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |      515466 | PA      | $515466.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| H&R Block Inc                                       | H&R Block Inc                                                                    | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |      -14600 | NS      | $-533046.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty Braves                   | Liberty Media Corp-Liberty Braves                                                | CUSIP: 531229888<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-6446.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vaccinex Inc                                        | Vaccinex Inc                                                                     | CUSIP: 918640103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-1054.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sportradar Holding AG                               | Sportradar Holding AG                                                            | CUSIP: 000000000<br>LEI: 39120099GMDR0HYDS163 | Short            | EC               | CORP              | CH        |       -2300 | NS      | $-22908.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gaotu Techedu Inc                                   | Gaotu Techedu Inc                                                                | CUSIP: 36257Y109<br>LEI: 549300R5BPFFORR9ET36 | Short            | EC               | CORP              | KY        |      -45600 | NS      | $-107616.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aptinyx Inc                                         | Aptinyx Inc                                                                      | CUSIP: 03836N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5000 | NS      | $1464.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enerplus Corp                                       | Enerplus Corp                                                                    | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |        6800 | NS      | $120020.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Designer Brands Inc                                 | Designer Brands Inc                                                              | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |        3000 | NS      | $29340.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avaya Holdings Corp                                 | Avaya Holdings Corp                                                              | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |       10600 | NS      | $2077.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Bancorp                                      | Sierra Bancorp                                                                   | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $10620.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $3962.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank Ireland PLC                           | Sell TURKEY SNRFOR USD 100 Dec 2027                                              | CUSIP: 000000000<br>LEI: 2G5BKIC2CB69PRJH1W31 | N/A              | DCR              |  | US        |     3950000 | OU      | $-630103.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Syros Pharmaceuticals Inc                           | Syros Pharmaceuticals Inc                                                        | CUSIP: 87184Q206<br>LEI: 549300512PURS7IGVT96 | Short            | EC               | CORP              | US        |        -260 | NS      | $-933.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gaming and Leisure Properties Inc                   | Gaming and Leisure Properties Inc                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |         200 | NS      | $10418.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneX Group Inc                                    | StoneX Group Inc                                                                 | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |         900 | NS      | $85770.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GPD COS INC                                         | GPD Cos Inc                                                                      | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      236000 | PA      | $201190.00     | 0.00%             | 2026-04-01      | Fixed         | 10.13%                | No            | 2                  | On Loan: No      |
| GSK PLC                                             | GSK PLC                                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       46700 | NS      | $1641038.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Millicom International Cellular SA                  | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Short            | EC               | CORP              | LU        |        -200 | NS      | $-2526.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings Inc                          | Floor & Decor Holdings Inc                                                       | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |       -7900 | NS      | $-550077.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Lyell Immunopharma Inc                              | Lyell Immunopharma Inc                                                           | CUSIP: 55083R104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3600 | NS      | $-12492.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Domino's Pizza Inc                                  | Domino's Pizza Inc                                                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Short            | EC               | CORP              | US        |       -3200 | NS      | $-1108480.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RENHE PHARM ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       15660 | OU      | $-433.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Salarius Pharmaceuticals Inc                        | Salarius Pharmaceuticals Inc                                                     | CUSIP: 000000000<br>LEI: 549300CLUMLZXIHU7X22 | Long             | EC               | CORP              | US        |         244 | NS      | $373.32        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01042023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Marygold Companies Inc/The                          | Marygold Companies Inc/The                                                       | CUSIP: 57403M104<br>LEI: 549300GBSIZYFZV2R837 | Short            | EC               | CORP              | US        |        -500 | NS      | $-750.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Silvergate Capital Corp                             | Silvergate Capital Corp                                                          | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |        9100 | NS      | $158340.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | BRENT FIN LAST DA DEC23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -5 | NC      | $-25008.85     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAHAI PHARMA ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      896052 | OU      | $140393.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Procter & Gamble Co/The                             | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1100 | NS      | $166716.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | CALCARBALLOWV2023 DEC23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -9209 | NC      | $5128454.30    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Peru                                    | Peruvian Government International Bond                                           | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |    -1192000 | PA      | $-1177011.16   | -0.03%            | 2050-11-18      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY FEB25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          32 | NC      | $623004.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp                                    | LendingClub Corp                                                                 | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |       25600 | NS      | $225280.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KANGTAI BIOLOGIC ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         435 | OU      | $18.67         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arlington Asset Investment Corp                     | Arlington Asset Investment Corp                                                  | CUSIP: 041356205<br>LEI: 549300LA9ZT7L8G7IT53 | Long             | EC               |  | US        |        1500 | NS      | $4395.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The                       | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Short            | EC               | CORP              | US        |      -63700 | NS      | $-646555.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                                    | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       15288 | NS      | $959809.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Longeveron Inc                                      | Longeveron Inc                                                                   | CUSIP: 54303L104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-6762.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DiaMedica Therapeutics Inc                          | DiaMedica Therapeutics Inc                                                       | CUSIP: 25253X207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         100 | NS      | $158.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                  | LOW SU GASOIL G MAR23                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |           5 | NC      | $369.30        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                            | Patterson-UTI Energy Inc                                                         | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       14100 | NS      | $237444.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Physical Therapy Inc                            | ATI Physical Therapy Inc                                                         | CUSIP: 00216W109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14500 | NS      | $-4422.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-0.35                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1361100 | PA      | $1361100.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Ship Lease Inc                               | Global Ship Lease Inc                                                            | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Short            | EC               | CORP              | MH        |       -1500 | NS      | $-24975.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PERU                                    | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |   -13574000 | PA      | $-9648777.64   | -0.21%            | 2051-03-10      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Two Harbors Investment Corp                         | Two Harbors Investment Corp                                                      | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Short            | EC               |  | US        |      -14350 | NS      | $-226299.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GrowGeneration Corp                                 | GrowGeneration Corp                                                              | CUSIP: 39986L109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-10584.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CEO ENVIR ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        3626 | OU      | $-33.41        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                  | ReadyCap Commercial Mortgage Trust 2019-6                                        | CUSIP: 75575QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1691000 | PA      | $1441516.62    | 0.03%             | 2052-10-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| inTEST Corp                                         | inTEST Corp                                                                      | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |         800 | NS      | $8240.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XINQUAN AUTOMOT ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      689553 | OU      | $18595.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Provident Bancorp Inc                               | Provident Bancorp Inc                                                            | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $2912.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2177000 | PA      | $72026.05      | 0.00%             | 2043-10-25      | Variable      | 1.55%                 | No            | 2                  | On Loan: No      |
| Barrett Business Services Inc                       | Barrett Business Services Inc                                                    | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |         500 | NS      | $46640.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RENHE PHARM ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      696685 | OU      | $-63055.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Terreno Realty Corp                                 | Terreno Realty Corp                                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |        3200 | NS      | $181984.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                              | COTTON NO.2 FUTR MAY23                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          59 | NC      | $-66091.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.35                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     4444714 | PA      | $4444713.78    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RUNDA MEDICAL TECHNOLOGY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       72912 | OU      | $-195.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                | Bank of NT Butterfield & Son Ltd/The                                             | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Short            | EC               | CORP              | BM        |      -20044 | NS      | $-597511.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GT Biopharma Inc                                    | GT Biopharma Inc                                                                 | CUSIP: 36254L209<br>LEI: 549300HMPDDS7IM47Y18 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-1430.56      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                         | SILVER FUTURE MAR23                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          11 | NC      | $104657.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -80 | NC      | $-21200.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Renewable Corp                           | Brookfield Renewable Corp                                                        | CUSIP: 11284V105<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -10100 | NS      | $-278154.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      245000 | PA      | $142626.70     | 0.00%             | 2046-01-23      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $684.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Radiant Logistics Inc                               | Radiant Logistics Inc                                                            | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |        2300 | NS      | $11707.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Biotricity Inc                                      | Biotricity Inc                                                                   | CUSIP: 09074H104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-675.75       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $162513.00     | 0.00%             | 2031-04-25      | Variable      | 2.78%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-4078.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Toll Brothers Inc                                   | Toll Brothers Inc                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |         100 | NS      | $4992.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings Inc                                | Generac Holdings Inc                                                             | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        7000 | NS      | $704620.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoe Carnival Inc                                   | Shoe Carnival Inc                                                                | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $76512.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                         | Compass Inc                                                                      | CUSIP: 20464U100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-233.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Immunic Inc                                         | Immunic Inc                                                                      | CUSIP: 4525EP101<br>LEI: 549300R5T12FW5MEQB20 | Long             | EC               | CORP              | US        |       11300 | NS      | $15820.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MCLAREN RACING LIMITED WARRANT                      | MCLAREN RACING LIMITED WARRANT                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       22935 | NS      | $241864.99     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Allied Gaming & Entertainment Inc                   | Allied Gaming & Entertainment Inc                                                | CUSIP: 019170109<br>LEI: 549300LQ2W8Q2EETCL11 | Long             | EC               | CORP              | US        |         800 | NS      | $840.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Turkey                                  | Turkey Government International Bond                                             | CUSIP: 900123AW0<br>LEI: 5493000PCHOG3B6S3Q85 | Short            | DBT              | NUSS              | TR        |    -9960000 | PA      | $-9976932.00   | -0.22%            | 2025-02-05      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Greenpro Capital Corp                               | Greenpro Capital Corp                                                            | CUSIP: 39540F309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -976 | NS      | $-1054.08      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1156621.22    | 0.03%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CSIN0905 Index                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |    61948853 | OU      | $-500005.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR OCT23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-673.68       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YUNNAN TIN ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      115383 | OU      | $2460.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse European Mortgage Capital             | Magnolia Finance XI DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       95662 | PA      | $99276.12      | 0.00%             | 2025-02-16      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Freshpet Inc                                        | Freshpet Inc                                                                     | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-116094.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                   | State Street Corp                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       13860 | NS      | $1075120.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | CCPOIS--USD-SOFR-COMPOUND-20241230                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      800000 | OU      | $674.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enveric Biosciences Inc                             | Enveric Biosciences Inc                                                          | CUSIP: 29405E208<br>LEI: 549300CATCWKUQ6G5854 | Long             | EC               | CORP              | US        |          11 | NS      | $22.55         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EMCORE Corp                                         | EMCORE Corp                                                                      | CUSIP: 290846203<br>LEI: 529900B9OHDEWU534K08 | Long             | EC               | CORP              | US        |        7700 | NS      | $7411.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT NOV23P 2                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          21 | NC      | $18186.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PROS Holdings Inc                                   | PROS Holdings Inc                                                                | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |         100 | NS      | $2426.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardion Health Sciences Inc                        | Guardion Health Sciences Inc                                                     | CUSIP: 40145Q401<br>LEI: 5493001V8N461H1N6381 | Short            | EC               | CORP              | US        |      -16300 | NS      | $-2365.13      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Harte Hanks Inc                                     | Harte Hanks Inc                                                                  | CUSIP: 416196202<br>LEI: 549300J5W5N8Q3OYMS84 | Long             | EC               | CORP              | US        |        1300 | NS      | $15197.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                                | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       16000 | NS      | $7783840.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc                        | National Vision Holdings Inc                                                     | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-46512.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EyePoint Pharmaceuticals Inc                        | EyePoint Pharmaceuticals Inc                                                     | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |        1700 | NS      | $5950.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yatsen Holding Ltd                                  | Yatsen Holding Ltd                                                               | CUSIP: 985194109<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -26600 | NS      | $-38836.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Banc of California Inc                              | Banc of California Inc                                                           | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       23155 | NS      | $368859.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -80 | NC      | $-29760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Utz Brands Inc                                      | Utz Brands Inc                                                                   | CUSIP: 918090101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6100 | NS      | $-96746.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gulf Finance, LLC                                   | Gulf Finance, LLC 2021 Term Loan                                                 | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |     3843417 | PA      | $3603203.10    | 0.08%             | 2026-08-25      | Floating      | 11.14%                | No            | 2                  | On Loan: No      |
| Dolby Laboratories Inc                              | Dolby Laboratories Inc                                                           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |         600 | NS      | $42324.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlanticus Holdings Corp                            | Atlanticus Holdings Corp                                                         | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $5240.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennedy-Wilson Holdings Inc                         | Kennedy-Wilson Holdings Inc                                                      | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-17303.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Authentic Equity Acquisition Corp                   | Authentic Equity Acquisition Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      550000 | NS      | $5560500.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Recon Technology Ltd                                | Recon Technology Ltd                                                             | CUSIP: 000000000<br>LEI: 529900WIUZ0003EEAM23 | Short            | EC               | CORP              | KY        |       -4500 | NS      | $-5670.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Bancorp Inc/IN                              | Horizon Bancorp Inc/IN                                                           | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |        1600 | NS      | $24128.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS JUL23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -45 | NC      | $471072.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | CMBX.NA.BBB-.8                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      981000 | OU      | $-155991.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Caledonia Mining Corp PLC                           | Caledonia Mining Corp PLC                                                        | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Short            | EC               | CORP              | JE        |        -400 | NS      | $-4960.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SITE Centers Corp                                   | SITE Centers Corp                                                                | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Short            | EC               |  | US        |       -4268 | NS      | $-58300.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CYNGN Inc                                           | CYNGN Inc                                                                        | CUSIP: 23257B107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-1827.36      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Motus GI Holdings Inc                               | Motus GI Holdings Inc                                                            | CUSIP: 62014P405<br>LEI: 5493005RU1LEOIG1KS82 | Short            | EC               | CORP              | US        |         -30 | NS      | $-25.20        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $108720.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     1000583 | PA      | $1000582.67    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates             | WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust                    | CUSIP: 92922FV39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191553 | PA      | $183391.15     | 0.00%             | 2045-07-25      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| China Jo-Jo Drugstores Holdings Inc                 | China Jo-Jo Drugstores Holdings Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -166 | NS      | $-589.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HUARONG FINANCE 2019                                | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      300000 | PA      | $227842.16     | 0.01%             | 2030-02-24      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| American Auto Auction Group, LLC                    | American Auto Auction Group, LLC 2021 Term Loan B                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     9381712 | PA      | $7214536.52    | 0.16%             | 2027-12-30      | Floating      | 9.73%                 | No            | 2                  | On Loan: No      |
| AltC Acquisition Corp                               | AltC Acquisition Corp                                                            | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      375000 | NS      | $3720000.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                 | Solaris Oilfield Infrastructure Inc                                              | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        3000 | NS      | $29790.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OpGen Inc                                           | OpGen Inc                                                                        | CUSIP: 68373L307<br>LEI: 549300ZOCQGHZ50BYX61 | Short            | EC               | CORP              | US        |      -12000 | NS      | $-1692.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lemonade Inc                                        | Lemonade Inc                                                                     | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |        3827 | NS      | $52353.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | OFFSHORE OIL ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      292595 | OU      | $7426.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lyft Inc                                            | Lyft Inc                                                                         | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |      -13723 | NS      | $-151227.46    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WELLHOPE AGRI-TECH ORD A                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      742406 | OU      | $5631.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FJ SUNNER DEVE ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       87489 | OU      | $2136.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ST Energy Transition I Ltd                          | ST Energy Transition I Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | BM        |      521933 | NS      | $31315.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings Inc                                 | Affirm Holdings Inc                                                              | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -35300 | NS      | $-341351.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HireRight Holdings Corp                             | HireRight Holdings Corp                                                          | CUSIP: 433537107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-11860.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WISeKey International Holding Ltd                   | WISeKey International Holding Ltd                                                | CUSIP: 97727L309<br>LEI: 529900Y5PNKBOZG3YE28 | Short            | EC               | CORP              | CH        |        -500 | NS      | $-890.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Community Bancorp Inc                      | New York Community Bancorp Inc                                                   | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Short            | EC               | CORP              | US        |      -18796 | NS      | $-161645.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Residential Asset Securities Corporation            | RASC Series 2006-KS8 Trust                                                       | CUSIP: 74924RAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      283303 | PA      | $236558.20     | 0.01%             | 2036-10-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Infobird Co Ltd                                     | Infobird Co Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          40 | NS      | $24.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                    | Babcock & Wilcox Enterprises Inc                                                 | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |        1200 | NS      | $6924.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kubient Inc                                         | Kubient Inc                                                                      | CUSIP: 50116V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $191.85        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZipRecruiter Inc                                    | ZipRecruiter Inc                                                                 | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1642.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS MAR25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-176144.72    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kingsoft Cloud Holdings Ltd                         | Kingsoft Cloud Holdings Ltd                                                      | CUSIP: 49639K101<br>LEI: 875500HZE0VKCD0Z8K15 | Short            | EC               | CORP              | KY        |      -28500 | NS      | $-109155.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Olaplex Holdings Inc                                | Olaplex Holdings Inc                                                             | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25300 | NS      | $131813.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIANGSU NATA OPTO-ELECTRONIC ORD A                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       58118 | OU      | $-449.74       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DHI Group Inc                                       | DHI Group Inc                                                                    | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |        2800 | NS      | $14812.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stride Inc                                          | Stride Inc                                                                       | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Short            | EC               | CORP              | US        |        -900 | NS      | $-28152.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ironwood Pharmaceuticals Inc                        | Ironwood Pharmaceuticals Inc                                                     | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       23300 | NS      | $288687.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         164 | NC      | $520044.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                 | Liberty Media Corp-Liberty SiriusXM                                              | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33974 | NS      | $1329402.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastly Inc                                          | Fastly Inc                                                                       | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |       28900 | NS      | $236691.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                            | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         900 | NS      | $250281.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zynex Inc                                           | Zynex Inc                                                                        | CUSIP: 98986M103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-15301.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR SEP24                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -390 | NC      | $30726.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                  | BRENT CRUDE FUTR MAY23                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         -13 | NC      | $-31721.49     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Colliers International Group Inc                    | Colliers International Group Inc                                                 | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-18408.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gambling.com Group Ltd                              | Gambling.com Group Ltd                                                           | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Short            | EC               | CORP              | JE        |        -400 | NS      | $-3660.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YSSTECH ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       27995 | OU      | $939.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Papa John's International Inc                       | Papa John's International Inc                                                    | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Short            | EC               | CORP              | US        |        -400 | NS      | $-32924.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Imago Biosciences Inc                               | Imago Biosciences Inc                                                            | CUSIP: 45250K107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-46735.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inpixon                                             | Inpixon                                                                          | CUSIP: 45790J867<br>LEI: 5493002DPKW4RCP0PN02 | Short            | EC               | CORP              | US        |         -42 | NS      | $-71.40        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gerdau SA                                           | Gerdau SA                                                                        | CUSIP: 373737105<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EC               | CORP              | BR        |        6700 | NS      | $37118.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Landsea Homes Corp                                  | Landsea Homes Corp                                                               | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |        1157 | NS      | $6027.97       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeva Technologies Inc                               | Aeva Technologies Inc                                                            | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10600 | NS      | $14416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHUANZHI ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       35039 | OU      | $1707.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FTAC Parnassus Acquisition Corp                     | FTAC Parnassus Acquisition Corp                                                  | CUSIP: 30319B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      312834 | NS      | $3137725.02    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc                                    | EPAM Systems Inc                                                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Short            | EC               | CORP              | US        |       -4100 | NS      | $-1343734.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Europe AG                  | Buy CHINA SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: 6TJCK1B7E7UTXP528Y04 | N/A              | DCR              |  | US        |     1000000 | OU      | $-11451.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Home Point Capital Inc                              | Home Point Capital Inc                                                           | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Short            | EC               | CORP              | US        |        -500 | NS      | $-685.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Marpai Inc                                          | Marpai Inc                                                                       | CUSIP: 571354109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-504.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Recruiter.com Group Inc                             | Recruiter.com Group Inc                                                          | CUSIP: 75630B303<br>LEI: 5493007WH4V9MK8Y7L08 | Short            | EC               | CORP              | US        |        -200 | NS      | $-87.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neuronetics Inc                                     | Neuronetics Inc                                                                  | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |        4400 | NS      | $30228.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GEPIC ENERGY DEVELOPMENT ORD A                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         878 | OU      | $33.91         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IDT Corp                                            | IDT Corp                                                                         | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-30987.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tupperware Brands Corp                              | Tupperware Brands Corp                                                           | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Short            | EC               | CORP              | US        |      -14500 | NS      | $-60030.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AcelRx Pharmaceuticals Inc                          | AcelRx Pharmaceuticals Inc                                                       | CUSIP: 00444T209<br>LEI: 549300U8W781S4RBUE66 | Short            | EC               | CORP              | US        |       -1070 | NS      | $-2418.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Huize Holding Ltd                                   | Huize Holding Ltd                                                                | CUSIP: 44473E105<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -700 | NS      | $-990.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cytek Biosciences Inc                               | Cytek Biosciences Inc                                                            | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1021.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Solutions SA                              | Perimeter Solutions SA                                                           | CUSIP: 000000000<br>LEI: 2221003U8GJZ9U4MR505 | Short            | EC               | CORP              | LU        |       -4900 | NS      | $-44786.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                | Western Digital Corp                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -21000 | NS      | $-662550.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SH AIRPORT ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         854 | OU      | $-23.56        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ECOVACS ROBOTICS ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       52697 | OU      | $-235.34       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Virpax Pharmaceuticals Inc                          | Virpax Pharmaceuticals Inc                                                       | CUSIP: 928251107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-560.07       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Northern Star Investment Corp IV                    | Northern Star Investment Corp IV                                                 | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      359160 | NS      | $3609558.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUIZHOU SANLI ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      375520 | OU      | $-9601.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrimack Pharmaceuticals Inc                       | Merrimack Pharmaceuticals Inc                                                    | CUSIP: 590328209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $3438.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF JORDAN                                   | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1680000 | PA      | $1697169.60    | 0.04%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | COH3C 130 COMDTY                                                                 | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          80 | NC      | $-21621.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy CLO Ltd                                      | Galaxy XXVII CLO Ltd                                                             | CUSIP: 36320VAA6<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $833721.00     | 0.02%             | 2031-05-16      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| FG Acquisition Corp                                 | FG Acquisition Corp                                                              | CUSIP: 30327L114<br>LEI: N/A                  | N/A              | DE               |  | CA        |       94599 | NS      | $118248.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Distribution Solutions Group Inc                    | Distribution Solutions Group Inc                                                 | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $3686.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHENGLU TELECOM ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       89203 | OU      | $734.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YATAI PHARM ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      321874 | OU      | $-16129.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Quantum-Si Inc                                      | Quantum-Si Inc                                                                   | CUSIP: 74765K105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10000 | NS      | $-18300.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Petroleum Corp                            | Evolution Petroleum Corp                                                         | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |        4400 | NS      | $33220.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Research Frontiers Inc                              | Research Frontiers Inc                                                           | CUSIP: 760911107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-1152.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pegasystems Inc                                     | Pegasystems Inc                                                                  | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |         600 | NS      | $20544.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01192023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidus Investment Corp                               | Fidus Investment Corp                                                            | CUSIP: 316500107<br>LEI: 549300836CRWCROFBC02 | Long             | EC               | CORP              | US        |        1700 | NS      | $32351.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                                      | Ziff Davis Inc                                                                   | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |        -100 | NS      | $-7910.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Watch Restaurant Group Inc                    | First Watch Restaurant Group Inc                                                 | CUSIP: 33748L101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1353.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RenovoRx Inc                                        | RenovoRx Inc                                                                     | CUSIP: 75989R107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-235.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT23P 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -164 | NC      | $-1717736.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| CoreVest American Finance Ltd                       | CoreVest American Finance 2021-2 Trust                                           | CUSIP: 21873BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      836919 | PA      | $82389.62      | 0.00%             | 2054-07-15      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-866.51       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAV6<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    91823549 | PA      | $1203990.37    | 0.03%             | 2048-08-15      | Variable      | 0.68%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                         | Workday Inc                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        2000 | NS      | $334660.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAIHE ENERGY ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      599861 | OU      | $-5030.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cia Energetica de Minas Gerais                      | Cia Energetica de Minas Gerais                                                   | CUSIP: 204409601<br>LEI: 254900W703PXLDSEM056 | Short            | EC               | CORP              | BR        |         -70 | NS      | $-142.10       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | SOYBEAN MEAL FUTR MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -624 | NC      | $-1358237.92   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| LBI Media, Inc.                                     | LBI Media, Inc. Exit Term Loan                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      330086 | PA      | $97375.46      | 0.00%             | 2024-10-15      | Floating      | 11.73%                | No            | 3                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AUSUN PHARMA ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       92103 | OU      | $-2061.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Realty Investment Trust                     | Federal Realty Investment Trust                                                  | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Short            | EC               |  | US        |       -5100 | NS      | $-515304.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RINGPU BIOTECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       27237 | OU      | $-198.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Learn CW Investment Corp                            | Learn CW Investment Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      199000 | NS      | $11940.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mad Engine Global, LLC                              | Mad Engine Global, LLC Term Loan                                                 | CUSIP: 55616UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1543421 | PA      | $1259168.98    | 0.03%             | 2027-07-15      | Floating      | 11.73%                | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23C 9.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $13240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ralph Lauren Corp                                   | Ralph Lauren Corp                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         100 | NS      | $10567.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| C3.ai Inc                                           | C3.ai Inc                                                                        | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |         100 | NS      | $1119.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aaron's Co Inc/The                                  | Aaron's Co Inc/The                                                               | CUSIP: 00258W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-7170.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rithm Capital Corp                                  | Rithm Capital Corp                                                               | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Short            | EC               |  | US        |       -9000 | NS      | $-73530.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                           | Archer-Daniels-Midland Co                                                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |      -34400 | NS      | $-3194040.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DMEGC MAGNETICS ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      854910 | OU      | $-8446.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Allbirds Inc                                        | Allbirds Inc                                                                     | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5100 | NS      | $12342.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fontainebleau Miami Beach Trust                     | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      664000 | PA      | $597210.90     | 0.01%             | 2036-12-10      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS NOV24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -11 | NC      | $-96818.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS JUN25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-34444.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2020-VIVA                                           | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $702363.00     | 0.02%             | 2044-03-11      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01172023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ForgeRock Inc                                       | ForgeRock Inc                                                                    | CUSIP: 34631B101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8600 | NS      | $-195822.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.75                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1735228 | PA      | $1735228.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Elys Game Technology Corp                           | Elys Game Technology Corp                                                        | CUSIP: 290734102<br>LEI: 549300XZ6QXEL8JT4136 | Short            | EC               | CORP              | US        |        -500 | NS      | $-140.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chefs' Warehouse Inc/The                            | Chefs' Warehouse Inc/The                                                         | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |         100 | NS      | $3328.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyler Technologies Inc                              | Tyler Technologies Inc                                                           | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         300 | NS      | $96723.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                               | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         200 | NS      | $49284.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15243000 | PA      | $152.43        | 0.00%             | 2036-12-15      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT MAY24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -170 | NC      | $-505450.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Destination XL Group Inc                            | Destination XL Group Inc                                                         | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9200 | NS      | $62100.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust              | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5                       | CUSIP: 59020UYW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      649262 | PA      | $580826.70     | 0.01%             | 2035-06-25      | Variable      | 3.48%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2019-70P                                       | CUSIP: 36257MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      138000 | PA      | $128340.00     | 0.00%             | 2036-10-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Seelos Therapeutics Inc                             | Seelos Therapeutics Inc                                                          | CUSIP: 81577F109<br>LEI: 5493009HV8O6R1WGZ132 | Short            | EC               | CORP              | US        |        -900 | NS      | $-611.10       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Reed's Inc                                          | Reed's Inc                                                                       | CUSIP: 758338107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3900 | NS      | $-272.22       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Citizens BancShares Inc/NC                    | First Citizens BancShares Inc/NC                                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Short            | EC               | CORP              | US        |       -1667 | NS      | $-1264186.12   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Astra Acquisition Corp.                             | Astra Acquisition Corp. 2021 1st Lien Term Loan                                  | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2028-10-25      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -80 | NC      | $-38320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp                               | ProPetro Holding Corp                                                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $14518.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MBRT 2019 MBR                                       | MBRT 2019-MBR                                                                    | CUSIP: 55282DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $954671.00     | 0.02%             | 2036-11-15      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       21100 | NS      | $5060202.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Star Bancorp                                   | Five Star Bancorp                                                                | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |         200 | NS      | $5448.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Brands Group Inc                            | Digital Brands Group Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -9 | NS      | $-37.98        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Mountain CLO 2 Ltd                              | New Mountain CLO 2 Ltd                                                           | CUSIP: 64754KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $869110.00     | 0.02%             | 2034-04-15      | Floating      | 10.44%                | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp            | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Short            | EC               | CORP              | US        |        -200 | NS      | $-19962.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                           | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Short            | EC               | CORP              | US        |      -10390 | NS      | $-2728829.60   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS Jan 26  2015 - Jan 26  2025 - P/2.304  R/USD LIBOR 3M                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      900000 | OU      | $32466.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT DEC27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-2280.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                               | Truist Financial Corp                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Short            | EC               | CORP              | US        |      -21200 | NS      | $-912236.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Full Truck Alliance Co Ltd                          | Full Truck Alliance Co Ltd                                                       | CUSIP: 35969L108<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |     -112700 | NS      | $-901600.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CCPVANILLA--USD-LIBOR-BBA-20270113                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      940000 | OU      | $109830.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-4.05                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |    -8746089 | PA      | $-8746089.32   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 OCT23                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -1043 | NC      | $-536896.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Express Inc                                         | Express Inc                                                                      | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3700 | NS      | $3774.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Monte Rosa Therapeutics Inc                         | Monte Rosa Therapeutics Inc                                                      | CUSIP: 61225M102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-15981.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Emerald Holding Inc                                 | Emerald Holding Inc                                                              | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $3894.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alexandria Real Estate Equities Inc                 | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               |  | US        |       -8700 | NS      | $-1267329.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Infinity Pharmaceuticals Inc                        | Infinity Pharmaceuticals Inc                                                     | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |        3800 | NS      | $2109.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apartment Income REIT Corp                          | Apartment Income REIT Corp                                                       | CUSIP: 03750L109<br>LEI: N/A                  | Short            | EC               |  | US        |        -600 | NS      | $-20586.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shyft Group Inc/The                                 | Shyft Group Inc/The                                                              | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |        2700 | NS      | $67122.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pembina Pipeline Corp                               | Pembina Pipeline Corp                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Short            | EC               | CORP              | CA        |      -15400 | NS      | $-522830.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Flywire Corp                                        | Flywire Corp                                                                     | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Short            | EC               | CORP              | US        |      -11008 | NS      | $-269365.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MSD Acquisition Corp                                | MSD Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      323910 | NS      | $3271491.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                      | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $952500.00     | 0.02%             | 2037-12-15      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Aravive Inc                                         | Aravive Inc                                                                      | CUSIP: 03890D108<br>LEI: 5493002Z0KHRW71RNC19 | Long             | EC               | CORP              | US        |        1100 | NS      | $1452.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Olo Inc                                             | Olo Inc                                                                          | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $9375.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Align Technology Inc                                | Align Technology Inc                                                             | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         200 | NS      | $42180.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CRE8 DIRECT ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         284 | OU      | $0.76          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BorgWarner Inc                                      | BorgWarner Inc                                                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Short            | EC               | CORP              | US        |         -40 | NS      | $-1610.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DANHUA CHEM ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       93143 | OU      | $-2111.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bioceres Crop Solutions Corp                        | Bioceres Crop Solutions Corp                                                     | CUSIP: 000000000<br>LEI: 549300SBSSIZUVSY4U27 | Short            | EC               | CORP              | KY        |        -100 | NS      | $-1203.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cumberland Pharmaceuticals Inc                      | Cumberland Pharmaceuticals Inc                                                   | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $675.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01312023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COLT Funding LLC                                    | COLT 2021-HX1 Mortgage Loan Trust                                                | CUSIP: 19688KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118000 | PA      | $85570.06      | 0.00%             | 2066-10-25      | Variable      | 3.11%                 | No            | 2                  | On Loan: No      |
| Codex DNA Inc                                       | Codex DNA Inc                                                                    | CUSIP: 192003101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-1125.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $661.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2014-LC18                                  | CUSIP: 94989AAA3<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |      992000 | PA      | $881203.52     | 0.02%             | 2047-12-15      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Stellantis NV                                       | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |         500 | NS      | $7100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apeiron Capital Investment Corp                     | Apeiron Capital Investment Corp                                                  | CUSIP: 03752A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         507 | NS      | $5201.82       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01272023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHONGGU LOGI ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      298927 | OU      | $-5687.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Viking Therapeutics Inc                             | Viking Therapeutics Inc                                                          | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |       16201 | NS      | $152289.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JU HUA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      465932 | OU      | $1932.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Insperity Inc                                       | Insperity Inc                                                                    | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |        1600 | NS      | $181760.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                     | Tyson Foods Inc                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        3600 | NS      | $224100.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT APR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         690 | NC      | $988473.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Casa Systems Inc                                    | Casa Systems Inc                                                                 | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |        2400 | NS      | $6552.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of America Funding Corporation                 | Banc of America Funding 2006-H Trust                                             | CUSIP: 05950PAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4059368 | PA      | $1348087.77    | 0.03%             | 2036-10-20      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIANGHAI CAPACITOR ORD A                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      151544 | OU      | $4203.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Udemy Inc                                           | Udemy Inc                                                                        | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Short            | EC               | CORP              | US        |       -5200 | NS      | $-54860.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp/MI                            | Independent Bank Corp/MI                                                         | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $19136.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Co-Diagnostics Inc                                  | Co-Diagnostics Inc                                                               | CUSIP: 189763105<br>LEI: 549300Z1JPESYWFM1R93 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-12600.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Protalix BioTherapeutics Inc                        | Protalix BioTherapeutics Inc                                                     | CUSIP: 74365A309<br>LEI: 549300SDVB3GP4XDFM60 | Short            | EC               | CORP              | US        |        -900 | NS      | $-1233.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy CLO Ltd                                      | Galaxy XXII CLO Ltd                                                              | CUSIP: 36321AAK9<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $430676.00     | 0.01%             | 2034-04-16      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                      | CUSIP: 61763UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $91294.30      | 0.00%             | 2047-08-15      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| Gamida Cell Ltd                                     | Gamida Cell Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -8300 | NS      | $-10707.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01012023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $5136.63       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockford Tower CLO Ltd                              | Rockford Tower CLO 2020-1 Ltd                                                    | CUSIP: 77341HAA6<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1331710.50    | 0.03%             | 2032-01-20      | Floating      | 11.14%                | No            | 2                  | On Loan: No      |
| Figure Acquisition Corp I                           | Figure Acquisition Corp I                                                        | CUSIP: 302438114<br>LEI: N/A                  | N/A              | DE               |  | US        |       84707 | NS      | $25.41         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TSINGTAO BREW ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      122886 | OU      | $-721.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                         | CMBX.NA.BBB-.10                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    18066000 | OU      | $-3129993.21   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHANGHONG POL ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       12021 | OU      | $-289.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Synaptogenix Inc                                    | Synaptogenix Inc                                                                 | CUSIP: 87167T201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-1160.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Waitr Holdings Inc                                  | Waitr Holdings Inc                                                               | CUSIP: 930752209<br>LEI: 549300SZSHOJN5P4DJ61 | Long             | EC               | CORP              | US        |          17 | NS      | $5.92          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGRI STOCK ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       21078 | OU      | $-16.44        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CFK Trust                                           | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19612000 | PA      | $553234.91     | 0.01%             | 2039-03-15      | Variable      | 0.77%                 | No            | 2                  | On Loan: No      |
| D-MARKET Elektronik Hizmetler ve Ticaret AS         | D-MARKET Elektronik Hizmetler ve Ticaret AS                                      | CUSIP: 23292B104<br>LEI: 9845004CF6A069998F16 | Short            | EC               | CORP              | TR        |      -10300 | NS      | $-6798.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-2.9                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |      633703 | PA      | $633702.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TOPSTAR ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       52030 | OU      | $295.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY OCT26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-901572.52    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAY27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $228110.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| B&G Foods Inc                                       | B&G Foods Inc                                                                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Short            | EC               | CORP              | US        |       -9405 | NS      | $-104865.75    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CTI BioPharma Corp                                  | CTI BioPharma Corp                                                               | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24500 | NS      | $147245.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Specialty Finance Inc                  | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684B107<br>LEI: 549300V2JL72R0EYBK64 | Long             | EC               | CORP              | US        |        2600 | NS      | $30940.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stran & Co Inc                                      | Stran & Co Inc                                                                   | CUSIP: 86260J102<br>LEI: 549300KE0C6619P5BF59 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-1792.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                              | SUGAR 11 (WORLD) MAY23                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        1816 | NC      | $-386710.70    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AKUMIN INC                                          | Akumin Inc                                                                       | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3344000 | PA      | $2394830.55    | 0.05%             | 2025-11-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT DEC23P 2                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          21 | NC      | $17598.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 1.69% Receive SOFR 6M30M Daily Accrue                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2490000 | OU      | $534733.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | 5I5J ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      107303 | OU      | $-3191.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ANI Pharmaceuticals Inc                             | ANI Pharmaceuticals Inc                                                          | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |         700 | NS      | $28161.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cia Paranaense de Energia                           | Cia Paranaense de Energia                                                        | CUSIP: 20441B605<br>LEI: 2549001AS1I9A71VG663 | Short            | EC               | CORP              | BR        |       -8400 | NS      | $-60396.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Syneos Health Inc                                   | Syneos Health Inc                                                                | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |        2500 | NS      | $91700.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                 | Dollar General Corp                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Short            | EC               | CORP              | US        |       -9800 | NS      | $-2413250.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| 2seventy bio Inc                                    | 2seventy bio Inc                                                                 | CUSIP: 901384107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5400 | NS      | $-50598.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Societal CDMO Inc                                   | Societal CDMO Inc                                                                | CUSIP: 75629F109<br>LEI: 2549004EL1Z016VYWA54 | Short            | EC               | CORP              | US        |        -500 | NS      | $-745.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Computer Programs and Systems Inc                   | Computer Programs and Systems Inc                                                | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |         200 | NS      | $5444.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REVOLUTION Medicines Inc                            | REVOLUTION Medicines Inc                                                         | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |        1900 | NS      | $45258.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                         | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |      -13800 | NS      | $-4069344.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Durect Corp                                         | Durect Corp                                                                      | CUSIP: 266605500<br>LEI: 549300EW9IYW3V3QPJ86 | Long             | EC               | CORP              | US        |         630 | NS      | $2179.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Foundation Inc                                | First Foundation Inc                                                             | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |        2600 | NS      | $37258.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc                                          | EZCORP Inc                                                                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |        6600 | NS      | $53790.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |           1 | NC      | $1089.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO 2015-10 Ltd                                                              | CUSIP: 67092DAZ2<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $909204.00     | 0.02%             | 2034-01-26      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS JAN25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-336824.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Concrete Pumping Holdings Inc                       | Concrete Pumping Holdings Inc                                                    | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3100 | NS      | $18135.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc                                  | IQVIA Holdings Inc                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         300 | NS      | $61467.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BAILING PHARM ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      638008 | OU      | $-72346.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ELP 2021-ELP                                        | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1004000 | PA      | $916774.49     | 0.02%             | 2038-11-15      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| Lulu's Fashion Lounge Holdings Inc                  | Lulu's Fashion Lounge Holdings Inc                                               | CUSIP: 55003A108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3500 | NS      | $-8785.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Veeva Systems Inc                                   | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        6400 | NS      | $1032832.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01142023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | CTO RLTY GROWTH INC NEW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      277985 | OU      | $-5099.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PDL BioPharma Inc                                   | PDL BioPharma Inc                                                                | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-11115.00     | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| CRA International Inc                               | CRA International Inc                                                            | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $36729.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bausch Health Cos Inc                               | Bausch Health Cos Inc                                                            | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Short            | EC               | CORP              | CA        |      -14400 | NS      | $-90432.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23P 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -164 | NC      | $-1530120.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Gladstone Capital Corp                              | Gladstone Capital Corp                                                           | CUSIP: 376535100<br>LEI: 549300AWMOT9JR1SIJ74 | Long             | EC               | CORP              | US        |        2800 | NS      | $26936.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WINBASE CHEMICAL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        8585 | OU      | $183.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Buy CDX.EM.38 USD 100 Dec 2027                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     9500000 | OU      | $555309.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HAIXIN FOODS ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      224574 | OU      | $4177.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Origin Bancorp Inc                                  | Origin Bancorp Inc                                                               | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |         400 | NS      | $14680.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN--0.4                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1227394 | PA      | $1227394.35    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YOUZU ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      146028 | OU      | $14350.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LIV Capital Acquisition Corp II                     | LIV Capital Acquisition Corp II                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      371548 | NS      | $37154.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      604000 | PA      | $412564.62     | 0.01%             | 2051-04-15      | Variable      | 2.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHITWING TECH ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       14847 | OU      | $-224.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ryvyl Inc                                           | Ryvyl Inc                                                                        | CUSIP: 39366L208<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7400 | NS      | $-3395.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Beachbody Co Inc/The                                | Beachbody Co Inc/The                                                             | CUSIP: 073463101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11800 | NS      | $-6206.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tsakos Energy Navigation Ltd                        | Tsakos Energy Navigation Ltd                                                     | CUSIP: 000000000<br>LEI: 549300IFUTS62LRRCU54 | Long             | EC               | CORP              | BM        |        6600 | NS      | $111738.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc           | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Short            | EC               |  | US        |        -800 | NS      | $-8608.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trade Desk Inc/The                                  | Trade Desk Inc/The                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |          29 | NS      | $1300.07       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | DOMINION SP BASIS AUG23                                                          | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -31 | NC      | $23804.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAR23P 3                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         180 | NC      | $149040.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | 506556131 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  1549295775 | NC      | $4141174.65    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 7.5M 2.67350% 09/13/28                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2500000 | OU      | $164258.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Europe AG                  | Sell TURKEY SNRFOR USD 100 Dec 2027                                              | CUSIP: 000000000<br>LEI: 6TJCK1B7E7UTXP528Y04 | N/A              | DCR              |  | US        |      700000 | OU      | $-111663.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Boxlight Corp                                       | Boxlight Corp                                                                    | CUSIP: 103197109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4557 | NS      | $-1416.32      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-64053.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Silvercorp Metals Inc                               | Silvercorp Metals Inc                                                            | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Long             | EC               | CORP              | CA        |       32700 | NS      | $96792.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gladstone Commercial Corp                           | Gladstone Commercial Corp                                                        | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Short            | EC               |  | US        |        -100 | NS      | $-1850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA CALXON ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      308394 | OU      | $-14053.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | VANKE ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      676857 | OU      | $828.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | MARKIT CMBX.NA.A.8                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       38000 | OU      | $545.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |      -49700 | NS      | $-7263158.00   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD             | GoldentTree Loan Management US CLO 1 Ltd                                         | CUSIP: 38138KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9734210.00    | 0.22%             | 2034-10-20      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23P 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -164 | NC      | $-1518312.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| ADC Therapeutics SA                                 | ADC Therapeutics SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | CH        |       -2900 | NS      | $-11136.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Acer Therapeutics Inc                               | Acer Therapeutics Inc                                                            | CUSIP: 00444P108<br>LEI: 549300BRA7GF5PCH1L04 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-3514.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GCAT                                                | GCAT 2022-CM1 Trust                                                              | CUSIP: 36168XAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $74689.80      | 0.00%             | 2066-12-27      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| GoPro Inc                                           | GoPro Inc                                                                        | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       27900 | NS      | $138942.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | PHE 04302023 PHE P3.75                                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |        -160 | NC      | $-177280.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 2.27% Receive SOFR 6M30M Daily Accrue                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16800000 | OU      | $1970540.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Torrid Holdings Inc                                 | Torrid Holdings Inc                                                              | CUSIP: 89142B107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-1776.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Macondray Capital Acquisition Corp I                | Macondray Capital Acquisition Corp I                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       10019 | NS      | $102093.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Watts Water Technologies Inc                        | Watts Water Technologies Inc                                                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |         200 | NS      | $29246.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23P 4.65                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-200200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1113000 | PA      | $796598.35     | 0.02%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2018-B7 Mortgage Trust                                                 | CUSIP: 08162TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      290000 | PA      | $206821.62     | 0.00%             | 2053-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CH Robinson Worldwide Inc                           | CH Robinson Worldwide Inc                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |        -600 | NS      | $-54936.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1679000 | PA      | $518944.95     | 0.01%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           | 2                  | On Loan: No      |
| Amerant Bancorp Inc                                 | Amerant Bancorp Inc                                                              | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Short            | EC               | CORP              | US        |       -4144 | NS      | $-111224.96    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.5                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |      193576 | PA      | $193575.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Viracta Therapeutics Inc                            | Viracta Therapeutics Inc                                                         | CUSIP: 92765F108<br>LEI: 549300O5S543GE2D9G67 | Long             | EC               | CORP              | US        |         120 | NS      | $175.20        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DouYu International Holdings Ltd                    | DouYu International Holdings Ltd                                                 | CUSIP: 25985W105<br>LEI: 549300M2ADOHTIMACT54 | Short            | EC               | CORP              | KY        |      -13500 | NS      | $-18900.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                            | JP MORGAN MORTGAGE TRUST 2018-5                                                  | CUSIP: 46649KBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264203 | PA      | $199514.03     | 0.00%             | 2048-10-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Kellogg Co                                          | Kellogg Co                                                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        1100 | NS      | $78364.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Funko Inc                                           | Funko Inc                                                                        | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-18547.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |      102000 | PA      | $94253.00      | 0.00%             | 2049-01-15      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| Gold Fields Ltd                                     | Gold Fields Ltd                                                                  | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |       42200 | NS      | $436770.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BRAVO Residential Funding Trust                     | BRAVO Residential Funding Trust 2022-NQM3                                        | CUSIP: 10569FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $788909.00     | 0.02%             | 2061-09-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                            | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     5170000 | PA      | $5389725.00    | 0.12%             | 2025-11-13      | Fixed         | 9.76%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5347000 | PA      | $359879.84     | 0.01%             | 2072-12-15      | Variable      | 1.20%                 | No            | 2                  | On Loan: No      |
| Packaging Corp of America                           | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Short            | EC               | CORP              | US        |        -200 | NS      | $-25582.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp                            | Regional Management Corp                                                         | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Short            | EC               | CORP              | US        |      -18656 | NS      | $-523860.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | REX 03312023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -62 | NC      | $-27372.99     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alset Inc                                           | Alset Inc                                                                        | CUSIP: 000000000<br>LEI: 549300W38TE207R3Y863 | Short            | EC               | CORP              | US        |        -370 | NS      | $-851.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Royal Caribbean Cruises Ltd                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | LR        |      -68700 | NS      | $-3395841.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01102023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inotiv Inc                                          | Inotiv Inc                                                                       | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Short            | EC               | CORP              | US        |        -700 | NS      | $-3458.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BigCommerce Holdings Inc                            | BigCommerce Holdings Inc                                                         | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |        5400 | NS      | $47196.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Globus Maritime Ltd                                 | Globus Maritime Ltd                                                              | CUSIP: 000000000<br>LEI: 549300UI7941O67A7N93 | Short            | EC               | CORP              | MH        |       -1800 | NS      | $-1890.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HUARONG FINANCE 2019                                | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      207000 | PA      | $159226.38     | 0.00%             | 2025-09-30      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Envestnet Inc                                       | Envestnet Inc                                                                    | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Short            | EC               | CORP              | US        |        -400 | NS      | $-24680.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Huron Consulting Group Inc                          | Huron Consulting Group Inc                                                       | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |        1300 | NS      | $94380.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Iovance Biotherapeutics Inc                         | Iovance Biotherapeutics Inc                                                      | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |       19000 | NS      | $121410.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                | Colombia Government International Bond                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1434000 | PA      | $896356.63     | 0.02%             | 2042-02-22      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Jaws Hurricane Acquisition Corp                     | Jaws Hurricane Acquisition Corp                                                  | CUSIP: 47201B111<br>LEI: N/A                  | N/A              | DE               |  | US        |       65650 | NS      | $10536.83      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $2764.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ORIC Pharmaceuticals Inc                            | ORIC Pharmaceuticals Inc                                                         | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |         900 | NS      | $5301.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coupa Software Inc                                  | Coupa Software Inc                                                               | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |       15900 | NS      | $1258803.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PRIMA Capital LTD                                   | Prima Capital CRE Securitization 2019-RK1 Ltd                                    | CUSIP: 74166GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      339000 | PA      | $254863.25     | 0.01%             | 2038-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Frontier Acquisition Corp                           | Frontier Acquisition Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       59539 | NS      | $600153.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PIMCO ILS SRS SC DI PIMCO ILS                       | PIMCO ILS SRS SC DI PIMCO ILS SRS SC DI PIMCO ILS FUND II                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |           1 | NS      | $1318448.13    | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WANWEI HI-TECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       72562 | OU      | $-191.28       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23C 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         164 | NC      | $1079284.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UWM Holdings Corp                                   | UWM Holdings Corp                                                                | CUSIP: 91823B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12300 | NS      | $-40713.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PARK INTERMED HOLDINGS                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |      970000 | PA      | $821105.00     | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Newmont Corp                                        | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       48400 | NS      | $2284480.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hut 8 Mining Corp                                   | Hut 8 Mining Corp                                                                | CUSIP: 44812T102<br>LEI: 5493006XP230HIL5DH67 | Short            | EC               | CORP              | CA        |      -23800 | NS      | $-20230.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO Ltd                                        | Ares XLIII CLO Ltd                                                               | CUSIP: 04017AAG5<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1253355.00    | 0.03%             | 2034-07-15      | Floating      | 10.94%                | No            | 2                  | On Loan: No      |
| TPGI Trust                                          | TPGI Trust 2021-DGWD                                                             | CUSIP: 87267HAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1143000 | PA      | $1077926.72    | 0.02%             | 2026-06-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HONGDA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      130508 | OU      | $-2733.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Franklin BSP Realty Trust Inc                       | Franklin BSP Realty Trust Inc                                                    | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Short            | EC               |  | US        |       -5900 | NS      | $-76110.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BEST Inc                                            | BEST Inc                                                                         | CUSIP: 000000000<br>LEI: 529900DFGEHZGJ3B9M87 | Short            | EC               | CORP              | KY        |       -3660 | NS      | $-2013.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JZSP ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        6271 | OU      | $342.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Porch Group Inc                                     | Porch Group Inc                                                                  | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |       -7599 | NS      | $-14286.12     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Azul SA                                             | Azul SA                                                                          | CUSIP: 05501U106<br>LEI: 549300Z0MWZ57Q9RR205 | Short            | EC               | CORP              | BR        |      -14600 | NS      | $-89206.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUATE GAS ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       48416 | OU      | $715.70        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PIMCO ILS FUND SP II SRS 3                          | PIMCO ILS FUND SP II SRS 3                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | CORP              | US        |           1 | NS      | $4650920.78    | 0.10%             |  |  |  | No            | N/A                | On Loan: No      |
| United Parcel Service Inc                           | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-260760.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -139 | NC      | $2057142.54    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Amphastar Pharmaceuticals Inc                       | Amphastar Pharmaceuticals Inc                                                    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |        1600 | NS      | $44832.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harsco Corp                                         | Harsco Corp                                                                      | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |        3200 | NS      | $20128.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                                    | Zions Bancorp NA                                                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        1200 | NS      | $58992.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Academy Sports & Outdoors Inc                       | Academy Sports & Outdoors Inc                                                    | CUSIP: 00402L107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -26500 | NS      | $-1392310.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | IREADER TECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       32457 | OU      | $892.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Buy CDX.EM.38 USD 100 Dec 2027                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    12000000 | OU      | $701443.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ARYA Sciences Acquisition Corp V                    | ARYA Sciences Acquisition Corp V                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      147703 | NS      | $1475552.97    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                         | Trimble Inc                                                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        1000 | NS      | $50560.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR SEP23                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -25 | NC      | $72.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HUARONG FINANCE II                                  | Huarong Finance II Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     1575000 | PA      | $1449942.04    | 0.03%             | 2025-11-19      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Moelis & Co                                         | Moelis & Co                                                                      | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-153480.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard Inc                             | Activision Blizzard Inc                                                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Short            | EC               | CORP              | US        |        -200 | NS      | $-15310.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 1stdibs.com Inc                                     | 1stdibs.com Inc                                                                  | CUSIP: 320551104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-10668.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Information Services Group Inc                      | Information Services Group Inc                                                   | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |        2600 | NS      | $11960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Grid Dynamics Holdings Inc                          | Grid Dynamics Holdings Inc                                                       | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4800 | NS      | $53856.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-117177.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Outfront Media Inc                                  | Outfront Media Inc                                                               | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Short            | EC               |  | US        |      -27700 | NS      | $-459266.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 9.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $4840.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accuray Inc                                         | Accuray Inc                                                                      | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |       11000 | NS      | $22990.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Partner Acquisition Corp II                  | Global Partner Acquisition Corp II                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       14462 | NS      | $146210.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | OLYMPIC CIRCUIT ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      410700 | OU      | $322.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Farmers National Banc Corp                          | Farmers National Banc Corp                                                       | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $18356.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MBRT 2019 MBR                                       | MBRT 2019-MBR                                                                    | CUSIP: 55282DBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      218000 | PA      | $209399.68     | 0.00%             | 2036-11-15      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Dow Inc                                             | Dow Inc                                                                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |        -200 | NS      | $-10078.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Banc of America Funding Corporation                 | Banc of America Funding 2005-B Trust                                             | CUSIP: 05946XSH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1536356 | PA      | $1279247.21    | 0.03%             | 2035-04-20      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Nevro Corp                                          | Nevro Corp                                                                       | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |        6800 | NS      | $269280.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Athenex Inc                                         | Athenex Inc                                                                      | CUSIP: 04685N103<br>LEI: 5493001V4L0Q5EPPOH52 | Short            | EC               | CORP              | US        |      -22100 | NS      | $-3259.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Borqs Technologies Inc                              | Borqs Technologies Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |      -14000 | NS      | $-2940.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Great Wolf Trust                                    | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1336000 | PA      | $1252500.00    | 0.03%             | 2036-12-15      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| Monday.com Ltd                                      | Monday.com Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |         100 | NS      | $12200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marker Therapeutics Inc                             | Marker Therapeutics Inc                                                          | CUSIP: 57055L107<br>LEI: 549300ZJ2JUDG0FI5Y49 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-263.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01202023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcus Corp/The                                     | Marcus Corp/The                                                                  | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Short            | EC               | CORP              | US        |        -200 | NS      | $-2878.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689ABJ8<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9687890.00    | 0.22%             | 2034-05-21      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Deere & Co                                          | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |       -8700 | NS      | $-3730212.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| C5 Acquisition Corp                                 | C5 Acquisition Corp                                                              | CUSIP: 12530D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      200100 | NS      | $2045022.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                   | EURO-BTP FUTURE MAR23                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -6 | NC      | $29862.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR FEB25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          49 | NC      | $250463.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| John Bean Technologies Corp                         | John Bean Technologies Corp                                                      | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |        -300 | NS      | $-27399.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-2.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |    10463148 | PA      | $10463148.23   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Trestles CLO LTD                                    | TRESTLES CLO V LTD                                                               | CUSIP: 89532VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1305822.00    | 0.03%             | 2034-10-20      | Floating      | 10.59%                | No            | 2                  | On Loan: No      |
| Skillful Craftsman Education Technology Ltd         | Skillful Craftsman Education Technology Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1100 | NS      | $-1584.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHAW COMMUNICATIONS INC-B                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     8550363 | OU      | $501486.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gracell Biotechnologies Inc                         | Gracell Biotechnologies Inc                                                      | CUSIP: 38406L103<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -600 | NS      | $-1380.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NorthWestern Corp                                   | NorthWestern Corp                                                                | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |         800 | NS      | $47472.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orchid Island Capital Inc                           | Orchid Island Capital Inc                                                        | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Short            | EC               |  | US        |       -3280 | NS      | $-34440.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                  | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       19300 | NS      | $1235200.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IAC Inc                                             | IAC Inc                                                                          | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Short            | EC               | CORP              | US        |        -100 | NS      | $-4440.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Braemar Hotels & Resorts Inc                        | Braemar Hotels & Resorts Inc                                                     | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |        7500 | NS      | $30825.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Biosciences of California Inc               | Pacific Biosciences of California Inc                                            | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Short            | EC               | CORP              | US        |       -7600 | NS      | $-62168.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ruth's Hospitality Group Inc                        | Ruth's Hospitality Group Inc                                                     | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |        2500 | NS      | $38700.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUICHENG ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      126255 | OU      | $-4604.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 1.825% Receive SOFR 6M30M Daily Accrue                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6157200 | OU      | $779561.03     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| iStar Inc                                           | iStar Inc                                                                        | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Short            | EC               |  | US        |       -3900 | NS      | $-29757.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NO. 1 PHARMACY ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      229218 | OU      | $-3023.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Paratek Pharmaceuticals Inc                         | Paratek Pharmaceuticals Inc                                                      | CUSIP: 699374302<br>LEI: 5493007V5QDIWECEYV79 | Long             | EC               | CORP              | US        |        6900 | NS      | $12903.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Passage Bio Inc                                     | Passage Bio Inc                                                                  | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6400 | NS      | $8832.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluemountain CLO Ltd                                | BlueMountain CLO XXX Ltd                                                         | CUSIP: 09630QAL5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |     7250000 | PA      | $6996308.00    | 0.16%             | 2035-04-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| ZW Data Action Technologies Inc                     | ZW Data Action Technologies Inc                                                  | CUSIP: 98880R109<br>LEI: 549300K2HYQL5VJD2716 | Short            | EC               | CORP              | US        |        -200 | NS      | $-92.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wendy's Co/The                                      | Wendy's Co/The                                                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |        7600 | NS      | $171988.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                           | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       37300 | NS      | $12552569.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Korea Electric Power Corp                           | Korea Electric Power Corp                                                        | CUSIP: 500631106<br>LEI: 988400QG33WS7JEIV602 | Short            | EC               | CORP              | KR        |       -2700 | NS      | $-23328.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alphatec Holdings Inc                               | Alphatec Holdings Inc                                                            | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |        7400 | NS      | $91390.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Senseonics Holdings Inc                             | Senseonics Holdings Inc                                                          | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Short            | EC               | CORP              | US        |      -90900 | NS      | $-93627.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mersana Therapeutics Inc                            | Mersana Therapeutics Inc                                                         | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |       20000 | NS      | $117200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MarineMax Inc                                       | MarineMax Inc                                                                    | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-46830.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        3898 | NC      | $-7719161.07   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YANTAI DONGCHENG BIOCHEMICALS ORD A                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      112355 | OU      | $2226.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | PLATINUM FUTURE APR23                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          13 | NC      | $55815.43      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  JUN23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -77 | NC      | $486763.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS OPTN MAR23C 20                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           8 | NC      | $400.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NEW HOPE ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      563041 | OU      | $17984.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YOUPON CEILING ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       23955 | OU      | $214.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 5.25                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-31260.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TITAN WIND ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      261547 | OU      | $1150.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CNH Industrial NV                                   | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Short            | EC               | CORP              | NL        |      -21800 | NS      | $-350108.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | EVO PAYMENTS INC-CLASS A                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     2599667 | OU      | $7705.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard Inc                                      | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |        -100 | NS      | $-34773.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SUNWODA ELECTRON ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      275007 | OU      | $-6665.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standex International Corp                          | Standex International Corp                                                       | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |         300 | NS      | $30723.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                         | COREBRIDGE FINL INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      234264 | OU      | $-1100.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHANGHAI FILM ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       19950 | OU      | $406.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sunworks Inc                                        | Sunworks Inc                                                                     | CUSIP: 86803X204<br>LEI: 549300LGWVGT6Q975H59 | Short            | EC               | CORP              | US        |      -13600 | NS      | $-21488.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Orleans Hotel Trust                             | New Orleans Hotel Trust 2019-HNLA                                                | CUSIP: 647622AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1301000 | PA      | $1166604.10    | 0.03%             | 2032-04-15      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| STAAR Surgical Co                                   | STAAR Surgical Co                                                                | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |        2600 | NS      | $126204.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amryt Pharma PLC                                    | Amryt Pharma PLC                                                                 | CUSIP: 03217L106<br>LEI: 213800YNUJEOJ84L4T95 | Short            | EC               | CORP              | GB        |        -700 | NS      | $-5110.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commerce Bancshares Inc/MO                          | Commerce Bancshares Inc/MO                                                       | CUSIP: 200525103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2796 | NS      | $-190323.72    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Financial Corp                             | Lakeland Financial Corp                                                          | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $7297.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Matterport Inc                                      | Matterport Inc                                                                   | CUSIP: 577096100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -20500 | NS      | $-57400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Agnico Eagle Mines Ltd                              | Agnico Eagle Mines Ltd                                                           | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Short            | EC               | CORP              | CA        |       -7188 | NS      | $-373704.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT NOV23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -86 | NC      | $-426290.62    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hornblower Sub, LLC                                 | Hornblower Sub, LLC 2020 Term Loan                                               | CUSIP: 44055EAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      108047 | PA      | $108047.40     | 0.00%             | 2025-11-10      | Floating      | 12.76%                | No            | 2                  | On Loan: No      |
| China Evergrande Group                              | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $26720.00      | 0.00%             | 2023-04-11      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XINHUA COMMERCIAL ORD A                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       54037 | OU      | $11036.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Forte Biosciences Inc                               | Forte Biosciences Inc                                                            | CUSIP: 34962G109<br>LEI: 529900Z84WFDHPS3JP76 | Long             | EC               | CORP              | US        |        1000 | NS      | $1000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | VMWARE INC-CLASS A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     6939564 | OU      | $47811.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Exchange                                      | TOPIX INDX FUTR MAR23                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          55 | NC      | $-236901.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sweetgreen Inc                                      | Sweetgreen Inc                                                                   | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $4285.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.45                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1943370 | PA      | $1943370.11    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| American Vanguard Corp                              | American Vanguard Corp                                                           | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |        1500 | NS      | $32565.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 360 DigiTech Inc                                    | 360 DigiTech Inc                                                                 | CUSIP: 88557W101<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -8700 | NS      | $-177132.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112000 | PA      | $80600.91      | 0.00%             | 2048-05-15      | Variable      | 3.68%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01142023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BARK Inc                                            | BARK Inc                                                                         | CUSIP: 68622E104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11500 | NS      | $-17135.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS NOV23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $42949.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZX COMMER ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       20925 | OU      | $13206.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                   | Magnetite XII Ltd                                                                | CUSIP: 55953HAS2<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4919780.00    | 0.11%             | 2031-10-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Verona Pharma PLC                                   | Verona Pharma PLC                                                                | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |        4600 | NS      | $120198.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coursera Inc                                        | Coursera Inc                                                                     | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |        6400 | NS      | $75712.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                      | CAMB Commercial Mortgage Trust 2021-CX2                                          | CUSIP: 12477BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1332000 | PA      | $977680.01     | 0.02%             | 2046-11-10      | Variable      | 2.77%                 | No            | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                       | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1128000 | PA      | $1057500.00    | 0.02%             | 2038-04-15      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| La-Z-Boy Inc                                        | La-Z-Boy Inc                                                                     | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |        2000 | NS      | $45640.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MYOVANT SCIENCES LTD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      788476 | OU      | $-1459.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Shore Bancshares Inc                                | Shore Bancshares Inc                                                             | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $8715.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Empire State Realty Trust Inc                       | Empire State Realty Trust Inc                                                    | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Short            | EC               |  | US        |      -22800 | NS      | $-153672.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY APR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         169 | NC      | $-2869070.68   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| VOXX International Corp                             | VOXX International Corp                                                          | CUSIP: 91829F104<br>LEI: EC1QKSEOVR96PYJPNS25 | Long             | EC               | CORP              | US        |        1900 | NS      | $15922.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ensysce Biosciences Inc                             | Ensysce Biosciences Inc                                                          | CUSIP: 293602207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -35 | NS      | $-26.25        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sophia Genetics SA                                  | Sophia Genetics SA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | CH        |        -300 | NS      | $-618.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 JAN24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -317 | NC      | $-50204.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 431403972 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -84000000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Avanos Medical Inc                                  | Avanos Medical Inc                                                               | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |        3100 | NS      | $83886.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KemPharm Inc                                        | KemPharm Inc                                                                     | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-15606.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RED AVENUE ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       95529 | OU      | $264.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Axon Enterprise Inc                                 | Axon Enterprise Inc                                                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |       -6300 | NS      | $-1045359.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Viper Energy Partners LP                            | Viper Energy Partners LP                                                         | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |        1500 | NS      | $47685.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradata Corp                                       | Teradata Corp                                                                    | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |        2700 | NS      | $90882.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viemed Healthcare Inc                               | Viemed Healthcare Inc                                                            | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        1000 | NS      | $7560.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINCHEN MACHINE ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        1213 | OU      | $-15.12        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hyliion Holdings Corp                               | Hyliion Holdings Corp                                                            | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8300 | NS      | $19422.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Braze Inc                                           | Braze Inc                                                                        | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-32736.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR SEP25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          39 | NC      | $-170939.03    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Diversified Healthcare Trust                        | Diversified Healthcare Trust                                                     | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |       58800 | NS      | $38031.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BitNile Holdings Inc                                | BitNile Holdings Inc                                                             | CUSIP: 09175M101<br>LEI: 549300OXRKHU5GYA9Q74 | Short            | EC               | CORP              | US        |     -101600 | NS      | $-12446.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | VIE SCIENCE TECH ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      113762 | OU      | $-1995.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MYS GROUP ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      110432 | OU      | $1597.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Celldex Therapeutics Inc                            | Celldex Therapeutics Inc                                                         | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |        2300 | NS      | $102511.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrim BanCorp Inc                                | Northrim BanCorp Inc                                                             | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |         100 | NS      | $5457.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DSS Inc                                             | DSS Inc                                                                          | CUSIP: 26253C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4600 | NS      | $-754.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amneal Pharmaceuticals Inc                          | Amneal Pharmaceuticals Inc                                                       | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |        2200 | NS      | $4378.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Duolingo Inc                                        | Duolingo Inc                                                                     | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $78243.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                | Royal Bank of Canada                                                             | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | EC               | CORP              | CA        |      -22417 | NS      | $-2107646.34   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Allot Ltd                                           | Allot Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493008MLSB5KCVNRK06 | Long             | EC               | CORP              | IL        |        1200 | NS      | $4128.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CHF CURRENCY FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -22 | NC      | $-10569.54     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Drainage Systems Inc                       | Advanced Drainage Systems Inc                                                    | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-196728.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HEPALINK PHARM ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        5485 | OU      | $60.61         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-0.0                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     2680668 | PA      | $2680668.26    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange, LLC                          | CBOE VIX FUTURE MAR23                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -244 | NC      | $136249.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HY NEW MATERIAL ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        3499 | OU      | $5.63          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JAN24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          18 | NC      | $-189404.46    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shake Shack Inc                                     | Shake Shack Inc                                                                  | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |        8600 | NS      | $357158.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cushman & Wakefield PLC                             | Cushman & Wakefield PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | GB        |       -4500 | NS      | $-56070.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| US Silica Holdings Inc                              | US Silica Holdings Inc                                                           | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |         800 | NS      | $10000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hurco Cos Inc                                       | Hurco Cos Inc                                                                    | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |         100 | NS      | $2613.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Olink Holding AB                                    | Olink Holding AB                                                                 | CUSIP: 680710100<br>LEI: 8945004Z7ZHV3LML4J27 | Short            | EC               | CORP              | SE        |       -2200 | NS      | $-55836.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cedar Funding Ltd                                   | Cedar Funding VI CLO Ltd                                                         | CUSIP: 15032CAE3<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1094657.50    | 0.02%             | 2034-04-20      | Floating      | 10.96%                | No            | 2                  | On Loan: No      |
| GreenPower Motor Co Inc                             | GreenPower Motor Co Inc                                                          | CUSIP: 39540E302<br>LEI: 529900A39PTXO69SHI03 | Short            | EC               | CORP              | CA        |        -500 | NS      | $-865.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dollar Tree Inc                                     | Dollar Tree Inc                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               | CORP              | US        |      -30500 | NS      | $-4313920.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 17M 2.42400% 10/24/24                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2000000 | OU      | $82352.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                      | CUSIP: 61764RAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      393000 | PA      | $342619.37     | 0.01%             | 2048-02-15      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Frequency Therapeutics Inc                          | Frequency Therapeutics Inc                                                       | CUSIP: 35803L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2300 | NS      | $-8855.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AONONG BIOLOGIC ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      638099 | OU      | $1978.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TAL Education Group                                 | TAL Education Group                                                              | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | KY        |       78800 | NS      | $555540.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ImmunoGen Inc                                       | ImmunoGen Inc                                                                    | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |       56100 | NS      | $278256.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY MAY25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          28 | NC      | $177671.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Capital Inc                                | Blue Owl Capital Inc                                                             | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -24600 | NS      | $-260760.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Focus Universal Inc                                 | Focus Universal Inc                                                              | CUSIP: 34417J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-3846.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Veracyte Inc                                        | Veracyte Inc                                                                     | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-92547.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RUIDA FUT ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       25505 | OU      | $-193.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 FEB25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -140 | NC      | $-186462.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | 3MO EURO EURIBOR JUN24                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -327 | NC      | $380686.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ADTRAN Holdings Inc                                 | ADTRAN Holdings Inc                                                              | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |       -6000 | NS      | $-112740.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23C 6                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $2958.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATAI Life Sciences NV                               | ATAI Life Sciences NV                                                            | CUSIP: 000000000<br>LEI: 391200Z8UWPJSNBNCA11 | Long             | EC               | CORP              | NL        |        8700 | NS      | $23142.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellium SE                                      | Constellium SE                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |         200 | NS      | $2366.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YAHUA IND ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        6408 | OU      | $-53.45        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                     | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |      -31232 | NS      | $-4372480.00   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| HyreCar Inc                                         | HyreCar Inc                                                                      | CUSIP: 44916T107<br>LEI: 549300Y900ZKQQLV6S25 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-2120.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corp                                          | Fluor Corp                                                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       10700 | NS      | $370862.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MEI Pharma Inc                                      | MEI Pharma Inc                                                                   | CUSIP: 55279B202<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |         500 | NS      | $121.80        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                     | AstraZeneca PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        4000 | NS      | $271200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQRx Inc                                            | EQRx Inc                                                                         | CUSIP: 26886C107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -41800 | NS      | $-102828.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NARI TECH ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      239303 | OU      | $-6945.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CN METAL ENG ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       64788 | OU      | $602.52        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust    | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-H1                  | CUSIP: 59025TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      706456 | PA      | $468586.29     | 0.01%             | 2037-10-25      | Floating      | 7.89%                 | No            | 2                  | On Loan: No      |
| AGNC Investment Corp                                | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Short            | EC               |  | US        |     -130300 | NS      | $-1348605.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Endeavor Group Holdings Inc                         | Endeavor Group Holdings Inc                                                      | CUSIP: 29260Y109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2254.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings, Inc.                          | Par Pacific Holdings, Inc. Term Loan B                                           | CUSIP: 69889PAB1<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |     1615301 | PA      | $1585692.32    | 0.04%             | 2026-01-12      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| CURO GROUP HOLDINGS CORP                            | Curo Group Holdings Corp                                                         | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |    14015000 | PA      | $6537436.90    | 0.15%             | 2028-08-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT JUL23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -87 | NC      | $308176.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                               | ICF International Inc                                                            | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |         500 | NS      | $49525.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PerkinElmer Inc                                     | PerkinElmer Inc                                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-238374.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CCA VINTAGE 2022 PHYSICAL                           | CCA VINTAGE 2022 PHYSICAL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1161000 | NS      | $33285870.00   | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| Kennametal Inc                                      | Kennametal Inc                                                                   | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |        2100 | NS      | $50526.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meridian Bioscience Inc                             | Meridian Bioscience Inc                                                          | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |        3400 | NS      | $112914.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FIRST TRACTOR ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      350878 | OU      | $2505.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Innovative Industrial Properties Inc                | Innovative Industrial Properties Inc                                             | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Short            | EC               |  | US        |       -1500 | NS      | $-152025.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Evogene Ltd                                         | Evogene Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -2500 | NS      | $-1750.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp/Southern Pines NC                     | First Bancorp/Southern Pines NC                                                  | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $38556.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VirTra Inc                                          | VirTra Inc                                                                       | CUSIP: 92827K301<br>LEI: 549300BGHL1PW2M7IZ13 | Short            | EC               | CORP              | US        |        -200 | NS      | $-936.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Capital BDC Inc                            | Crescent Capital BDC Inc                                                         | CUSIP: 225655109<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EC               | CORP              | US        |        1400 | NS      | $17892.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 2.41% Receive SOFR 6M30M Daily Accrue                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20750000 | OU      | $1888424.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Warner Music Group Corp                             | Warner Music Group Corp                                                          | CUSIP: 934550203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6400 | NS      | $-224128.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Infrastructure Corp                      | Brookfield Infrastructure Corp                                                   | CUSIP: 11275Q107<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -5100 | NS      | $-198390.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL24P 2.75                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $5584.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CIRCOR International Inc                            | CIRCOR International Inc                                                         | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2396.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| City Holding Co                                     | City Holding Co                                                                  | CUSIP: 177835105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -47060 | NS      | $-4380815.40   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| American Assets Trust Inc                           | American Assets Trust Inc                                                        | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |         500 | NS      | $13250.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                               | ALUMINUM FUTURES 3 MONTHS                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          24 | NC      | $-14660.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $11750.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Establishment Labs Holdings Inc                     | Establishment Labs Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 549300BCBQ714JNJ7V58 | Long             | EC               | CORP              | VG        |        2000 | NS      | $131300.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Humacyte Inc                                        | Humacyte Inc                                                                     | CUSIP: 44486Q103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2200 | NS      | $-4642.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| South Plains Financial Inc                          | South Plains Financial Inc                                                       | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |         500 | NS      | $13765.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HUARONG FINANCE 2019                                | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |     1551000 | PA      | $1282923.45    | 0.03%             | 2029-05-29      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Provention Bio Inc                                  | Provention Bio Inc                                                               | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |        1100 | NS      | $11627.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PANAMA                                  | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     9853000 | PA      | $9994981.14    | 0.22%             | 2035-02-14      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YSSTECH ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       15052 | OU      | $301.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TDH Holdings Inc                                    | TDH Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -1460 | NS      | $-2263.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities LLC                             | CMBX.NA.BBB-.8                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     2160000 | OU      | $-343467.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ENDRA Life Sciences Inc                             | ENDRA Life Sciences Inc                                                          | CUSIP: 29273B302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -345 | NS      | $-1404.15      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Granite Point Mortgage Trust Inc                    | Granite Point Mortgage Trust Inc                                                 | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Short            | EC               |  | US        |        -200 | NS      | $-1072.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2021-4 Ltd                                                     | CUSIP: 69702EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8000000 | PA      | $7766784.00    | 0.17%             | 2034-10-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HVSEN BIOTECH ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       11502 | OU      | $236.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                             | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Short            | DBT              | CORP              | KZ        |     -543000 | PA      | $-446386.18    | -0.01%            | 2048-10-24      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| R1 RCM Inc                                          | R1 RCM Inc                                                                       | CUSIP: 77634L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3400 | NS      | $-37230.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AngioDynamics Inc                                   | AngioDynamics Inc                                                                | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |        4700 | NS      | $64719.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GANFENG LITHIUM ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      147724 | OU      | $-4988.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SAB Biotherapeutics Inc                             | SAB Biotherapeutics Inc                                                          | CUSIP: 78397T103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-589.90       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy Inc                                  | Coterra Energy Inc                                                               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Short            | EC               | CORP              | US        |     -153300 | NS      | $-3766581.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Bloom Energy Corp                                   | Bloom Energy Corp                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       40138 | NS      | $767438.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | USD_SOFR_P_4.03_20241221_20221221_LCH                                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19500000 | OU      | $162474.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAYOU COBALT ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      589449 | OU      | $-10878.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Embecta Corp                                        | Embecta Corp                                                                     | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Short            | EC               | CORP              | US        |       -6700 | NS      | $-169443.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cohu Inc                                            | Cohu Inc                                                                         | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-115380.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Missfresh Ltd                                       | Missfresh Ltd                                                                    | CUSIP: 60500F204<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          17 | NS      | $30.26         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1593000 | PA      | $1217660.53    | 0.03%             | 2050-11-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CGT GROUP ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      597482 | OU      | $-4412.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR DEC23                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          10 | NC      | $-1978.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Corp                                | Gulfport Energy Corp                                                             | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-103096.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Harley-Davidson Inc                                 | Harley-Davidson Inc                                                              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               | CORP              | US        |       -8500 | NS      | $-353600.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Corp                                     | Brookfield Corp                                                                  | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |      -68167 | NS      | $-2144533.82   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Merit                                               | MHP 2021-STOR                                                                    | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $92875.00      | 0.00%             | 2038-07-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Integra LifeSciences Holdings Corp                  | Integra LifeSciences Holdings Corp                                               | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |        5200 | NS      | $291564.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DJGROUP ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       56627 | OU      | $-1723.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | OCEANWIDE HOLDINGS ORD A                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       50805 | OU      | $-672.95       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                      | Barings CLO Ltd 2020-IV                                                          | CUSIP: 06762BAC4<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9838360.00    | 0.22%             | 2032-01-20      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21325855 | PA      | $2588809.57    | 0.06%             | 2031-01-25      | Variable      | 4.05%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Europe AG                  | Buy CHINA SNRFOR USD 100 Jun 2023                                                | CUSIP: 000000000<br>LEI: 6TJCK1B7E7UTXP528Y04 | N/A              | DCR              |  | US        |     7000000 | OU      | $-23913.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01032023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Midstream Inc                                    | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6500 | NS      | $-359190.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT24C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $4761.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | WTI CRUDE FUTURE DEC23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          14 | NC      | $9328.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALIBABA GROUP HOLDING                               | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |           0 | PA      | $0.00          | 0.00%             | 2027-12-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      696000 | PA      | $739015.96     | 0.02%             | 2027-02-22      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Logitech International SA                           | Logitech International SA                                                        | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Short            | EC               | CORP              | CH        |        -200 | NS      | $-12450.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Peabody Energy Corp                                 | Peabody Energy Corp                                                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Short            | EC               | CORP              | US        |      -51200 | NS      | $-1352704.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PERU                                    | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |    -7648000 | PA      | $-6023974.73   | -0.13%            | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Osiris Acquisition Corp                             | Osiris Acquisition Corp                                                          | CUSIP: 68829A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      243900 | NS      | $2426805.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Athira Pharma Inc                                   | Athira Pharma Inc                                                                | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5900 | NS      | $18703.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      392049 | OU      | $-152.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT JUN2                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -170 | NC      | $-544550.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Jianpu Technology Inc                               | Jianpu Technology Inc                                                            | CUSIP: 47738D309<br>LEI: 5299009WABZ96A98WR28 | Short            | EC               | CORP              | KY        |       -1100 | NS      | $-1749.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TFF Pharmaceuticals Inc                             | TFF Pharmaceuticals Inc                                                          | CUSIP: 87241J104<br>LEI: 549300YNXG7BW6IMHM87 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-1575.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Insteel Industries Inc                              | Insteel Industries Inc                                                           | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |         400 | NS      | $11008.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NATIONAL ACCORD ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       88974 | OU      | $-1919.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TENCENT HOLDINGS LTD                                | Tencent Holdings Ltd                                                             | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     2981000 | PA      | $2112008.24    | 0.05%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           | 2                  | On Loan: No      |
| O'Reilly Automotive Inc                             | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |         300 | NS      | $253209.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |       24005 | NS      | $2530847.15    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                     | Alpha & Omega Semiconductor Ltd                                                  | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |        2000 | NS      | $57140.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KINGSWOOD EDUCATION ORD A                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       24581 | OU      | $138.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SuRo Capital Corp                                   | SuRo Capital Corp                                                                | CUSIP: 86887Q109<br>LEI: 549300YR4IAV0VJFWN84 | Long             | EC               | CORP              | US        |        4169 | NS      | $15842.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                   | 77948713 BLKSTN                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     1000000 | NC      | $1294.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Enanta Pharmaceuticals Inc                          | Enanta Pharmaceuticals Inc                                                       | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |        1100 | NS      | $51172.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01112023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NerdWallet Inc                                      | NerdWallet Inc                                                                   | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-29760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Elliott Opportunity II Corp                         | Elliott Opportunity II Corp                                                      | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | N/A              | DE               |  | KY        |       91574 | NS      | $8241.66       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT APR24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -170 | NC      | $-522875.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Babylon Holdings Ltd/Jersey                         | Babylon Holdings Ltd/Jersey                                                      | CUSIP: 000000000<br>LEI: 549300613X6447C00597 | Short            | EC               | CORP              | JE        |        -404 | NS      | $-2727.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Providence Acquisition Corp II                  | New Providence Acquisition Corp II                                               | CUSIP: 64823D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40000 | NS      | $406400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vyant Bio Inc                                       | Vyant Bio Inc                                                                    | CUSIP: 92942V208<br>LEI: 529900PK9IZ6P1W48153 | Short            | EC               | CORP              | US        |        -100 | NS      | $-70.25        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $930037.00     | 0.02%             | 2035-07-20      | Floating      | 11.27%                | No            | 2                  | On Loan: No      |
| Fox Factory Holding Corp                            | Fox Factory Holding Corp                                                         | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-164214.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |         993 | NS      | $92537.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Denny's Corp                                        | Denny's Corp                                                                     | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |        3100 | NS      | $28551.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23P 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -164 | NC      | $-1465668.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| DingDong Cayman Ltd                                 | DingDong Cayman Ltd                                                              | CUSIP: 25445D101<br>LEI: 549300S41MY2F7SBDG73 | Short            | EC               | CORP              | KY        |      -11300 | NS      | $-48251.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA STRONGBRIDGE BI                              | CONTRA STRONGBRIDGE BI                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        5000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Meta Data Ltd                                       | Meta Data Ltd                                                                    | CUSIP: 68276W400<br>LEI: 549300M48VYZESQCQV62 | Short            | EC               | CORP              | KY        |        -500 | NS      | $-520.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | 3MO EURO EURIBOR  DEC23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -38 | NC      | $69847.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutex Health Inc                                    | Nutex Health Inc                                                                 | CUSIP: 67079U108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1900 | NS      | $-3610.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GCPC ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      231708 | OU      | $-2703.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-0.55                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1159238 | PA      | $1159238.12    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Uxin Ltd                                            | Uxin Ltd                                                                         | CUSIP: 91818X207<br>LEI: 549300OV7Z440PI54J04 | Short            | EC               | CORP              | KY        |       -4680 | NS      | $-13478.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Telesat Corp                                        | Telesat Corp                                                                     | CUSIP: 879512309<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -900 | NS      | $-6750.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Perella Weinberg Partners                           | Perella Weinberg Partners                                                        | CUSIP: 71367G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2600 | NS      | $-25480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | QINGDAO PORT ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      379793 | OU      | $5709.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| View Inc                                            | View Inc                                                                         | CUSIP: 92671V106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -23500 | NS      | $-22675.15     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brightcove Inc                                      | Brightcove Inc                                                                   | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |        2600 | NS      | $13598.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23C 3.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $21072.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Macatawa Bank Corp                                  | Macatawa Bank Corp                                                               | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $8824.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eskom Holdings SOC Ltd                              | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     5422000 | PA      | $4922742.24    | 0.11%             | 2025-02-11      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Bioxcel Therapeutics Inc                            | Bioxcel Therapeutics Inc                                                         | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |        1800 | NS      | $38664.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $72098.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westwood Holdings Group Inc                         | Westwood Holdings Group Inc                                                      | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $2226.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2015-C27                                   | CUSIP: 94989DAG4<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |     5146000 | PA      | $3667693.14    | 0.08%             | 2048-02-15      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| World Wrestling Entertainment Inc                   | World Wrestling Entertainment Inc                                                | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |        3200 | NS      | $219264.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $64093.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| iPower Inc                                          | iPower Inc                                                                       | CUSIP: 46265P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-304.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Denali Therapeutics Inc                             | Denali Therapeutics Inc                                                          | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |        2700 | NS      | $75087.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | US TREASURY N/B 4.125% 11/15/2032 swap                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     3838000 | OU      | $-39431.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Allegro CLO Ltd                                     | Allegro CLO XII Ltd                                                              | CUSIP: 01750UAA1<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $879207.00     | 0.02%             | 2032-01-21      | Floating      | 11.38%                | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-0.85                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     5035820 | PA      | $5035819.97    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                              | CORN FUTURE MAY23                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         897 | NC      | $54070.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Textainer Group Holdings Ltd                        | Textainer Group Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | BM        |         300 | NS      | $9303.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Organogenesis Holdings Inc                          | Organogenesis Holdings Inc                                                       | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       13100 | NS      | $35239.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CVD Equipment Corp                                  | CVD Equipment Corp                                                               | CUSIP: 126601103<br>LEI: 549300M516CGRTF3JO44 | Long             | EC               | CORP              | US        |         200 | NS      | $1102.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SGIS ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      109734 | OU      | $-1542.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sunnova Energy International Inc                    | Sunnova Energy International Inc                                                 | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |         665 | NS      | $11976.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonendo Inc                                         | Sonendo Inc                                                                      | CUSIP: 835431107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3800 | NS      | $-10754.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Point Securitization Trust 2021-1                   | Point Securitization Trust 2021-1                                                | CUSIP: 73090AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $931110.00     | 0.02%             | 2052-02-25      | Variable      | 5.56%                 | No            | 2                  | On Loan: No      |
| Weibo Corp                                          | Weibo Corp                                                                       | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |         800 | NS      | $15296.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Illumina Inc                                        | Illumina Inc                                                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       10000 | NS      | $2022000.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sutro Biopharma Inc                                 | Sutro Biopharma Inc                                                              | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |        6800 | NS      | $54944.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rackspace Technology Inc                            | Rackspace Technology Inc                                                         | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $2655.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CyberArk Software Ltd                               | CyberArk Software Ltd                                                            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |         800 | NS      | $103720.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Park National Corp                                  | Park National Corp                                                               | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Short            | EC               | CORP              | US        |        -100 | NS      | $-14075.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | INFOVISION OPTO ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         527 | OU      | $-6.17         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| European Wax Center Inc                             | European Wax Center Inc                                                          | CUSIP: 29882P106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1900 | NS      | $-23655.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Seaport Global Acquisition II Corp                  | Seaport Global Acquisition II Corp                                               | CUSIP: 81221H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       93237 | NS      | $951017.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cousins Properties Inc                              | Cousins Properties Inc                                                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Short            | EC               |  | US        |        -400 | NS      | $-10116.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HONZ PHARM ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      135326 | OU      | $-3171.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HG ORD A                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        2502 | OU      | $-55.27        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JULI CULTURE ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      599189 | OU      | $-7427.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American Software Inc/GA                            | American Software Inc/GA                                                         | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1500 | NS      | $22020.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Owlet Inc                                           | Owlet Inc                                                                        | CUSIP: 69120X107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2900 | NS      | $-1621.39      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT23C 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         164 | NC      | $1201956.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| iSpecimen Inc                                       | iSpecimen Inc                                                                    | CUSIP: 45032V108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-138.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BLUE SAIL MEDICAL ORD A                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      283363 | OU      | $-7922.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PACIFIC QUARTZ ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      707470 | OU      | $-12305.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KANGHONG PHARMACEUTICAL GROUP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         223 | OU      | $2.31          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Everi Holdings Inc                                  | Everi Holdings Inc                                                               | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |       11700 | NS      | $167895.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                                      | Ameris Bancorp                                                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Short            | EC               | CORP              | US        |       -1099 | NS      | $-51806.86     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hersha Hospitality Trust                            | Hersha Hospitality Trust                                                         | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |        4300 | NS      | $36636.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23C 7.25                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -10 | NC      | $-3500.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Inc                                     | Match Group Inc                                                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |      -12700 | NS      | $-526923.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Colony Bankcorp Inc                                 | Colony Bankcorp Inc                                                              | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $10152.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Safe Bulkers Inc                                    | Safe Bulkers Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Short            | EC               | CORP              | MH        |        -200 | NS      | $-582.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Peru                                    | Peruvian Government International Bond                                           | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |    -2799000 | PA      | $-3401484.67   | -0.08%            | 2033-11-21      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| CSG Systems International Inc                       | CSG Systems International Inc                                                    | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |         900 | NS      | $51480.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ACNB Corp                                           | ACNB Corp                                                                        | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $3981.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nuvalent Inc                                        | Nuvalent Inc                                                                     | CUSIP: 670703107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-47648.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -74 | NC      | $-8954.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA REFORM ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      589296 | OU      | $-22379.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Marlin Technology Corp                              | Marlin Technology Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      500000 | NS      | $800.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics Inc                                  | Steel Dynamics Inc                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Short            | EC               | CORP              | US        |      -17200 | NS      | $-1680440.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Cardiff Oncology Inc                                | Cardiff Oncology Inc                                                             | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |        3700 | NS      | $5180.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT DEC23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          60 | NC      | $230280.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | US TREASURY N/B 4.5% 11/30/2024                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     1881000 | OU      | $4405.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT JUL26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         713 | NC      | $1221062.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JAN25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          49 | NC      | $343563.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Point Energy Corp                          | Crescent Point Energy Corp                                                       | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |       27600 | NS      | $197340.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CONTRA ZOGENIX INC                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |           0 | OU      | $95957.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                         | MARKIT CMBX.NA.A.8                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      246000 | OU      | $-3529.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                       | 491142479 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       53438 | NC      | $2657.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BXSC Commercial Mortgage Trust                      | BXSC Commercial Mortgage Trust 2022-WSS                                          | CUSIP: 05610BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      148000 | PA      | $140600.00     | 0.00%             | 2035-03-15      | Floating      | 8.47%                 | No            | 2                  | On Loan: No      |
| Garmin Ltd                                          | Garmin Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        8100 | NS      | $747549.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DONGPENG ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      290234 | OU      | $-15144.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Internet Bancorp                              | First Internet Bancorp                                                           | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |         200 | NS      | $4856.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| nCino Inc                                           | nCino Inc                                                                        | CUSIP: 63947X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13905 | NS      | $-367648.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Seneca Foods Corp                                   | Seneca Foods Corp                                                                | CUSIP: 817070501<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-6095.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Residential Accredit Loans, Inc.                    | RALI Series 2006-QO7 Trust                                                       | CUSIP: 751150AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      334233 | PA      | $279906.06     | 0.01%             | 2046-09-25      | Floating      | 2.85%                 | No            | 2                  | On Loan: No      |
| Signet Jewelers Ltd                                 | Signet Jewelers Ltd                                                              | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Short            | EC               | CORP              | BM        |      -12300 | NS      | $-836400.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 3.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $16122.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | INVENTRONICS ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       34291 | OU      | $-62.24        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CLPS Inc                                            | CLPS Inc                                                                         | CUSIP: 000000000<br>LEI: 5493001SK6OL0NWMTW78 | Short            | EC               | CORP              | KY        |        -200 | NS      | $-228.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                    | IndyMac INDX Mortgage Loan Trust 2006-AR7                                        | CUSIP: 45661EDA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229942 | PA      | $203980.04     | 0.00%             | 2036-05-25      | Variable      | 2.97%                 | No            | 2                  | On Loan: No      |
| Dick's Sporting Goods Inc                           | Dick's Sporting Goods Inc                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        1700 | NS      | $204493.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gartner Inc                                         | Gartner Inc                                                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        1300 | NS      | $436982.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CMBX--137BERAJ6-20591117                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     5645000 | OU      | $978014.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Array Technologies Inc                              | Array Technologies Inc                                                           | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |      -36100 | NS      | $-697813.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| PAR PETRO LLC / FIN CORP                            | Par Petroleum LLC / Par Petroleum Finance Corp                                   | CUSIP: 69889MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7220000 | PA      | $6931200.00    | 0.15%             | 2025-12-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| OneSpan Inc                                         | OneSpan Inc                                                                      | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |        1700 | NS      | $19023.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 4.45                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $-99570.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHUANGXING MATRL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       54037 | OU      | $1902.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Technical Institute Inc                   | Universal Technical Institute Inc                                                | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |        3000 | NS      | $20160.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                                        | LivaNova PLC                                                                     | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |        1400 | NS      | $77756.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BESTORE ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       69564 | OU      | $975.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01112023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IronNet Inc                                         | IronNet Inc                                                                      | CUSIP: 46323Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17000 | NS      | $-3910.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                                 | Varonis Systems Inc                                                              | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |       17900 | NS      | $428526.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jounce Therapeutics Inc                             | Jounce Therapeutics Inc                                                          | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |        9300 | NS      | $10323.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WORLD UNION ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      212506 | OU      | $-6019.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | 422579874 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |        1260 | NC      | $4558914.16    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Intrusion Inc                                       | Intrusion Inc                                                                    | CUSIP: 46121E205<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-2212.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NaaS Technology Inc                                 | NaaS Technology Inc                                                              | CUSIP: 62955X102<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -20 | NS      | $-77.80        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PotlatchDeltic Corp                                 | PotlatchDeltic Corp                                                              | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Short            | EC               |  | US        |       -2321 | NS      | $-102100.79    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Life Time Group Holdings Inc                        | Life Time Group Holdings Inc                                                     | CUSIP: 53190C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6200 | NS      | $-74152.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arcos Dorados Holdings Inc                          | Arcos Dorados Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |       19363 | NS      | $161874.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATREIDES CO INVEST SPACEX                           | ATREIDES CO INVEST SPACEX                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |           1 | NS      | $2133824.26    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto 2022-Fl4 Issuer LLC                                                    | CUSIP: 30326MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $957958.00     | 0.02%             | 2039-01-19      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| APA Corp                                            | APA Corp                                                                         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Short            | EC               | CORP              | US        |        -100 | NS      | $-4668.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WERNER FINCO LP/INC                                 | Werner FinCo LP / Werner FinCo Inc                                               | CUSIP: 95076PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4383000 | PA      | $2936610.00    | 0.07%             | 2025-07-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Metalla Royalty & Streaming Ltd                     | Metalla Royalty & Streaming Ltd                                                  | CUSIP: 59124U605<br>LEI: 549300RPR0O774QEKV20 | Short            | EC               | CORP              | CA        |       -3500 | NS      | $-17185.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Priveterra Acquisition Corp                         | Priveterra Acquisition Corp                                                      | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40143 | NS      | $403637.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nkarta Inc                                          | Nkarta Inc                                                                       | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4200 | NS      | $25158.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Technology Inc                                | Aspen Technology Inc                                                             | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Short            | EC               | CORP              | US        |        -500 | NS      | $-102700.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                | 2023-01-04-4.45                                                                  | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | RA               | CORP              | US        |   -25330566 | PA      | $-25330565.70  | -0.56%            |  |  |  | No            | 2                  | On Loan: No      |
| Arteris Inc                                         | Arteris Inc                                                                      | CUSIP: 04302A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-1290.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MillerKnoll Inc                                     | MillerKnoll Inc                                                                  | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-50424.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Box Inc                                             | Box Inc                                                                          | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       20800 | NS      | $647504.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  SEP23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -73 | NC      | $295690.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fennec Pharmaceuticals Inc                          | Fennec Pharmaceuticals Inc                                                       | CUSIP: 31447P100<br>LEI: 5299003IE70ITO2CBM73 | Long             | EC               | CORP              | CA        |         800 | NS      | $7680.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAR23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         101 | NC      | $24442.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Calithera Biosciences Inc                           | Calithera Biosciences Inc                                                        | CUSIP: 13089P507<br>LEI: 54930042TDFRLM4C8X19 | Short            | EC               | CORP              | US        |        -250 | NS      | $-815.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT23C 10.5                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $21760.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 437923258 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |    56280000 | NC      | $10174231.43   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortinet Inc                                        | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       44600 | NS      | $2180494.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                 | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     4357000 | PA      | $2897405.00    | 0.06%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| MAGENTA BUYER LLC                                   | Magenta Buyer LLC 2022 Incremental Term Loan                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      474617 | PA      | $441393.84     | 0.01%             | 2028-07-27      | Floating      | 12.00%                | No            | 3                  | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2354000 | PA      | $1589675.03    | 0.04%             | 2049-11-15      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-39226.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LightPath Technologies Inc                          | LightPath Technologies Inc                                                       | CUSIP: 532257805<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-1098.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGZHOU DEV ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      592185 | OU      | $2901.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 6                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -119 | NC      | $-120666.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Calix Inc                                           | Calix Inc                                                                        | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |        1300 | NS      | $88959.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Decarbonization Plus Acquisition Corp IV            | Decarbonization Plus Acquisition Corp IV                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      334400 | NS      | $3415896.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| GoDaddy Inc                                         | GoDaddy Inc                                                                      | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        7000 | NS      | $523740.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aveanna Healthcare Holdings Inc                     | Aveanna Healthcare Holdings Inc                                                  | CUSIP: 05356F105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4100 | NS      | $-3198.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SUNSTONE ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      146996 | OU      | $102.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Airlines Group Inc                         | American Airlines Group Inc                                                      | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      132900 | NS      | $1690488.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Well Corp                                  | American Well Corp                                                               | CUSIP: 03044L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-1981.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bellicum Pharmaceuticals Inc                        | Bellicum Pharmaceuticals Inc                                                     | CUSIP: 079481404<br>LEI: 529900HBXNLX2TBQZQ65 | Short            | EC               | CORP              | US        |        -570 | NS      | $-410.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Northern Star Investment Corp IV                    | Northern Star Investment Corp IV                                                 | CUSIP: 66575B119<br>LEI: N/A                  | N/A              | DE               |  | US        |       51664 | NS      | $1203.77       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                | Deephaven Residential Mortgage Trust 2021-4                                      | CUSIP: 24381JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $66468.80      | 0.00%             | 2066-11-25      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01262023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | EVERBRIGHT BANK ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      299866 | OU      | $3216.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |       -1550 | NS      | $-129952.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CCA VINTAGE 2020 PHYSICAL                           | CCA VINTAGE 2020 PHYSICAL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     4411124 | NS      | $126466925.08  | 2.81%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 3 MONTH SOFR FUT SEP23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -18 | NC      | $7802.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jamestown CLO Ltd                                   | Jamestown CLO XIV Ltd                                                            | CUSIP: 47048YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1308235.50    | 0.03%             | 2034-10-20      | Floating      | 11.44%                | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY SEP26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-767622.52    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | LME NICKEL FUTURE Dec24 SWAP                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCO              |  | GB        |         570 | OU      | $-18132840.00  | -0.40%            |  |  |  | No            | 2                  | On Loan: No      |
| Monster Beverage Corp                               | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Short            | EC               | CORP              | US        |      -16200 | NS      | $-1644786.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| First Reserve Sustainable Growth Corp               | First Reserve Sustainable Growth Corp                                            | CUSIP: 336169107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       86800 | NS      | $872340.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ReNew Energy Global PLC                             | ReNew Energy Global PLC                                                          | CUSIP: 000000000<br>LEI: 254900SL77LA2KAG7R65 | Short            | EC               | CORP              | GB        |      -14100 | NS      | $-77550.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHONGFU INFO ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      176966 | OU      | $22914.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Silver Corp                               | Endeavour Silver Corp                                                            | CUSIP: 29258Y103<br>LEI: 549300IF2E29780PPV02 | Long             | EC               | CORP              | CA        |         400 | NS      | $1296.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alerus Financial Corp                               | Alerus Financial Corp                                                            | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |         400 | NS      | $9340.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 NOV24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -1170 | NC      | $-236639.34    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Multifamily Structured Credit Risk                  | Freddie Mac Multifamily Structured Credit Risk                                   | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102000 | PA      | $88113.01      | 0.00%             | 2051-01-25      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANHUI KOUZI DISTILLERY                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      231372 | OU      | $-1578.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | COSCO SHIPPING ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      773966 | OU      | $-62929.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sunlight Financial Holdings Inc                     | Sunlight Financial Holdings Inc                                                  | CUSIP: 86738J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10000 | NS      | $-12900.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | ICE 3MTH SONIA FU JUN24                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -71 | NC      | $53549.37      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HENGLI PETRO ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      312500 | OU      | $-4344.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Jaguar Global Growth Corp I                         | Jaguar Global Growth Corp I                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      107300 | NS      | $5472.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tanger Factory Outlet Centers Inc                   | Tanger Factory Outlet Centers Inc                                                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Short            | EC               |  | US        |       -8800 | NS      | $-157872.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Thornburg Mortgage Securities Trust                 | Thornburg Mortgage Securities Trust 2005-3                                       | CUSIP: 885220JJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571720 | PA      | $482607.03     | 0.01%             | 2045-10-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Cano Health Inc                                     | Cano Health Inc                                                                  | CUSIP: 13781Y103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -34900 | NS      | $-47813.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MongoDB Inc                                         | MongoDB Inc                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        3398 | NS      | $668862.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange, LLC                          | CBOE VIX FUTURE APR23                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         -47 | NC      | $7378.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandwidth Inc                                       | Bandwidth Inc                                                                    | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |        6700 | NS      | $153765.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | 411424046 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -29050000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WeWork Inc                                          | WeWork Inc                                                                       | CUSIP: 96209A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-3003.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tyra Biosciences Inc                                | Tyra Biosciences Inc                                                             | CUSIP: 90240B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-5320.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Li Auto Inc                                         | Li Auto Inc                                                                      | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |       54300 | NS      | $1107720.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                        | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |      -59400 | NS      | $-2322540.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Myovant Sciences Ltd                                | Myovant Sciences Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        2900 | NS      | $78184.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ROC Energy Acquisition Corp                         | ROC Energy Acquisition Corp                                                      | CUSIP: 77118V116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      561887 | NS      | $89901.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1415000 | PA      | $1093850.19    | 0.02%             | 2049-05-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NOW Inc                                             | NOW Inc                                                                          | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |        9400 | NS      | $119380.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ExcelFin Acquisition Corp                           | ExcelFin Acquisition Corp                                                        | CUSIP: 30069X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      468700 | NS      | $4799488.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitae Corp                                        | Invitae Corp                                                                     | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Short            | EC               | CORP              | US        |      -30300 | NS      | $-56358.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp                                | Southern Copper Corp                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Short            | EC               | CORP              | US        |        -900 | NS      | $-54351.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IMAX Corp                                           | IMAX Corp                                                                        | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |        5900 | NS      | $86494.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bar Harbor Bankshares                               | Bar Harbor Bankshares                                                            | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6408.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Surface Oncology Inc                                | Surface Oncology Inc                                                             | CUSIP: 86877M209<br>LEI: 549300FCSG6MNIMFH738 | Short            | EC               | CORP              | US        |        -300 | NS      | $-246.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc          | Expeditors International of Washington Inc                                       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |        -600 | NS      | $-62352.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Century Therapeutics Inc                            | Century Therapeutics Inc                                                         | CUSIP: 15673T100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-4617.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Lab USA Inc                                  | Rocket Lab USA Inc                                                               | CUSIP: 773122106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4200 | NS      | $-15834.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ashford Hospitality Trust Inc                       | Ashford Hospitality Trust Inc                                                    | CUSIP: 044103869<br>LEI: N/A                  | Short            | EC               |  | US        |       -9900 | NS      | $-44253.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MYR Group Inc                                       | MYR Group Inc                                                                    | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |         100 | NS      | $9207.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RWT HOLDINGS INC                                    | RWT Holdings Inc                                                                 | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |     3418000 | PA      | $2866847.50    | 0.06%             | 2025-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAR25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          49 | NC      | $40743.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker Inc                          | Stanley Black & Decker Inc                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        1800 | NS      | $135216.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | VICTORYPRECISION ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      388580 | OU      | $-7040.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Golden Entertainment Inc                            | Golden Entertainment Inc                                                         | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |        1200 | NS      | $44880.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA12                                                 | CUSIP: 23243AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      323435 | PA      | $254284.60     | 0.01%             | 2046-09-20      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DALONG WEIYE ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       25034 | OU      | $-54.54        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Checkpoint Therapeutics Inc                         | Checkpoint Therapeutics Inc                                                      | CUSIP: 000000000<br>LEI: 549300NTOG3NRUKVKI74 | Short            | EC               | CORP              | US        |         -20 | NS      | $-102.20       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2019-III Ltd                                                        | CUSIP: 12554UAE8<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $893946.00     | 0.02%             | 2034-10-16      | Floating      | 10.88%                | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $93546.20      | 0.00%             | 2047-09-10      | Variable      | 4.51%                 | No            | 2                  | On Loan: No      |
| NACCO Industries Inc                                | NACCO Industries Inc                                                             | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $7600.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Protara Therapeutics Inc                            | Protara Therapeutics Inc                                                         | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |         700 | NS      | $1876.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaman Corp                                          | Kaman Corp                                                                       | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |         300 | NS      | $6690.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rigel Resource Acquisition Corp                     | Rigel Resource Acquisition Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      289168 | NS      | $28916.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Discover Financial Services                         | Discover Financial Services                                                      | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Short            | EC               | CORP              | US        |      -10078 | NS      | $-985930.74    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Rent the Runway Inc                                 | Rent the Runway Inc                                                              | CUSIP: 76010Y103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11000 | NS      | $-33550.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                         | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Short            | EC               | CORP              | US        |       -4403 | NS      | $-258808.34    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Inc                                       | Ingredion Inc                                                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-97930.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ondas Holdings Inc                                  | Ondas Holdings Inc                                                               | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Short            | EC               | CORP              | US        |       -5400 | NS      | $-8586.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adit EdTech Acquisition Corp                        | Adit EdTech Acquisition Corp                                                     | CUSIP: 007024110<br>LEI: N/A                  | N/A              | DE               |  | US        |       66271 | NS      | $3976.26       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163000 | PA      | $108367.94     | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| InterContinental Hotels Group PLC                   | InterContinental Hotels Group PLC                                                | CUSIP: 45857P806<br>LEI: 2138007ZFQYRUSLU3J98 | Short            | EC               | CORP              | GB        |        -600 | NS      | $-35004.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EzFill Holdings Inc                                 | EzFill Holdings Inc                                                              | CUSIP: 302314208<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-108.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIANGSHAN CHEM ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        4292 | OU      | $147.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Safehold Inc                                        | Safehold Inc                                                                     | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Short            | EC               |  | US        |         -45 | NS      | $-1287.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enviva Inc                                          | Enviva Inc                                                                       | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-74158.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SomaLogic Inc                                       | SomaLogic Inc                                                                    | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |        1800 | NS      | $4518.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gildan Activewear Inc                               | Gildan Activewear Inc                                                            | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Short            | EC               | CORP              | CA        |       -9300 | NS      | $-254820.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1543000 | PA      | $943158.75     | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Gran Tierra Energy Inc                              | Gran Tierra Energy Inc                                                           | CUSIP: 38500T101<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | US        |       85600 | NS      | $84744.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Schlumberger Ltd                                    | Schlumberger Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |      -10700 | NS      | $-572022.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Urstadt Biddle Properties Inc                       | Urstadt Biddle Properties Inc                                                    | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Short            | EC               |  | US        |        -600 | NS      | $-11370.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CORELOGIC INC                                       | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      295000 | PA      | $226324.00     | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BJ ULTRAPOWER SW ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      526702 | OU      | $26684.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaival Brands Innovations Group Inc                 | Kaival Brands Innovations Group Inc                                              | CUSIP: 483104204<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-2692.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT OCT26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         713 | NC      | $1426050.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Identiv Inc                                         | Identiv Inc                                                                      | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |        1200 | NS      | $8688.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pathfinder Acquisition Corp                         | Pathfinder Acquisition Corp                                                      | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | Long             | EC               | CORP              | KY        |       11708 | NS      | $117958.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF 2019-KL04 Mortgage Trust                                                   | CUSIP: 30297TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21076 | PA      | $20857.64      | 0.00%             | 2025-11-25      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| The Federal Republic of Nigeria                     | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Short            | DBT              | NUSS              | NG        |    -5510000 | PA      | $-5068814.30   | -0.11%            | 2025-11-21      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  JUL24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         171 | NC      | $-1526634.12   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINYUAN EP ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      277452 | OU      | $-12097.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Airbnb Inc                                          | Airbnb Inc                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       57700 | NS      | $4933350.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| PACCAR Inc                                          | PACCAR Inc                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        1300 | NS      | $128661.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PulteGroup Inc                                      | PulteGroup Inc                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3600 | NS      | $-163908.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paya Holdings Inc                                   | Paya Holdings Inc                                                                | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      335028 | NS      | $2636670.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ABG Acquisition Corp I                              | ABG Acquisition Corp I                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      300000 | NS      | $3027000.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Akero Therapeutics Inc                              | Akero Therapeutics Inc                                                           | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |         100 | NS      | $5480.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAY23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           6 | NC      | $-37998.54     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NORTH COPPER ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       51093 | OU      | $-962.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING                               | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Short            | DBT              | CORP              | KY        |    -2221000 | PA      | $-1768304.32   | -0.04%            | 2031-02-09      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | CRUDE OIL FUT OPT DEC23P 45                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -60 | NC      | $-111600.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Simpson Manufacturing Co Inc                        | Simpson Manufacturing Co Inc                                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |         100 | NS      | $8866.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SUNRISE ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      176096 | OU      | $-5681.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Quantum Corp                                        | Quantum Corp                                                                     | CUSIP: 747906501<br>LEI: 5493007210175UIK7S88 | Long             | EC               | CORP              | US        |        1200 | NS      | $1308.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark Electronics Inc                           | Benchmark Electronics Inc                                                        | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |        1000 | NS      | $26690.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                               | TransMedics Group Inc                                                            | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $30860.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Educational Services Corp                   | Lincoln Educational Services Corp                                                | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |        1600 | NS      | $9264.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                            | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |        -200 | NS      | $-75406.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TherapeuticsMD Inc                                  | TherapeuticsMD Inc                                                               | CUSIP: 000000000<br>LEI: 5299004JS7RE49QHRW30 | Short            | EC               | CORP              | US        |       -2330 | NS      | $-13024.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Melco Resorts & Entertainment Ltd                   | Melco Resorts & Entertainment Ltd                                                | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Short            | EC               | CORP              | KY        |       -5300 | NS      | $-60950.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allego NV                                           | Allego NV                                                                        | CUSIP: 000000000<br>LEI: 7245008K9Y6FI0ZZN344 | Short            | EC               | CORP              | NL        |        -100 | NS      | $-314.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHENDA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      159532 | OU      | $-2206.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Guidewire Software Inc                              | Guidewire Software Inc                                                           | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |        4600 | NS      | $287776.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BHMS Mortgage Trust                                 | BHMS 2018-ATLS                                                                   | CUSIP: 05549GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2103000 | PA      | $1839084.02    | 0.04%             | 2035-07-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| EVI Industries Inc                                  | EVI Industries Inc                                                               | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |         100 | NS      | $2387.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUNAN HAILI ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      715639 | OU      | $-27125.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Zepp Health Corp                                    | Zepp Health Corp                                                                 | CUSIP: 98945L105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         400 | NS      | $580.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Inc                                | Invitation Homes Inc                                                             | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               |  | US        |       -3400 | NS      | $-100776.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RingCentral Inc                                     | RingCentral Inc                                                                  | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |        1600 | NS      | $56640.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ames National Corp                                  | Ames National Corp                                                               | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $9444.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inovio Pharmaceuticals Inc                          | Inovio Pharmaceuticals Inc                                                       | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |       40183 | NS      | $62685.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbus McKinnon Corp/NY                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |        1600 | NS      | $51952.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hookipa Pharma Inc                                  | Hookipa Pharma Inc                                                               | CUSIP: 43906K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-2430.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Achieve Life Sciences Inc                           | Achieve Life Sciences Inc                                                        | CUSIP: 004468500<br>LEI: 549300V82ZKZDTAU0A46 | Long             | EC               | CORP              | US        |         100 | NS      | $247.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vivint Smart Home Inc                               | Vivint Smart Home Inc                                                            | CUSIP: 928542109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5200 | NS      | $-61880.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Etsy Inc                                            | Etsy Inc                                                                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       27500 | NS      | $3293950.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CSSC HOLDINGS ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       48680 | OU      | $676.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia Oyj                                           | Nokia Oyj                                                                        | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Short            | EC               | CORP              | FI        |      -62000 | NS      | $-287680.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT SEP26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         690 | NC      | $1216173.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAR23C 7.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          75 | NC      | $40125.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    24375000 | PA      | $15902640.00   | 0.35%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                     | Benefit Street Partners CLO XXI Ltd                                              | CUSIP: 08186TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $872311.00     | 0.02%             | 2034-10-15      | Floating      | 10.78%                | No            | 2                  | On Loan: No      |
| Regional Management Corp                            | Regional Management Corp                                                         | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |         200 | NS      | $5616.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAY25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          39 | NC      | $-252059.03    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Titan International Inc                             | Titan International Inc                                                          | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |        5100 | NS      | $78132.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CGI Inc                                             | CGI Inc                                                                          | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Short            | EC               | CORP              | CA        |       -1500 | NS      | $-129195.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AXT Inc                                             | AXT Inc                                                                          | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |        2700 | NS      | $11826.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA Inc                                 | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3184.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR SEP26                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -6 | NC      | $-4103.22      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                            | Builders FirstSource Inc                                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Short            | EC               | CORP              | US        |      -28500 | NS      | $-1849080.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Informatica Inc                                     | Informatica Inc                                                                  | CUSIP: 45674M101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7600 | NS      | $-123804.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tarsus Pharmaceuticals Inc                          | Tarsus Pharmaceuticals Inc                                                       | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $2932.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Byrna Technologies Inc                              | Byrna Technologies Inc                                                           | CUSIP: 12448X201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-13328.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| General Electric Co                                 | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Short            | EC               | CORP              | US        |      -14897 | NS      | $-1248219.63   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | USD_SOFR_R_3.7_20270930_20220930_LCH                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $3342.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Romark CLO Ltd                                      | Romark CLO IV Ltd                                                                | CUSIP: 77588MAA7<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $421920.00     | 0.01%             | 2034-07-10      | Floating      | 10.86%                | No            | 2                  | On Loan: No      |
| Hall of Fame Resort & Entertainment Co              | Hall of Fame Resort & Entertainment Co                                           | CUSIP: 000000000<br>LEI: 254900NWZN3NQRLWPI61 | Short            | EC               | CORP              | US        |        -581 | NS      | $-4682.86      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LIUYAO ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      126635 | OU      | $-945.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23C 7                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-762.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Applied Optoelectronics Inc                         | Applied Optoelectronics Inc                                                      | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |        5900 | NS      | $11151.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Full House Resorts Inc                              | Full House Resorts Inc                                                           | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |        1800 | NS      | $13536.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutanix Inc                                         | Nutanix Inc                                                                      | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       12600 | NS      | $328230.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BurgerFi International Inc                          | BurgerFi International Inc                                                       | CUSIP: 12122L101<br>LEI: 549300TMBK34NK5FIQ38 | Short            | EC               | CORP              | US        |        -800 | NS      | $-1008.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                                        | Sanmina Corp                                                                     | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |         800 | NS      | $45832.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Molecular Templates Inc                             | Molecular Templates Inc                                                          | CUSIP: 608550109<br>LEI: 529900VZKP6N0B8U5F61 | Long             | EC               | CORP              | US        |        2928 | NS      | $960.38        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HUARONG FINANCE II                                  | Huarong Finance II Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     1762000 | PA      | $1571072.97    | 0.03%             | 2026-11-22      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| SM Energy Co                                        | SM Energy Co                                                                     | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       10500 | NS      | $365715.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99248 | PA      | $91879.93      | 0.00%             | 2038-06-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.3                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1215369 | PA      | $1215369.10    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LKQ Corp                                            | LKQ Corp                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |      -11500 | NS      | $-614215.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Health Catalyst Inc                                 | Health Catalyst Inc                                                              | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |        6200 | NS      | $65906.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Luna Innovations Inc                                | Luna Innovations Inc                                                             | CUSIP: 550351100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $9669.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lehman XS Trust                                     | Lehman XS Trust 2007-9                                                           | CUSIP: 52524MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      734579 | PA      | $561214.85     | 0.01%             | 2037-06-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Kornit Digital Ltd                                  | Kornit Digital Ltd                                                               | CUSIP: 000000000<br>LEI: 5299006DPCQWP3VTFK34 | Long             | EC               | CORP              | IL        |        7500 | NS      | $172275.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UpHealth Inc                                        | UpHealth Inc                                                                     | CUSIP: 91532B200<br>LEI: 549300OSKGXG2OH2XE50 | Short            | EC               | CORP              | US        |        -530 | NS      | $-863.90       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CoreVest American Finance Ltd                       | CoreVest American Finance 2017-2 Trust                                           | CUSIP: 21870DAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $874454.00     | 0.02%             | 2027-12-25      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| Stryve Foods Inc                                    | Stryve Foods Inc                                                                 | CUSIP: 863685103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-1457.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| iQIYI Inc                                           | iQIYI Inc                                                                        | CUSIP: 46267X108<br>LEI: 222100XL8T2Q5B8MS302 | Long             | EC               | CORP              | KY        |       23217 | NS      | $123050.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHONGQING WATER ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      181465 | OU      | $587.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic First Bancorp Inc                          | Republic First Bancorp Inc                                                       | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |        4300 | NS      | $9245.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LABL INC                                            | LABL Inc                                                                         | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      268000 | PA      | $249374.00     | 0.01%             | 2027-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Park Aerospace Corp                                 | Park Aerospace Corp                                                              | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |         400 | NS      | $5364.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Inc                          | Hilton Grand Vacations Inc                                                       | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |        -300 | NS      | $-11562.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Homology Medicines Inc                              | Homology Medicines Inc                                                           | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-3150.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Babson CLO Ltd                                      | Barings CLO Ltd 2019-II                                                          | CUSIP: 06761JAE4<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $445049.00     | 0.01%             | 2036-04-15      | Floating      | 10.86%                | No            | 2                  | On Loan: No      |
| Commodities Exchange Center                         | COPPER FUTURE MAR23                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -126 | NC      | $-175476.54    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc                               | BlueLinx Holdings Inc                                                            | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |        1500 | NS      | $106665.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -80 | NC      | $-6000.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Loyalty Ventures Inc                                | Loyalty Ventures Inc                                                             | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-6025.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| International Seaways Inc                           | International Seaways Inc                                                        | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |        8600 | NS      | $318372.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardant Health Inc                                 | Guardant Health Inc                                                              | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |        2423 | NS      | $65905.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boca Commercial Mortgage Trust                      | BOCA Commercial Mortgage Trust 2022-BOCA                                         | CUSIP: 05592LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1040000 | PA      | $1023583.60    | 0.02%             | 2039-05-15      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| Logistics Innovation Technologies Corp              | Logistics Innovation Technologies Corp                                           | CUSIP: 54141L118<br>LEI: N/A                  | N/A              | DE               |  | US        |      101972 | NS      | $3946.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enthusiast Gaming Holdings Inc                      | Enthusiast Gaming Holdings Inc                                                   | CUSIP: 29385B109<br>LEI: 5493007TD7TFIXFV9Q62 | Short            | EC               | CORP              | CA        |       -4100 | NS      | $-2249.26      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Materials Inc                                 | Eagle Materials Inc                                                              | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |         500 | NS      | $66425.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CCA VINTAGE 2021 PHYSICAL                           | CCA VINTAGE 2021 PHYSICAL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     4204876 | NS      | $120553794.92  | 2.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Almaden Minerals Ltd                                | Almaden Minerals Ltd                                                             | CUSIP: 020283305<br>LEI: 5493006ZGSENXLR23P74 | Short            | EC               | CORP              | CA        |       -3300 | NS      | $-806.19       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Biolase Inc                                         | Biolase Inc                                                                      | CUSIP: 090911405<br>LEI: 549300XJRS7X5LH3QM40 | Short            | EC               | CORP              | US        |        -676 | NS      | $-439.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WaVe Life Sciences Ltd                              | WaVe Life Sciences Ltd                                                           | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Short            | EC               | CORP              | SG        |        -600 | NS      | $-4200.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pixelworks Inc                                      | Pixelworks Inc                                                                   | CUSIP: 72581M305<br>LEI: 529900ORL14ENZ36HI70 | Long             | EC               | CORP              | US        |        6400 | NS      | $11328.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 2U Inc                                              | 2U Inc                                                                           | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |       11800 | NS      | $73986.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilltop Holdings Inc                                | Hilltop Holdings Inc                                                             | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       28694 | NS      | $861106.94     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | 414474025 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -28801000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Clever Leaves Holdings Inc                          | Clever Leaves Holdings Inc                                                       | CUSIP: 186760104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -11200 | NS      | $-3459.68      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Manitowoc Co Inc/The                                | Manitowoc Co Inc/The                                                             | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |        4000 | NS      | $36640.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SKYX Platforms Corp                                 | SKYX Platforms Corp                                                              | CUSIP: 78471E105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-3780.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Saul Centers Inc                                    | Saul Centers Inc                                                                 | CUSIP: 804395101<br>LEI: N/A                  | Short            | EC               |  | US        |        -200 | NS      | $-8136.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Grocery Outlet Holding Corp                         | Grocery Outlet Holding Corp                                                      | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $20433.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptose Biosciences Inc                              | Aptose Biosciences Inc                                                           | CUSIP: 03835T200<br>LEI: 5299003EUHV3CD08L949 | Long             | EC               | CORP              | CA        |        2200 | NS      | $1276.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carval CLO LTD                                      | CarVal CLO II Ltd                                                                | CUSIP: 14686CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2202540.00    | 0.05%             | 2032-04-20      | Floating      | 10.81%                | No            | 2                  | On Loan: No      |
| Clover Health Investments Corp                      | Clover Health Investments Corp                                                   | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-3532.10      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                        | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-439760.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Grindrod Shipping Holdings Ltd                      | Grindrod Shipping Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 5493001NNO676ANGTK65 | Long             | EC               | CORP              | SG        |        1400 | NS      | $26194.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | INFOVISION OPTO ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       10197 | OU      | $-19.59        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sono Group NV                                       | Sono Group NV                                                                    | CUSIP: 000000000<br>LEI: 391200GTRCF4TK71DT34 | Short            | EC               | CORP              | NL        |       -3300 | NS      | $-3249.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Last Mile Securities                                | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |     1986591 | PA      | $1967458.47    | 0.04%             | 2031-08-17      | Floating      | 2.85%                 | Yes           | 2                  | On Loan: No      |
| Upexi Inc                                           | Upexi Inc                                                                        | CUSIP: 39959A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-2100.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tailwind International Acquisition Corp             | Tailwind International Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      100000 | NS      | $410.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zedge Inc                                           | Zedge Inc                                                                        | CUSIP: 98923T104<br>LEI: 549300EDIDRX7NRMGN17 | Long             | EC               | CORP              | US        |        1500 | NS      | $2640.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1558.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bellerophon Therapeutics Inc                        | Bellerophon Therapeutics Inc                                                     | CUSIP: 078771300<br>LEI: 549300AH7DX6B7JBAP68 | Short            | EC               | CORP              | US        |        -100 | NS      | $-90.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GALECTIN THERAPEUTICS INC                           | GALECTIN THERAPEUTICS INC                                                        | CUSIP: 363225129<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1340 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Magnite Inc                                         | Magnite Inc                                                                      | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |        6500 | NS      | $68835.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Leap Therapeutics Inc                               | Leap Therapeutics Inc                                                            | CUSIP: 52187K101<br>LEI: 549300T31SMMJ2DDLI13 | Long             | EC               | CORP              | US        |        6500 | NS      | $2925.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  APR26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $137761.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaixin Auto Holdings                                | Kaixin Auto Holdings                                                             | CUSIP: 000000000<br>LEI: 549300WYFZM867Q8Q259 | Short            | EC               | CORP              | KY        |       -3700 | NS      | $-1084.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-2.75                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     1760437 | PA      | $1760436.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Tronox Holdings PLC                                 | Tronox Holdings PLC                                                              | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |       12800 | NS      | $175488.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NBTM NEW MAT ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      408184 | OU      | $-4930.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HILTON GRAND VAC BOR ESC                            | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $25300.74      | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PJT Partners Inc                                    | PJT Partners Inc                                                                 | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |        1100 | NS      | $81059.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Republic Bank/CA                              | First Republic Bank/CA                                                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-316914.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Atara Biotherapeutics Inc                           | Atara Biotherapeutics Inc                                                        | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Short            | EC               | CORP              | US        |        -500 | NS      | $-1640.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2014-CR14 Mortgage Trust                                                    | CUSIP: 12630DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      591000 | PA      | $553048.34     | 0.01%             | 2047-02-10      | Variable      | 4.59%                 | No            | 2                  | On Loan: No      |
| Willis Towers Watson PLC                            | Willis Towers Watson PLC                                                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Short            | EC               | CORP              | IE        |       -4800 | NS      | $-1173984.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Eventbrite Inc                                      | Eventbrite Inc                                                                   | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |       20000 | NS      | $117200.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HAIXIN GROUP ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       88870 | OU      | $583.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01032023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ESTUN AUTOMATION ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      245778 | OU      | $907.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR AUG27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $123700.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HAINAN HAIDE ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       23761 | OU      | $326.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZZ-BT                                               | GSCBBXC3 swap                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    12913536 | OU      | $-195659.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Edify Acquisition Corp                              | Edify Acquisition Corp                                                           | CUSIP: 28059Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $9090.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANGANG ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       15553 | OU      | $79.18         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| China SXT Pharmaceuticals Inc                       | China SXT Pharmaceuticals Inc                                                    | CUSIP: 000000000<br>LEI: 5493006HSPECSOT1UH87 | Short            | EC               | CORP              | VG        |         -71 | NS      | $-38.48        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AEOLUS CAT KEYSTNE PF FND J22                       | AEOLUS CAT KEYSTNE PF FND J22                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | CORP              | US        |           1 | NS      | $35303160.88   | 0.79%             |  |  |  | No            | N/A                | On Loan: No      |
| Baudax Bio Inc                                      | Baudax Bio Inc                                                                   | CUSIP: 07160F404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          43 | NS      | $136.74        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Life Financial Services Trust                       | Life 2021-BMR Mortgage Trust                                                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1130416 | PA      | $1066829.79    | 0.02%             | 2038-03-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Independence Realty Trust Inc                       | Independence Realty Trust Inc                                                    | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               |  | US        |        -900 | NS      | $-15174.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | QINHUANGDAO PORT ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      125947 | OU      | $1432.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Warburg Pincus Capital Corp I-B                     | Warburg Pincus Capital Corp I-B                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       62000 | NS      | $310.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Investcorp India Acquisition Corp                   | Investcorp India Acquisition Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      162382 | NS      | $1680653.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Virios Therapeutics Inc                             | Virios Therapeutics Inc                                                          | CUSIP: 92829J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $70.80         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Absci Corp                                          | Absci Corp                                                                       | CUSIP: 00091E109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-1260.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4348000 | PA      | $2739761.76    | 0.06%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           | 2                  | On Loan: No      |
| TTEC Holdings Inc                                   | TTEC Holdings Inc                                                                | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |         800 | NS      | $35304.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kontoor Brands Inc                                  | Kontoor Brands Inc                                                               | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Short            | EC               | CORP              | US        |        -100 | NS      | $-3999.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palantir Technologies Inc                           | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       24000 | NS      | $154080.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tabula Rasa HealthCare Inc                          | Tabula Rasa HealthCare Inc                                                       | CUSIP: 873379101<br>LEI: 549300K6KY242XRMEF28 | Long             | EC               | CORP              | US        |        3000 | NS      | $14850.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SpartanNash Co                                      | SpartanNash Co                                                                   | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Short            | EC               | CORP              | US        |        -200 | NS      | $-6048.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BJ ULTRAPOWER SW ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       45956 | OU      | $867.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GC TREASURY CENTRE CO                               | GC Treasury Center Co Ltd                                                        | CUSIP: 36830DAF8<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     2207000 | PA      | $1753109.44    | 0.04%             | 2052-03-30      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| GAN Ltd                                             | GAN Ltd                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        7100 | NS      | $10650.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard Inc                             | Activision Blizzard Inc                                                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |        3079 | NS      | $235697.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NLS Pharmaceutics Ltd                               | NLS Pharmaceutics Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | CH        |        -800 | NS      | $-1040.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11644.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Futures Exchange, LLC                          | CBOE VIX FUTURE FEB23                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |         -46 | NC      | $-11210.11     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mitek Systems Inc                                   | Mitek Systems Inc                                                                | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |        3000 | NS      | $29070.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6000000 | PA      | $4393020.54    | 0.10%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CPUK FINANCE LTD                                    | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |     1147000 | PA      | $1269631.17    | 0.03%             | 2026-08-28      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BANK OF CHINA                                       | Bank of China Ltd                                                                | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Short            | DBT              | CORP              | CN        |    -3600000 | PA      | $-3456000.00   | -0.08%            | 2025-03-04      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                              | COFFEE 'C' FUTURE MAY23                                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -48 | NC      | $-9437.64      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BIT Mining Ltd                                      | BIT Mining Ltd                                                                   | CUSIP: 055474209<br>LEI: 5299003CDPQ0UW1SQC26 | Short            | EC               | CORP              | KY        |        -150 | NS      | $-237.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Plymouth Industrial REIT Inc                        | Plymouth Industrial REIT Inc                                                     | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |        2300 | NS      | $44114.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23C 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         164 | NC      | $789332.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackSky Technology Inc                             | BlackSky Technology Inc                                                          | CUSIP: 09263B108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12300 | NS      | $-18942.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Veritex Holdings Inc                                | Veritex Holdings Inc                                                             | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Short            | EC               | CORP              | US        |      -95203 | NS      | $-2673300.24   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                 | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                             | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |     1392922 | PA      | $1382475.06    | 0.03%             | 2028-08-02      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | 496085196 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       45150 | NC      | $57535.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LONGSHENRONGFA ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       33244 | OU      | $-580.08       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | LONG GILT FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -2 | NC      | $7965.53       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pine Technology Acquisition Corp                    | Pine Technology Acquisition Corp                                                 | CUSIP: 722850104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         233 | NS      | $2353.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaxart Inc                                          | Vaxart Inc                                                                       | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       38000 | NS      | $36514.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Acquisition Corp IV                              | CF Acquisition Corp IV                                                           | CUSIP: 12520T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      465000 | NS      | $4724400.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     2343000 | PA      | $723393.05     | 0.02%             | 2024-06-28      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| Franklin Street Properties Corp                     | Franklin Street Properties Corp                                                  | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Short            | EC               |  | US        |        -600 | NS      | $-1638.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Medicus Sciences Acquisition Corp                   | Medicus Sciences Acquisition Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        5952 | NS      | $59877.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CompoSecure Inc                                     | CompoSecure Inc                                                                  | CUSIP: 20459V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-3928.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                  | BRENT CRUDE FUTR AUG23                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -2 | NC      | $-9986.28      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp                                   | FB Financial Corp                                                                | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |         100 | NS      | $3614.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Thorne HealthTech Inc                               | Thorne HealthTech Inc                                                            | CUSIP: 885260109<br>LEI: 549300VD2OYCM2I1IQ17 | Short            | EC               | CORP              | US        |        -800 | NS      | $-2904.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gordian Medical, Inc.                               | Gordian Medical, Inc. Term Loan B                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5779556 | PA      | $4045689.52    | 0.09%             | 2027-01-31      | Floating      | 10.98%                | No            | 3                  | On Loan: No      |
| Alaunos Therapeutics Inc                            | Alaunos Therapeutics Inc                                                         | CUSIP: 98973P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40200 | NS      | $26093.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Star Investment Corp III                   | Northern Star Investment Corp III                                                | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      310002 | NS      | $3115520.10    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | QINHUANGDAO PORT ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      417910 | OU      | $-803.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT NOV23P 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $510200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Forum Merger IV Corp                                | Forum Merger IV Corp                                                             | CUSIP: 349875112<br>LEI: N/A                  | N/A              | DE               |  | US        |       77500 | NS      | $782.75        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                            | Broadstone Net Lease Inc                                                         | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |         100 | NS      | $1621.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Teknova Inc                                   | Alpha Teknova Inc                                                                | CUSIP: 02080L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-2820.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Mortgage Loan Trust                        | Barclays Mortgage Loan Trust 2021-NQM1                                           | CUSIP: 06744UAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $77432.40      | 0.00%             | 2051-09-25      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT MAR27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-1285.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 4                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-98840.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vodafone Group PLC                                  | Vodafone Group PLC                                                               | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |        1700 | NS      | $17204.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Multiplan Corp                                      | Multiplan Corp                                                                   | CUSIP: 62548M100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -21300 | NS      | $-24495.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dun & Bradstreet Holdings Inc                       | Dun & Bradstreet Holdings Inc                                                    | CUSIP: 26484T106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -24900 | NS      | $-305274.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PENDAL GROUP LTD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     3343708 | OU      | $36942.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westport Fuel Systems Inc                           | Westport Fuel Systems Inc                                                        | CUSIP: 960908309<br>LEI: 549300ZBKJ4TMPXRB502 | Long             | EC               | CORP              | CA        |       13500 | NS      | $10459.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | NNG VENTURA BASIS MAR23                                                          | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          62 | NC      | $-12066.74     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KINGFA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      106849 | OU      | $-75.82        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Territorial Bancorp Inc                             | Territorial Bancorp Inc                                                          | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |         100 | NS      | $2401.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1829093 | PA      | $35098.46      | 0.00%             | 2029-10-25      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS SEP23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -9 | NC      | $42284.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 4.65                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-55220.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tristar Acquisition I Corp                          | Tristar Acquisition I Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       87311 | NS      | $882714.21     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                  | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |      -54400 | NS      | $-743104.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | MEXICAN PESO FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -56 | NC      | $-20808.42     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Golub Capital BDC Inc                               | Golub Capital BDC Inc                                                            | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |        7300 | NS      | $96068.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS OCT25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-90864.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TAT FOOK TECH ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      516933 | OU      | $2357.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                    | ArcelorMittal SA                                                                 | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       34300 | NS      | $899346.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01082023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS MAY25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-10784.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Gas Holdings Inc                          | Southwest Gas Holdings Inc                                                       | CUSIP: 844895102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3300 | NS      | $-204204.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT23C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $11486.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SoundHound AI Inc                                   | SoundHound AI Inc                                                                | CUSIP: 836100107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6100 | NS      | $-10797.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | CCPOIS--USD-SOFR-COMPOUND-20310513                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9600000 | OU      | $208975.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                        | Citizens Financial Group Inc                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-110236.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Upland Software Inc                                 | Upland Software Inc                                                              | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1426.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pulmonx Corp                                        | Pulmonx Corp                                                                     | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |        1300 | NS      | $10959.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1093000 | PA      | $627579.83     | 0.01%             | 2048-08-15      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| PBF Energy Inc                                      | PBF Energy Inc                                                                   | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       40400 | NS      | $1647512.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HITEVISION ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      132515 | OU      | $-735.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Imunon Inc                                          | Imunon Inc                                                                       | CUSIP: 15117N602<br>LEI: 529900PWLRCA840VVK89 | Long             | EC               | CORP              | US        |        1113 | NS      | $1502.55       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold Resource Corp                                  | Gold Resource Corp                                                               | CUSIP: 38068T105<br>LEI: 5299006MQBYLDAOI2D32 | Long             | EC               | CORP              | US        |         100 | NS      | $153.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rambus Inc                                          | Rambus Inc                                                                       | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |         500 | NS      | $17910.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SYNNEX Corp                                      | TD SYNNEX Corp                                                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-293601.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                 | SPI 200 FUTURES MAR23                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          50 | NC      | $-148153.33    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23P 3.95                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-119780.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Signature Bank/New York NY                          | Signature Bank/New York NY                                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Short            | EC               | CORP              | US        |      -33052 | NS      | $-3808251.44   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BY ELEC EQUIP ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      587882 | OU      | $-6116.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Americas Gold & Silver Corp                         | Americas Gold & Silver Corp                                                      | CUSIP: 03062D100<br>LEI: 5493005AKGOT669Z4P51 | Short            | EC               | CORP              | CA        |       -9200 | NS      | $-5228.36      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BGSF Inc                                            | BGSF Inc                                                                         | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |         300 | NS      | $4596.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AgeX Therapeutics Inc                               | AgeX Therapeutics Inc                                                            | CUSIP: 00848H108<br>LEI: 5493005PJ4B0GQ36ED85 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-551.90       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $936107.00     | 0.02%             | 2026-05-15      | Floating      | 10.22%                | No            | 2                  | On Loan: No      |
| Michaels Companies, Inc.                            | Michaels Companies, Inc. 2021 Term Loan B                                        | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |      750854 | PA      | $646154.81     | 0.01%             | 2028-04-15      | Floating      | 8.98%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |           1 | NC      | $-1645.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FNB Corp/PA                                         | FNB Corp/PA                                                                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Short            | EC               | CORP              | US        |      -83076 | NS      | $-1084141.80   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| STATAR CAP OS CLASS A2                              | STATAR CAP OS CLASS A2                                                           | CUSIP: 000000000<br>LEI: 254900GMVS7B3SMQ5N82 | Long             | EC               | CORP              | US        |       25000 | NS      | $26399856.25   | 0.59%             |  |  |  | No            | N/A                | On Loan: No      |
| VIA RENEWABLES INC                                  | Via Renewables Inc                                                               | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Short            | EC               | CORP              | US        |        -600 | NS      | $-3066.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CORUN NEW ENERGY ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      121691 | OU      | $-1736.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Itiquira Acquisition Corp                           | Itiquira Acquisition Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         428 | NS      | $4318.52       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IsoPlexis Corp                                      | IsoPlexis Corp                                                                   | CUSIP: 465005106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-1705.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Viking Cruises Ltd                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     8462000 | PA      | $6897921.58    | 0.15%             | 2027-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| loanDepot Inc                                       | loanDepot Inc                                                                    | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Short            | EC               | CORP              | US        |       -9700 | NS      | $-16005.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corp                                       | M&T Bank Corp                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Short            | EC               | CORP              | US        |      -10882 | NS      | $-1578542.92   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                      | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | EC               | CORP              | US        |      -64100 | NS      | $-2039662.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| HCI Group Inc                                       | HCI Group Inc                                                                    | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |         500 | NS      | $19795.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Republic Bank/CA                              | First Republic Bank/CA                                                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       62445 | NS      | $7611421.05    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHAANGU POWER ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       21875 | OU      | $709.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Perrigo Co PLC                                      | Perrigo Co PLC                                                                   | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |        7500 | NS      | $255675.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | BP CURRENCY FUT MAR23                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -9 | NC      | $-2004.83      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Newpark Resources Inc                               | Newpark Resources Inc                                                            | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       11500 | NS      | $47725.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHONGBAI GROUP ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       74356 | OU      | $4399.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cathay General Bancorp                              | Cathay General Bancorp                                                           | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Short            | EC               | CORP              | US        |       -3450 | NS      | $-140725.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FJ SUNNER DEVE ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      534377 | OU      | $13256.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT MAR25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-8630.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jaws Juggernaut Acquisition Corp                    | Jaws Juggernaut Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      328200 | NS      | $3298410.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Inseego Corp                                        | Inseego Corp                                                                     | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |        8100 | NS      | $6824.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ScanSource Inc                                      | ScanSource Inc                                                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |         200 | NS      | $5844.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty Formula One              | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229870<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-32058.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heron Therapeutics Inc                              | Heron Therapeutics Inc                                                           | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Short            | EC               | CORP              | US        |       -9500 | NS      | $-23750.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | WTI CRUDE FUTURE MAY23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -23 | NC      | $-74485.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-4.0                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     3332186 | PA      | $3332185.85    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| NETGEAR Inc                                         | NETGEAR Inc                                                                      | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |        1600 | NS      | $28976.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Asset-Backed Certificates               | CWABS Asset-Backed Certificates Trust 2007-3                                     | CUSIP: 12668UAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      321698 | PA      | $196162.29     | 0.00%             | 2047-05-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                  | Turkey Government International Bond                                             | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6162000 | PA      | $6376154.15    | 0.14%             | 2028-01-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Beacon Roofing Supply Inc                           | Beacon Roofing Supply Inc                                                        | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-52790.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                         | Incyte Corp                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       14600 | NS      | $1172672.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Harbor Custom Development Inc                       | Harbor Custom Development Inc                                                    | CUSIP: 41150T108<br>LEI: 549300X40TN4PVCY6F45 | Short            | EC               | CORP              | US        |        -413 | NS      | $-161.07       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 AUG24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -681 | NC      | $1574794.02    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp                                           | GATX Corp                                                                        | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |        1300 | NS      | $138242.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-41572.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XXI Ltd                 | Octagon Investment Partners XXI Ltd                                              | CUSIP: 67590QBK2<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4909965.00    | 0.11%             | 2031-02-14      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| SmileDirectClub Inc                                 | SmileDirectClub Inc                                                              | CUSIP: 83192H106<br>LEI: 254900QFZEGKCURCJS93 | Short            | EC               | CORP              | US        |      -45100 | NS      | $-15884.22     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Definitive Healthcare Corp                          | Definitive Healthcare Corp                                                       | CUSIP: 24477E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-13188.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Sell BRAZIL SNRFOR USD 100 Dec 2027                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     4100000 | OU      | $-264657.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UGI Corp                                            | UGI Corp                                                                         | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |      -19500 | NS      | $-722865.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Worldwide Plaza Trust                               | Worldwide Plaza Trust 2017-WWP                                                   | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109000 | PA      | $57782.75      | 0.00%             | 2036-11-10      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Assembly Biosciences Inc                            | Assembly Biosciences Inc                                                         | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Short            | EC               | CORP              | US        |        -400 | NS      | $-520.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BankFinancial Corp                                  | BankFinancial Corp                                                               | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         355 | NS      | $3738.15       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeglea BioTherapeutics Inc                          | Aeglea BioTherapeutics Inc                                                       | CUSIP: 00773J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10600 | NS      | $4768.94       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nuvation Bio Inc                                    | Nuvation Bio Inc                                                                 | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12600 | NS      | $24192.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates             | WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust                    | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      415452 | PA      | $305948.17     | 0.01%             | 2047-06-25      | Floating      | 2.85%                 | No            | 2                  | On Loan: No      |
| Enzo Biochem Inc                                    | Enzo Biochem Inc                                                                 | CUSIP: 294100102<br>LEI: 5299001N23WBO4XQ2P60 | Short            | EC               | CORP              | US        |        -400 | NS      | $-572.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bridgewater Bancshares Inc                          | Bridgewater Bancshares Inc                                                       | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |         400 | NS      | $7096.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Covetrus, Inc.                                      | Covetrus, Inc. Term Loan                                                         | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |     1186543 | PA      | $1108824.03    | 0.02%             | 2029-10-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GCAT                                                | GCAT 2022-CM1 Trust                                                              | CUSIP: 36168XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $77446.60      | 0.00%             | 2066-12-27      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| KLX Energy Services Holdings Inc                    | KLX Energy Services Holdings Inc                                                 | CUSIP: 48253L205<br>LEI: 5493004D4S7MAO1H3U27 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-64047.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Select Energy Services Inc                          | Select Energy Services Inc                                                       | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |        8600 | NS      | $79464.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT24P 2.75                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $5910.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-116015.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2005-56                                                   | CUSIP: 12668AGP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      333421 | PA      | $248206.42     | 0.01%             | 2035-11-25      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Short            | EC               | CORP              | CA        |       -7100 | NS      | $-110121.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $290131.48     | 0.01%             | 2036-10-16      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Apellis Pharmaceuticals Inc                         | Apellis Pharmaceuticals Inc                                                      | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-87907.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR SEP23                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          27 | NC      | $-2816.03      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JAN24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -88 | NC      | $557174.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oncology Institute Inc/The                          | Oncology Institute Inc/The                                                       | CUSIP: 68236X100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-330.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 10M 1.462% 02/14/24                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10000000 | OU      | $394734.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KORU Medical Systems Inc                            | KORU Medical Systems Inc                                                         | CUSIP: 759910102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-1428.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHUANGLIANG ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      323853 | OU      | $16413.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DAZHONG MINING ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      186707 | OU      | $-17077.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Old Second Bancorp Inc                              | Old Second Bancorp Inc                                                           | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |        2600 | NS      | $41704.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vinco Ventures Inc                                  | Vinco Ventures Inc                                                               | CUSIP: 927330100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -93200 | NS      | $-43244.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                              | Credit Suisse Group AG                                                           | CUSIP: 225401108<br>LEI: 549300506SI9CRFV9Z86 | Long             | EC               | CORP              | CH        |       58800 | NS      | $178752.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AgEagle Aerial Systems Inc                          | AgEagle Aerial Systems Inc                                                       | CUSIP: 00848K101<br>LEI: 5493007TRVZ53BHRWE03 | Short            | EC               | CORP              | US        |      -18400 | NS      | $-6440.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hepion Pharmaceuticals Inc                          | Hepion Pharmaceuticals Inc                                                       | CUSIP: 426897104<br>LEI: 5493004WF12U6NOV8U20 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-1110.37      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FCLF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    88067675 | PA      | $1042104.79    | 0.02%             | 2027-11-25      | Variable      | 0.29%                 | No            | 2                  | On Loan: No      |
| Diana Shipping Inc                                  | Diana Shipping Inc                                                               | CUSIP: 000000000<br>LEI: 549300XD7FHNJ0THIV12 | Long             | EC               | CORP              | MH        |          53 | NS      | $206.70        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wrap Technologies Inc                               | Wrap Technologies Inc                                                            | CUSIP: 98212N107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2200 | NS      | $-3718.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | 423735733 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |        7500 | NC      | $800151.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Biofrontera Inc                                     | Biofrontera Inc                                                                  | CUSIP: 09077D100<br>LEI: 984500444S8BE1EF0179 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-2291.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Partners Technology Merger Corp               | Alpha Partners Technology Merger Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      500001 | NS      | $5025010.05    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                 | Liberty Media Corp-Liberty SiriusXM                                              | CUSIP: 531229607<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8900 | NS      | $-348257.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BWX Technologies Inc                                | BWX Technologies Inc                                                             | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |        3700 | NS      | $214896.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Reata Pharmaceuticals Inc                           | Reata Pharmaceuticals Inc                                                        | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |         300 | NS      | $11397.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LUCKY HARVEST ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      195756 | OU      | $-2328.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 FEB23                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         896 | NC      | $-2415142.68   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PKU HEALTHCARE ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      289451 | OU      | $-7442.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TZP Strategies Acquisition Corp                     | TZP Strategies Acquisition Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      149166 | NS      | $2834.15       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS NOV25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-175104.72    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AZUL INVESTMENTS LLP                                | Azul Investments LLP                                                             | CUSIP: 000000000<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |     2338000 | PA      | $1430127.99    | 0.03%             | 2026-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ZZ-BT                                               | MS22COM3 swap                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    12394703 | OU      | $-114288.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $63018.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Virtual Cloud Technologies Inc             | American Virtual Cloud Technologies Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12900 | NS      | $-14835.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZIJIANG ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       40137 | OU      | $212.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Skechers USA Inc                                    | Skechers USA Inc                                                                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |         600 | NS      | $25170.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JL MAG ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         125 | OU      | $5.87          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BriaCell Therapeutics Corp                          | BriaCell Therapeutics Corp                                                       | CUSIP: 10778Y302<br>LEI: 529900NQNTTXYE874283 | Short            | EC               | CORP              | CA        |       -5000 | NS      | $-21850.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Life Storage Inc                                    | Life Storage Inc                                                                 | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |        4600 | NS      | $453100.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                         | SREIT Trust 2021-MFP                                                             | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1154000 | PA      | $1090530.00    | 0.02%             | 2038-11-15      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Northwest Natural Holding Co                        | Northwest Natural Holding Co                                                     | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |         300 | NS      | $14277.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT FEB26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         644 | NC      | $2582485.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RELX PLC                                            | RELX PLC                                                                         | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Short            | EC               | CORP              | GB        |        -200 | NS      | $-5544.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pennant Group Inc/The                               | Pennant Group Inc/The                                                            | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |         100 | NS      | $1098.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy TURKEY SNRFOR USD 100 Dec 2027                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      700000 | OU      | $111663.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mauser Packaging Solut                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     6760000 | PA      | $6251084.96    | 0.14%             | 2025-04-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Sphere 3D Corp                                      | Sphere 3D Corp                                                                   | CUSIP: 84841L308<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -15900 | NS      | $-4452.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IND & COMM BK OF CHINA                              | Industrial & Commercial Bank of China Ltd                                        | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Short            | DBT              | CORP              | CN        |   -12800000 | PA      | $-11936000.00  | -0.27%            | 2026-09-24      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| US Energy Corp                                      | US Energy Corp                                                                   | CUSIP: 911805307<br>LEI: 549300MS9QJ0KPN83B63 | Short            | EC               | CORP              | US        |        -500 | NS      | $-1150.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy CHINA SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     7700000 | OU      | $-88176.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Music Entertainment Group                   | Tencent Music Entertainment Group                                                | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |      127300 | NS      | $1054044.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Catalent Inc                                        | Catalent Inc                                                                     | CUSIP: 148806102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11000 | NS      | $-495110.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CITYCHAMP ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      103536 | OU      | $-2263.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DoorDash Inc                                        | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        8100 | NS      | $395442.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus Henderson Group PLC                           | Janus Henderson Group PLC                                                        | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       13600 | NS      | $319872.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Solar Inc                                     | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Short            | EC               | CORP              | US        |       -9900 | NS      | $-1482921.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Schultze Special Purpose Acquisition Corp II        | Schultze Special Purpose Acquisition Corp II                                     | CUSIP: 808212104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6940 | NS      | $70094.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PPM CLO 3 Ltd.                                      | PPM CLO 3 Ltd                                                                    | CUSIP: 69355BAE1<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $418156.00     | 0.01%             | 2034-04-17      | Floating      | 10.69%                | No            | 2                  | On Loan: No      |
| Ezgo Technologies Ltd                               | Ezgo Technologies Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -900 | NS      | $-612.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Coeur Mining Inc                                    | Coeur Mining Inc                                                                 | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |       62380 | NS      | $209596.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PowerUp Acquisition Corp                            | PowerUp Acquisition Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      260216 | NS      | $2685429.12    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Nerdy Inc                                           | Nerdy Inc                                                                        | CUSIP: 64081V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12200 | NS      | $-27450.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mortgage Trust Inc                         | New York Mortgage Trust Inc                                                      | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Short            | EC               |  | US        |      -45500 | NS      | $-116480.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HORIZON THERAPEUTICS PLC                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5746445 | OU      | $39146.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THAIOIL TRSRY CENTER                                | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88323AAD4<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     1970000 | PA      | $1565092.39    | 0.03%             | 2048-11-20      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HENAN LINGRUI ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       93714 | OU      | $2139.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MINMETALS ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       11188 | OU      | $65.78         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TG Venture Acquisition Corp                         | TG Venture Acquisition Corp                                                      | CUSIP: 87251T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3258 | NS      | $33036.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alterra Mountain Company                            | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan                    | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      108625 | PA      | $107064.06     | 0.00%             | 2028-08-17      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WUS CIRCUIT ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      560254 | OU      | $4814.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NY HARB ULSD FUT MAR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          16 | NC      | $106588.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                               | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    22447431 | PA      | $5693692.78    | 0.13%             | 2035-07-09      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.25                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     2890633 | PA      | $2890633.20    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| First Busey Corp                                    | First Busey Corp                                                                 | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |        1700 | NS      | $42024.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3498407 | PA      | $3643501.41    | 0.08%             | 2029-03-01      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| 111 Inc                                             | 111 Inc                                                                          | CUSIP: 68247Q102<br>LEI: 549300IRZ6WV1NLO5Z75 | Long             | EC               | CORP              | KY        |         100 | NS      | $302.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Bahrain                                  | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -4217000 | PA      | $-4238979.00   | -0.09%            | 2028-10-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| IZEA Worldwide Inc                                  | IZEA Worldwide Inc                                                               | CUSIP: 46604H105<br>LEI: 549300ZNN8UBT1IUHO61 | Short            | EC               | CORP              | US        |       -4600 | NS      | $-2497.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Core & Main Inc                                     | Core & Main Inc                                                                  | CUSIP: 21874C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4300 | NS      | $-83033.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | REPSOL ORD SWAP                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | ES        |      467063 | OU      | $3560.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Douglas Elliman Inc                                 | Douglas Elliman Inc                                                              | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-7733.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6552.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Belong Acquisition Corp                             | Belong Acquisition Corp                                                          | CUSIP: 08069M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34953 | NS      | $345685.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quotient Technology Inc                             | Quotient Technology Inc                                                          | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |       12700 | NS      | $43561.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JONES DESLAURIERS INSURA                            | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      121000 | PA      | $119167.34     | 0.00%             | 2030-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Sculptor Capital Management Inc                     | Sculptor Capital Management Inc                                                  | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-9526.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HilleVax Inc                                        | HilleVax Inc                                                                     | CUSIP: 43157M102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-10038.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zimvie Inc                                          | Zimvie Inc                                                                       | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-21482.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust          | JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | CUSIP: 48129RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4231000 | PA      | $322859.15     | 0.01%             | 2052-11-13      | Variable      | 1.42%                 | No            | 2                  | On Loan: No      |
| Euronet Worldwide Inc                               | Euronet Worldwide Inc                                                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Short            | EC               | CORP              | US        |      -38319 | NS      | $-3616547.22   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Penn Entertainment Inc                              | Penn Entertainment Inc                                                           | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -24200 | NS      | $-718740.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK                                            | Bank OZK                                                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Short            | EC               | CORP              | US        |     -182827 | NS      | $-7324049.62   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | SOYBEAN OIL FUTR MAY23                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          10 | NC      | $223.10        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orla Mining Ltd                                     | Orla Mining Ltd                                                                  | CUSIP: 68634K106<br>LEI: 529900DU63EUQ1UZKL30 | Short            | EC               | CORP              | CA        |       -3100 | NS      | $-12524.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $4862.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Mortgage Residential Trust                 | Starwood Mortgage Residential Trust 2022-1                                       | CUSIP: 85573TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135000 | PA      | $100644.93     | 0.00%             | 2066-12-25      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23C 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         164 | NC      | $1044024.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                   | EURO STOXX 50 MAR23                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -64 | NC      | $46347.89      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vapotherm Inc                                       | Vapotherm Inc                                                                    | CUSIP: 922107107<br>LEI: 549300A6KMUMDX27EQ68 | Long             | EC               | CORP              | US        |         700 | NS      | $1890.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citius Pharmaceuticals Inc                          | Citius Pharmaceuticals Inc                                                       | CUSIP: 17322U207<br>LEI: 5493005C10W36P4KQP40 | Short            | EC               | CORP              | US        |      -13500 | NS      | $-10665.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ebix Inc                                            | Ebix Inc                                                                         | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |        2300 | NS      | $45908.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Industries Inc                             | Lakeland Industries Inc                                                          | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |         400 | NS      | $5320.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CTS Corp                                            | CTS Corp                                                                         | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Short            | EC               | CORP              | US        |        -300 | NS      | $-11826.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sun Life Financial Inc                              | Sun Life Financial Inc                                                           | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Short            | EC               | CORP              | CA        |      -10600 | NS      | $-492052.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Zevia PBC                                           | Zevia PBC                                                                        | CUSIP: 98955K104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3200 | NS      | $-13088.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PROCEPT BioRobotics Corp                            | PROCEPT BioRobotics Corp                                                         | CUSIP: 74276L105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-4154.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Capstar Financial Holdings Inc                      | Capstar Financial Holdings Inc                                                   | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $8830.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | DJIA MINI E-CBOT MAR23                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |           5 | NC      | $-5187.02      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| B Riley Principal 250 Merger Corp                   | B Riley Principal 250 Merger Corp                                                | CUSIP: 05602L112<br>LEI: N/A                  | N/A              | DE               |  | US        |       82637 | NS      | $2487.37       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MHP Lux SA                                          | MHP Lux SA                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     2257000 | PA      | $1076092.46    | 0.02%             | 2026-04-03      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Premier Financial Corp                              | Premier Financial Corp                                                           | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         148 | NS      | $3991.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23P 4.55                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-185780.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NANHUA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       14171 | OU      | $113.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities LLC                             | Sell BRAZIL SNRFOR USD 100 Dec 2027                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     2000000 | OU      | $-129101.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rosecliff Acquisition Corp I                        | Rosecliff Acquisition Corp I                                                     | CUSIP: 77732R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      228933 | NS      | $2403796.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS Jun 16, 2022 - Jun 16, 2037 - P/3.116, R/USD SOFRRATE 0D                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2300000 | OU      | $109603.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RH                                                  | RH                                                                               | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-561099.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                             | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |      -80500 | NS      | $-4188415.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Cellebrite DI Ltd                                   | Cellebrite DI Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -2200 | NS      | $-9592.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DEHUA TB ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       16091 | OU      | $0.14          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | NASDAQ 100 E-MINI MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -22 | NC      | $65481.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Algoma Steel Group Inc                              | Algoma Steel Group Inc                                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Short            | EC               | CORP              | CA        |      -23700 | NS      | $-150258.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Orion Office REIT Inc                               | Orion Office REIT Inc                                                            | CUSIP: 68629Y103<br>LEI: N/A                  | Short            | EC               |  | US        |       -6500 | NS      | $-55510.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems Inc                          | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       10800 | NS      | $1734912.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Immatics NV                                         | Immatics NV                                                                      | CUSIP: 000000000<br>LEI: 984500DC691EZ96AF394 | Long             | EC               | CORP              | NL        |         300 | NS      | $2613.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bit Origin Ltd                                      | Bit Origin Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300MXMBF4HBZ76I76 | Short            | EC               | CORP              | KY        |       -2300 | NS      | $-402.73       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NetEase Inc                                         | NetEase Inc                                                                      | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Short            | EC               | CORP              | KY        |      -13900 | NS      | $-1009557.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| My Size Inc                                         | My Size Inc                                                                      | CUSIP: 62844N307<br>LEI: 549300C873RTLXBV8X98 | Short            | EC               | CORP              | US        |         -40 | NS      | $-109.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ACTIVISION BLIZZARD INC                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     4370505 | OU      | $38009.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Sell BRAZIL SNRFOR USD 100 Dec 2027                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     2000000 | OU      | $-129101.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YANG GUANG ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      103827 | OU      | $-1733.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ADMA Biologics Inc                                  | ADMA Biologics Inc                                                               | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9400 | NS      | $36472.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Beauty Health Co/The                                | Beauty Health Co/The                                                             | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Short            | EC               | CORP              | US        |        -600 | NS      | $-5460.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                  | Morgan Stanley Mortgage Loan Trust 2004-7AR                                      | CUSIP: 61748HCP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      284156 | PA      | $241095.75     | 0.01%             | 2034-09-25      | Variable      | 3.63%                 | No            | 2                  | On Loan: No      |
| Mullen Automotive Inc                               | Mullen Automotive Inc                                                            | CUSIP: 62526P109<br>LEI: 549300HXMIP6GFG42241 | Short            | EC               | CORP              | US        |     -663600 | NS      | $-189789.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                            | Resideo Technologies Inc                                                         | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1645.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paymentus Holdings Inc                              | Paymentus Holdings Inc                                                           | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $3204.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Digital Acquisition Corp                    | Compass Digital Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      375018 | NS      | $3757680.36    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG24P 2.75                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $5618.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ladder Capital Corp                                 | Ladder Capital Corp                                                              | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |        3100 | NS      | $31124.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gray Television Inc                                 | Gray Television Inc                                                              | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Short            | EC               | CORP              | US        |      -11900 | NS      | $-133161.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RUNNER ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        4082 | OU      | $-20.42        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                         | CUSIP: 38380GHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3802648 | PA      | $400202.06     | 0.01%             | 2047-08-20      | Floating      | 1.85%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LONGMASTER ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      366199 | OU      | $-11884.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fate Therapeutics Inc                               | Fate Therapeutics Inc                                                            | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |        3700 | NS      | $37333.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rad CLO Ltd                                         | Rad CLO 2 Ltd                                                                    | CUSIP: 48661VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      416667 | PA      | $367391.96     | 0.01%             | 2031-10-15      | Floating      | 10.08%                | No            | 2                  | On Loan: No      |
| Pebblebrook Hotel Trust                             | Pebblebrook Hotel Trust                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |        2500 | NS      | $33475.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Towne Bank/Portsmouth VA                            | Towne Bank/Portsmouth VA                                                         | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Short            | EC               | CORP              | US        |      -35436 | NS      | $-1092846.24   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR JUN23                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         383 | NC      | $64406.89      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KNS Acquisition Corp.                               | KNS Acquisition Corp. Term Loan                                                  | CUSIP: 48262HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2027-04-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Rayonier Inc                                        | Rayonier Inc                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Short            | EC               |  | US        |       -2500 | NS      | $-82400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Precision Drilling Corp                             | Precision Drilling Corp                                                          | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |         800 | NS      | $61360.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeterna Zentaris Inc                                | Aeterna Zentaris Inc                                                             | CUSIP: 007975501<br>LEI: 529900BJUYJKNV5H2P27 | Short            | EC               | CORP              | CA        |        -248 | NS      | $-793.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sentage Holdings Inc                                | Sentage Holdings Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          20 | NS      | $38.40         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinitas CLO Ltd                                    | Trinitas CLO VI Ltd                                                              | CUSIP: 89641BAE3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $837879.00     | 0.02%             | 2034-01-25      | Floating      | 11.17%                | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | WTI CRUDE FUTURE  JUN23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -23 | NC      | $-120032.32    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Samsara Inc                                         | Samsara Inc                                                                      | CUSIP: 79589L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8800 | NS      | $-109384.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHUNHO ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       14926 | OU      | $-18.86        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2016-C32                                   | CUSIP: 94989YAJ2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |      465000 | PA      | $384766.11     | 0.01%             | 2059-01-15      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Community Healthcare Trust Inc                      | Community Healthcare Trust Inc                                                   | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |         200 | NS      | $7160.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks Inc                                | Juniper Networks Inc                                                             | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        5000 | NS      | $159800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CommScope Holding Co Inc                            | CommScope Holding Co Inc                                                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-13230.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR DEC23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -25 | NC      | $135472.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YORHE FLUID INT ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       58630 | OU      | $9.03          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBAK Energy Technology Inc                          | CBAK Energy Technology Inc                                                       | CUSIP: 14986C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5700 | NS      | $-5643.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ReWalk Robotics Ltd                                 | ReWalk Robotics Ltd                                                              | CUSIP: 000000000<br>LEI: 529900YOD61G7ECPV281 | Short            | EC               | CORP              | IL        |        -100 | NS      | $-76.01        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YANGTZE RIVER ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        8757 | OU      | $162.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Takung Art Co Ltd                                   | Takung Art Co Ltd                                                                | CUSIP: 87407Q207<br>LEI: 529900577QR5Y8NNXR91 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-770.56       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS JUN24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $1765.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | CDX.NA.IG.39_100bps_20271220_ICE                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    20000000 | OU      | $73947.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                          | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3591000 | PA      | $2345897.92    | 0.05%             | 2071-03-12      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Blue Ridge Bankshares Inc                           | Blue Ridge Bankshares Inc                                                        | CUSIP: 095825105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6747 | NS      | $-84270.03     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nu Skin Enterprises Inc                             | Nu Skin Enterprises Inc                                                          | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-84320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Organon & Co                                        | Organon & Co                                                                     | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Short            | EC               | CORP              | US        |      -10800 | NS      | $-301644.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| XWELL Inc                                           | XWELL Inc                                                                        | CUSIP: 98420U703<br>LEI: 5493008DNQXUL3S4T320 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-616.93       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01212023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ocwen Financial Corp                                | Ocwen Financial Corp                                                             | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |         494 | NS      | $15106.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-4.0                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1031255 | PA      | $1031255.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT JUN25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-455.25       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SimilarWeb Ltd                                      | SimilarWeb Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900GWO7PNBAYCPJ12 | Short            | EC               | CORP              | IL        |        -200 | NS      | $-1286.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vontier Corp                                        | Vontier Corp                                                                     | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Short            | EC               | CORP              | US        |       -5000 | NS      | $-96650.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TCR2 Therapeutics Inc                               | TCR2 Therapeutics Inc                                                            | CUSIP: 87808K106<br>LEI: 5493007TR1ORJAZ8YK34 | Long             | EC               | CORP              | US        |        3900 | NS      | $3895.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | 411424015 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    29050000 | NC      | $5320809.91    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                              | ISHARES IBOXX INVESTMENT GRA swap                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    12259402 | OU      | $134952.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SH XINHUA MEDIA ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        1151 | OU      | $48.40         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ellington Financial Inc                             | Ellington Financial Inc                                                          | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Short            | EC               |  | US        |       -9800 | NS      | $-121226.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Accel Entertainment Inc                             | Accel Entertainment Inc                                                          | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $3850.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | OZ MINERALS LTD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      742403 | OU      | $694.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Acropolis Infrastructure Acquisition Corp           | Acropolis Infrastructure Acquisition Corp                                        | CUSIP: 005029111<br>LEI: N/A                  | N/A              | DE               |  | US        |      239443 | NS      | $28733.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR MAR24                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |           8 | NC      | $-1256.47      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hims & Hers Health Inc                              | Hims & Hers Health Inc                                                           | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |        1000 | NS      | $6410.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | COLIBRI ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      623345 | OU      | $10653.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlantica Sustainable Infrastructure PLC            | Atlantica Sustainable Infrastructure PLC                                         | CUSIP: 000000000<br>LEI: 549300ITBBGKJ651R879 | Long             | EC               | CORP              | GB        |         400 | NS      | $10360.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Portage Fintech Acquisition Corp                    | Portage Fintech Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      166165 | NS      | $33233.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT DEC23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -86 | NC      | $-510785.62    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SPIC IFH ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      212517 | OU      | $933.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-4.02                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1336754 | PA      | $1336753.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Kopin Corp                                          | Kopin Corp                                                                       | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |       12500 | NS      | $15500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Puhui Wealth Investment Management Co Ltd           | Puhui Wealth Investment Management Co Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |         -50 | NS      | $-135.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                      | Albemarle Corp                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-824068.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| BlueRiver Acquisition Corp                          | BlueRiver Acquisition Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       47634 | NS      | $714.51        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                         | COPPER FUTURE MAY23                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         137 | NC      | $198359.83     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                   | EURO-OAT FUTURE MAR23                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -9 | NC      | $70441.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO 2018-3 Ltd                                                              | CUSIP: 92917LAA0<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1208869.50    | 0.03%             | 2031-10-15      | Floating      | 9.83%                 | No            | 2                  | On Loan: No      |
| FirstCash Holdings Inc                              | FirstCash Holdings Inc                                                           | CUSIP: 33768G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4708 | NS      | $-409172.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YANJING BREWERY ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |        3499 | OU      | $14.52         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 JUL25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -155 | NC      | $137271.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viking Cruises Ltd                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAC1<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     6284000 | PA      | $5702730.00    | 0.13%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| German American Bancorp Inc                         | German American Bancorp Inc                                                      | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $11190.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SECOTE PRECISION ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      506693 | OU      | $-9483.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MERIDIAN BIOSCIENCE INC                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5136128 | OU      | $-6178.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CYXTERA TECHNOLOGIES INC                            | Cyxtera Technologies Inc                                                         | CUSIP: 23284C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-1920.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Short            | DBT              | NUSS              | MX        |    -7807000 | PA      | $-6247697.35   | -0.14%            | 2034-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Douglas Dynamics Inc                                | Douglas Dynamics Inc                                                             | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |         100 | NS      | $3616.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01292023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oak Street Health Inc                               | Oak Street Health Inc                                                            | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Short            | EC               | CORP              | US        |       -4900 | NS      | $-105399.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Scienjoy Holding Corp                               | Scienjoy Holding Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -2300 | NS      | $-4577.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP24C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $4245.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DXC Technology Co                                   | DXC Technology Co                                                                | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Short            | EC               | CORP              | US        |       -8000 | NS      | $-212000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tricida Inc                                         | Tricida Inc                                                                      | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |       10600 | NS      | $1620.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System Inc                                    | Ryder System Inc                                                                 | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Short            | EC               | CORP              | US        |        -100 | NS      | $-8357.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                                 | Bentley Systems Inc                                                              | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |         400 | NS      | $14784.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | HEALTHCOR 40 ACT                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |     1700000 | OU      | $-639643.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HYBRIBIO BIOTECH ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      194765 | OU      | $-4491.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Industrial Realty Trust Inc                   | First Industrial Realty Trust Inc                                                | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |         600 | NS      | $28956.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nautilus Inc                                        | Nautilus Inc                                                                     | CUSIP: 63910B102<br>LEI: 549300LLLHX2HF71YE90 | Long             | EC               | CORP              | US        |        5800 | NS      | $8874.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FOXCONN IND ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      135775 | OU      | $-948.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO 2021-22 Ltd                                                              | CUSIP: 67118JAA4<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1748042.00    | 0.04%             | 2034-12-02      | Floating      | 10.84%                | No            | 2                  | On Loan: No      |
| Ecolab Inc                                          | Ecolab Inc                                                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        4400 | NS      | $640464.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-2626.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2822618 | PA      | $2656789.19    | 0.06%             | 2038-06-15      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HARBIN ELC COP JIAMUSI ELC MAC ORD A                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       14742 | OU      | $-161.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | 2023-01-09-1.25                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     3219663 | PA      | $3219663.17    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          14 | NC      | $-71224.29     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                               | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        6600 | NS      | $851334.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | EC               | CORP              | DE        |      -22600 | NS      | $-260352.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Oatly Group AB                                      | Oatly Group AB                                                                   | CUSIP: 67421J108<br>LEI: 894500CEIOQNBAH10Z10 | Long             | EC               | CORP              | SE        |         600 | NS      | $1044.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OPG Trust 2021-PORT                                 | OPG Trust 2021-PORT                                                              | CUSIP: 67118AAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68537 | PA      | $63739.41      | 0.00%             | 2036-10-15      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23C 22                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -750 | NC      | $-23250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THAIOIL TRSRY CENTER                                | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     1180000 | PA      | $732577.42     | 0.02%             | 2050-06-18      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINGWEI TEXTILE ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       41153 | OU      | $255.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4537000 | PA      | $2724123.69    | 0.06%             | 2051-09-21      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIAODA ONLLY ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      278949 | OU      | $-11374.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LIV Capital Acquisition Corp II                     | LIV Capital Acquisition Corp II                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      331200 | NS      | $3398112.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SiriusPoint Ltd                                     | SiriusPoint Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |        3700 | NS      | $21830.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholar Rock Holding Corp                           | Scholar Rock Holding Corp                                                        | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-15385.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cascade Funding Mortgage Trust                      | Cascade Funding Mortgage Trust 2021-FRR1                                         | CUSIP: 12529YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $533600.00     | 0.01%             | 2029-08-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DAZHONG TRANS ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       53470 | OU      | $-208.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | PHE 03312023 PHE C7.5                                                            | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |        -300 | NC      | $-40125.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Community Corp/SC                             | First Community Corp/SC                                                          | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |         100 | NS      | $2189.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WSFS Financial Corp                                 | WSFS Financial Corp                                                              | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-154156.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cargurus Inc                                        | Cargurus Inc                                                                     | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |        2100 | NS      | $29421.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Oriental Education & Technology Group Inc       | New Oriental Education & Technology Group Inc                                    | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | KY        |       34210 | NS      | $1191192.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadmark Realty Capital Inc                        | Broadmark Realty Capital Inc                                                     | CUSIP: 11135B100<br>LEI: N/A                  | Short            | EC               |  | US        |       -1300 | NS      | $-4628.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIANG SU ETERN ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      616077 | OU      | $3410.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WD-40 Co                                            | WD-40 Co                                                                         | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Short            | EC               | CORP              | US        |        -300 | NS      | $-48363.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGSHEN RAIL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       47474 | OU      | $1605.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2015-GC33                                    | CUSIP: 29425AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $78186.90      | 0.00%             | 2058-09-10      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 414474416 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |    24485000 | NC      | $5630685.43    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| F-star Therapeutics Inc                             | F-star Therapeutics Inc                                                          | CUSIP: 30315R107<br>LEI: 5493003TRY5HK3M6WH76 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-17696.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pluri Inc                                           | Pluri Inc                                                                        | CUSIP: 72942G104<br>LEI: 529900OZKMF7JGZMYM81 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-1880.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton Holding Corp                    | Booz Allen Hamilton Holding Corp                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        2078 | NS      | $217192.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SIGNIFY HEALTH INC -CLASS A                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     3813773 | OU      | $1331.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stock Yards Bancorp Inc                             | Stock Yards Bancorp Inc                                                          | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Short            | EC               | CORP              | US        |        -100 | NS      | $-6498.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aramark                                             | Aramark                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Short            | EC               | CORP              | US        |       -4200 | NS      | $-173628.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                              | COCOA FUTURE MAY23                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -244 | NC      | $-56979.03     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SANFAME ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       31820 | OU      | $-916.91       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| uniQure NV                                          | uniQure NV                                                                       | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Short            | EC               | CORP              | NL        |       -4100 | NS      | $-92947.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 OCT25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -155 | NC      | $86509.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHISON MED ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       67613 | OU      | $-314.34       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Larimar Therapeutics Inc                            | Larimar Therapeutics Inc                                                         | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |        1833 | NS      | $7570.29       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                              | Brazilian Government International Bond                                          | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Short            | DBT              | NUSS              | BR        |     -827000 | PA      | $-612519.44    | -0.01%            | 2045-01-27      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BANK OF HANGZHOU ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      577026 | OU      | $15475.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tidewater Inc                                       | Tidewater Inc                                                                    | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |        2500 | NS      | $92125.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WENERGY ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        3568 | OU      | $170.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $851353.00     | 0.02%             | 2039-05-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kineta Inc                                          | Kineta Inc                                                                       | CUSIP: 49461C102<br>LEI: 549300GNQLMQP5WNHC81 | Short            | EC               | CORP              | US        |         -71 | NS      | $-450.85       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Airspan Networks Holdings Inc                       | Airspan Networks Holdings Inc                                                    | CUSIP: 00951K104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-524.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hagerty Inc                                         | Hagerty Inc                                                                      | CUSIP: 405166109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-14297.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pear Therapeutics Inc                               | Pear Therapeutics Inc                                                            | CUSIP: 704723105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3800 | NS      | $-4484.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HB Acquisitions LLC                                 | HB Acquisitions LLC 2022 AUD Term Loan                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |    21079817 | PA      | $14065152.28   | 0.31%             | 2025-02-15      | Floating      | 10.31%                | No            | 3                  | On Loan: No      |
| Amgen Inc                                           | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       31000 | NS      | $8141840.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Thomson Reuters Corp                                | Thomson Reuters Corp                                                             | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Short            | EC               | CORP              | CA        |       -1200 | NS      | $-136884.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS JAN24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -11 | NC      | $-177448.92    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SMEI ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       99512 | OU      | $-435.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14000000 | PA      | $13793822.00   | 0.31%             | 2053-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Comstock Resources Inc                              | Comstock Resources Inc                                                           | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |       24600 | NS      | $337266.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Technical Consultants Inc                     | Atlas Technical Consultants Inc                                                  | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $2060.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       61445 | NS      | $2035058.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HULUWA PHAR ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       68277 | OU      | $-1446.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OceanPal Inc                                        | OceanPal Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |          29 | NS      | $32.19         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.45                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |      683014 | PA      | $683013.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2018-SUN                                          | CUSIP: 61691MAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $955000.00     | 0.02%             | 2035-07-15      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| BioLife Solutions Inc                               | BioLife Solutions Inc                                                            | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-21840.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Veritone Inc                                        | Veritone Inc                                                                     | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-10600.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHEMCLIN DIAGNO ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      376052 | OU      | $-12056.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                  | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -3598000 | PA      | $-3652473.72   | -0.08%            | 2030-05-14      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Enlivex Therapeutics Ltd                            | Enlivex Therapeutics Ltd                                                         | CUSIP: 000000000<br>LEI: 549300BG1T7KL678Y212 | Short            | EC               | CORP              | IL        |        -500 | NS      | $-1950.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Remitly Global Inc                                  | Remitly Global Inc                                                               | CUSIP: 75960P104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2600 | NS      | $-29770.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                | Edison International                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Short            | EC               | CORP              | US        |       -7300 | NS      | $-464426.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Arhaus Inc                                          | Arhaus Inc                                                                       | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $3900.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cepton Inc                                          | Cepton Inc                                                                       | CUSIP: 15673X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5600 | NS      | $-7112.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LONGJIN PHARMA ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       85119 | OU      | $-1063.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Luminar Technologies Inc                            | Luminar Technologies Inc                                                         | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Short            | EC               | CORP              | US        |        -400 | NS      | $-1980.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dole PLC                                            | Dole PLC                                                                         | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Short            | EC               | CORP              | IE        |      -10500 | NS      | $-101325.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shinhan Financial Group Co Ltd                      | Shinhan Financial Group Co Ltd                                                   | CUSIP: 824596100<br>LEI: 988400EB8A6G49E5KO54 | Short            | EC               | CORP              | KR        |       -3100 | NS      | $-86583.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shackleton CLO LTD                                  | Shackleton 2019-XIV Clo Ltd                                                      | CUSIP: 81880YAG5<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $427813.00     | 0.01%             | 2034-07-20      | Floating      | 11.56%                | No            | 2                  | On Loan: No      |
| Schneider National Inc                              | Schneider National Inc                                                           | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |        5300 | NS      | $124020.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kyndryl Holdings Inc                                | Kyndryl Holdings Inc                                                             | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |         200 | NS      | $2224.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                       | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-993230.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Covey Co                                   | Franklin Covey Co                                                                | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $32739.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patria Investments Ltd                              | Patria Investments Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2400 | NS      | $-33432.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHQ GAS ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       15076 | OU      | $153.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IPG Photonics Corp                                  | IPG Photonics Corp                                                               | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |        3700 | NS      | $350279.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Costamare Inc                                       | Costamare Inc                                                                    | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Short            | EC               | CORP              | MH        |       -8100 | NS      | $-75168.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 SEP24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -656 | NC      | $1653265.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Third Coast Bancshares Inc                          | Third Coast Bancshares Inc                                                       | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $1843.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                          | Unum Group                                                                       | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       21700 | NS      | $890351.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stem Inc                                            | Stem Inc                                                                         | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-33972.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                 | Fresenius Medical Care AG & Co KGaA                                              | CUSIP: 358029106<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        2900 | NS      | $47386.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corp                                           | Ball Corp                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-204560.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANYANG IRON ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      608683 | OU      | $-12341.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Liberty Broadband Corp                              | Liberty Broadband Corp                                                           | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Short            | EC               | CORP              | US        |      -18800 | NS      | $-1433876.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                            | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4268000 | PA      | $3510088.56    | 0.08%             | 2029-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822104<br>LEI: 353800V2V8PUY9TK3E06 | Short            | EC               | CORP              | JP        |      -85700 | NS      | $-571619.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Assurant Inc                                        | Assurant Inc                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Short            | EC               | CORP              | US        |       -3300 | NS      | $-412698.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| InfuSystem Holdings Inc                             | InfuSystem Holdings Inc                                                          | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |         800 | NS      | $6944.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CCA VINTAGE 2023 PHYSICAL                           | CCA VINTAGE 2023 PHYSICAL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      525000 | NS      | $15067500.00   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| HEICO Corp                                          | HEICO Corp                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        3100 | NS      | $476284.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Redwood Trust Inc                                   | Redwood Trust Inc                                                                | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Short            | EC               |  | US        |      -19200 | NS      | $-129792.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Delta Air Lines Inc                                 | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Short            | EC               | CORP              | US        |     -112000 | NS      | $-3680320.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Ideaya Biosciences Inc                              | Ideaya Biosciences Inc                                                           | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |        1700 | NS      | $30889.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                              | Equitable Holdings Inc                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2870.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                  | Norwegian Cruise Line Holdings Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       41200 | NS      | $504288.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LONGSHINE TECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      285645 | OU      | $-7089.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Veritex Holdings Inc                                | Veritex Holdings Inc                                                             | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |         400 | NS      | $11232.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Iraq                                    | Iraq International Bond                                                          | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     5552938 | PA      | $5108702.50    | 0.11%             | 2028-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| PC Connection Inc                                   | PC Connection Inc                                                                | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |         100 | NS      | $4690.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                              | SAP SE                                                                           | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Short            | EC               | CORP              | DE        |       -1300 | NS      | $-134147.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ideal Power Inc                                     | Ideal Power Inc                                                                  | CUSIP: 451622203<br>LEI: 529900GSUN7DW3QD5F50 | Short            | EC               | CORP              | US        |        -400 | NS      | $-4248.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                            | Snap Inc                                                                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |      394000 | NS      | $3526300.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                   | VSTOXX FUTURE JAN23                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -277 | NC      | $8853.66       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CoreVest American Finance Ltd                       | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $115259.00     | 0.00%             | 2052-12-15      | Variable      | 2.80%                 | No            | 2                  | On Loan: No      |
| Lizhi Inc                                           | Lizhi Inc                                                                        | CUSIP: 53933L104<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2800 | NS      | $-1708.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHENGXIN LITHIUM ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      721098 | OU      | $-24332.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Community Trust Bancorp Inc                         | Community Trust Bancorp Inc                                                      | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $18372.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Towne Bank/Portsmouth VA                            | Towne Bank/Portsmouth VA                                                         | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |         100 | NS      | $3084.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Monroe Capital Corp                                 | Monroe Capital Corp                                                              | CUSIP: 610335101<br>LEI: 549300RZ898DGFGWKV04 | Long             | EC               | CORP              | US        |        1400 | NS      | $11956.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Leo Holdings Corp II                                | Leo Holdings Corp II                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |           1 | NS      | $10.09         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FLAC ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       37350 | OU      | $359.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                 | STACR Trust 2018-HRP2                                                            | CUSIP: 35564ABR1<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | USGSE             | US        |     1069922 | PA      | $14311.27      | 0.00%             | 2047-02-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Ribbon Communications Inc                           | Ribbon Communications Inc                                                        | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |        2500 | NS      | $6975.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| John Wiley & Sons Inc                               | John Wiley & Sons Inc                                                            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Short            | EC               | CORP              | US        |        -300 | NS      | $-12018.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Inc                                       | BlackRock Inc                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Short            | EC               | CORP              | US        |       -4625 | NS      | $-3277413.75   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| D & Z Media Acquisition Corp                        | D & Z Media Acquisition Corp                                                     | CUSIP: 23305Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7400 | NS      | $74000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Infinera Corp                                       | Infinera Corp                                                                    | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |       13900 | NS      | $93686.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQKF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $98354.00      | 0.00%             | 2046-12-25      | Variable      | 1.89%                 | No            | 2                  | On Loan: No      |
| Eagle Bancorp Inc                                   | Eagle Bancorp Inc                                                                | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |        1800 | NS      | $79326.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                     | HANG SENG IDX FUT JAN23                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |           5 | NC      | $1005.71       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Home Equity Trust                       | Wells Fargo Home Equity Asset-Backed Securities 2005-4 Trust                     | CUSIP: 9497EUAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2974216 | PA      | $2516082.61    | 0.06%             | 2036-05-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 437923279 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -56280000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MALION MATERIALS ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       58945 | OU      | $-3059.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Adverum Biotechnologies Inc                         | Adverum Biotechnologies Inc                                                      | CUSIP: 00773U108<br>LEI: 529900ZEDOOZL1EWHJ89 | Long             | EC               | CORP              | US        |       10300 | NS      | $5968.85       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                    | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Short            | EC               | CORP              | DK        |        -600 | NS      | $-81204.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| National Grid PLC                                   | National Grid PLC                                                                | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Short            | EC               | CORP              | GB        |        -100 | NS      | $-6032.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  MAR26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $-63938.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ardelyx Inc                                         | Ardelyx Inc                                                                      | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Short            | EC               | CORP              | US        |      -24100 | NS      | $-68685.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Agricultural Mortgage Corp                  | Federal Agricultural Mortgage Corp                                               | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Short            | EC               | USGSE             | US        |        -200 | NS      | $-22542.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Autohome Inc                                        | Autohome Inc                                                                     | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |        8300 | NS      | $253980.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Altamira Therapeutics Ltd                           | Altamira Therapeutics Ltd                                                        | CUSIP: 000000000<br>LEI: 549300JFK0RDL3EKDH83 | Short            | EC               | CORP              | BM        |        -385 | NS      | $-1867.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                           | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       45100 | NS      | $5555418.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Thor Industries Inc                                 | Thor Industries Inc                                                              | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Short            | EC               | CORP              | US        |       -8200 | NS      | $-619018.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  OCT26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $62451.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MCLAREN FINANCE PLC                                 | Mclaren Finance PLC                                                              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |     2523000 | PA      | $1854405.00    | 0.04%             | 2026-08-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Columbia Financial Inc                              | Columbia Financial Inc                                                           | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Short            | EC               | CORP              | US        |        -200 | NS      | $-4324.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Financial Corp/WA                          | Heritage Financial Corp/WA                                                       | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2100 | NS      | $64344.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       97167 | NS      | $4237452.87    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | LEAN HOGS FUTURE FEB23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        -312 | NC      | $101071.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |       -1503 | NS      | $-177354.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MRT MID PART/MRT MID FIN                            | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       69301 | PA      | $68954.50      | 0.00%             | 2025-02-28      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Daktronics Inc                                      | Daktronics Inc                                                                   | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |        2600 | NS      | $7332.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Karuna Therapeutics Inc                             | Karuna Therapeutics Inc                                                          | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2000 | NS      | $393000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Galapagos NV                                        | Galapagos NV                                                                     | CUSIP: 36315X101<br>LEI: 549300QKJ78IY0IOV655 | Short            | EC               | CORP              | BE        |       -2500 | NS      | $-110950.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Campbell Soup Co                                    | Campbell Soup Co                                                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       13112 | NS      | $744106.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TOP Ships Inc                                       | TOP Ships Inc                                                                    | CUSIP: 000000000<br>LEI: 549300MWKDPUU7NJX050 | Long             | EC               | CORP              | MH        |           5 | NS      | $6.35          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blucora Inc                                         | Blucora Inc                                                                      | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |        3200 | NS      | $81696.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Water Products Inc                          | Mueller Water Products Inc                                                       | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |        3100 | NS      | $33356.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AEOLUS CAT KEYSTNE PF FND J20                       | AEOLUS CAT KEYSTNE PF FND J20 HEDGE FUND                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |           1 | NS      | $6942305.86    | 0.15%             |  |  |  | No            | N/A                | On Loan: No      |
| Magenta Therapeutics Inc                            | Magenta Therapeutics Inc                                                         | CUSIP: 55910K108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |        3900 | NS      | $1540.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid Micro Biosystems Inc                          | Rapid Micro Biosystems Inc                                                       | CUSIP: 75340L104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-452.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aptevo Therapeutics Inc                             | Aptevo Therapeutics Inc                                                          | CUSIP: 03835L207<br>LEI: 529900UTQOXOZBMZFN24 | Short            | EC               | CORP              | US        |        -100 | NS      | $-232.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         690 | NC      | $1035048.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Avidity Biosciences Inc                             | Avidity Biosciences Inc                                                          | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $6657.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MF GLOBAL HLDGS LTD                                 | MF Global Holdings Ltd                                                           | CUSIP: 55277JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      436000 | PA      | $125350.00     | 0.00%             | 2016-08-08      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Stereotaxis Inc                                     | Stereotaxis Inc                                                                  | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |        4600 | NS      | $9522.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CAPITAL DEV ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      175282 | OU      | $-531.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Aesthetic Medical International Holdings Group Ltd  | Aesthetic Medical International Holdings Group Ltd                               | CUSIP: 00809M104<br>LEI: 549300Z17PKDH79BWD30 | Short            | EC               | CORP              | KY        |        -300 | NS      | $-396.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Five9 Inc                                           | Five9 Inc                                                                        | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |      -13700 | NS      | $-929682.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| COLT Funding LLC                                    | COLT 2021-RPL1 Trust                                                             | CUSIP: 12598PAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $82520.50      | 0.00%             | 2061-09-25      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KINGKEY SMART AG ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        3986 | OU      | $122.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Utilities Select Sector SPDR Fund                   | Utilities Select Sector SPDR Fund                                                | CUSIP: 81369Y886<br>LEI: 549300ERQDM80PRYUH21 | Short            | EC               | RF                | US        |      -16696 | NS      | $-1177068.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168000 | PA      | $119347.03     | 0.00%             | 2051-06-15      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Seagate Technology Holdings PLC                     | Seagate Technology Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |       -2800 | NS      | $-147308.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc              | International Flavors & Fragrances Inc                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |       -7500 | NS      | $-786300.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TIMES ELECTRIC ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       69664 | OU      | $-584.75       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Silver Spike Acquisition Corp II                    | Silver Spike Acquisition Corp II                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      309256 | NS      | $3120393.04    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BJ UNITED ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      902063 | OU      | $48275.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zhihu Inc                                           | Zhihu Inc                                                                        | CUSIP: 98955N108<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -35200 | NS      | $-45760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Consensus Cloud Solutions Inc                       | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-37632.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Charles & Colvard Ltd                               | Charles & Colvard Ltd                                                            | CUSIP: 159765106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $1059.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee               | VOLT CIII LLC                                                                    | CUSIP: 92873JAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      124000 | PA      | $103335.40     | 0.00%             | 2051-08-25      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Alternative Note Asset                | Merrill Lynch Alternative Note Asset Trust Series 2007-A2                        | CUSIP: 59024FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      788015 | PA      | $237346.98     | 0.01%             | 2037-03-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Azenta Inc                                          | Azenta Inc                                                                       | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |       -6000 | NS      | $-349320.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Arctos NorthStar Acquisition Corp                   | Arctos NorthStar Acquisition Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       39804 | NS      | $401622.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sony Group Corp                                     | Sony Group Corp                                                                  | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Short            | EC               | CORP              | JP        |      -12400 | NS      | $-945872.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TPGI Trust                                          | TPGI Trust 2021-DGWD                                                             | CUSIP: 87267HAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1189000 | PA      | $1097838.18    | 0.02%             | 2026-06-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Independent Bank Group Inc                          | Independent Bank Group Inc                                                       | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13752 | NS      | $826220.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                                 | Mister Car Wash Inc                                                              | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4874 | NS      | $-44987.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Actinium Pharmaceuticals Inc                        | Actinium Pharmaceuticals Inc                                                     | CUSIP: 00507W206<br>LEI: 549300LCY1NZSXCQDT45 | Long             | EC               | CORP              | US        |        5614 | NS      | $59789.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TIANYU INFORMATN ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      204873 | OU      | $-750.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bluebird Bio Inc                                    | Bluebird Bio Inc                                                                 | CUSIP: 09609G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6900 | NS      | $-47748.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fontainebleau Miami Beach Trust                     | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3344000 | PA      | $3045263.76    | 0.07%             | 2036-12-10      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Green Plains Inc                                    | Green Plains Inc                                                                 | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Short            | EC               | CORP              | US        |      -12200 | NS      | $-372100.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DASHENG CULTURAL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       63745 | OU      | $6814.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIAYOU INTERNAT ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       83951 | OU      | $1550.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Motor Inc                                   | Phoenix Motor Inc                                                                | CUSIP: 71910P203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-318.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| cbdMD Inc                                           | cbdMD Inc                                                                        | CUSIP: 12482W101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4600 | NS      | $-1044.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | SOYBEAN FUTURE MAR23                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -268 | NC      | $-328919.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Sell MEXICO SNRFOR USD 100 Dec 2027 - LCH                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6000000 | OU      | $82940.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LAO JIAO ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       68339 | OU      | $2638.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KAR Auction Services Inc                            | KAR Auction Services Inc                                                         | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Short            | EC               | CORP              | US        |      -14100 | NS      | $-184005.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |    -6137000 | PA      | $-5657700.30   | -0.13%            | 2025-06-11      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| QualTek USA, LLC                                    | QualTek USA, LLC 2018 1st Lien Term Loan                                         | CUSIP: 74759XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    12683111 | PA      | $8212314.66    | 0.18%             | 2025-07-18      | Floating      | 10.66%                | No            | 2                  | On Loan: No      |
| Asia Pacific Wire & Cable Corp Ltd                  | Asia Pacific Wire & Cable Corp Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |        -440 | NS      | $-620.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Buy CDX.EM.38 USD 100 Dec 2027                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5800000 | OU      | $339030.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT DEC26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         713 | NC      | $2793227.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT OCT25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-3710.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc                                 | Titan Machinery Inc                                                              | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |        2300 | NS      | $91379.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kosmos Energy Ltd                                   | Kosmos Energy Ltd                                                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |      114500 | NS      | $728220.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | 414473976 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -24485000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| John B Sanfilippo & Son Inc                         | John B Sanfilippo & Son Inc                                                      | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Short            | EC               | CORP              | US        |        -100 | NS      | $-8132.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Moringa Acquisition Corp                            | Moringa Acquisition Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      300000 | NS      | $3036000.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Infinity Bidco US LLC                               | Infinity Bidco US LLC Fixed Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5715388 | PA      | $5715387.72    | 0.13%             | 2022-12-23      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23P 4                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-115260.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HENGYUAN COAL ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       92828 | OU      | $486.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Quince Therapeutics Inc                             | Quince Therapeutics Inc                                                          | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7100 | NS      | $4525.54       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| York Water Co/The                                   | York Water Co/The                                                                | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $22490.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LHC GROUP INC                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     5394099 | OU      | $-30518.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates             | WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust                   | CUSIP: 92925DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1496941 | PA      | $1223790.78    | 0.03%             | 2046-12-25      | Floating      | 2.51%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp                                     | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-69663.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UFP Industries Inc                                  | UFP Industries Inc                                                               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-206050.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Replimune Group Inc                                 | Replimune Group Inc                                                              | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |        2700 | NS      | $73440.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                          | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      309400 | NS      | $8177442.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Ally Inc                                    | Digital Ally Inc                                                                 | CUSIP: 25382T101<br>LEI: 529900DE18BKLSW12F89 | Short            | EC               | CORP              | US        |       -6500 | NS      | $-1512.55      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIXIANG MOLY ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      350967 | OU      | $-13693.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FRONTLINE LTD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     4641056 | OU      | $235862.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | IAA INC                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     7091089 | OU      | $299311.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                       | Rio Tinto PLC                                                                    | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Short            | EC               | CORP              | GB        |        -100 | NS      | $-7120.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2956000 | PA      | $2144303.68    | 0.05%             | 2035-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Samarco Mineracao S.A.                              | Samarco Mineracao S.A. Fixed Rate Term Loan 2                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |      730380 | PA      | $262936.93     | 0.01%             | 2022-08-31      | Fixed         | 2.17%                 | No            | 2                  | On Loan: No      |
| Griffon Corp                                        | Griffon Corp                                                                     | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |        1100 | NS      | $39369.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGZHOU PORT ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       18530 | OU      | $138.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZoomInfo Technologies Inc                           | ZoomInfo Technologies Inc                                                        | CUSIP: 98980F104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-51187.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Green Dot Corp                                      | Green Dot Corp                                                                   | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8200 | NS      | $129724.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR MAR27                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -4 | NC      | $-2060.48      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                            | Corebridge Financial Inc                                                         | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       45984 | NS      | $922439.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CN CAMC ENGINE ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |        9863 | OU      | $99.31         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Crocs Inc                                           | Crocs Inc                                                                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |         200 | NS      | $21686.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Secured Lending Inc                         | Carlyle Secured Lending Inc                                                      | CUSIP: 872280102<br>LEI: 5493003POT0JT6WD1D83 | Long             | EC               | CORP              | US        |        6600 | NS      | $94446.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | QIANHONG BIOPHAR ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       81372 | OU      | $-1227.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American International Group Inc                    | American International Group Inc                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Short            | EC               | CORP              | US        |      -34599 | NS      | $-2188040.76   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Mesa Air Group Inc                                  | Mesa Air Group Inc                                                               | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |        7200 | NS      | $11016.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Performance Food Group Co                           | Performance Food Group Co                                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Short            | EC               | CORP              | US        |      -18800 | NS      | $-1097732.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Arrival SA                                          | Arrival SA                                                                       | CUSIP: 000000000<br>LEI: 549300IID9QLI5KRBG37 | Long             | EC               | CORP              | LU        |       55700 | NS      | $8884.15       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innospec Inc                                        | Innospec Inc                                                                     | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |         100 | NS      | $10286.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Financial Corp                                | Arrow Financial Corp                                                             | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |         101 | NS      | $3423.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHANGJIANG ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       13209 | OU      | $-648.49       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PARK INTERMED HOLDINGS                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     1146000 | PA      | $1038809.86    | 0.02%             | 2028-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Camden Property Trust                               | Camden Property Trust                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |         600 | NS      | $67128.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agenus Inc                                          | Agenus Inc                                                                       | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Short            | EC               | CORP              | US        |      -22800 | NS      | $-54720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Phunware Inc                                        | Phunware Inc                                                                     | CUSIP: 71948P100<br>LEI: 549300HLAJYKT2FUQZ26 | Short            | EC               | CORP              | US        |      -41000 | NS      | $-31705.30     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Partners Technology Merger Corp               | Alpha Partners Technology Merger Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      166667 | NS      | $8333.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teekay Corp                                         | Teekay Corp                                                                      | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | MH        |       16900 | NS      | $76726.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lottery.com Inc                                     | Lottery.com Inc                                                                  | CUSIP: 54570M108<br>LEI: 5493007X22HUUM7DN509 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-210.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                    | Bain Capital Credit CLO 2022-1 Ltd                                               | CUSIP: 05684UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7000000 | PA      | $6733594.00    | 0.15%             | 2035-04-18      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Stewart Information Services Corp                   | Stewart Information Services Corp                                                | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |         500 | NS      | $21365.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Danimer Scientific Inc                              | Danimer Scientific Inc                                                           | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Short            | EC               | CORP              | US        |      -22300 | NS      | $-39917.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Corp/The                              | Howard Hughes Corp/The                                                           | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-160482.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6762.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Civista Bancshares Inc                              | Civista Bancshares Inc                                                           | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |         400 | NS      | $8804.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2005-AR1                                                  | CUSIP: 12668A4S1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285120 | PA      | $242216.35     | 0.01%             | 2035-12-25      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Alamos Gold Inc                                     | Alamos Gold Inc                                                                  | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |        4900 | NS      | $49539.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Noble Corp PLC                                      | Noble Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |        1800 | NS      | $67878.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Oil and Gas Inc                            | Northern Oil and Gas Inc                                                         | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |          10 | NS      | $308.20        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NanoString Technologies Inc                         | NanoString Technologies Inc                                                      | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |       13500 | NS      | $107595.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA9                                                  | CUSIP: 02146YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234442 | PA      | $171974.35     | 0.00%             | 2046-07-20      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01192023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FTC Solar Inc                                       | FTC Solar Inc                                                                    | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Short            | EC               | CORP              | US        |      -22900 | NS      | $-61372.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Peapack-Gladstone Financial Corp                    | Peapack-Gladstone Financial Corp                                                 | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       23381 | NS      | $870240.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | CRUDE OIL FUT OPT DEC23C 90                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         192 | NC      | $1390080.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                              | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Short            | DBT              | NUSS              | CL        |    -1636000 | PA      | $-1280362.87   | -0.03%            | 2033-07-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Tempest Therapeutics Inc                            | Tempest Therapeutics Inc                                                         | CUSIP: 87978U108<br>LEI: 529900QLMOA3D8VSCN33 | Short            | EC               | CORP              | US        |        -400 | NS      | $-464.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Liquidia Corp                                       | Liquidia Corp                                                                    | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11900 | NS      | $75803.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Phreesia Inc                                        | Phreesia Inc                                                                     | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |        3700 | NS      | $119732.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alteryx Inc                                         | Alteryx Inc                                                                      | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |        3900 | NS      | $197613.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Residential Mortgage Loan Trust                 | New Residential Mortgage Loan Trust 2022-NQM1                                    | CUSIP: 64830JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $69658.90      | 0.00%             | 2061-04-25      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| IGM Biosciences Inc                                 | IGM Biosciences Inc                                                              | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |         200 | NS      | $3402.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $798.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ABM Industries Inc                                  | ABM Industries Inc                                                               | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Short            | EC               | CORP              | US        |        -100 | NS      | $-4442.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Traeger Inc                                         | Traeger Inc                                                                      | CUSIP: 89269P103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3300 | NS      | $-9306.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Silgan Holdings Inc                                 | Silgan Holdings Inc                                                              | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |         200 | NS      | $10368.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SandRidge Energy Inc                                | SandRidge Energy Inc                                                             | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1703.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cheesecake Factory Inc/The                          | Cheesecake Factory Inc/The                                                       | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |        -400 | NS      | $-12684.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHENGTONG PRINT ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      100462 | OU      | $-33.49        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINBEI AUTOMOT ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         716 | OU      | $5.75          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGDONG XINBAO ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       53618 | OU      | $-2122.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | LIVE CATTLE FUTR APR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        2343 | NC      | $1979757.85    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |      162848 | PA      | $162848.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                   | EURO-BOBL FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -43 | NC      | $93994.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nextdoor Holdings Inc                               | Nextdoor Holdings Inc                                                            | CUSIP: 65345M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-3090.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stoneridge Inc                                      | Stoneridge Inc                                                                   | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Short            | EC               | CORP              | US        |        -300 | NS      | $-6468.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WENFENG CHAIN ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       10043 | OU      | $641.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TLG Acquisition One Corp                            | TLG Acquisition One Corp                                                         | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       66776 | NS      | $679779.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Humanigen Inc                                       | Humanigen Inc                                                                    | CUSIP: 444863203<br>LEI: 549300ILAUCQNMJQXL47 | Short            | EC               | CORP              | US        |      -26800 | NS      | $-3216.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae                                                                       | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   120000000 | PA      | $121800000.00  | 2.71%             | 2053-01-23      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JOURNEY BEYOND                                      | JOURNEY BEYOND                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |     4778354 | PA      | $3253342.98    | 0.07%             | 2025-02-15      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Enterprise Financial Services Corp                  | Enterprise Financial Services Corp                                               | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |         100 | NS      | $4896.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seabridge Gold Inc                                  | Seabridge Gold Inc                                                               | CUSIP: 811916105<br>LEI: 9845003FEO1A66376A92 | Long             | EC               | CORP              | CA        |         400 | NS      | $5032.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HTG Molecular Diagnostics Inc                       | HTG Molecular Diagnostics Inc                                                    | CUSIP: 000000000<br>LEI: 5493001QFG6NIN60NK56 | Short            | EC               | CORP              | US        |          -2 | NS      | $-7.98         | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| US Global Investors Inc                             | US Global Investors Inc                                                          | CUSIP: 902952100<br>LEI: 529900IRM26R91LI8531 | Short            | EC               | CORP              | US        |        -600 | NS      | $-1734.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Partners Inc                                | Surgery Partners Inc                                                             | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |         100 | NS      | $2786.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Corp Series 2019-MARG             | CUSIP: 56658LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156000 | PA      | $151531.22     | 0.00%             | 2034-05-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust                         | Legacy Mortgage Asset Trust 2021-GS3                                             | CUSIP: 52474XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      556000 | PA      | $458757.27     | 0.01%             | 2061-07-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TYZ ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         505 | OU      | $14.30         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alliant Energy Corp                                 | Alliant Energy Corp                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |       -1810 | NS      | $-99930.10     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equinox Holdings, Inc.                              | Equinox Holdings, Inc. 2017 2nd Lien Term Loan                                   | CUSIP: 29446CAK0<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |     3281628 | PA      | $2133058.34    | 0.05%             | 2024-09-06      | Floating      | 11.73%                | No            | 2                  | On Loan: No      |
| arbor multifamily mortgage securities trust         | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $71667.83      | 0.00%             | 2055-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                  | Conagra Brands Inc                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        3401 | NS      | $131618.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HalseyPoint CLO Ltd.                                | Halseypoint Clo 5 Ltd                                                            | CUSIP: 406370AA4<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $854653.00     | 0.02%             | 2035-01-30      | Floating      | 11.35%                | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                  | LOW SU GASOIL G MAY23                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          33 | NC      | $22912.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vir Biotechnology Inc                               | Vir Biotechnology Inc                                                            | CUSIP: 92764N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12000 | NS      | $-303720.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| DSLA Mortgage Loan Trust                            | DSLA Mortgage Loan Trust 2005-AR2                                                | CUSIP: 23332UDC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1308072 | PA      | $1075054.31    | 0.02%             | 2045-03-19      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Yext Inc                                            | Yext Inc                                                                         | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |       16500 | NS      | $107745.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14535500 | PA      | $13312474.02   | 0.30%             | 2027-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae                                                                       | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    44000000 | PA      | $44941864.00   | 1.00%             | 2053-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HARBIN AIR CON ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       19605 | OU      | $293.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                   | HSBC Holdings PLC                                                                | CUSIP: 404280406<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Short            | EC               | CORP              | GB        |      -41600 | NS      | $-1296256.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINGYUNTONG TECH ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      114246 | OU      | $4079.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5466.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SharpLink Gaming Ltd                                | SharpLink Gaming Ltd                                                             | CUSIP: 000000000<br>LEI: 529900LTQPOEVNPEL612 | Short            | EC               | CORP              | IL        |        -900 | NS      | $-282.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Bearings Inc                                    | RBC Bearings Inc                                                                 | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-83740.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                            | Western Alliance Bancorp                                                         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Short            | EC               | CORP              | US        |      -18892 | NS      | $-1125207.52   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Helix Energy Solutions Group Inc                    | Helix Energy Solutions Group Inc                                                 | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       28700 | NS      | $211806.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LINGYI ITECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      280217 | OU      | $-1548.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Residential Asset Mortgage Products, INC.           | RAMP Series 2005-RS4 Trust                                                       | CUSIP: 76112BPH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2253000 | PA      | $1605746.90    | 0.04%             | 2035-04-25      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Vital Farms Inc                                     | Vital Farms Inc                                                                  | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |         100 | NS      | $1492.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-4.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |    -7579080 | PA      | $-7579080.40   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | QIMING INFO TECH ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       76009 | OU      | $115.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Matrix Service Co                                   | Matrix Service Co                                                                | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |        2300 | NS      | $14306.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Everbridge Inc                                      | Everbridge Inc                                                                   | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |         600 | NS      | $17748.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyra Therapeutics Inc                               | Lyra Therapeutics Inc                                                            | CUSIP: 55234L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $1884.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Innovations Inc                      | Fortune Brands Innovations Inc                                                   | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        4800 | NS      | $274128.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RumbleON Inc                                        | RumbleON Inc                                                                     | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-13587.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                    | 477414433 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     2200000 | OU      | $574554.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vector Acquisition Corp II                          | Vector Acquisition Corp II                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      515579 | NS      | $5207347.90    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CorVel Corp                                         | CorVel Corp                                                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $43599.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BLACK KNIGHT INC                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     2182103 | OU      | $82516.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verb Technology Co Inc                              | Verb Technology Co Inc                                                           | CUSIP: 92337U104<br>LEI: 54930048C3BMORBXZM88 | Short            | EC               | CORP              | US        |      -21400 | NS      | $-3511.74      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trestles CLO LTD                                    | Trestles Clo IV Ltd                                                              | CUSIP: 89533AAA4<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $873030.00     | 0.02%             | 2034-07-21      | Floating      | 10.53%                | No            | 2                  | On Loan: No      |
| Benson Hill Inc                                     | Benson Hill Inc                                                                  | CUSIP: 082490103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15000 | NS      | $-38250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferguson PLC                                        | Ferguson PLC                                                                     | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Short            | EC               | CORP              | JE        |       -7100 | NS      | $-901487.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mobiquity Technologies Inc                          | Mobiquity Technologies Inc                                                       | CUSIP: 60743F508<br>LEI: 54930021LODLF66VRD27 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-530.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mattel Inc                                          | Mattel Inc                                                                       | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |        1700 | NS      | $30328.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chuy's Holdings Inc                                 | Chuy's Holdings Inc                                                              | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1200 | NS      | $33960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc                                | Rush Enterprises Inc                                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |         700 | NS      | $36596.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GEO Group Inc/The                                   | GEO Group Inc/The                                                                | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |       36000 | NS      | $394200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Radian Group Inc                                    | Radian Group Inc                                                                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |         100 | NS      | $1907.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                    | 477486683 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     2200000 | OU      | $549606.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LiveVox Holdings Inc                                | LiveVox Holdings Inc                                                             | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-5940.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group Inc                        | Covenant Logistics Group Inc                                                     | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $13828.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom Of Bahrain                                  | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -2000000 | PA      | $-1824436.00   | -0.04%            | 2031-09-30      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| LifeStance Health Group Inc                         | LifeStance Health Group Inc                                                      | CUSIP: 53228F101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11507 | NS      | $-56844.58     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OPG Trust 2021-PORT                                 | OPG Trust 2021-PORT                                                              | CUSIP: 67118AAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195332 | PA      | $180193.43     | 0.00%             | 2036-10-15      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| Credit Suisse European Mortgage Capital             | Magnolia Finance XI DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       95727 | PA      | $97908.89      | 0.00%             | 2025-02-16      | Floating      | 6.55%                 | Yes           | 2                  | On Loan: No      |
| JinkoSolar Holding Co Ltd                           | JinkoSolar Holding Co Ltd                                                        | CUSIP: 47759T100<br>LEI: 529900Y93WNCS05FG852 | Short            | EC               | CORP              | KY        |      -14099 | NS      | $-576367.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | UE FURNITURE ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      278714 | OU      | $-4518.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     2834000 | PA      | $1767925.07    | 0.04%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR SEP27                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -3 | NC      | $-3695.36      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01162023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                   | 506518760 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | IE        | -1999976000 | NC      | $-1345143.86   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Aegon NV                                            | Aegon NV                                                                         | CUSIP: 007924103<br>LEI: O4QK7KMMK83ITNTHUG69 | Short            | EC               | CORP              | NL        |      -19200 | NS      | $-96768.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Airlines Co                               | Southwest Airlines Co                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Short            | EC               | CORP              | US        |      -12400 | NS      | $-417508.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Zenvia Inc                                          | Zenvia Inc                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -500 | NS      | $-575.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| STONEGATE PUB FIN                                   | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    11373000 | PA      | $12401949.31   | 0.28%             | 2025-07-31      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YUNNAN COPPER ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       60235 | OU      | $444.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| International Game Technology PLC                   | International Game Technology PLC                                                | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |       29000 | NS      | $657720.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY MAR26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-1441602.52   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Grab Holdings Inc                                   | Grab Holdings Inc Term Loan B                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |           0 | PA      | $0.00          | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Medical Properties Trust Inc                        | Medical Properties Trust Inc                                                     | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Short            | EC               |  | US        |      -17100 | NS      | $-190494.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alpine Income Property Trust Inc                    | Alpine Income Property Trust Inc                                                 | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               |  | US        |        2566 | NS      | $48959.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mission Produce Inc                                 | Mission Produce Inc                                                              | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-15106.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.75                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |      257467 | PA      | $257466.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                      | CarVal CLO IV Ltd                                                                | CUSIP: 14687FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $843771.00     | 0.02%             | 2034-07-20      | Floating      | 10.84%                | No            | 2                  | On Loan: No      |
| Shoals Technologies Group Inc                       | Shoals Technologies Group Inc                                                    | CUSIP: 82489W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -20500 | NS      | $-505735.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy SAUDI SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     1400000 | OU      | $-23971.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pinnacle Financial Partners Inc                     | Pinnacle Financial Partners Inc                                                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       44003 | NS      | $3229820.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Below Inc                                      | Five Below Inc                                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Short            | EC               | CORP              | US        |       -7000 | NS      | $-1238090.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PERPETUAL LTD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     2161977 | OU      | $-47563.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Centene Corp                                        | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |      -12000 | NS      | $-984120.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NYOCOR ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        7670 | OU      | $869.92        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust              | Merrill Lynch Mortgage Investors Trust Series 2006-RM5                           | CUSIP: 59023FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1524442 | PA      | $241156.10     | 0.01%             | 2037-10-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01172023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arista Networks Inc                                 | Arista Networks Inc                                                              | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       25400 | NS      | $3082290.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  JAN26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $-271768.41    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corp                                 | Xerox Holdings Corp                                                              | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       20700 | NS      | $302220.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities      | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22541QA44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      294138 | PA      | $274843.00     | 0.01%             | 2033-11-25      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| IM Cannabis Corp                                    | IM Cannabis Corp                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -370 | NS      | $-366.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lindblad Expeditions Holdings Inc                   | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |         500 | NS      | $3850.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT SEP27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $-346.75       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bird Global Inc                                     | Bird Global Inc                                                                  | CUSIP: 09077J107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -35100 | NS      | $-6325.02      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TOP ENERGY ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       91677 | OU      | $4645.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertex Energy Inc                                   | Vertex Energy Inc                                                                | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Short            | EC               | CORP              | US        |      -29400 | NS      | $-182280.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zivo Bioscience Inc                                 | Zivo Bioscience Inc                                                              | CUSIP: 98978N200<br>LEI: 549300WXWSRBQ5NTCF69 | Short            | EC               | CORP              | US        |        -200 | NS      | $-490.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 9 Meters Biopharma Inc                              | 9 Meters Biopharma Inc                                                           | CUSIP: 654405208<br>LEI: 549300TNBRYXYEAI2956 | Long             | EC               | CORP              | US        |           5 | NS      | $6.30          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Privia Health Group Inc                             | Privia Health Group Inc                                                          | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $29523.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corning Inc                                         | Corning Inc                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-38328.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DBWF Mortgage Trust                                 | DBWF 2018-GLKS Mortgage Trust                                                    | CUSIP: 23307GAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45000 | PA      | $42300.00      | 0.00%             | 2030-12-19      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS MAR23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -30 | NC      | $306948.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecopetrol SA                                        | Ecopetrol SA                                                                     | CUSIP: 279158109<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |         100 | NS      | $1047.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaxcyte Inc                                         | Vaxcyte Inc                                                                      | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |         600 | NS      | $28770.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                               | Lumentum Holdings Inc                                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        3700 | NS      | $193029.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                         | CUSIP: 38380TXA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2584874 | PA      | $264494.63     | 0.01%             | 2047-07-20      | Floating      | 1.85%                 | No            | 2                  | On Loan: No      |
| G Squared Ascend II Inc                             | G Squared Ascend II Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       92177 | NS      | $3696.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAFON ALUM ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       48077 | OU      | $310.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Western Copper & Gold Corp                          | Western Copper & Gold Corp                                                       | CUSIP: 95805V108<br>LEI: 529900DF4NXAM6X99014 | Short            | EC               | CORP              | CA        |        -900 | NS      | $-1602.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Khosla Ventures Acquisition Co III                  | Khosla Ventures Acquisition Co III                                               | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      310000 | NS      | $3086050.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SANHUA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       13325 | OU      | $-199.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JUL27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $237087.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -4739000 | PA      | $-3797123.75   | -0.08%            | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BETHEL ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       55417 | OU      | $3126.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securities Trust             | SG Commercial Mortgage Securities Trust 2019-PREZ                                | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1720000 | PA      | $1301068.20    | 0.03%             | 2039-09-15      | Variable      | 3.48%                 | No            | 2                  | On Loan: No      |
| Corporate Office Properties Trust                   | Corporate Office Properties Trust                                                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Short            | EC               |  | US        |       -2600 | NS      | $-67444.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Black Knight Inc                                    | Black Knight Inc                                                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-222300.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lightbridge Corp                                    | Lightbridge Corp                                                                 | CUSIP: 53224K302<br>LEI: 5493005PY54DR0JRCW56 | Short            | EC               | CORP              | US        |        -990 | NS      | $-3851.10      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Abeona Therapeutics Inc                             | Abeona Therapeutics Inc                                                          | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Short            | EC               | CORP              | US        |       -2868 | NS      | $-8833.44      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                 | Synchrony Financial                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |         800 | NS      | $26288.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PNM Resources Inc                                   | PNM Resources Inc                                                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |        9700 | NS      | $473263.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Learn CW Investment Corp                            | Learn CW Investment Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      398000 | NS      | $4019800.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LONGPING TECH ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      146866 | OU      | $-306.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LDH Growth Corp I                                   | LDH Growth Corp I                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       62000 | NS      | $1370.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | 414473944 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    24485000 | NC      | $5566126.57    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Dutch Bros Inc                                      | Dutch Bros Inc                                                                   | CUSIP: 26701L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2819.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Mortgage Capital Inc                        | Invesco Mortgage Capital Inc                                                     | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Short            | EC               |  | US        |       -7620 | NS      | $-97002.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy CHINA SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     4350000 | OU      | $-49814.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LATAM AIRLINES GROUP SA                             | Latam Airlines Group SA                                                          | CUSIP: 51818LAB4<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     1910000 | PA      | $1944838.40    | 0.04%             | 2029-10-15      | Fixed         | 13.38%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AKCOME S&T ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      120331 | OU      | $3275.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SYP GLASS ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        4427 | OU      | $-41.00        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bionano Genomics Inc                                | Bionano Genomics Inc                                                             | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Short            | EC               | CORP              | US        |     -112200 | NS      | $-163812.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Murphy Oil Corp                                     | Murphy Oil Corp                                                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |        7700 | NS      | $331177.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AAR Corp                                            | AAR Corp                                                                         | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |         200 | NS      | $8980.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eldorado Gold Corp                                  | Eldorado Gold Corp                                                               | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |       16400 | NS      | $137104.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GrafTech International Ltd                          | GrafTech International Ltd                                                       | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-16660.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |      -13778 | NS      | $-2745128.72   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR MAR26                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -12 | NC      | $-9818.94      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioSig Technologies Inc                             | BioSig Technologies Inc                                                          | CUSIP: 09073N201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4500 | NS      | $-1890.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ViewRay Inc                                         | ViewRay Inc                                                                      | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |       15000 | NS      | $67200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanterix Corp                                      | Quanterix Corp                                                                   | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6500 | NS      | $90025.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coty Inc                                            | Coty Inc                                                                         | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |       -4400 | NS      | $-37664.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rite Aid Corp                                       | Rite Aid Corp                                                                    | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |       16300 | NS      | $54442.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva Inc                                        | Innoviva Inc                                                                     | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |        1700 | NS      | $22525.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corp                                   | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |       -2383 | NS      | $-146578.33    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | QING DAO TOPSCOM ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      562500 | OU      | $7604.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                              | SOYBEAN OIL FUTR MAR23                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -9 | NC      | $3111.39       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 JAN26                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         713 | NC      | $3233505.48    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TONGWEI ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      109134 | OU      | $750.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Medifast Inc                                        | Medifast Inc                                                                     | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Short            | EC               | CORP              | US        |        -500 | NS      | $-57675.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY MAY23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          31 | NC      | $-282153.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LUSHANG HEALTH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       54191 | OU      | $498.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SilverBow Resources Inc                             | SilverBow Resources Inc                                                          | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Short            | EC               | CORP              | US        |        -600 | NS      | $-16968.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XINRI E-VEHICLE ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      320104 | OU      | $-3496.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co                        | Canadian National Railway Co                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |       -3100 | NS      | $-368528.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Samarco Mineracao S.A.                              | Samarco Mineracao S.A. Term Loan                                                 | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | LON              | CORP              | BR        |      719110 | PA      | $258879.43     | 0.01%             | 2022-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bel Fuse Inc                                        | Bel Fuse Inc                                                                     | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |         800 | NS      | $26336.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                  | BRENT CRUDE FUTR  DEC23                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |           5 | NC      | $3244.55       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     7863000 | PA      | $6978412.50    | 0.16%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Shell PLC                                           | Shell PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Short            | EC               | CORP              | GB        |        -400 | NS      | $-22780.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| iHuman Inc                                          | iHuman Inc                                                                       | CUSIP: 45175B109<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -300 | NS      | $-780.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Employers Holdings Inc                              | Employers Holdings Inc                                                           | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $17252.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | ICE 3MTH SONIA FU SEP23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         304 | NC      | $-104543.23    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MBIA Inc                                            | MBIA Inc                                                                         | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |         800 | NS      | $10280.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Futures Exchange, LLC                          | CBOE VIX FUTURE JAN23                                                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        -287 | NC      | $-37196.66     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Whole Earth Brands Inc                              | Whole Earth Brands Inc                                                           | CUSIP: 96684W100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2900 | NS      | $-11803.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Commerce Corp                              | Heritage Commerce Corp                                                           | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |        2700 | NS      | $35100.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CECO Environmental Corp                             | CECO Environmental Corp                                                          | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |        4600 | NS      | $53728.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walker & Dunlop Inc                                 | Walker & Dunlop Inc                                                              | CUSIP: 93148P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-54936.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Atlantic Coastal Acquisition Corp                   | Atlantic Coastal Acquisition Corp                                                | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |         711 | NS      | $7124.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  DEC24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         196 | NC      | $44022.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lannett Co Inc                                      | Lannett Co Inc                                                                   | CUSIP: 516012101<br>LEI: 5299001DJ6C90XX17G45 | Long             | EC               | CORP              | US        |        3500 | NS      | $1822.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ShotSpotter Inc                                     | ShotSpotter Inc                                                                  | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |         400 | NS      | $13532.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognex Corp                                         | Cognex Corp                                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |         600 | NS      | $28266.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01262023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KINGLAI MATERIAL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       55378 | OU      | $-359.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AdTheorent Holding Co Inc                           | AdTheorent Holding Co Inc                                                        | CUSIP: 00739D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-1660.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corp                              | Paylocity Holding Corp                                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        2800 | NS      | $543928.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHENGQUAN ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      302810 | OU      | $-3731.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23C 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         164 | NC      | $963008.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TriplePoint Venture Growth BDC Corp                 | TriplePoint Venture Growth BDC Corp                                              | CUSIP: 89677Y100<br>LEI: 549300ATPBY6JIFH9Z88 | Long             | EC               | CORP              | US        |        3900 | NS      | $40677.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | CCPOIS--USD-SOFR-COMPOUND-20321230                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $956.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Sell MEXICO SNRFOR USD 100 Dec 2027                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     3850000 | OU      | $-51832.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Residential Asset Securities Corporation            | RASC Series 2006-KS1 Trust                                                       | CUSIP: 76113AAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321574 | PA      | $229214.11     | 0.01%             | 2036-02-25      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Luokung Technology Corp                             | Luokung Technology Corp                                                          | CUSIP: 000000000<br>LEI: 549300COL9W0H0S72M02 | Short            | EC               | CORP              | VG        |      -28000 | NS      | $-4239.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Simply Good Foods Co/The                            | Simply Good Foods Co/The                                                         | CUSIP: 82900L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2600 | NS      | $-98878.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Energy Vault Holdings Inc                           | Energy Vault Holdings Inc                                                        | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Short            | EC               | CORP              | US        |      -11500 | NS      | $-35880.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | PHE 03312023 PHE C10                                                             | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         300 | NC      | $18150.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA Communications Corp                             | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |         500 | NS      | $140155.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Leafly Holdings Inc                                 | Leafly Holdings Inc                                                              | CUSIP: 52178J105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-977.85       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Re Ltd                                        | Eagle RE 2020-1 Ltd                                                              | CUSIP: 26982LAD2<br>LEI: 254900SAV74IHXQ8XY35 | Long             | ABS-MBS          | CORP              | BM        |    10192000 | PA      | $9492431.31    | 0.21%             | 2030-01-25      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Aditxt Inc                                          | Aditxt Inc                                                                       | CUSIP: 007025505<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -20 | NS      | $-23.40        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CD Commercial Mortgage Trust                        | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2075000 | PA      | $1579637.33    | 0.04%             | 2049-08-10      | Variable      | 2.78%                 | No            | 2                  | On Loan: No      |
| Sitio Royalties Corp                                | Sitio Royalties Corp                                                             | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6118 | NS      | $176510.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chase Mortgage Finance Corporation                  | Chase Mortgage Finance Trust Series 2007-A1                                      | CUSIP: 161630CP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264496 | PA      | $207491.79     | 0.00%             | 2037-02-25      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CITI IRS 7.5M 4.2125% 4/18/26                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      500000 | OU      | $121.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Montauk Renewables Inc                              | Montauk Renewables Inc                                                           | CUSIP: 61218C103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-8824.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LIHUA ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       85562 | OU      | $1643.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23P 5.2                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-286540.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-CCRE23 Mortgage Trust                                                  | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      502000 | PA      | $436497.03     | 0.01%             | 2048-05-10      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| Aura Biosciences Inc                                | Aura Biosciences Inc                                                             | CUSIP: 05153U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1050.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SASOL Financing USA LLC                             | Sasol Financing USA LLC                                                          | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $6804024.24    | 0.15%             | 2024-03-27      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | QIANHE CONDIMENT ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      602365 | OU      | $-4525.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Metacrine Inc                                       | Metacrine Inc                                                                    | CUSIP: 59101E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6200 | NS      | $-2776.98      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Salem Media Group Inc                               | Salem Media Group Inc                                                            | CUSIP: 794093104<br>LEI: 549300CTHBTS2MIXZL54 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-1365.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JUL25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          39 | NC      | $-183029.03    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JUNEYAO DAIRY ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       30298 | OU      | $207.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nuvei Corp                                          | Nuvei Corp                                                                       | CUSIP: 67079A102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         400 | NS      | $10164.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide Corp                   | Marriott Vacations Worldwide Corp                                                | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-228803.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Forum Energy Technologies Inc                       | Forum Energy Technologies Inc                                                    | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |         769 | NS      | $22685.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                                   | Tractor Supply Co                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |        -400 | NS      | $-89988.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lancaster Colony Corp                               | Lancaster Colony Corp                                                            | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Short            | EC               | CORP              | US        |        -200 | NS      | $-39460.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01152023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SH CHALLENGE ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      380531 | OU      | $-26391.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Figure Acquisition Corp I                           | Figure Acquisition Corp I                                                        | CUSIP: 302438106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      355044 | NS      | $3564641.76    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01312023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Primo Water Corp                                    | Primo Water Corp                                                                 | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |         400 | NS      | $6216.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Inc/TX                                     | Citizens Inc/TX                                                                  | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |        1200 | NS      | $2556.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ModivCare Inc                                       | ModivCare Inc                                                                    | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Short            | EC               | CORP              | US        |        -500 | NS      | $-44865.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SVF Investment Corp 2                               | SVF Investment Corp 2                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310000 | NS      | $3124800.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN23C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $6684.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PIMCO ILS FUND SP II SRS 2                          | PIMCO ILS FUND SP II SRS 2 CLASS BX R II SERIES 2                                | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |           1 | NS      | $5464212.81    | 0.12%             |  |  |  | No            | N/A                | On Loan: No      |
| Bank of Marin Bancorp                               | Bank of Marin Bancorp                                                            | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $13152.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alzamend Neuro Inc                                  | Alzamend Neuro Inc                                                               | CUSIP: 02262M308<br>LEI: 549300W6G6EUO4ZRIB82 | Short            | EC               | CORP              | US        |       -6500 | NS      | $-3671.85      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Codiak Biosciences Inc                              | Codiak Biosciences Inc                                                           | CUSIP: 192010106<br>LEI: 549300QVVVW74Y10Q230 | Long             | EC               | CORP              | US        |         300 | NS      | $119.28        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inmune Bio Inc                                      | Inmune Bio Inc                                                                   | CUSIP: 45782T105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-6974.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAR24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $-20975.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fuel Tech Inc                                       | Fuel Tech Inc                                                                    | CUSIP: 359523107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-1651.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 NOV25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -150 | NC      | $-37781.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | CUSIP: 939355AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      206206 | PA      | $177494.63     | 0.00%             | 2047-02-25      | Floating      | 2.80%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KEXIN ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       15680 | OU      | $-239.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bankwell Financial Group Inc                        | Bankwell Financial Group Inc                                                     | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |         300 | NS      | $8829.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Software Corp                              | Progress Software Corp                                                           | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |         300 | NS      | $15135.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blueprint Medicines Corp                            | Blueprint Medicines Corp                                                         | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |        1900 | NS      | $83239.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Transport Services Group Inc                    | Air Transport Services Group Inc                                                 | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |         104 | NS      | $2701.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weber Inc                                           | Weber Inc                                                                        | CUSIP: 94770D102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12600 | NS      | $-101430.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 3137G0QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      739956 | PA      | $9857.69       | 0.00%             | 2029-12-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Micro Focus International PLC                       | Micro Focus International PLC                                                    | CUSIP: 594837403<br>LEI: 213800F8E4X648142844 | Short            | EC               | CORP              | GB        |       -3200 | NS      | $-20192.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EverQuote Inc                                       | EverQuote Inc                                                                    | CUSIP: 30041R108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-17688.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Summit Hotel Properties Inc                         | Summit Hotel Properties Inc                                                      | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |        3800 | NS      | $27436.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alterity Therapeutics ltd                           | Alterity Therapeutics ltd                                                        | CUSIP: 02155X106<br>LEI: 52990045JUZVZ9QL3159 | Short            | EC               | CORP              | AU        |       -1100 | NS      | $-384.67       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bancorp Inc/The                                     | Bancorp Inc/The                                                                  | CUSIP: 05969A105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -60031 | NS      | $-1703679.78   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FORYOU ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      442260 | OU      | $-20301.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sasol Ltd                                           | Sasol Ltd                                                                        | CUSIP: 803866300<br>LEI: 378900F4544561A97588 | Short            | EC               | CORP              | ZA        |        -800 | NS      | $-12568.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Geo Group, Inc. (The)                               | Geo Group, Inc. (The) 2018 Term Loan B                                           | CUSIP: 37252KAP7<br>LEI: 54930024XOXET7NQVZ63 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2024-03-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Catalyst Partners Acquisition Corp                  | Catalyst Partners Acquisition Corp                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       50000 | NS      | $85.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Acuity Brands Inc                                   | Acuity Brands Inc                                                                | CUSIP: 00508Y102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-115927.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Warburg Pincus Capital Corp I-A                     | Warburg Pincus Capital Corp I-A                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       62000 | NS      | $62.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WAYS ELEC ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      686300 | OU      | $-13938.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| General Mills Inc                                   | General Mills Inc                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-301860.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cross Country Healthcare Inc                        | Cross Country Healthcare Inc                                                     | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-37198.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LDH Growth Corp I                                   | LDH Growth Corp I                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310000 | NS      | $3121700.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bilander Acquisition Corp                           | Bilander Acquisition Corp                                                        | CUSIP: 09001T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      365048 | NS      | $3610324.72    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 442810821 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |       37350 | NC      | $16833.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| iRadimed Corp                                       | iRadimed Corp                                                                    | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |         400 | NS      | $11316.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sterling Infrastructure Inc                         | Sterling Infrastructure Inc                                                      | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |        2200 | NS      | $72160.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JOLYWOOD ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      385077 | OU      | $5691.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TC Energy Corp                                      | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |      -29300 | NS      | $-1167898.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PH        |           1 | NC      | $-246.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rigel Pharmaceuticals Inc                           | Rigel Pharmaceuticals Inc                                                        | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       47400 | NS      | $71100.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZAISHENG TECH ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      556565 | OU      | $-11832.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp                                            | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       90600 | NS      | $2806788.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Anpac Bio-Medical Science Co Ltd                    | Anpac Bio-Medical Science Co Ltd                                                 | CUSIP: 03635R206<br>LEI: 5493007H4NXUG3FWYG66 | Short            | EC               | CORP              | VG        |        -695 | NS      | $-3231.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd                                            | Flex Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |        3000 | NS      | $64380.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | PHE 04302023 PHE C6                                                              | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         480 | NC      | $96600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Burlington Stores Inc                               | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |      -14800 | NS      | $-3000848.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Guess? Inc                                          | Guess? Inc                                                                       | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |        4400 | NS      | $91036.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Wire Corp                                    | Encore Wire Corp                                                                 | CUSIP: 292562105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2600 | NS      | $-357656.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23C 5.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          80 | NC      | $112720.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 6M 2.389500% 11/16/28                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4000000 | OU      | $326184.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Verra Mobility Corp                                 | Verra Mobility Corp                                                              | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |       16700 | NS      | $230961.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden National Corp                                | Camden National Corp                                                             | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |         300 | NS      | $12507.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc                   | Sun Country Airlines Holdings Inc                                                | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Short            | EC               | CORP              | US        |       -4600 | NS      | $-72956.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CareDx Inc                                          | CareDx Inc                                                                       | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       11800 | NS      | $134638.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Reto Eco-solutions Inc                              | Reto Eco-solutions Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -2214 | NS      | $-929.88       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY APR27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $162567.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.85                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     3023983 | PA      | $3023982.77    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Dare Bioscience Inc                                 | Dare Bioscience Inc                                                              | CUSIP: 23666P101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7600 | NS      | $-6308.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pathfinder Acquisition Corp                         | Pathfinder Acquisition Corp                                                      | CUSIP: 000000000<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               |  | KY        |       62487 | NS      | $9685.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgebio Pharma Inc                                | Bridgebio Pharma Inc                                                             | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |        4800 | NS      | $36576.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KCT ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      109900 | OU      | $3457.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Weis Markets Inc                                    | Weis Markets Inc                                                                 | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $8229.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Inc                              | Jones Lang LaSalle Inc                                                           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-191244.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| iClick Interactive Asia Group Ltd                   | iClick Interactive Asia Group Ltd                                                | CUSIP: 000000000<br>LEI: 549300RFP0MGSGB4CS86 | Short            | EC               | CORP              | KY        |        -250 | NS      | $-962.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bicycle Therapeutics PLC                            | Bicycle Therapeutics PLC                                                         | CUSIP: 088786108<br>LEI: 213800XKUI6R7GKC3E43 | Long             | EC               | CORP              | GB        |        3800 | NS      | $112480.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BioAtla Inc                                         | BioAtla Inc                                                                      | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8500 | NS      | $70125.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 431762103 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |    84000000 | NC      | $11786533.08   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Prothena Corp PLC                                   | Prothena Corp PLC                                                                | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |        4600 | NS      | $277150.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Heska Corp                                          | Heska Corp                                                                       | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |        1200 | NS      | $74592.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kodiak Sciences Inc                                 | Kodiak Sciences Inc                                                              | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |        5800 | NS      | $41528.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axalta Coating Systems Ltd                          | Axalta Coating Systems Ltd                                                       | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Short            | EC               | CORP              | BM        |       -1421 | NS      | $-36192.87     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SCENERY JOURNEY LTD                                 | Scenery Journey Ltd                                                              | CUSIP: 000000000<br>LEI: 549300Q2FGQXKG7X0I83 | Long             | DBT              | CORP              | VG        |     3901000 | PA      | $243812.50     | 0.01%             | 2022-10-24      | Fixed         | 11.50%                | Yes           | 2                  | On Loan: No      |
| Genprex Inc                                         | Genprex Inc                                                                      | CUSIP: 372446104<br>LEI: 549300KS9771JZ234890 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-3625.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | NAT GAS LAST DAY DEC27                                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          54 | NC      | $709587.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluejay Diagnostics Inc                             | Bluejay Diagnostics Inc                                                          | CUSIP: 095633103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-302.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lebanese Republic                                   | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     3525000 | PA      | $201912.00     | 0.00%             | 2021-04-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Amylyx Pharmaceuticals Inc                          | Amylyx Pharmaceuticals Inc                                                       | CUSIP: 03237H101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10400 | NS      | $-384280.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hudbay Minerals Inc                                 | Hudbay Minerals Inc                                                              | CUSIP: 443628102<br>LEI: 549300WI524AL577IX21 | Long             | EC               | CORP              | CA        |        2100 | NS      | $10647.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8342310 | PA      | $1298705.75    | 0.03%             | 2029-08-25      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| Merchants Bancorp/IN                                | Merchants Bancorp/IN                                                             | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |         650 | NS      | $15808.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Opendoor Technologies Inc                           | Opendoor Technologies Inc                                                        | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |      -97300 | NS      | $-112868.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR24C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $4064.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                                 | Clearway Energy Inc                                                              | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-73301.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRC Inc                                             | BRC Inc                                                                          | CUSIP: 05601U105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8900 | NS      | $-54379.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | iTraxx Europe Main Series 38_100bps_20271220_ICE                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    24650000 | OU      | $523777.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MyMD Pharmaceuticals Inc                            | MyMD Pharmaceuticals Inc                                                         | CUSIP: 62856X102<br>LEI: 213800CSKAC96ELS4K25 | Short            | EC               | CORP              | US        |        -500 | NS      | $-575.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Acacia Research Corp                                | Acacia Research Corp                                                             | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |        2700 | NS      | $11367.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FormFactor Inc                                      | FormFactor Inc                                                                   | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |        6200 | NS      | $137826.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WORLD UNION ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      293913 | OU      | $-6404.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TechnipFMC PLC                                      | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      123800 | NS      | $1509122.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PennyMac Mortgage Investment Trust                  | PennyMac Mortgage Investment Trust                                               | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Short            | EC               |  | US        |      -22900 | NS      | $-283731.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BlueRiver Acquisition Corp                          | BlueRiver Acquisition Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      142902 | NS      | $1441881.18    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | CRUDE OIL FUT OPT DEC23C 200                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -60 | NC      | $-13200.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | 439756861 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    71400000 | NC      | $9209490.44    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Datasea Inc                                         | Datasea Inc                                                                      | CUSIP: 238116206<br>LEI: 549300P9H0IKFTYMF560 | Short            | EC               | CORP              | US        |        -500 | NS      | $-750.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleanspark Inc                                      | Cleanspark Inc                                                                   | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |      -16100 | NS      | $-32844.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wynn Resorts Ltd                                    | Wynn Resorts Ltd                                                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         800 | NS      | $65976.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAAN SECURITIES ORD A?                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       58970 | OU      | $718.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Acutus Medical Inc                                  | Acutus Medical Inc                                                               | CUSIP: 005111109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7000 | NS      | $-8050.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corp                               | Envista Holdings Corp                                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |         600 | NS      | $20202.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR APR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         105 | NC      | $-1036354.70   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| LexinFintech Holdings Ltd                           | LexinFintech Holdings Ltd                                                        | CUSIP: 528877103<br>LEI: 549300F9QU71NQ28CS19 | Short            | EC               | CORP              | KY        |       -6500 | NS      | $-12350.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS Sep 26  2016 - Sep 26  2026 - P/1.5583  R/USD LIBOR 3M                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1800000 | OU      | $149322.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKJF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $106126.00     | 0.00%             | 2045-12-25      | Variable      | 2.31%                 | No            | 2                  | On Loan: No      |
| Piedmont Office Realty Trust Inc                    | Piedmont Office Realty Trust Inc                                                 | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |         873 | NS      | $8005.41       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peoples Bancorp Inc/OH                              | Peoples Bancorp Inc/OH                                                           | CUSIP: 709789101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2885 | NS      | $-81501.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avalon Holdings Corp                                | Avalon Holdings Corp                                                             | CUSIP: 05343P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $549.98        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guaranty Bancshares Inc/TX                          | Guaranty Bancshares Inc/TX                                                       | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $3464.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RED AVENUE ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      232962 | OU      | $-4121.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         300 | NS      | $103014.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OneSpaWorld Holdings Ltd                            | OneSpaWorld Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |         200 | NS      | $1866.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01202023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| L B Foster Co                                       | L B Foster Co                                                                    | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |         100 | NS      | $968.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pivotal Investment Corp III                         | Pivotal Investment Corp III                                                      | CUSIP: 72582M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      300000 | NS      | $3036300.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT AUG27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-175.88       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Natural Gas Services Group Inc                      | Natural Gas Services Group Inc                                                   | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $6876.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marlin Technology Corp                              | Marlin Technology Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      408000 | NS      | $4133040.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Xenon Pharmaceuticals Inc                           | Xenon Pharmaceuticals Inc                                                        | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |        1000 | NS      | $39430.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Calavo Growers Inc                                  | Calavo Growers Inc                                                               | CUSIP: 128246105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-2940.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Europe AG                  | Buy CHINA SNRFOR USD 100 Jun 2023                                                | CUSIP: 000000000<br>LEI: 6TJCK1B7E7UTXP528Y04 | N/A              | DCR              |  | US        |    13600000 | OU      | $-46459.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WANGSU SCI&TECH ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      313271 | OU      | $10209.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR JUN23                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -42 | NC      | $27427.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BIO-CHEM ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         234 | OU      | $18.69         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 JUN25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -150 | NC      | $165093.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hudson Pacific Properties Inc                       | Hudson Pacific Properties Inc                                                    | CUSIP: 444097109<br>LEI: N/A                  | Short            | EC               |  | US        |       -3800 | NS      | $-36974.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genco Shipping & Trading Ltd                        | Genco Shipping & Trading Ltd                                                     | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |         700 | NS      | $10752.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 1.69% Receive SOFR 6M30M Daily Accrue                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9130000 | OU      | $1960179.46    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Fifth Wall Acquisition Corp III                     | Fifth Wall Acquisition Corp III                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      299136 | NS      | $3006316.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                | 477384104 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     2200000 | OU      | $574554.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | ICE 3MTH SONIA FU DEC24                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          62 | NC      | $-16981.61     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| aka Brands Holding Corp                             | aka Brands Holding Corp                                                          | CUSIP: 00152K101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-2540.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Preferred Bank/Los Angeles CA                       | Preferred Bank/Los Angeles CA                                                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |         500 | NS      | $37310.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SZ SED IND ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       44427 | OU      | $-658.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Spero Therapeutics Inc                              | Spero Therapeutics Inc                                                           | CUSIP: 84833T103<br>LEI: 54930074G13LHWJT2323 | Short            | EC               | CORP              | US        |      -10100 | NS      | $-17473.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23C 7                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-2424.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Everspin Technologies Inc                           | Everspin Technologies Inc                                                        | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |        2000 | NS      | $11120.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01102023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cenntro Electric Group Ltd                          | Cenntro Electric Group Ltd                                                       | CUSIP: 000000000<br>LEI: 549300UDHPKCYMMCEM56 | Short            | EC               | CORP              | AU        |       -1586 | NS      | $-697.84       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IMT Trust                                           | IMT Trust 2017-APTS                                                              | CUSIP: 44974ABG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      625000 | PA      | $582966.25     | 0.01%             | 2034-06-15      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| MacroGenics Inc                                     | MacroGenics Inc                                                                  | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |       17800 | NS      | $119438.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kymera Therapeutics Inc                             | Kymera Therapeutics Inc                                                          | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $109824.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genfit                                              | Genfit                                                                           | CUSIP: 372279109<br>LEI: 969500XPWN2DMZQA5X73 | Long             | EC               | CORP              | FR        |         200 | NS      | $872.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ELP 2021-ELP                                        | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $90625.00      | 0.00%             | 2038-11-15      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| Despegar.com Corp                                   | Despegar.com Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -4200 | NS      | $-21546.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    56168163 | PA      | $2648946.73    | 0.06%             | 2029-08-25      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| National Instruments Corp                           | National Instruments Corp                                                        | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-62730.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Selecta Biosciences Inc                             | Selecta Biosciences Inc                                                          | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |       16600 | NS      | $18758.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Koss Corp                                           | Koss Corp                                                                        | CUSIP: 500692108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-2928.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HUARONG FINANCE 2019                                | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $157494.76     | 0.00%             | 2029-11-13      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DEYE ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      103892 | OU      | $922.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Golden Minerals Co                                  | Golden Minerals Co                                                               | CUSIP: 381119106<br>LEI: 549300TD2D80BUC2N396 | Short            | EC               | CORP              | US        |       -4000 | NS      | $-1097.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Indonesia                               | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1118000 | PA      | $1105747.95    | 0.02%             | 2025-01-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CN HAISUM ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      616001 | OU      | $-30134.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IAA Inc                                             | IAA Inc                                                                          | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |         500 | NS      | $20000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VolitionRX Ltd                                      | VolitionRX Ltd                                                                   | CUSIP: 928661107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-2187.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Light & Wonder Inc                                  | Light & Wonder Inc                                                               | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-87900.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Diebold Nixdorf Inc                                 | Diebold Nixdorf Inc                                                              | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |        2700 | NS      | $3834.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        3600 | NS      | $1397772.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TOND CHEMICAL ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       37515 | OU      | $-300.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust 2022-8                                                | CUSIP: 924922AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $867081.00     | 0.02%             | 2067-09-25      | Variable      | 6.19%                 | No            | 2                  | On Loan: No      |
| Stoke Therapeutics Inc                              | Stoke Therapeutics Inc                                                           | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |         400 | NS      | $3692.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Foresight Autonomous Holdings Ltd                   | Foresight Autonomous Holdings Ltd                                                | CUSIP: 345523104<br>LEI: 5299005KAEJOQ73AME77 | Short            | EC               | CORP              | IL        |       -4300 | NS      | $-1849.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dream Finders Homes Inc                             | Dream Finders Homes Inc                                                          | CUSIP: 26154D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3500 | NS      | $-30310.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Corp                                        | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Short            | EC               | CORP              | US        |        -870 | NS      | $-97875.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1205472 | PA      | $26403.45      | 0.00%             | 2029-09-25      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| DiamondHead Holdings Corp                           | DiamondHead Holdings Corp                                                        | CUSIP: 25278L105<br>LEI: 549300HWN3ECTEH7I380 | Long             | EC               | CORP              | US        |       14635 | NS      | $147228.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baosheng Media Group Holding Ltd                    | Baosheng Media Group Holding Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -837 | NS      | $-686.34       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rallybio Corp                                       | Rallybio Corp                                                                    | CUSIP: 75120L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-1314.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Allakos Inc                                         | Allakos Inc                                                                      | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Short            | EC               | CORP              | US        |        -500 | NS      | $-4210.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 JUL24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -681 | NC      | $1619059.02    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JAN25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          32 | NC      | $683804.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TORM PLC                                            | TORM PLC                                                                         | CUSIP: 000000000<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |        3500 | NS      | $102095.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Strategic Growth Capital II                  | Apollo Strategic Growth Capital II                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      250000 | NS      | $35000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Uniti Group Inc                                     | Uniti Group Inc                                                                  | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Short            | EC               |  | US        |       -3200 | NS      | $-17696.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xenia Hotels & Resorts Inc                          | Xenia Hotels & Resorts Inc                                                       | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Short            | EC               |  | US        |        -400 | NS      | $-5272.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA12                                                 | CUSIP: 23243AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227136 | PA      | $195861.01     | 0.00%             | 2046-09-20      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| Ducommun Inc                                        | Ducommun Inc                                                                     | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |         200 | NS      | $9992.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HBT Financial Inc                                   | HBT Financial Inc                                                                | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |         100 | NS      | $1957.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CoreVest American Finance Ltd                       | Corevest American Finance 2020-1 Trust                                           | CUSIP: 21872UAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $102692.50     | 0.00%             | 2050-03-15      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | TRANS Z4 BASIS APR23                                                             | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -30 | NC      | $4286.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| X Financial                                         | X Financial                                                                      | CUSIP: 98372W202<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -200 | NS      | $-604.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CalAmp Corp                                         | CalAmp Corp                                                                      | CUSIP: 128126109<br>LEI: 5493007SIGZIX83TOW07 | Long             | EC               | CORP              | US        |        6800 | NS      | $30464.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AZURITY PHARMACEUTICALS, INC.                       | Azurity Pharmaceuticals, Inc. 2021 Term Loan B                                   | CUSIP: 05502CAC9<br>LEI: 254900JTI5G4OG3R9S27 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Goosehead Insurance Inc                             | Goosehead Insurance Inc                                                          | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |         100 | NS      | $3434.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SQZ Biotechnologies Co                              | SQZ Biotechnologies Co                                                           | CUSIP: 78472W104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-74.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TIANYU GROUP ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      459219 | OU      | $-652.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KINGKEY SMART AG ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       95058 | OU      | $2772.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Worthington Industries Inc                          | Worthington Industries Inc                                                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Short            | EC               | CORP              | US        |        -800 | NS      | $-39768.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR DEC26                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -3 | NC      | $-957.86       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Riot Blockchain Inc                                 | Riot Blockchain Inc                                                              | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Short            | EC               | CORP              | US        |      -66900 | NS      | $-226791.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| COLT Funding LLC                                    | COLT 2022-5 Mortgage Loan Trust                                                  | CUSIP: 19688LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $857668.00     | 0.02%             | 2067-03-25      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR SEP27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $124230.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Usio Inc                                            | Usio Inc                                                                         | CUSIP: 917313108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-320.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Capital Investment Corp                   | BlackRock Capital Investment Corp                                                | CUSIP: 092533108<br>LEI: H88PPRS67HRMQX6CRF26 | Long             | EC               | CORP              | US        |        4981 | NS      | $18031.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Getty Realty Corp                                   | Getty Realty Corp                                                                | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |         800 | NS      | $27080.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QuinStreet Inc                                      | QuinStreet Inc                                                                   | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Short            | EC               | CORP              | US        |        -500 | NS      | $-7175.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Stellar Bancorp Inc                                 | Stellar Bancorp Inc                                                              | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |           9 | NS      | $265.14        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR SEP24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          63 | NC      | $64558.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| eXp World Holdings Inc                              | eXp World Holdings Inc                                                           | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |        5700 | NS      | $63156.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Property Trust Inc                         | Starwood Property Trust Inc                                                      | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Short            | EC               |  | US        |      -14100 | NS      | $-258453.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHANDONG XIANTAN ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      164653 | OU      | $-208.97       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | ICE 3MTH SONIA FU DEC23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -114 | NC      | $51685.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VirnetX Holding Corp                                | VirnetX Holding Corp                                                             | CUSIP: 92823T108<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |        3200 | NS      | $4160.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-12040.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Marten Transport Ltd                                | Marten Transport Ltd                                                             | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4499 | NS      | $88990.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthcare Realty Trust Inc                         | Healthcare Realty Trust Inc                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Short            | EC               |  | US        |      -57700 | NS      | $-1111879.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Inspire Medical Systems Inc                         | Inspire Medical Systems Inc                                                      | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-327444.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SZ XIONGTAO POWER TECH ORD A                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      180967 | OU      | $-3587.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Photronics Inc                                      | Photronics Inc                                                                   | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |       11000 | NS      | $185130.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verint Systems Inc                                  | Verint Systems Inc                                                               | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Short            | EC               | CORP              | US        |        -200 | NS      | $-7256.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DAS INTELLITECH ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       16331 | OU      | $93.83         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arbor Realty Trust Inc                              | Arbor Realty Trust Inc                                                           | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Short            | EC               |  | US        |      -30400 | NS      | $-400976.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc                        | FactSet Research Systems Inc                                                     | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         700 | NS      | $280847.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                               | ZINC FUTURES 3 MONTHS                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          18 | NC      | $8301.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Short            | EC               | CORP              | NL        |        -800 | NS      | $-437120.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| TCV Acquisition Corp                                | TCV Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      326088 | NS      | $3293488.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GoHealth Inc                                        | GoHealth Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1619 | NS      | $-16918.55     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GREAT STAR IND ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       89084 | OU      | $-1715.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                  | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1079000 | PA      | $849766.45     | 0.02%             | 2051-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Golden Arrow Merger Corp                            | Golden Arrow Merger Corp                                                         | CUSIP: 380799106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      105465 | NS      | $1056231.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenidge Generation Holdings Inc                   | Greenidge Generation Holdings Inc                                                | CUSIP: 39531G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-867.30       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 MAY25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -155 | NC      | $205859.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YANTIAN PORT ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       29813 | OU      | $1401.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ceridian HCM Holding Inc                            | Ceridian HCM Holding Inc                                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |       -6100 | NS      | $-391315.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -280000000 | PA      | $-284309480.00 | -6.32%            | 2053-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Erie Indemnity Co                                   | Erie Indemnity Co                                                                | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         100 | NS      | $24872.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STAR 2022-SFR3 Trust                                | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $947905.00     | 0.02%             | 2024-05-17      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| JOYY Inc                                            | JOYY Inc                                                                         | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | KY        |         100 | NS      | $3159.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 411452985 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -24402000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                  | BRENT CRUDE FUTR MAR23                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          44 | NC      | $277404.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mesoblast Ltd                                       | Mesoblast Ltd                                                                    | CUSIP: 590717104<br>LEI: 529900J5ALF3JG921927 | Short            | EC               | CORP              | AU        |        -100 | NS      | $-291.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AssetMark Financial Holdings Inc                    | AssetMark Financial Holdings Inc                                                 | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |        1000 | NS      | $23000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LianBio                                             | LianBio                                                                          | CUSIP: 53000N108<br>LEI: N/A                  | Short            | EC               | CORP              | CN        |       -3700 | NS      | $-6068.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01122023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Greenland Technologies Holding Corp                 | Greenland Technologies Holding Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -400 | NS      | $-868.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY DEC25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          32 | NC      | $624284.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                               | Argentine Republic Government International Bond                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6165818 | PA      | $1739310.17    | 0.04%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS DEC24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -11 | NC      | $-151378.92    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vacasa Inc                                          | Vacasa Inc                                                                       | CUSIP: 91854V107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3300 | NS      | $-4158.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy TURKEY SNRFOR USD 100 Dec 2027                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     3800000 | OU      | $606175.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dynavax Technologies Corp                           | Dynavax Technologies Corp                                                        | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |       19800 | NS      | $210672.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilysys Inc                                        | Agilysys Inc                                                                     | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |         300 | NS      | $23742.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SINOMED ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |          84 | OU      | $-2.26         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Flywire Corp                                        | Flywire Corp                                                                     | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |        5900 | NS      | $144373.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cazoo Group Ltd                                     | Cazoo Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | Short            | EC               | CORP              | KY        |      -22000 | NS      | $-3449.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $3273.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Corp                                            | NCR Corp                                                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |      -10900 | NS      | $-255169.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Knowles Corp                                        | Knowles Corp                                                                     | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Short            | EC               | CORP              | US        |        -700 | NS      | $-11494.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Helios Technologies Inc                             | Helios Technologies Inc                                                          | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |         200 | NS      | $10888.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                   | VSTOXX FUTURE MAR23                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -573 | NC      | $25141.71      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MAANSHAN IRON ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       43239 | OU      | $294.87        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2021-NQM7                                                                   | CUSIP: 12662QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $74571.50      | 0.00%             | 2066-10-25      | Variable      | 3.72%                 | No            | 2                  | On Loan: No      |
| Aqua Metals Inc                                     | Aqua Metals Inc                                                                  | CUSIP: 03837J101<br>LEI: 549300RYC8R46H1FXA06 | Short            | EC               | CORP              | US        |       -4700 | NS      | $-5875.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| G-III Apparel Group Ltd                             | G-III Apparel Group Ltd                                                          | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |        2900 | NS      | $39759.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                          | Dexcom Inc                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      178132 | NS      | $20171667.68   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| enVVeno Medical Corp                                | enVVeno Medical Corp                                                             | CUSIP: 29415J106<br>LEI: 549300KF5KREFECSNV87 | Long             | EC               | CORP              | US        |         400 | NS      | $2040.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | USD_SOFR_R_4.4655_20241017_20221017_LCH                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15000000 | OU      | $-29958.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $1969789.60    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| International Paper Co                              | International Paper Co                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |      -22100 | NS      | $-765323.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $8536.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $149292.00     | 0.00%             | 2049-01-25      | Variable      | 2.63%                 | No            | 2                  | On Loan: No      |
| Superior Drilling Products Inc                      | Superior Drilling Products Inc                                                   | CUSIP: 868153107<br>LEI: 549300B6GMFCER6WX167 | Short            | EC               | CORP              | US        |        -700 | NS      | $-643.37       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS AUG24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-22034.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ORIGINWATER TECH ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       70118 | OU      | $-307.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Huntington Bancshares Inc/OH                        | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |     -137382 | NS      | $-1937086.20   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Ecoark Holdings Inc                                 | Ecoark Holdings Inc                                                              | CUSIP: 27888N307<br>LEI: 549300VJT1VOSP08MV17 | Short            | EC               | CORP              | US        |        -200 | NS      | $-45.96        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SOS Ltd                                             | SOS Ltd                                                                          | CUSIP: 83587W205<br>LEI: 529900CHJAYFROSCLW74 | Short            | EC               | CORP              | KY        |       -1304 | NS      | $-3559.92      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                              | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |     -410000 | PA      | $-365449.40    | -0.01%            | 2044-10-14      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| SouthState Corp                                     | SouthState Corp                                                                  | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Short            | EC               | CORP              | US        |      -21164 | NS      | $-1616083.04   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Hallador Energy Co                                  | Hallador Energy Co                                                               | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |        1500 | NS      | $14985.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Community Banks Inc/GA                       | United Community Banks Inc/GA                                                    | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Short            | EC               | CORP              | US        |      -28790 | NS      | $-973102.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Polaris Inc                                         | Polaris Inc                                                                      | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-272700.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bear Stearns Alt-A Trust                            | Bear Stearns ALT-A Trust 2006-4                                                  | CUSIP: 073871AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306511 | PA      | $243633.60     | 0.01%             | 2036-08-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| CoreCivic Inc                                       | CoreCivic Inc                                                                    | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |        7300 | NS      | $84388.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Presidio Property Trust Inc                         | Presidio Property Trust Inc                                                      | CUSIP: 74102L303<br>LEI: 549300MEZ901JA232E13 | Long             | EC               |  | US        |         500 | NS      | $500.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MHC Commercial Mortgage Trust                       | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1095000 | PA      | $1012875.00    | 0.02%             | 2038-05-15      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS DEC25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-288464.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cue Biopharma Inc                                   | Cue Biopharma Inc                                                                | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |        3100 | NS      | $8835.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HEXO Corp                                           | HEXO Corp                                                                        | CUSIP: 428304406<br>LEI: 529900NCXLID5EDY2E78 | Short            | EC               | CORP              | CA        |      -11821 | NS      | $-11939.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Petroleum Inc                              | Imperial Petroleum Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | MH        |      -13200 | NS      | $-3182.52      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HF Sinclair Corp                                    | HF Sinclair Corp                                                                 | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16700 | NS      | $866563.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Orchard Therapeutics plc                            | Orchard Therapeutics plc                                                         | CUSIP: 68570P101<br>LEI: 21380056R45ONMT94Z50 | Short            | EC               | CORP              | GB        |       -2400 | NS      | $-890.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Open Lending Corp                                   | Open Lending Corp                                                                | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17800 | NS      | $120150.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Mobile Ltd                                   | Aurora Mobile Ltd                                                                | CUSIP: 051857100<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1100 | NS      | $-704.44       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto 2022-FL5 Issuer LLC                                                    | CUSIP: 30327MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155000 | PA      | $149809.52     | 0.00%             | 2037-06-19      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Art's-Way Manufacturing Co Inc                      | Art's-Way Manufacturing Co Inc                                                   | CUSIP: 043168103<br>LEI: 5493008146ZHRQG3XD36 | Long             | EC               | CORP              | US        |         100 | NS      | $193.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                  | CUSIP: 95000CAJ2<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $85830.60      | 0.00%             | 2059-01-15      | Variable      | 4.98%                 | No            | 2                  | On Loan: No      |
| Nordstrom Inc                                       | Nordstrom Inc                                                                    | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |        7600 | NS      | $122664.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ikena Oncology Inc                                  | Ikena Oncology Inc                                                               | CUSIP: 45175G108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-2128.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Titan Pharmaceuticals Inc                           | Titan Pharmaceuticals Inc                                                        | CUSIP: 888314606<br>LEI: 549300NOUZGB2ZNVJ794 | Short            | EC               | CORP              | US        |        -800 | NS      | $-626.48       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $606212.00     | 0.01%             | 2067-01-25      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                              | CORN FUTURE MAR23                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -867 | NC      | $-54891.09     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                 | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |      -16473 | NS      | $-2433885.75   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                          | Atkore Inc                                                                       | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Short            | EC               | CORP              | US        |       -4400 | NS      | $-499048.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHENDONG PHARMA ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       70500 | OU      | $-1162.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HT WIRES&CABLES ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      340525 | OU      | $2565.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BERRY GENOMICS ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      166361 | OU      | $-3541.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PETPAL PET TECH ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      117168 | OU      | $-376.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deciphera Pharmaceuticals Inc                       | Deciphera Pharmaceuticals Inc                                                    | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |        7600 | NS      | $124564.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                             | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Short            | DBT              | CORP              | KZ        |     -800000 | PA      | $-714696.77    | -0.02%            | 2030-04-24      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                   | Citigroup Mortgage Loan Trust 2019-E                                             | CUSIP: 17328DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1013168 | PA      | $954351.64     | 0.02%             | 2070-11-25      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Vinci Partners Investments Ltd                      | Vinci Partners Investments Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -500 | NS      | $-4520.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cato Corp/The                                       | Cato Corp/The                                                                    | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |        2200 | NS      | $20526.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-23172.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Katapult Holdings Inc                               | Katapult Holdings Inc                                                            | CUSIP: 485859102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9300 | NS      | $-8897.31      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ARCPLUS GROUP ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      600167 | OU      | $-16976.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23C 7                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-1540.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Buy CDX.EM.38 USD 100 Dec 2027                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3900000 | OU      | $227969.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Toorak Mortgage Corp.                               | TRK 2022-INV1 Trust                                                              | CUSIP: 872635AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $62362.00      | 0.00%             | 2057-02-25      | Variable      | 4.06%                 | No            | 2                  | On Loan: No      |
| Northern Star Investment Corp III                   | Northern Star Investment Corp III                                                | CUSIP: 66574L118<br>LEI: N/A                  | N/A              | DE               |  | US        |       51667 | NS      | $1033.34       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Structured Asset Securities Corporation             | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A         | CUSIP: 86359AU84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260310 | PA      | $201013.47     | 0.00%             | 2033-09-25      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| BrightView Holdings Inc                             | BrightView Holdings Inc                                                          | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |         100 | NS      | $689.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Globalstar Inc                                      | Globalstar Inc                                                                   | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Short            | EC               | CORP              | US        |       -4200 | NS      | $-5586.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group Inc                         | Asbury Automotive Group Inc                                                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Short            | EC               | CORP              | US        |        -900 | NS      | $-161325.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 31 Ltd                                        | CUSIP: 64131XAL9<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $877133.00     | 0.02%             | 2031-04-20      | Floating      | 10.74%                | No            | 2                  | On Loan: No      |
| Eco Wave Power Global AB                            | Eco Wave Power Global AB                                                         | CUSIP: 27900N103<br>LEI: 5493003GP1XAFTYRJM76 | Short            | EC               | CORP              | SE        |        -200 | NS      | $-602.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Integral Ad Science Holding Corp                    | Integral Ad Science Holding Corp                                                 | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $879.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcellx Inc                                         | Arcellx Inc                                                                      | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6196.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JM HANYU ELEC ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       33802 | OU      | $-192.52       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alkami Technology Inc                               | Alkami Technology Inc                                                            | CUSIP: 01644J108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1400 | NS      | $-20426.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                                | Hayward Holdings Inc                                                             | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $1880.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Warburg Pincus Capital Corp I-B                     | Warburg Pincus Capital Corp I-B                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310000 | NS      | $3127900.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| OP Bancorp                                          | OP Bancorp                                                                       | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |         200 | NS      | $2232.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benefitfocus Inc                                    | Benefitfocus Inc                                                                 | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |         300 | NS      | $3138.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TKB Critical Technologies 1                         | TKB Critical Technologies 1                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       21626 | NS      | $222964.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Federal Republic of Nigeria                     | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     4000000 | PA      | $2982800.00    | 0.07%             | 2049-01-21      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | OLYMPIC CIRCUIT ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       93642 | OU      | $-970.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                             | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       49637 | NS      | $4132776.62    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Vor BioPharma Inc                                   | Vor BioPharma Inc                                                                | CUSIP: 929033108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-8645.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KINGCLEAN ELECTRIC                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        5314 | OU      | $-70.41        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| International Tower Hill Mines Ltd                  | International Tower Hill Mines Ltd                                               | CUSIP: 46050R102<br>LEI: 529900QWPB33AJTGMU33 | Short            | EC               | CORP              | CA        |        -400 | NS      | $-170.08       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                                    | Paramount Global                                                                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |      -75600 | NS      | $-1276128.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-2.0                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     3739500 | PA      | $3739500.39    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Vornado Realty Trust                                | Vornado Realty Trust                                                             | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               |  | US        |      -47000 | NS      | $-978070.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ChargePoint Holdings Inc                            | ChargePoint Holdings Inc                                                         | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-15248.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corp                                    | AdaptHealth Corp                                                                 | CUSIP: 00653Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -12500 | NS      | $-240250.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Latin America Ltd                           | Liberty Latin America Ltd                                                        | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |         800 | NS      | $6080.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Bird Corp                                      | Blue Bird Corp                                                                   | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-10710.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TuSimple Holdings Inc                               | TuSimple Holdings Inc                                                            | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       58400 | NS      | $95776.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IVERIC bio Inc                                      | IVERIC bio Inc                                                                   | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |       15199 | NS      | $325410.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HUSKY III HOLDING LTD                               | Husky III Holding Ltd                                                            | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5930000 | PA      | $5248050.00    | 0.12%             | 2025-02-15      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANHAO ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      720646 | OU      | $-7663.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sight Sciences Inc                                  | Sight Sciences Inc                                                               | CUSIP: 82657M105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-2442.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TPGI Trust                                          | TPGI Trust 2021-DGWD                                                             | CUSIP: 87267HAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1390000 | PA      | $1305788.24    | 0.03%             | 2026-06-15      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Seacoast Banking Corp of Florida                    | Seacoast Banking Corp of Florida                                                 | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      173153 | NS      | $5400642.07    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Finance Of America Cos Inc                          | Finance Of America Cos Inc                                                       | CUSIP: 31738L107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3700 | NS      | $-4699.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Taboola.com Ltd                                     | Taboola.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500F5945AFAFFCB30 | Short            | EC               | CORP              | IL        |       -1400 | NS      | $-4312.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ProFrac Holding Corp                                | ProFrac Holding Corp                                                             | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          49 | NS      | $1234.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PE        |           1 | NC      | $5551.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                         | CNY_R_2.56_20271221_20221221_NDF_LCH                                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    30000000 | OU      | $-43504.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sandy Spring Bancorp Inc                            | Sandy Spring Bancorp Inc                                                         | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $3523.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIESHUN SCI&TECH ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       37751 | OU      | $-335.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rubius Therapeutics Inc                             | Rubius Therapeutics Inc                                                          | CUSIP: 78116T103<br>LEI: 549300ER84PB0QV6HZ76 | Short            | EC               | CORP              | US        |       -2894 | NS      | $-498.06       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pintec Technology Holdings Ltd                      | Pintec Technology Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -400 | NS      | $-160.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cvent Holding Corp                                  | Cvent Holding Corp                                                               | CUSIP: 126677103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-8100.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FOUNDER MOTOR ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       14946 | OU      | $93.07         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $42231.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Veeco Instruments Inc                               | Veeco Instruments Inc                                                            | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |        4530 | NS      | $84167.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CASHWAY ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       53852 | OU      | $-1401.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Century Casinos Inc                                 | Century Casinos Inc                                                              | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |        1300 | NS      | $9139.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KT Corp                                             | KT Corp                                                                          | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Short            | EC               | CORP              | KR        |       -1800 | NS      | $-24300.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS APR25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-20144.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HOPECHART IOT ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       14029 | OU      | $137.85        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arco Platform Ltd                                   | Arco Platform Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -4700 | NS      | $-63450.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LYRIC ROBOT ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       51525 | OU      | $296.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Business First Bancshares Inc                       | Business First Bancshares Inc                                                    | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |         400 | NS      | $8856.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| StealthGas Inc                                      | StealthGas Inc                                                                   | CUSIP: 000000000<br>LEI: 549300JCJUO3WBVVKJ89 | Long             | EC               | CORP              | MH        |        1600 | NS      | $4288.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp                                        | Insulet Corp                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Short            | EC               | CORP              | US        |       -4800 | NS      | $-1413072.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Invivyd Inc                                         | Invivyd Inc                                                                      | CUSIP: 00534A102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7200 | NS      | $-10800.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Castor Maritime Inc                                 | Castor Maritime Inc                                                              | CUSIP: 000000000<br>LEI: 213800G77XJSMF52UL75 | Short            | EC               | CORP              | MH        |      -15360 | NS      | $-17203.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Moxian BVI Inc                                      | Moxian BVI Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -900 | NS      | $-405.18       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    14098000 | PA      | $8517558.49    | 0.19%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2004-4CB                                                  | CUSIP: 12667FCQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      219531 | PA      | $171147.80     | 0.00%             | 2034-04-25      | Variable      | 5.81%                 | No            | 2                  | On Loan: No      |
| El Pollo Loco Holdings Inc                          | El Pollo Loco Holdings Inc                                                       | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |        1900 | NS      | $18924.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zuora Inc                                           | Zuora Inc                                                                        | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |       22000 | NS      | $139920.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NY HARB ULSD FUT FEB23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          15 | NC      | $144199.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexpoint Real Estate Finance Inc                    | Nexpoint Real Estate Finance Inc                                                 | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               |  | US        |         100 | NS      | $1589.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -90 | NC      | $11975.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Thunder Bridge Capital Partners III Inc             | Thunder Bridge Capital Partners III Inc                                          | CUSIP: 88605T118<br>LEI: N/A                  | N/A              | DE               |  | US        |       39640 | NS      | $3040.39       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ambarella Inc                                       | Ambarella Inc                                                                    | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |        7100 | NS      | $583833.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JAN27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $827307.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23C 4.3                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -10 | NC      | $-50470.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Shared Hospital Services                   | American Shared Hospital Services                                                | CUSIP: 029595105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $293.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                        | Eagle Pharmaceuticals Inc/DE                                                     | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-37999.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Safeguard Scientifics Inc                           | Safeguard Scientifics Inc                                                        | CUSIP: 786449207<br>LEI: 529900EX0PJO7T5RU995 | Long             | EC               | CORP              | US        |         200 | NS      | $620.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy CHINA SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     3900000 | OU      | $-44661.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                  | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       34800 | NS      | $4187832.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Holley Inc                                          | Holley Inc                                                                       | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-3604.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WENCAN ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       23264 | OU      | $-76.16        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cloopen Group Holding Ltd                           | Cloopen Group Holding Ltd                                                        | CUSIP: 18900M104<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2300 | NS      | $-1619.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bankshares Inc                      | First Financial Bankshares Inc                                                   | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |       -8430 | NS      | $-289992.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT NOV23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          60 | NC      | $147180.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                        | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        2500 | NS      | $513600.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FOSHAN LIGHT ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       91420 | OU      | $-262.89       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy QATAR SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    10000000 | OU      | $-229952.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                  | LOW SU GASOIL G FEB23                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          31 | NC      | $86145.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalBridge Group Inc                             | DigitalBridge Group Inc                                                          | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Short            | EC               | CORP              | US        |      -13655 | NS      | $-149385.70    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| nLight Inc                                          | nLight Inc                                                                       | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4700 | NS      | $47658.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Necessity Retail REIT Inc/The                       | Necessity Retail REIT Inc/The                                                    | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Short            | EC               |  | US        |       -6600 | NS      | $-39138.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TENGLONG AUTO ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       55324 | OU      | $-760.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                         | CCPVANILLA--USD-SOFR-COMPOUND-20270412                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4600000 | OU      | $378410.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BANK OF NINGBO ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         444 | OU      | $23.01         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                         | ISHARES TR RUSSELL 2000 ETF                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     1289481 | OU      | $2878.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LivePerson Inc                                      | LivePerson Inc                                                                   | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |        6100 | NS      | $61854.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DATANG POWER ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      117382 | OU      | $3381.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bio-Techne Corp                                     | Bio-Techne Corp                                                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        2200 | NS      | $182336.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerberus Cyber Sentinel Corp                        | Cerberus Cyber Sentinel Corp                                                     | CUSIP: 15672X102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1400 | NS      | $-3570.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR NOV23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -13 | NC      | $110045.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cambium Networks Corp                               | Cambium Networks Corp                                                            | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |        1500 | NS      | $32505.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  SEP26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $94201.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals PLC                            | Jazz Pharmaceuticals PLC                                                         | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        3100 | NS      | $493861.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Par Pacific Holdings Inc                            | Par Pacific Holdings Inc                                                         | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |         200 | NS      | $4650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital City Bank Group Inc                         | Capital City Bank Group Inc                                                      | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |         300 | NS      | $9750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprott Inc                                          | Sprott Inc                                                                       | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |        1200 | NS      | $39996.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | COLUMBIA BANKING SYSTEM INC                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     1255056 | OU      | $30482.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PRIMA Capital LTD                                   | Prima Capital CRE Securitization 2019-1S Ltd                                     | CUSIP: 74166KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1000000 | PA      | $888328.00     | 0.02%             | 2033-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TG Therapeutics Inc                                 | TG Therapeutics Inc                                                              | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |        8800 | NS      | $104104.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gold Royalty Corp                                   | Gold Royalty Corp                                                                | CUSIP: 38071H106<br>LEI: 984500FC5D5B5YDB4B90 | Short            | EC               | CORP              | CA        |       -2600 | NS      | $-6058.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Blade Air Mobility Inc                              | Blade Air Mobility Inc                                                           | CUSIP: 092667104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6600 | NS      | $-23628.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eargo Inc                                           | Eargo Inc                                                                        | CUSIP: 270087109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11400 | NS      | $-6555.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Urban Edge Properties                               | Urban Edge Properties                                                            | CUSIP: 91704F104<br>LEI: N/A                  | Short            | EC               |  | US        |       -3000 | NS      | $-42270.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINXINNONG TECH ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       26801 | OU      | $258.72        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Waste Connections Inc                               | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |         300 | NS      | $39768.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUANENG POWER ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      451907 | OU      | $5422.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MBRT 2019 MBR                                       | MBRT 2019-MBR                                                                    | CUSIP: 55282DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      411000 | PA      | $395587.50     | 0.01%             | 2036-11-15      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust                 | Starwood Mortgage Residential Trust 2021-3                                       | CUSIP: 85573JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $74084.60      | 0.00%             | 2056-06-25      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| PureCycle Technologies Inc                          | PureCycle Technologies Inc                                                       | CUSIP: 74623V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-1352.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Telephone and Data Systems Inc                      | Telephone and Data Systems Inc                                                   | CUSIP: 879433829<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $-13637.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp                               | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-2018757.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 15M 2.71900% 08/08/28                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $187657.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PolarityTE Inc                                      | PolarityTE Inc                                                                   | CUSIP: 000000000<br>LEI: 549300S23HGL0P1Y1N41 | Short            | EC               | CORP              | US        |         -16 | NS      | $-10.48        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                         | PROMETHEUS BIOSCIENCES INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      573714 | OU      | $-3786.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Transcat Inc                                        | Transcat Inc                                                                     | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |         400 | NS      | $28348.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DC Office Trust                                     | DC Office Trust 2019-MTC                                                         | CUSIP: 23312BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    64579000 | PA      | $513596.79     | 0.01%             | 2045-09-15      | Variable      | 0.11%                 | No            | 2                  | On Loan: No      |
| Q2 Holdings Inc                                     | Q2 Holdings Inc                                                                  | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Short            | EC               | CORP              | US        |        -400 | NS      | $-10748.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sumo Logic Inc                                      | Sumo Logic Inc                                                                   | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Short            | EC               | CORP              | US        |        -100 | NS      | $-810.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | 465909310 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33275 | NC      | $0.03          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUIZHOU TYRE ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      181465 | OU      | $-178.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications Inc                          | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       20800 | NS      | $819520.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aerovate Therapeutics Inc                           | Aerovate Therapeutics Inc                                                        | CUSIP: 008064107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-5860.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jumia Technologies AG                               | Jumia Technologies AG                                                            | CUSIP: 48138M105<br>LEI: 391200JWCL5VCOSXNT56 | Short            | EC               | CORP              | DE        |      -39900 | NS      | $-128079.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DEPPON LOGISTICS ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      662728 | OU      | $29737.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Desktop Metal Inc                                   | Desktop Metal Inc                                                                | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Short            | EC               | CORP              | US        |      -50200 | NS      | $-68272.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.5                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     1907391 | PA      | $1907390.63    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sarepta Therapeutics Inc                            | Sarepta Therapeutics Inc                                                         | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       10200 | NS      | $1321716.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| U.S. Renal Care, Inc.                               | U.S. Renal Care, Inc. 2019 Term Loan B                                           | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     2488057 | PA      | $1378458.14    | 0.03%             | 2026-06-26      | Floating      | 9.44%                 | No            | 2                  | On Loan: No      |
| Hilton USA Trust                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20252000 | PA      | $17043576.90   | 0.38%             | 2038-11-05      | Variable      | 4.19%                 | No            | 2                  | On Loan: No      |
| Tantech Holdings Ltd                                | Tantech Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -387 | NS      | $-826.25       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 SEP25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -150 | NC      | $121218.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SH FOREIGN SERVICE ORD A                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      201632 | OU      | $-4627.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Endava PLC                                          | Endava PLC                                                                       | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |        1700 | NS      | $130050.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GasLog Partners LP                                  | GasLog Partners LP                                                               | CUSIP: 000000000<br>LEI: 5299004R0RSGEG82BS06 | Long             | EC               | CORP              | MH        |        8800 | NS      | $58608.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAYANG GROUP ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      173770 | OU      | $-6706.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       48400 | NS      | $3956216.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FAWER AUTOMOTIVE ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       71166 | OU      | $-1289.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Microbot Medical Inc                                | Microbot Medical Inc                                                             | CUSIP: 59503A204<br>LEI: 549300AEUNO16KTJXD72 | Short            | EC               | CORP              | US        |        -200 | NS      | $-602.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Block Inc                                           | Block Inc                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |      -45477 | NS      | $-2857774.68   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| WMRK Commercial Mortgage Trust                      | WMRK Commercial Mortgage Trust 2022-WMRK                                         | CUSIP: 929342AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $996301.00     | 0.02%             | 2027-11-15      | Floating      | 10.01%                | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR AUG25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          39 | NC      | $-167039.03    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1       | Starwood Mortgage Residential Trust 2020-INV                                     | CUSIP: 85573EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123000 | PA      | $96356.36      | 0.00%             | 2055-11-25      | Fixed         | 3.26%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  MAY24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         171 | NC      | $-1842984.12   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| ASGARD FIXED INCOME RSK PREMIA                      | ASGARD FIXED INCOME RSK PREMIA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |      231114 | NS      | $208619348.38  | 4.64%             |  |  |  | No            | N/A                | On Loan: No      |
| Clearwater Paper Corp                               | Clearwater Paper Corp                                                            | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |         500 | NS      | $18905.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TCI-Flatiron CLO Ltd                                | TCI-Flatiron Clo 2017-1 Ltd                                                      | CUSIP: 87231CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $675496.50     | 0.02%             | 2030-11-18      | Floating      | 11.00%                | No            | 2                  | On Loan: No      |
| CASI Pharmaceuticals Inc                            | CASI Pharmaceuticals Inc                                                         | CUSIP: 000000000<br>LEI: 549300RYDG4U21PJZ263 | Short            | EC               | CORP              | US        |        -930 | NS      | $-1627.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Autoscope Technologies Corp                         | Autoscope Technologies Corp                                                      | CUSIP: 053306106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $720.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Umpqua Holdings Corp                                | Umpqua Holdings Corp                                                             | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |         900 | NS      | $16065.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban-Gro Inc                                       | Urban-Gro Inc                                                                    | CUSIP: 91704K202<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-2720.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  DEC26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $-190658.41    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Draganfly Inc                                       | Draganfly Inc                                                                    | CUSIP: 26142Q205<br>LEI: 894500SZMK5WX44WHE32 | Short            | EC               | CORP              | CA        |       -3100 | NS      | $-2294.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Industrial Logistics Properties Trust               | Industrial Logistics Properties Trust                                            | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |        5000 | NS      | $16350.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                                  | Voya Financial Inc                                                               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |         300 | NS      | $18447.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amyris Inc                                          | Amyris Inc                                                                       | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Short            | EC               | CORP              | US        |       -1788 | NS      | $-2735.64      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2000000 | PA      | $1879525.42    | 0.04%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| vTv Therapeutics Inc                                | vTv Therapeutics Inc                                                             | CUSIP: 918385105<br>LEI: 549300WQE5EI9R35SE66 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-1109.08      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CMBX--137BERAJ6-20591117                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     1102000 | OU      | $190925.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CC Neuberger Principal Holdings III                 | CC Neuberger Principal Holdings III                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       67580 | NS      | $3406.03       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PPM CLO 2 Ltd.                                      | PPM CLO 2 Ltd                                                                    | CUSIP: 69377RAA8<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1511170.50    | 0.03%             | 2032-04-16      | Floating      | 10.63%                | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp                           | Edwards Lifesciences Corp                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       65200 | NS      | $4864572.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Longboard Pharmaceuticals Inc                       | Longboard Pharmaceuticals Inc                                                    | CUSIP: 54300N103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-316.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Decarbonization Plus Acquisition Corp IV            | Decarbonization Plus Acquisition Corp IV                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      167200 | NS      | $106172.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Motor Corp                                   | Toyota Motor Corp                                                                | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Short            | EC               | CORP              | JP        |       -3800 | NS      | $-519004.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WINNER MEDICAL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       40300 | OU      | $1869.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HH PENUL FIXED APR23                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -128 | NC      | $19647.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mallinckrodt International Finance S.A.             | Mallinckrodt International Finance S.A. 2022 USD Exit Term Loan                  | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |     1778201 | PA      | $1336868.98    | 0.03%             | 2027-09-30      | Floating      | 10.24%                | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1596.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                         | CCPOIS--USD-SOFR-COMPOUND-20270606                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $88275.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kronos Worldwide Inc                                | Kronos Worldwide Inc                                                             | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |         300 | NS      | $2820.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-48.96        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts Inc                           | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Short            | EC               |  | US        |     -162500 | NS      | $-2608125.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Kismet Acquisition Three Corp                       | Kismet Acquisition Three Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      203863 | NS      | $2048823.15    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY24C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $3564.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                            | Petrobras Global Finance BV                                                      | CUSIP: 71647NBE8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     4640000 | PA      | $4322160.00    | 0.10%             | 2030-01-15      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                             | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       69634 | NS      | $990334.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                            | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      190000 | PA      | $157628.99     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KE Holdings Inc                                     | KE Holdings Inc                                                                  | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Short            | EC               | CORP              | KY        |      -38700 | NS      | $-540252.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chico's FAS Inc                                     | Chico's FAS Inc                                                                  | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |       32300 | NS      | $158916.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Day One Biopharmaceuticals Inc                      | Day One Biopharmaceuticals Inc                                                   | CUSIP: 23954D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-8608.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| National Storage Affiliates Trust                   | National Storage Affiliates Trust                                                | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |        6900 | NS      | $249228.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BioCardia Inc                                       | BioCardia Inc                                                                    | CUSIP: 09060U507<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-836.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Newtek Business Services Corp                       | Newtek Business Services Corp                                                    | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |        2300 | NS      | $37375.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SES AI Corp                                         | SES AI Corp                                                                      | CUSIP: 78397Q109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9100 | NS      | $-28665.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aldeyra Therapeutics Inc                            | Aldeyra Therapeutics Inc                                                         | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |        9300 | NS      | $64728.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| T2 Biosystems Inc                                   | T2 Biosystems Inc                                                                | CUSIP: 000000000<br>LEI: 54930027RQTU9CHLKL88 | Short            | EC               | CORP              | US        |       -2748 | NS      | $-3902.16      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Boston Omaha Corp                                   | Boston Omaha Corp                                                                | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Short            | EC               | CORP              | US        |        -900 | NS      | $-23850.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kura Sushi USA Inc                                  | Kura Sushi USA Inc                                                               | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $9536.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 1.737% Receive SOFR 6M30M Daily Accrue                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9545000 | OU      | $1976031.68    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XINHUA MEDIA ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       67645 | OU      | $1979.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arlo Technologies Inc                               | Arlo Technologies Inc                                                            | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |        9700 | NS      | $34047.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                             | Magna International Inc                                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Short            | EC               | CORP              | CA        |        -800 | NS      | $-44944.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| National Bank Holdings Corp                         | National Bank Holdings Corp                                                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $8414.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Mortgage Residential Trust                 | Starwood Mortgage Residential Trust 2021-6                                       | CUSIP: 85573RAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $64852.00      | 0.00%             | 2066-11-25      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| Cohbar Inc                                          | Cohbar Inc                                                                       | CUSIP: 19249J307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         283 | NS      | $478.27        | 0.00%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Cronos Group Inc                                    | Cronos Group Inc                                                                 | CUSIP: 22717L101<br>LEI: 549300CWB04E8UOTWX71 | Short            | EC               | CORP              | CA        |        -700 | NS      | $-1778.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dada Nexus Ltd                                      | Dada Nexus Ltd                                                                   | CUSIP: 23344D108<br>LEI: 655600D3KK4AC093RT71 | Short            | EC               | CORP              | KY        |      -18100 | NS      | $-126157.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Henry Schein Inc                                    | Henry Schein Inc                                                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-287532.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA16                                                 | CUSIP: 23242GAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1368 | PA      | $17173.34      | 0.00%             | 2046-10-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Eastside Distilling Inc                             | Eastside Distilling Inc                                                          | CUSIP: 277802302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1200 | NS      | $-296.04       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PennantPark Investment Corp                         | PennantPark Investment Corp                                                      | CUSIP: 708062104<br>LEI: 529900OK432R4C6NQQ73 | Long             | EC               | CORP              | US        |        5200 | NS      | $29900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-369.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHUANGXING MATRL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      606630 | OU      | $-8351.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      239000 | PA      | $188394.38     | 0.00%             | 2048-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oragenics Inc                                       | Oragenics Inc                                                                    | CUSIP: 684023302<br>LEI: 549300639MGD19K4ZW90 | Short            | EC               | CORP              | US        |       -7300 | NS      | $-767.23       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                           | Teledyne Technologies Inc                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |        -900 | NS      | $-359919.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Genetron Holdings Ltd                               | Genetron Holdings Ltd                                                            | CUSIP: 37186H100<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -200 | NS      | $-224.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MRT MID PART/MRT MID FIN                            | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3151352 | PA      | $3143473.62    | 0.07%             | 2024-02-29      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust                      | BOCA Commercial Mortgage Trust 2022-BOCA                                         | CUSIP: 05592LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $983944.00     | 0.02%             | 2039-05-15      | Floating      | 7.65%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-2.3                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     1522283 | PA      | $1522283.44    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -80 | NC      | $-7840.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FuelCell Energy Inc                                 | FuelCell Energy Inc                                                              | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |        1171 | NS      | $3255.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Myriad Genetics Inc                                 | Myriad Genetics Inc                                                              | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Short            | EC               | CORP              | US        |       -4900 | NS      | $-71099.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Selectquote Inc                                     | Selectquote Inc                                                                  | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |        2200 | NS      | $1478.18       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                               | NICKEL FUTURES 3 MONTHS                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           6 | NC      | $24997.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                            | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      428000 | PA      | $365131.08     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                | Townsquare Media Inc                                                             | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |         500 | NS      | $3625.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers Corp                                | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Short            | EC               |  | US        |      -11300 | NS      | $-706250.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Central Pacific Financial Corp                      | Central Pacific Financial Corp                                                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |        1400 | NS      | $28392.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAR23C 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $149000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XIANGXUE PHARMA ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      618241 | OU      | $-38894.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                         | CMBX.NA.A.8                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      229000 | OU      | $3285.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 95 CLO Ltd                                                                | CUSIP: 262485AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $854029.00     | 0.02%             | 2034-08-20      | Floating      | 10.83%                | No            | 2                  | On Loan: No      |
| Comstock Inc                                        | Comstock Inc                                                                     | CUSIP: 205750300<br>LEI: 549300PX1C7TOIY9SK20 | Short            | EC               | CORP              | US        |       -7200 | NS      | $-1980.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RE/MAX Holdings Inc                                 | RE/MAX Holdings Inc                                                              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |        1900 | NS      | $35416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MERCHANTS SHIP ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      232280 | OU      | $1235.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2016-UBS12                                        | CUSIP: 61691EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1761000 | PA      | $1027532.93    | 0.02%             | 2049-12-15      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Caleres Inc                                         | Caleres Inc                                                                      | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-75752.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Moneylion Inc                                       | Moneylion Inc                                                                    | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $248.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank Ireland PLC                           | Sell BRAZIL SNRFOR USD 100 Dec 2027                                              | CUSIP: 000000000<br>LEI: 2G5BKIC2CB69PRJH1W31 | N/A              | DCR              |  | US        |     1500000 | OU      | $-96825.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AerCap Holdings NV                                  | AerCap Holdings NV                                                               | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Short            | EC               | CORP              | NL        |      -12400 | NS      | $-723168.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO              | Park Avenue Institutional Advisers CLO Ltd 2022-1                                | CUSIP: 70016DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $852948.00     | 0.02%             | 2035-04-20      | Floating      | 11.25%                | No            | 2                  | On Loan: No      |
| PowerUp Acquisition Corp                            | PowerUp Acquisition Corp                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      130108 | NS      | $10408.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Autodesk Inc                                        | Autodesk Inc                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       15700 | NS      | $2933859.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BRF SA                                              | BRF SA                                                                           | CUSIP: 10552T107<br>LEI: 254900MTXR9LUVQFU480 | Short            | EC               | CORP              | BR        |      -32200 | NS      | $-50876.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SICHUAN ROAD ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       91291 | OU      | $5165.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Allscripts Healthcare Solutions Inc                 | Allscripts Healthcare Solutions Inc                                              | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |       12300 | NS      | $216972.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gorman-Rupp Co/The                                  | Gorman-Rupp Co/The                                                               | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |         600 | NS      | $15372.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Rebel Holdings Inc                         | American Rebel Holdings Inc                                                      | CUSIP: 02919L208<br>LEI: 549300FMVBRLWQQTW231 | Short            | EC               | CORP              | US        |        -400 | NS      | $-77.20        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Quad/Graphics Inc                                   | Quad/Graphics Inc                                                                | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Short            | EC               | CORP              | US        |        -300 | NS      | $-1224.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR DEC27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $-322560.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Iteris Inc                                          | Iteris Inc                                                                       | CUSIP: 46564T107<br>LEI: 549300HHWPIES6047045 | Long             | EC               | CORP              | US        |         100 | NS      | $311.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Honest Co Inc/The                                   | Honest Co Inc/The                                                                | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $602.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings Inc                            | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       24600 | NS      | $2590134.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      992482 | PA      | $931209.14     | 0.02%             | 2038-06-15      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Offerpad Solutions Inc                              | Offerpad Solutions Inc                                                           | CUSIP: 67623L109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -16300 | NS      | $-7506.15      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $10092.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy Inc                              | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |      -27700 | NS      | $-830723.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| DBWF Mortgage Trust                                 | DBWF 2018-GLKS Mortgage Trust                                                    | CUSIP: 23307GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      138000 | PA      | $131790.00     | 0.00%             | 2030-12-19      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| Ovid therapeutics Inc                               | Ovid therapeutics Inc                                                            | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-4092.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FibroGen Inc                                        | FibroGen Inc                                                                     | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |       11100 | NS      | $177822.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OCA Acquisition Corp                                | OCA Acquisition Corp                                                             | CUSIP: 670865112<br>LEI: N/A                  | N/A              | DE               |  | US        |      233750 | NS      | $2337.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Milestone Scientific Inc                            | Milestone Scientific Inc                                                         | CUSIP: 59935P209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1600 | NS      | $-768.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                            | ICON PLC                                                                         | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Short            | EC               | CORP              | IE        |       -5500 | NS      | $-1068375.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    79000000 | PA      | $80215889.00   | 1.78%             | 2053-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.0                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     3288923 | PA      | $3288923.47    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| TFI International Inc                               | TFI International Inc                                                            | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Short            | EC               | CORP              | CA        |       -1600 | NS      | $-160384.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GSR Mortgage Loan Trust                             | GSR Mortgage Loan Trust 2006-OA1                                                 | CUSIP: 362631AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8122442 | PA      | $1849764.37    | 0.04%             | 2046-08-25      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NATIONAL ACCORD ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        7113 | OU      | $-16.36        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gen Digital Inc                                     | Gen Digital Inc                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        8400 | NS      | $180012.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MILLENNIUM EQUITY                                   | MILLENNIUM EQUITY                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       60879 | NS      | $1065382.48    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Elastic NV                                          | Elastic NV                                                                       | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |        1300 | NS      | $66950.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Concert Pharmaceuticals Inc                         | Concert Pharmaceuticals Inc                                                      | CUSIP: 206022105<br>LEI: 529900PYI5BSGQNATP82 | Long             | EC               | CORP              | US        |        7300 | NS      | $42632.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| A-Mark Precious Metals Inc                          | A-Mark Precious Metals Inc                                                       | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-72933.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Graphite Bio Inc                                    | Graphite Bio Inc                                                                 | CUSIP: 38870X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4000 | NS      | $13280.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentex Corp                                         | Gentex Corp                                                                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Short            | EC               | CORP              | US        |       -3700 | NS      | $-100899.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kernel Group Holdings Inc                           | Kernel Group Holdings Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         200 | NS      | $2022.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana-Pacific Corp                              | Louisiana-Pacific Corp                                                           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Short            | EC               | CORP              | US        |       -4800 | NS      | $-284160.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CHF CURRENCY FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          13 | NC      | $6660.53       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Can-Fite BioPharma Ltd                              | Can-Fite BioPharma Ltd                                                           | CUSIP: 13471N201<br>LEI: 549300ZLRH6GSBOHFZ59 | Short            | EC               | CORP              | IL        |       -1300 | NS      | $-796.90       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          21 | NC      | $-36877.17     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DISH Network Corp                                   | DISH Network Corp                                                                | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               | CORP              | US        |      -12300 | NS      | $-172692.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                            | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAG4<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     5813000 | PA      | $5398516.82    | 0.12%             | 2025-11-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Greenhill & Co Inc                                  | Greenhill & Co Inc                                                               | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |        2400 | NS      | $24600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Astria Therapeutics Inc                             | Astria Therapeutics Inc                                                          | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $14890.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maxar Technologies Inc                              | Maxar Technologies Inc                                                           | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Short            | EC               | CORP              | US        |        -200 | NS      | $-10348.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1409000 | PA      | $953680.24     | 0.02%             | 2052-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp                                   | Atmos Energy Corp                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Short            | EC               | CORP              | US        |       -4600 | NS      | $-515522.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Telos Corp                                          | Telos Corp                                                                       | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |         700 | NS      | $3563.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                  | BRENT CRUDE FUTR  JUN23                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         150 | NC      | $277360.71     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SL Green Realty Corp                                | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               |  | US        |      -16951 | NS      | $-571587.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp II                                                   | CUSIP: 36192CAS4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     3900000 | PA      | $3439410.00    | 0.08%             | 2046-02-10      | Variable      | 4.34%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | WTI CRUDE FUTURE APR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -13 | NC      | $-45726.42     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc                            | Encore Capital Group Inc                                                         | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-62322.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Authentic Equity Acquisition Corp                   | Authentic Equity Acquisition Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      275000 | NS      | $4290.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHANXI COAL ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      266012 | OU      | $1453.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                   | EURO STOXX 50 MAR23                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         205 | NC      | $-303891.69    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison Inc                             | Consolidated Edison Inc                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Short            | EC               | CORP              | US        |       -1950 | NS      | $-185854.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty TripAdvisor Holdings Inc                    | Liberty TripAdvisor Holdings Inc                                                 | CUSIP: 531465102<br>LEI: 5299006PCRAU736ZJ155 | Short            | EC               | CORP              | US        |       -2800 | NS      | $-1874.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Buy CDX.EM.38 USD 100 Dec 2027                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     9500000 | OU      | $555309.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CBL & Associates Properties Inc                     | CBL & Associates Properties Inc                                                  | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Short            | EC               |  | US        |       -1000 | NS      | $-23080.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gossamer Bio Inc                                    | Gossamer Bio Inc                                                                 | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |       27300 | NS      | $59241.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EW Scripps Co/The                                   | EW Scripps Co/The                                                                | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-46165.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FINANCIAL ST ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      123510 | OU      | $-5017.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Ltd.                       | Citigroup Global Markets Ltd.                                                    | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | RA               | CORP              | GB        |     4376558 | PA      | $4376557.60    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SEMrush Holdings Inc                                | SEMrush Holdings Inc                                                             | CUSIP: 81686C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $5698.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sangamo Therapeutics Inc                            | Sangamo Therapeutics Inc                                                         | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |       22700 | NS      | $71278.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                              | Arch Capital Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Short            | EC               | CORP              | BM        |       -3600 | NS      | $-226008.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINJING ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       87852 | OU      | $-1775.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American Public Education Inc                       | American Public Education Inc                                                    | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |        1600 | NS      | $19664.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrowroot Acquisition Corp                          | Arrowroot Acquisition Corp                                                       | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35000 | NS      | $351750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $690.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Resources Corp                             | American Resources Corp                                                          | CUSIP: 02927U208<br>LEI: 549300X4SNBGP0DDRY09 | Short            | EC               | CORP              | US        |       -7800 | NS      | $-10296.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Meten Holding Group Ltd                             | Meten Holding Group Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2320 | NS      | $-417.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                                    | Zions Bancorp NA                                                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Short            | EC               | CORP              | US        |      -75047 | NS      | $-3689310.52   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-13006.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                                | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Short            | DBT              | NUSS              | CN        |    -1000000 | PA      | $-811983.77    | -0.02%            | 2030-10-21      | Fixed         | 1.20%                 | Yes           | 2                  | On Loan: No      |
| Pontem Corp                                         | Pontem Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      155000 | NS      | $12400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Aluminum Co                                 | Century Aluminum Co                                                              | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |        5000 | NS      | $40900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NEWAY VALVE ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      186716 | OU      | $5850.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                 | DBWF 2018-GLKS Mortgage Trust                                                    | CUSIP: 23307GAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2202000 | PA      | $2063080.22    | 0.05%             | 2030-12-19      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| Kismet Acquisition Two Corp                         | Kismet Acquisition Two Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       55101 | NS      | $556520.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Proto Labs Inc                                      | Proto Labs Inc                                                                   | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |        2400 | NS      | $61272.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Progyny Inc                                         | Progyny Inc                                                                      | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1800 | NS      | $56070.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corp                                          | Dover Corp                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        4600 | NS      | $622886.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | 3MO EURO EURIBOR  MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -315 | NC      | $44753.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VPC Impact Acquisition Holdings II                  | VPC Impact Acquisition Holdings II                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        6495 | NS      | $65664.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OMTHERA PHARMACEUTICAL INC                          | OMTHERA PHARMACEUTICAL INC                                                       | CUSIP: 682CVR022<br>LEI: 5493007G7UTDFV38SP78 | Long             | EC               | CORP              | US        |         700 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Denbury Inc                                         | Denbury Inc                                                                      | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Short            | EC               | CORP              | US        |       -4400 | NS      | $-382888.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BRIGHT REAL ESTATE ORD A                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       17511 | OU      | $111.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | UNITED WINNERS ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      823871 | OU      | $27592.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MSD Acquisition Corp                                | MSD Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       64782 | NS      | $4858.65       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oncternal Therapeutics Inc                          | Oncternal Therapeutics Inc                                                       | CUSIP: 68236P107<br>LEI: 549300QZ85LIXQ8O7P72 | Long             | EC               | CORP              | US        |        5700 | NS      | $5700.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sypris Solutions Inc                                | Sypris Solutions Inc                                                             | CUSIP: 871655106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-606.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AOTECAR ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       11485 | OU      | $850.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Professional Holding Corp                           | Professional Holding Corp                                                        | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |        1300 | NS      | $36062.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health Inc                                 | Cardinal Health Inc                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        6100 | NS      | $468907.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AmerisourceBergen Corp                              | AmerisourceBergen Corp                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       17900 | NS      | $2966209.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      907000 | PA      | $776308.56     | 0.02%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TETRA Technologies Inc                              | TETRA Technologies Inc                                                           | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |         500 | NS      | $1730.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23P 4.95                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          20 | NC      | $251620.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAPONT LIFE ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |           2 | OU      | $-0.04         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                      | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $957500.00     | 0.02%             | 2037-12-15      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| HUTCHMED China Ltd                                  | HUTCHMED China Ltd                                                               | CUSIP: 44842L103<br>LEI: 2138006X34YDQ6OBYE79 | Short            | EC               | CORP              | KY        |       -1200 | NS      | $-17736.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Akoya Biosciences Inc                               | Akoya Biosciences Inc                                                            | CUSIP: 00974H104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-8613.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clearfield Inc                                      | Clearfield Inc                                                                   | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Short            | EC               | CORP              | US        |       -1500 | NS      | $-141210.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Malibu Boats Inc                                    | Malibu Boats Inc                                                                 | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $15990.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingles Markets Inc                                  | Ingles Markets Inc                                                               | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Short            | EC               | CORP              | US        |        -100 | NS      | $-9646.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Group Inc                                 | Paramount Group Inc                                                              | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Short            | EC               |  | US        |       -5500 | NS      | $-32670.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Warby Parker Inc                                    | Warby Parker Inc                                                                 | CUSIP: 93403J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-20235.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Concentrix Corp                                     | Concentrix Corp                                                                  | CUSIP: 20602D101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2300 | NS      | $-306268.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Aehr Test Systems                                   | Aehr Test Systems                                                                | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-90450.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GREENLAND HOLD ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      112244 | OU      | $-3618.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     8567000 | PA      | $5275901.28    | 0.12%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Sun Communities Inc                                 | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Short            | EC               |  | US        |        -300 | NS      | $-42900.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DUOLUN TECH ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      517537 | OU      | $7707.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Escalade Inc                                        | Escalade Inc                                                                     | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $3054.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elme Communities                                    | Elme Communities                                                                 | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Short            | EC               |  | US        |       -5400 | NS      | $-96120.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Baidu Inc                                           | Baidu Inc                                                                        | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |         500 | NS      | $57190.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 38 Ltd                                        | CUSIP: 64133TAL6<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $860141.00     | 0.02%             | 2035-10-20      | Floating      | 10.49%                | No            | 2                  | On Loan: No      |
| Insight Acquisition Corp/DE                         | Insight Acquisition Corp/DE                                                      | CUSIP: 45784L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31634 | NS      | $318870.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK HAPOALIM                                       | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     3296000 | PA      | $2836142.08    | 0.06%             | 2032-01-21      | Fixed         | 3.26%                 | Yes           | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01022023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $5136.63       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                              | Brazilian Government International Bond                                          | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Short            | DBT              | NUSS              | BR        |    -3068000 | PA      | $-2427396.29   | -0.05%            | 2047-02-21      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Oportun Financial Corp                              | Oportun Financial Corp                                                           | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |         500 | NS      | $2755.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2019-JWDR                                  | CUSIP: 95002NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2022000 | PA      | $1706474.99    | 0.04%             | 2031-09-15      | Variable      | 3.86%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $153356.40     | 0.00%             | 2049-11-10      | Variable      | 3.23%                 | No            | 2                  | On Loan: No      |
| Puma Biotechnology Inc                              | Puma Biotechnology Inc                                                           | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4900 | NS      | $20727.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ADD INDUSTRY ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      253311 | OU      | $-2600.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Turkey                                  | Turkey Government International Bond                                             | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6823000 | PA      | $4639640.00    | 0.10%             | 2047-05-11      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Grab Holdings Ltd                                   | Grab Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Short            | EC               | CORP              | KY        |     -330100 | NS      | $-1062922.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | EURO FX CURR FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -120 | NC      | $-94713.27     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flux Power Holdings Inc                             | Flux Power Holdings Inc                                                          | CUSIP: 344057302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-2382.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sterling Check Corp                                 | Sterling Check Corp                                                              | CUSIP: 85917T109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2200 | NS      | $-34034.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vroom Inc                                           | Vroom Inc                                                                        | CUSIP: 92918V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -55200 | NS      | $-56304.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | AUDUSD CRNCY FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -46 | NC      | $-52048.61     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Riverview Bancorp Inc                               | Riverview Bancorp Inc                                                            | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $1536.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YONGXING MATRL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      747141 | OU      | $-24546.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Stratasys Ltd                                       | Stratasys Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | IL        |        9900 | NS      | $117414.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum China Holdings Inc                              | Yum China Holdings Inc                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Short            | EC               | CORP              | US        |      -27927 | NS      | $-1526210.55   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Federated Hermes Inc                                | Federated Hermes Inc                                                             | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |        1700 | NS      | $61727.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of America Funding Corporation                 | Banc of America Funding 2006-H Trust                                             | CUSIP: 05950PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      406307 | PA      | $297290.58     | 0.01%             | 2036-10-20      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                   | 506518697 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  1999976000 | NC      | $4206769.52    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                 | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      187000 | PA      | $155073.56     | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Sovos Brands Inc                                    | Sovos Brands Inc                                                                 | CUSIP: 84612U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-8622.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR MAR25                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -12 | NC      | $-4156.44      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Renasant Corp                                       | Renasant Corp                                                                    | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |        2200 | NS      | $82698.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| National CineMedia Inc                              | National CineMedia Inc                                                           | CUSIP: 635309107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4800 | NS      | $-1056.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc                      | Advanced Energy Industries Inc                                                   | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |        -600 | NS      | $-51468.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp                              | Webster Financial Corp                                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Short            | EC               | CORP              | US        |      -15000 | NS      | $-710100.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                          | RenaissanceRe Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Short            | EC               | CORP              | BM        |        -800 | NS      | $-147384.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Option Care Health Inc                              | Option Care Health Inc                                                           | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |        1600 | NS      | $48144.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                              | COTTON NO.2 FUTR MAR23                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -55 | NC      | $85802.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ClearSign Technologies Corp                         | ClearSign Technologies Corp                                                      | CUSIP: 185064102<br>LEI: 529900KAAUSQWCW66J95 | Short            | EC               | CORP              | US        |        -100 | NS      | $-53.60        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Red Robin Gourmet Burgers Inc                       | Red Robin Gourmet Burgers Inc                                                    | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |        4300 | NS      | $23994.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  AUG23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -4 | NC      | $33132.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unitil Corp                                         | Unitil Corp                                                                      | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $15408.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                                        | Comerica Inc                                                                     | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Short            | EC               | CORP              | US        |       -4200 | NS      | $-280770.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MicroStrategy Inc                                   | MicroStrategy Inc                                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |         800 | NS      | $113256.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 60M 1.66100% 06/17/25                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10000000 | OU      | $660238.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Commodities Exchange Center                         | GOLD 100 OZ FUTR FEB23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          14 | NC      | $72618.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| S&T Bancorp Inc                                     | S&T Bancorp Inc                                                                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $34180.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LeMaitre Vascular Inc                               | LeMaitre Vascular Inc                                                            | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |        1000 | NS      | $46020.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $1585.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NeoGenomics Inc                                     | NeoGenomics Inc                                                                  | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20900 | NS      | $193116.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YUNNAN COAL AND ENERGY ORD A                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      263932 | OU      | $-3371.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY OCT25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          28 | NC      | $263911.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WBDE ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      474056 | OU      | $-36335.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MMTEC Inc                                           | MMTEC Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |        -300 | NS      | $-217.59       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alta Equipment Group Inc                            | Alta Equipment Group Inc                                                         | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |        1000 | NS      | $13190.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Relic Inc                                       | New Relic Inc                                                                    | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |        5400 | NS      | $304830.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Waverley Capital Acquisition Corp 1                 | Waverley Capital Acquisition Corp 1                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      125000 | NS      | $5700.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | DOMINION SP BASIS OCT23                                                          | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -31 | NC      | $1522.88       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hertz Global Holdings Inc                           | Hertz Global Holdings Inc                                                        | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Short            | EC               | CORP              | US        |      -51800 | NS      | $-797202.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| So-Young International Inc                          | So-Young International Inc                                                       | CUSIP: 83356Q108<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1500 | NS      | $-1935.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Invacare Corp                                       | Invacare Corp                                                                    | CUSIP: 461203101<br>LEI: 549300NNUTG7HCZICS76 | Long             | EC               | CORP              | US        |        4800 | NS      | $2016.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAYI BROTHERS ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       60568 | OU      | $2816.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Legend Biotech Corp                                 | Legend Biotech Corp                                                              | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Short            | EC               | CORP              | KY        |       -4800 | NS      | $-239616.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Geron Corp                                          | Geron Corp                                                                       | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Short            | EC               | CORP              | US        |      -18100 | NS      | $-43802.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                              | Skyworks Solutions Inc                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       10200 | NS      | $929526.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                    | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       17000 | NS      | $777070.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MYT Netherlands Parent BV                           | MYT Netherlands Parent BV                                                        | CUSIP: 55406W103<br>LEI: N/A                  | Short            | EC               | CORP              | NL        |       -1900 | NS      | $-16929.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FANGYUAN ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      649717 | OU      | $-40445.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BOHAI CHEMICAL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       24217 | OU      | $-301.16       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BGC Partners Inc                                    | BGC Partners Inc                                                                 | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |       36400 | NS      | $137228.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pontem Corp                                         | Pontem Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      465000 | NS      | $4701150.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | 3MO EURO EURIBOR MAR24                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -275 | NC      | $315460.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Comtech Telecommunications Corp                     | Comtech Telecommunications Corp                                                  | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |         300 | NS      | $3642.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                               | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-214786.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kimco Realty Corp                                   | Kimco Realty Corp                                                                | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Short            | EC               |  | US        |      -59800 | NS      | $-1266564.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      238866 | PA      | $225322.34     | 0.01%             | 2032-12-31      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23P 5.25                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-294920.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GreenTree Hospitality Group Ltd                     | GreenTree Hospitality Group Ltd                                                  | CUSIP: 39579V100<br>LEI: 3003001U5LT3SICVFH79 | Short            | EC               | CORP              | KY        |        -300 | NS      | $-1113.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Magnolia Oil & Gas Corp                             | Magnolia Oil & Gas Corp                                                          | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17300 | NS      | $405685.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Radware Ltd                                         | Radware Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        3100 | NS      | $61225.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                  | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Short            | EC               | CORP              | US        |      -25300 | NS      | $-2198064.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Palo Alto Networks Inc                              | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       50400 | NS      | $7032816.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Security Instruments Inc                  | Universal Security Instruments Inc                                               | CUSIP: 913821302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-203.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Domo Inc                                            | Domo Inc                                                                         | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |        4200 | NS      | $59808.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | PHE 02282023 PHE C7.5                                                            | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |        -300 | NC      | $-22725.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | SDBC_3%_01/17/32 swap                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |    33706101 | OU      | $-10699.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | DOMINION SP BASIS MAR24                                                          | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          31 | NC      | $7335.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                        | KKR & Co Inc                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |      -57500 | NS      | $-2669150.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | IFE ELEVATORS ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       20162 | OU      | $0.42          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Payments Inc                                 | Global Payments Inc                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |      -11800 | NS      | $-1171976.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANTONG HOLDINGS ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      232771 | OU      | $-4799.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                                   | Banco Bradesco SA                                                                | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Short            | EC               | CORP              | BR        |     -393000 | NS      | $-1131840.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos Inc/The                                     | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Short            | EC               | CORP              | US        |      -64900 | NS      | $-5166040.00   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Newegg Commerce Inc                                 | Newegg Commerce Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |      -10000 | NS      | $-13100.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wejo Group Ltd                                      | Wejo Group Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -2900 | NS      | $-1394.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fossil Group Inc                                    | Fossil Group Inc                                                                 | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |        9100 | NS      | $39221.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyd Gaming Corp                                    | Boyd Gaming Corp                                                                 | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Short            | EC               | CORP              | US        |       -3200 | NS      | $-174496.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MidWestOne Financial Group Inc                      | MidWestOne Financial Group Inc                                                   | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6350.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Communications Inc                           | Rogers Communications Inc                                                        | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Short            | EC               | CORP              | CA        |       -1000 | NS      | $-46840.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mason Industrial Technology Inc                     | Mason Industrial Technology Inc                                                  | CUSIP: 57520Y114<br>LEI: N/A                  | N/A              | DE               |  | US        |      407437 | NS      | $8148.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LONGXING CHEM ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       94315 | OU      | $-564.19       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Logistics Innovation Technologies Corp              | Logistics Innovation Technologies Corp                                           | CUSIP: 54141L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      305916 | NS      | $3089751.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA17                                                 | CUSIP: 12668PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314665 | PA      | $264826.87     | 0.01%             | 2046-12-20      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| Schrodinger Inc/United States                       | Schrodinger Inc/United States                                                    | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1700 | NS      | $31773.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SportsTek Acquisition Corp                          | SportsTek Acquisition Corp                                                       | CUSIP: 849196100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      125000 | NS      | $1268750.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust                     | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1125000 | PA      | $906295.50     | 0.02%             | 2050-03-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| DocGo Inc                                           | DocGo Inc                                                                        | CUSIP: 256086109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-2121.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | MARKIT CMBX.NA.A.8                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       38000 | OU      | $545.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Unisys Corp                                         | Unisys Corp                                                                      | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |        1000 | NS      | $5110.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAS1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    15453075 | PA      | $171266.43     | 0.00%             | 2047-08-10      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS FEB25                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -26 | NC      | $-287424.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Beazer Homes USA Inc                                | Beazer Homes USA Inc                                                             | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |        2800 | NS      | $35728.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Science 37 Holdings Inc                             | Science 37 Holdings Inc                                                          | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $207.60        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                      | Long Beach Mortgage Loan Trust 2006-4                                            | CUSIP: 54251MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6903957 | PA      | $2002831.09    | 0.04%             | 2036-05-25      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | APEX SOFTWARE ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       46338 | OU      | $3882.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MKS Instruments Inc                                 | MKS Instruments Inc                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |         100 | NS      | $8473.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Corp International/US                       | Service Corp International/US                                                    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Short            | EC               | CORP              | US        |       -7100 | NS      | $-490894.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| I-Mab                                               | I-Mab                                                                            | CUSIP: 44975P103<br>LEI: 549300L1A5T19703RR64 | Long             | EC               | CORP              | KY        |        8400 | NS      | $35112.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anywhere Real Estate Inc                            | Anywhere Real Estate Inc                                                         | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Short            | EC               | CORP              | US        |       -6900 | NS      | $-44091.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FLAT GLASS ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       17074 | OU      | $-303.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEOGAMES SA                                         | NEOGAMES SA                                                                      | CUSIP: 000000000<br>LEI: 222100MZTIQEZS4XY614 | Long             | EC               | CORP              | LU        |         400 | NS      | $4876.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PCB Bancorp                                         | PCB Bancorp                                                                      | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |         500 | NS      | $8845.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ChipMOS Technologies Inc                            | ChipMOS Technologies Inc                                                         | CUSIP: 16965P202<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |         600 | NS      | $12858.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUANGSHAN TOUR ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      576028 | OU      | $9685.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-1.75                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     2617296 | PA      | $2617295.61    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2018-C9                                            | CUSIP: 90291JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      331000 | PA      | $249655.10     | 0.01%             | 2051-03-15      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Bread Financial Holdings Inc                        | Bread Financial Holdings Inc                                                     | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Short            | EC               | CORP              | US        |       -6500 | NS      | $-244790.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Zynerba Pharmaceuticals Inc                         | Zynerba Pharmaceuticals Inc                                                      | CUSIP: 98986X109<br>LEI: 549300JLJ5VQU2CN6016 | Long             | EC               | CORP              | US        |        3400 | NS      | $1802.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hibbett Inc                                         | Hibbett Inc                                                                      | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Short            | EC               | CORP              | US        |        -500 | NS      | $-34110.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Qutoutiao Inc                                       | Qutoutiao Inc                                                                    | CUSIP: 74915J206<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2160 | NS      | $-1447.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rad CLO Ltd                                         | Rad CLO 3 Ltd                                                                    | CUSIP: 48661XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $862835.00     | 0.02%             | 2032-04-15      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DEREN ELECTRONIC ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       36662 | OU      | $-950.71       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | 1LIFE HEALTHCARE INC                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     3694333 | OU      | $-39371.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -447000000 | PA      | $-440417031.00 | -9.80%            | 2053-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Securities              | Natixis Commercial Mortgage Securities Trust                                     | CUSIP: 63875JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131000 | PA      | $127262.96     | 0.00%             | 2035-03-15      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIAXIN SILK ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      102886 | OU      | $-257.61       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GigaMedia Ltd                                       | GigaMedia Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300Q31RWVWZKE4D67 | Long             | EC               | CORP              | SG        |         100 | NS      | $121.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SentinelOne Inc                                     | SentinelOne Inc                                                                  | CUSIP: 81730H109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2300 | NS      | $-33557.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enstar Group Ltd                                    | Enstar Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Short            | EC               | CORP              | BM        |        -100 | NS      | $-23104.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GlycoMimetics Inc                                   | GlycoMimetics Inc                                                                | CUSIP: 38000Q102<br>LEI: 549300TZ84FFU2J2J459 | Long             | EC               | CORP              | US        |        2532 | NS      | $7671.96       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gopher Resource, LLC                                | Gopher Resource, LLC 1st Lien Term Loan                                          | CUSIP: 26828KAB6<br>LEI: 549300BTDNOXC3JSII89 | Long             | LON              | CORP              | US        |     1614957 | PA      | $1073946.12    | 0.02%             | 2025-03-06      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| FONAR Corp                                          | FONAR Corp                                                                       | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $1675.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singular Genomics Systems Inc                       | Singular Genomics Systems Inc                                                    | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $1407.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLHGC                                              | GSXAT02I swap                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    45996558 | OU      | $1661784.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Power REIT                                          | Power REIT                                                                       | CUSIP: 73933H101<br>LEI: 549300GLI9IPZRYGFI71 | Long             | EC               |  | US        |         200 | NS      | $790.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT 2022-FL9 Issuer Ltd                                                        | CUSIP: 055984AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1277000 | PA      | $1223147.63    | 0.03%             | 2039-07-15      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT JUL24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -170 | NC      | $-584075.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PRET COMPOSITES ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      261316 | OU      | $7279.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LHC Group Inc                                       | LHC Group Inc                                                                    | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |        4900 | NS      | $792281.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Laboratory Corp of America Holdings                 | Laboratory Corp of America Holdings                                              | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Short            | EC               | CORP              | US        |        -800 | NS      | $-188384.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point CLO XXIII                                                            | CUSIP: 83614CAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2400000 | PA      | $1913784.00    | 0.04%             | 2034-07-15      | Floating      | 10.55%                | No            | 2                  | On Loan: No      |
| Marriott International Inc/MD                       | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | EC               | CORP              | US        |        -200 | NS      | $-29778.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lion Electric Co/The                                | Lion Electric Co/The                                                             | CUSIP: 536221104<br>LEI: 894500XKOKXHCZ99CE73 | Short            | EC               | CORP              | CA        |       -4200 | NS      | $-9408.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NETSTREIT Corp                                      | NETSTREIT Corp                                                                   | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |        3900 | NS      | $71487.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Assertio Holdings Inc                               | Assertio Holdings Inc                                                            | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3550 | NS      | $15265.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                         | 438994107 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    64430000 | NC      | $1685039.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SMARTRENT INC                                       | SmartRent Inc                                                                    | CUSIP: 83193G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10700 | NS      | $-26001.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HAINAN HAIDE ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       87482 | OU      | $1624.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS Mar 25  2025 - Mar 25  2030 - P/0.9775  R/USD LIBOR 3M                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $-319504.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Terran Orbital Corp                                 | Terran Orbital Corp                                                              | CUSIP: 88105P103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-158.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZZ-BT                                               | GSCBBXE2 swap                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    22252422 | OU      | $-88756.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tilly's Inc                                         | Tilly's Inc                                                                      | CUSIP: 886885102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-24435.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23C 10.5                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $8640.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XUSHENG AUTO ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      244231 | OU      | $-751.34       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Delek US Holdings Inc                               | Delek US Holdings Inc                                                            | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |       15600 | NS      | $421200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thoughtworks Holding Inc                            | Thoughtworks Holding Inc                                                         | CUSIP: 88546E105<br>LEI: 984500E705D15F2DF680 | Short            | EC               | CORP              | US        |       -8000 | NS      | $-81520.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pediatrix Medical Group Inc                         | Pediatrix Medical Group Inc                                                      | CUSIP: 58502B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-25262.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Digital Turbine Inc                                 | Digital Turbine Inc                                                              | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Short            | EC               | CORP              | US        |        -300 | NS      | $-4572.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                         | CUSIP: 38379QY82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3082052 | PA      | $324416.77     | 0.01%             | 2045-10-20      | Floating      | 1.80%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FZ BIO-PHARMA ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       22829 | OU      | $-487.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Silicom Ltd                                         | Silicom Ltd                                                                      | CUSIP: 000000000<br>LEI: 529900711TW6GY85XW07 | Long             | EC               | CORP              | IL        |         100 | NS      | $4215.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bankshares Inc/WV                            | United Bankshares Inc/WV                                                         | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-85029.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Opiant Pharmaceuticals Inc                          | Opiant Pharmaceuticals Inc                                                       | CUSIP: 683750103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $6084.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                  | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3000000 | PA      | $2336400.00    | 0.05%             | 2049-11-26      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| IDEXX Laboratories Inc                              | IDEXX Laboratories Inc                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Short            | EC               | CORP              | US        |        -400 | NS      | $-163184.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CISEN PHARMA ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      228043 | OU      | $-3291.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tennant Co                                          | Tennant Co                                                                       | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |         200 | NS      | $12314.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23P 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -164 | NC      | $-1581780.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| ACI Worldwide Inc                                   | ACI Worldwide Inc                                                                | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      124634 | NS      | $2866582.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Highwoods Properties Inc                            | Highwoods Properties Inc                                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Short            | EC               |  | US        |       -2400 | NS      | $-67152.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | UMPQUA HOLDINGS CORP                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     1277342 | OU      | $-32090.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Inspirato Inc                                       | Inspirato Inc                                                                    | CUSIP: 45791E107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3800 | NS      | $-4522.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                       | Ultragenyx Pharmaceutical Inc                                                    | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |        8700 | NS      | $403071.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Parabellum Acquisition Corp                         | Parabellum Acquisition Corp                                                      | CUSIP: 69901P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      390000 | NS      | $3968562.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Enfusion Inc                                        | Enfusion Inc                                                                     | CUSIP: 292812104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2300 | NS      | $-22241.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      651000 | PA      | $586642.14     | 0.01%             | 2049-03-17      | Variable      | 4.74%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AVARY ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      385104 | OU      | $935.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Viant Technology Inc                                | Viant Technology Inc                                                             | CUSIP: 92557A101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-6834.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Impinj Inc                                          | Impinj Inc                                                                       | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |        5000 | NS      | $545900.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Ajax Corp                                     | Great Ajax Corp                                                                  | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               |  | US        |        1400 | NS      | $10150.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xos Inc                                             | Xos Inc                                                                          | CUSIP: 98423B108<br>LEI: 254900ZQWJF169CBQB40 | Short            | EC               | CORP              | US        |       -5500 | NS      | $-2435.95      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KEXIN TECH ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      452580 | OU      | $5145.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rhythm Pharmaceuticals Inc                          | Rhythm Pharmaceuticals Inc                                                       | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-29120.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WEC Energy Group Inc                                | WEC Energy Group Inc                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |       -1250 | NS      | $-117200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock TCP Capital Corp                          | BlackRock TCP Capital Corp                                                       | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               | CORP              | US        |        4700 | NS      | $60818.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulgent Genetics Inc                                | Fulgent Genetics Inc                                                             | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Short            | EC               | CORP              | US        |       -3600 | NS      | $-107208.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRP Inc                                             | BRP Inc                                                                          | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-15270.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Sell SOAF SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    12100000 | OU      | $-765478.45    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Insmed Inc                                          | Insmed Inc                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        3300 | NS      | $65934.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amplitude Inc                                       | Amplitude Inc                                                                    | CUSIP: 03213A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-12080.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN24C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $3802.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  FEB24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         201 | NC      | $281874.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| STONEGATE PUB FIN                                   | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      215000 | PA      | $234451.70     | 0.01%             | 2025-07-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      941000 | PA      | $764421.35     | 0.02%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           | 2                  | On Loan: No      |
| Pearson PLC                                         | Pearson PLC                                                                      | CUSIP: 705015105<br>LEI: 2138004JBXWWJKIURC57 | Short            | EC               | CORP              | GB        |        -100 | NS      | $-1127.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                              | COFFEE 'C' FUTURE MAR23                                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          31 | NC      | $5026.89       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCNB Corp                                           | LCNB Corp                                                                        | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $3600.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | WTI CRUDE FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -5 | NC      | $-12614.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                        | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-1285999.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XIANDAI INVEST ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       50792 | OU      | $137.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yum! Brands Inc                                     | Yum! Brands Inc                                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        9800 | NS      | $1255184.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $142659.36     | 0.00%             | 2057-08-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HISENSE H.A. ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      369762 | OU      | $-523.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BANK OF NANJING ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      336161 | OU      | $1394.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Inari Medical Inc                                   | Inari Medical Inc                                                                | CUSIP: 45332Y109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-25424.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WPP PLC                                             | WPP PLC                                                                          | CUSIP: 92937A102<br>LEI: 549300LSGBXPYHXGDT93 | Short            | EC               | CORP              | JE        |        -800 | NS      | $-39328.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 2.33% Receive SOFR 6M30M Daily Accrue                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8400000 | OU      | $871246.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | COWEN INC - A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     4894344 | OU      | $-1266.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -444 | NC      | $522170.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Sell BRAZIL SNRFOR USD 100 Dec 2027                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     3100000 | OU      | $-200106.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PDF Solutions Inc                                   | PDF Solutions Inc                                                                | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |        1200 | NS      | $34224.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Jordan                                   | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     4000000 | PA      | $3424832.00    | 0.08%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA               | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |        7200 | NS      | $574848.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorman Products Inc                                 | Dorman Products Inc                                                              | CUSIP: 258278100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-16174.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 4.9                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-43600.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHENDE MEDICAL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      254950 | OU      | $-8643.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RAPT Therapeutics Inc                               | RAPT Therapeutics Inc                                                            | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |        3600 | NS      | $71280.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | EOPTOLINK TECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      121498 | OU      | $2518.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Future FinTech Group Inc                            | Future FinTech Group Inc                                                         | CUSIP: 36117V105<br>LEI: 549300ON6WZ5PWKH5626 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-1413.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kirkland's Inc                                      | Kirkland's Inc                                                                   | CUSIP: 497498105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1563 | NS      | $-5157.90      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| StepStone Group Inc                                 | StepStone Group Inc                                                              | CUSIP: 85914M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-22662.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AquaBounty Technologies Inc                         | AquaBounty Technologies Inc                                                      | CUSIP: 03842K200<br>LEI: 549300TOJ0S836KCH094 | Long             | EC               | CORP              | US        |        9300 | NS      | $7105.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PIMCO ILS FUND SP II                                | PIMCO ILS FUND SP II                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           1 | NS      | $154765.54     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 5.2                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-32760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zoom Video Communications Inc                       | Zoom Video Communications Inc                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       69700 | NS      | $4721478.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcus Biosciences Inc                               | Arcus Biosciences Inc                                                            | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2000 | NS      | $41360.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services Inc                               | Carriage Services Inc                                                            | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $35802.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -351 | NC      | $790050.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ST Energy Transition I Ltd                          | ST Energy Transition I Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      378000 | NS      | $3863160.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MONALISA ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      237180 | OU      | $-6471.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Corvus Pharmaceuticals Inc                          | Corvus Pharmaceuticals Inc                                                       | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |        4200 | NS      | $3570.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Talkspace Inc                                       | Talkspace Inc                                                                    | CUSIP: 87427V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5300 | NS      | $-3234.59      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Cos Inc/The                               | Travelers Cos Inc/The                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Short            | EC               | CORP              | US        |        -100 | NS      | $-18749.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23C 10.5                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $16000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freight Technologies Inc                            | Freight Technologies Inc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -2300 | NS      | $-510.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinetik Holdings Inc                                | Kinetik Holdings Inc                                                             | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2980 | NS      | $98578.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | 439756885 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -71400000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intevac Inc                                         | Intevac Inc                                                                      | CUSIP: 461148108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $3235.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  MAR23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $175988.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | APPOTRONICS ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       40436 | OU      | $-1177.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Carver Bancorp Inc                                  | Carver Bancorp Inc                                                               | CUSIP: 146875604<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-2055.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                  | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan                       | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |     2344930 | PA      | $1943360.67    | 0.04%             | 2025-10-01      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-4.05                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | US        |    -4940044 | PA      | $-4940043.75   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Evo Payments Inc                                    | Evo Payments Inc                                                                 | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |        3730 | NS      | $126223.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TenCate Grass Holding B.V.                          | TenCate Grass Holding B.V. EUR Term Loan                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |           0 | PA      | $0.00          | 0.00%             | 2028-09-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NIO Inc                                             | NIO Inc                                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Short            | EC               | CORP              | KY        |       -9300 | NS      | $-90675.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clearside Biomedical Inc                            | Clearside Biomedical Inc                                                         | CUSIP: 185063104<br>LEI: 529900GQSUZO5HQ9DS29 | Long             | EC               | CORP              | US        |        2700 | NS      | $3024.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Infosys Ltd                                         | Infosys Ltd                                                                      | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Short            | EC               | CORP              | IN        |       -2100 | NS      | $-37821.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Janux Therapeutics Inc                              | Janux Therapeutics Inc                                                           | CUSIP: 47103J105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-7902.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OLB Group Inc/The                                   | OLB Group Inc/The                                                                | CUSIP: 67086U307<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-167.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Datadog Inc                                         | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        9800 | NS      | $720300.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| STORE Capital Corp                                  | STORE Capital Corp                                                               | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Short            | EC               |  | US        |      -54000 | NS      | $-1731240.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| City Office REIT Inc                                | City Office REIT Inc                                                             | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Short            | EC               |  | US        |        -100 | NS      | $-838.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                 | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Short            | EC               |  | US        |       -2200 | NS      | $-466092.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | WTI CRUDE FUTURE FEB23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          38 | NC      | $175131.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DocuSign Inc                                        | DocuSign Inc                                                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |       58300 | NS      | $3230986.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Foghorn Therapeutics Inc                            | Foghorn Therapeutics Inc                                                         | CUSIP: 344174107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-5104.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 1Life Healthcare Inc                                | 1Life Healthcare Inc                                                             | CUSIP: 68269G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -48900 | NS      | $-817119.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 20M 2.57650% 08/25/25                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7000000 | OU      | $320724.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 APR23                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -591 | NC      | $1110765.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Healthcare Co Inc                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |         100 | NS      | $8232.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kronos Bio Inc                                      | Kronos Bio Inc                                                                   | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4400 | NS      | $7128.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Bahrain                                  | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1684000 | PA      | $1309986.97    | 0.03%             | 2044-09-19      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY AUG26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-781722.52    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Franco-Nevada Corp                                  | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        1400 | NS      | $191072.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | COSCO SHIPPING ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       25444 | OU      | $210.29        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SANIANG ADV MATE ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      438585 | OU      | $-1796.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Arcutis Biotherapeutics Inc                         | Arcutis Biotherapeutics Inc                                                      | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2600 | NS      | $38480.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardlytics Inc                                      | Cardlytics Inc                                                                   | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |        9600 | NS      | $55488.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JOINTO ENERGY ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       18750 | OU      | $885.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 MAY24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -681 | NC      | $1934021.52    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SURFILTER NETWORK TECHNOLOGY ORD A                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      111990 | OU      | $2671.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Noodles & Co                                        | Noodles & Co                                                                     | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |        3100 | NS      | $17019.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Link Motion Inc                                     | Link Motion Inc                                                                  | CUSIP: 53577L105<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -11000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MFA Financial Inc                                   | MFA Financial Inc                                                                | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Short            | EC               |  | US        |       -5325 | NS      | $-52451.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SkyWest Inc                                         | SkyWest Inc                                                                      | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Short            | EC               | CORP              | US        |        -500 | NS      | $-8255.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 10M 1.582000% 05/21/25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10000000 | OU      | $665268.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP FEB23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -4 | NC      | $-17648.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sabre Corp                                          | Sabre Corp                                                                       | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |       29400 | NS      | $181692.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23C 7                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-3564.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc                                | Alaska Air Group Inc                                                             | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Short            | EC               | CORP              | US        |      -16400 | NS      | $-704216.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Spruce Power Holding Corp                           | Spruce Power Holding Corp                                                        | CUSIP: 9837FR100<br>LEI: 549300W71XJ8DIF9RQ35 | Short            | EC               | CORP              | US        |      -11000 | NS      | $-10110.10     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 APR25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -150 | NC      | $185718.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Navigator Holdings Ltd                              | Navigator Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | MH        |        1500 | NS      | $17940.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Darling Ingredients Inc                             | Darling Ingredients Inc                                                          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-356763.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Osiris Acquisition Corp                             | Osiris Acquisition Corp                                                          | CUSIP: 68829A111<br>LEI: N/A                  | N/A              | DE               |  | US        |      290880 | NS      | $11955.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bowlero Corp                                        | Bowlero Corp                                                                     | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         904 | NS      | $12185.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01042023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                           | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       95196 | NS      | $2698378.46    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| 180 Life Sciences Corp                              | 180 Life Sciences Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -25 | NS      | $-84.75        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| System1 Inc                                         | System1 Inc                                                                      | CUSIP: 87200P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-7035.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tricon Residential Inc                              | Tricon Residential Inc                                                           | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Short            | EC               | CORP              | CA        |      -14700 | NS      | $-113337.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CAE Inc                                             | CAE Inc                                                                          | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Short            | EC               | CORP              | CA        |       -4300 | NS      | $-83162.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TechTarget Inc                                      | TechTarget Inc                                                                   | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |        1200 | NS      | $52872.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Energizer Holdings Inc                              | Energizer Holdings Inc                                                           | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Short            | EC               | CORP              | US        |      -10400 | NS      | $-348920.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Spirit AeroSystems Holdings Inc                     | Spirit AeroSystems Holdings Inc                                                  | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2200 | NS      | $65120.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01302023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vermilion Energy Inc                                | Vermilion Energy Inc                                                             | CUSIP: 923725105<br>LEI: WT03B8BB1IX8WI9ZGV02 | Short            | EC               | CORP              | CA        |        -100 | NS      | $-1770.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NOBLELIFT ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      429709 | OU      | $6265.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Osisko Gold Royalties Ltd                           | Osisko Gold Royalties Ltd                                                        | CUSIP: 68827L101<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |        5300 | NS      | $63971.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanta Services Inc                                 | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | EC               | CORP              | US        |      -14600 | NS      | $-2080500.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| LABL INC                                            | LABL Inc                                                                         | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     1978000 | PA      | $1575422.41    | 0.04%             | 2029-11-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Intrepid Potash Inc                                 | Intrepid Potash Inc                                                              | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |        3700 | NS      | $106819.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | NZD FUT MAR23                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         107 | NC      | $-10000.59     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Gold Inc                                        | New Gold Inc                                                                     | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |       56800 | NS      | $55664.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orthofix Medical Inc                                | Orthofix Medical Inc                                                             | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $8212.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lion Group Holding Ltd                              | Lion Group Holding Ltd                                                           | CUSIP: 53620U102<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -700 | NS      | $-500.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Sri Lanka                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     2549000 | PA      | $790080.09     | 0.02%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2015-C4 Commercial Mortgage Trust                                          | CUSIP: 12635RBF4<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $85652.80      | 0.00%             | 2048-11-15      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| PRIMA Capital LTD                                   | Prima Capital CRE Securitization 2019-RK1 Ltd                                    | CUSIP: 74166HAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      121000 | PA      | $93498.39      | 0.00%             | 2038-04-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Pardes Biosciences Inc                              | Pardes Biosciences Inc                                                           | CUSIP: 69945Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-5070.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WOLONG REAL EST ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      563071 | OU      | $-25972.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Preferred Bank/Los Angeles CA                       | Preferred Bank/Los Angeles CA                                                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Short            | EC               | CORP              | US        |      -43802 | NS      | $-3268505.24   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Growth For Good Acquisition Corp                    | Growth For Good Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      378000 | NS      | $3791340.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Vericel Corp                                        | Vericel Corp                                                                     | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |        3800 | NS      | $100092.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHANHEN CHEMICAL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       82664 | OU      | $1339.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pershing Square Holdings Ltd/Fund                   | Pershing Square Holdings Ltd/Fund                                                | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | EC               | RF                | GG        |      333419 | NS      | $11536297.40   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Velodyne Lidar Inc                                  | Velodyne Lidar Inc                                                               | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |       47700 | NS      | $35235.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 10.5                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $3160.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23C 9.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          40 | NC      | $18240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | TRANS Z4 BASIS MAR23                                                             | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          31 | NC      | $-16495.87     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-545.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LEEDARSON ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      613856 | OU      | $-36505.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | PALLADIUM FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -10 | NC      | $18481.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JUL25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          28 | NC      | $227231.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Bancorp Inc                                      | FS Bancorp Inc                                                                   | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $3344.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc                    | Harmony Biosciences Holdings Inc                                                 | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7200 | NS      | $396720.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CAYI ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       31411 | OU      | $1146.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Blue Star Foods Corp                                | Blue Star Foods Corp                                                             | CUSIP: 09606H101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-156.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares Inc                        | Texas Capital Bancshares Inc                                                     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      122472 | NS      | $7386286.32    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Stagwell Inc                                        | Stagwell Inc                                                                     | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Short            | EC               | CORP              | US        |       -4500 | NS      | $-27945.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3623000 | PA      | $2924739.21    | 0.07%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      137433 | NS      | $6255950.16    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Communications Holdings Inc            | Consolidated Communications Holdings Inc                                         | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-6086.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TaskUS Inc                                          | TaskUS Inc                                                                       | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Short            | EC               | CORP              | US        |       -8000 | NS      | $-135200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sally Beauty Holdings Inc                           | Sally Beauty Holdings Inc                                                        | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |         800 | NS      | $10016.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Inc                                             | PTC Inc                                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        1400 | NS      | $168056.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agrify Corp                                         | Agrify Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          20 | NS      | $6.66          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS OCT24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-31034.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Asurion LLC                                         | Asurion LLC 2020 Term Loan B8                                                    | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     2228963 | PA      | $1982395.07    | 0.04%             | 2026-12-23      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| Carnival Corp                                       | Carnival Corp                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       97600 | NS      | $786656.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| API Group Corp                                      | API Group Corp                                                                   | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Short            | EC               | CORP              | US        |       -8200 | NS      | $-154242.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR NOV25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          49 | NC      | $38783.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HIGHLAND HOLDINGS BOND                              | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc       | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5023873 | PA      | $4672644.79    | 0.10%             | 2025-10-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| PROG Holdings Inc                                   | PROG Holdings Inc                                                                | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |         300 | NS      | $5067.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| scPharmaceuticals Inc                               | scPharmaceuticals Inc                                                            | CUSIP: 810648105<br>LEI: 549300F55SN4ZR2OA180 | Long             | EC               | CORP              | US        |        1600 | NS      | $11472.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Investcorp India Acquisition Corp                   | Investcorp India Acquisition Corp                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       81191 | NS      | $4140.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Fortress Energy Inc                             | New Fortress Energy Inc                                                          | CUSIP: 644393100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-12726.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | CDX.NA.HY.39_500bps_20271220_ICE                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4125000 | OU      | $82453.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                         | USD_SOFR_P_4.802_20240306_20230306_LCH                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      525000 | OU      | $543.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                      | PMT Credit Risk Transfer Trust 2019-2R                                           | CUSIP: 69345WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1853285 | PA      | $1753504.27    | 0.04%             | 2023-05-27      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 1.8025% Receive SOFR 6M30M Daily Accrue                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16464000 | OU      | $2136938.21    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIUDING INVEST ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        9657 | OU      | $123.49        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FREETRADE TECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      300062 | OU      | $-9724.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SurgePays Inc                                       | SurgePays Inc                                                                    | CUSIP: 86882L204<br>LEI: 549300107QZQ6Y0W4S20 | Short            | EC               | CORP              | US        |       -1300 | NS      | $-8528.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Butterfly Network Inc                               | Butterfly Network Inc                                                            | CUSIP: 124155102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13400 | NS      | $-32964.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cassava Sciences Inc                                | Cassava Sciences Inc                                                             | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-41356.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                           | Axis Capital Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -1100 | NS      | $-59587.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZK International Group Co Ltd                       | ZK International Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -1400 | NS      | $-545.44       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANHUI EXPRESS ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      132750 | OU      | $1531.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGDONG ELLINGTON ELEC ORD A                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      594979 | OU      | $-7567.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                               | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-1186900.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PNM RESOURCES INC                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     6624874 | OU      | $-4071.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BANK OF JANGSU ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      109214 | OU      | $2153.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01252023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Velo3D Inc                                          | Velo3D Inc                                                                       | CUSIP: 92259N104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15300 | NS      | $-27387.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                | Deephaven Residential Mortgage Trust 2022-1                                      | CUSIP: 24382JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $63930.00      | 0.00%             | 2067-01-25      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| SeaSpine Holdings Corp                              | SeaSpine Holdings Corp                                                           | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |        5300 | NS      | $44255.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | IROBOT CORP                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     3676174 | OU      | $9188.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RadNet Inc                                          | RadNet Inc                                                                       | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |        2000 | NS      | $37660.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Westrock Co                                         | Westrock Co                                                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        4200 | NS      | $147672.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SALARIUS PHARMACEUTICALS INC                        | Salarius Pharmaceuticals Inc                                                     | CUSIP: 79400X149<br>LEI: 549300CLUMLZXIHU7X22 | N/A              | DE               |  | US        |       -1000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01052023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EHang Holdings Ltd                                  | EHang Holdings Ltd                                                               | CUSIP: 26853E102<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -5200 | NS      | $-44616.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YUNTIANHUA ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      138052 | OU      | $-1552.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                               | Bath & Body Works Inc                                                            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Short            | EC               | CORP              | US        |       -3300 | NS      | $-139062.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jupiter Wellness Inc                                | Jupiter Wellness Inc                                                             | CUSIP: 48208F105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2600 | NS      | $-1950.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHANTUI CONSTR ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |        9222 | OU      | $105.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vicarious Surgical Inc                              | Vicarious Surgical Inc                                                           | CUSIP: 92561V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2100 | NS      | $-4242.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINAN HIGH-TECH ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       74032 | OU      | $-815.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | 2023-01-09--2.3                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     5866875 | PA      | $5866875.00    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co                        | Pioneer Natural Resources Co                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |         700 | NS      | $159873.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corsair Partnering Corp                             | Corsair Partnering Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      375000 | NS      | $3750000.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  JUL26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $100401.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sleep Number Corp                                   | Sleep Number Corp                                                                | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Short            | EC               | CORP              | US        |       -5700 | NS      | $-148086.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FRONTIER BIO ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |           3 | OU      | $-0.42         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BLACK CAT CARBON ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      295790 | OU      | $-16328.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Powell Industries Inc                               | Powell Industries Inc                                                            | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |         300 | NS      | $10554.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nano Dimension Ltd                                  | Nano Dimension Ltd                                                               | CUSIP: 63008G203<br>LEI: 529900VO8AZA0A4ZUM77 | Short            | EC               | CORP              | IL        |       -1000 | NS      | $-2300.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YTG ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      699126 | OU      | $18377.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 25M 2.37700% 10/05/23                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $60858.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurora Cannabis Inc                                 | Aurora Cannabis Inc                                                              | CUSIP: 05156X884<br>LEI: 549300F6VHCLKCUWDT34 | Short            | EC               | CORP              | CA        |      -94200 | NS      | $-86908.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Credit Acceptance Corp                              | Credit Acceptance Corp                                                           | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $94880.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Excelerate Energy Inc                               | Excelerate Energy Inc                                                            | CUSIP: 30069T101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2200 | NS      | $-55110.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold Inc                                      | Royal Gold Inc                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-349432.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-353.07       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hanesbrands Inc                                     | Hanesbrands Inc                                                                  | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Short            | EC               | CORP              | US        |     -139500 | NS      | $-887220.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Petroleo Brasileiro SA                              | Petroleo Brasileiro SA                                                           | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |         300 | NS      | $3195.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust                     | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      967000 | PA      | $818087.80     | 0.02%             | 2050-03-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| Limoneira Co                                        | Limoneira Co                                                                     | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |        1000 | NS      | $12210.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust               | PRPM 2021-8 LLC                                                                  | CUSIP: 69360MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129000 | PA      | $109140.32     | 0.00%             | 2026-09-25      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Surgalign Holdings Inc                              | Surgalign Holdings Inc                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -140 | NS      | $-274.40       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 414389166 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |    23240000 | NC      | $5493907.88    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanara Medtech Inc                                  | Sanara Medtech Inc                                                               | CUSIP: 79957L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-4550.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Party City Holdco Inc                               | Party City Holdco Inc                                                            | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |       28800 | NS      | $10526.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ACRES Commercial Realty Corp                        | ACRES Commercial Realty Corp                                                     | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               |  | US        |         233 | NS      | $1924.58       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coastal Financial Corp/WA                           | Coastal Financial Corp/WA                                                        | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |         500 | NS      | $23760.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canaan Inc                                          | Canaan Inc                                                                       | CUSIP: 134748102<br>LEI: 254900OEOGK9ALNMUN24 | Short            | EC               | CORP              | KY        |      -38100 | NS      | $-78486.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings Inc                          | CF Industries Holdings Inc                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        6900 | NS      | $587880.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zhongchao Inc                                       | Zhongchao Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -400 | NS      | $-476.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Altimmune Inc                                       | Altimmune Inc                                                                    | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |       14200 | NS      | $233590.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SCYNEXIS Inc                                        | SCYNEXIS Inc                                                                     | CUSIP: 811292200<br>LEI: 529900XBHFGMNTU70154 | Short            | EC               | CORP              | US        |       -2400 | NS      | $-3744.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                           | Lear Corp                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-136422.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CS Disco Inc                                        | CS Disco Inc                                                                     | CUSIP: 126327105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-18960.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan Inc                                   | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |        -500 | NS      | $-9040.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JC INTERCONNECT ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      122260 | OU      | $738.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cogent Biosciences Inc                              | Cogent Biosciences Inc                                                           | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5400 | NS      | $62424.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CAIDA SECURITIES ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       57946 | OU      | $-558.67       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                               | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |      -35187 | NS      | $-870174.51    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                               | Quest Diagnostics Inc                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Short            | EC               | CORP              | US        |        -400 | NS      | $-62576.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2019-JWDR                                  | CUSIP: 95002NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $84373.10      | 0.00%             | 2031-09-15      | Variable      | 3.33%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $77077.30      | 0.00%             | 2067-03-25      | Variable      | 4.34%                 | No            | 2                  | On Loan: No      |
| HealthStream Inc                                    | HealthStream Inc                                                                 | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |        1400 | NS      | $34776.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR APR24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          33 | NC      | $-107058.41    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ASIA-PACIFIC TECH ORD A                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       66813 | OU      | $-518.00       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALX Oncology Holdings Inc                           | ALX Oncology Holdings Inc                                                        | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2200 | NS      | $24794.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | JPN YEN CURR FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -5 | NC      | $-21887.85     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Earthstone Energy Inc                               | Earthstone Energy Inc                                                            | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |        1700 | NS      | $24191.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chatham Lodging Trust                               | Chatham Lodging Trust                                                            | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |        2100 | NS      | $25767.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shutterstock Inc                                    | Shutterstock Inc                                                                 | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |        4000 | NS      | $210880.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GEMDALE ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       29663 | OU      | $-84.36        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Emergent BioSolutions Inc                           | Emergent BioSolutions Inc                                                        | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |        3800 | NS      | $44878.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ooma Inc                                            | Ooma Inc                                                                         | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $14982.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS OCT23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -13 | NC      | $52757.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Natera Inc                                          | Natera Inc                                                                       | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18400 | NS      | $739128.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DZS Inc                                             | DZS Inc                                                                          | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Short            | EC               | CORP              | US        |        -100 | NS      | $-1268.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Euro Tech Holdings Co Ltd                           | Euro Tech Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |         150 | NS      | $214.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | IKD ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      675756 | OU      | $-14069.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS DEC23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $19369.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GRACE TECH ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        2471 | OU      | $-126.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | US TREASURY N/B 4% 11/15/2052 swap                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     2568000 | OU      | $-93529.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eastman Kodak Co                                    | Eastman Kodak Co                                                                 | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Short            | EC               | CORP              | US        |       -6600 | NS      | $-20130.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ivanhoe Electric Inc / US                           | Ivanhoe Electric Inc / US                                                        | CUSIP: 46578C108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-20655.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SNOWSKY SALT ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      149113 | OU      | $-2087.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YANGO ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       71617 | OU      | $-1708.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Overstock.com Inc                                   | Overstock.com Inc                                                                | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |        1700 | NS      | $32912.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EnLink Midstream LLC                                | EnLink Midstream LLC                                                             | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               | CORP              | US        |       20800 | NS      | $255840.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUNAN BAILI ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      634488 | OU      | $-15039.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Ltd                        | Canadian Pacific Railway Ltd                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -37930 | NS      | $-2829198.70   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | USD_SOFR_P_3.033_20270926_20220926_LCH                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $31978.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AKCOME S&T ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      329261 | OU      | $5193.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQ Health Acquisition Corp                          | EQ Health Acquisition Corp                                                       | CUSIP: 26886A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10920 | NS      | $109855.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR JUN24                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -455 | NC      | $-69531.83     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BrainStorm Cell Therapeutics Inc                    | BrainStorm Cell Therapeutics Inc                                                 | CUSIP: 10501E201<br>LEI: 529900ULKWCLO3ZHXL41 | Short            | EC               | CORP              | US        |        -800 | NS      | $-1312.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Superior Industries International Inc               | Superior Industries International Inc                                            | CUSIP: 868168105<br>LEI: 54930065O5ZIQD1F8U04 | Long             | EC               | CORP              | US        |        1300 | NS      | $5486.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wheaton Precious Metals Corp                        | Wheaton Precious Metals Corp                                                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |        2500 | NS      | $97700.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                           | Prosperity Bancshares Inc                                                        | CUSIP: 743606105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -67354 | NS      | $-4895288.72   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Choice Hotels International Inc                     | Choice Hotels International Inc                                                  | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-123904.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  AUG23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          56 | NC      | $-622749.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP MAY23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-3058.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Triton International Ltd                            | Triton International Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        3700 | NS      | $254486.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaleyra Inc                                         | Kaleyra Inc                                                                      | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Short            | EC               | CORP              | US        |       -8000 | NS      | $-6040.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xtant Medical Holdings Inc                          | Xtant Medical Holdings Inc                                                       | CUSIP: 98420P308<br>LEI: 549300JOU6AK8387EW77 | Short            | EC               | CORP              | US        |        -500 | NS      | $-330.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBIZ Inc                                            | CBIZ Inc                                                                         | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |         700 | NS      | $32795.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Catcha Investment Corp                              | Catcha Investment Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       12099 | NS      | $122078.91     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                         | CUSIP: 38380HUG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3507722 | PA      | $382039.99     | 0.01%             | 2047-10-20      | Floating      | 1.85%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | E-MINI RUSS 2000 MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -617 | NC      | $1886077.81    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chegg Inc                                           | Chegg Inc                                                                        | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |       26200 | NS      | $662074.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                             | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Short            | DBT              | CORP              | KZ        |    -4300000 | PA      | $-3323470.00   | -0.07%            | 2047-04-19      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Global Markets Europe AG                  | Buy INDONESIA SNRFOR USD 100 Dec 2027                                            | CUSIP: 000000000<br>LEI: 6TJCK1B7E7UTXP528Y04 | N/A              | DCR              |  | US        |     8400000 | OU      | $-415.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Summit Materials Inc                                | Summit Materials Inc                                                             | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Short            | EC               | CORP              | US        |        -705 | NS      | $-20017.79     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MFRA Trust                                          | MFA 2021-INV2 Trust                                                              | CUSIP: 552732AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $72871.80      | 0.00%             | 2056-11-25      | Variable      | 4.39%                 | No            | 2                  | On Loan: No      |
| Neurocrine Biosciences Inc                          | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       11200 | NS      | $1337728.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SINOCELLTECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       28234 | OU      | $-338.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ElectraMeccanica Vehicles Corp                      | ElectraMeccanica Vehicles Corp                                                   | CUSIP: 284849205<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -7700 | NS      | $-4648.49      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Safe-T Group Ltd                                    | Safe-T Group Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |        -100 | NS      | $-240.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | WTI CRUDE FUTURE JUL23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $2347.81       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Precision Group Inc                          | Vishay Precision Group Inc                                                       | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $15460.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                    | Bain Capital Credit CLO 2020-3 Ltd                                               | CUSIP: 05684CAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5764254.00    | 0.13%             | 2034-10-23      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Ventas Inc                                          | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | EC               |  | US        |      -31138 | NS      | $-1402766.90   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| 1st Source Corp                                     | 1st Source Corp                                                                  | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $15927.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT23C 10                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -80 | NC      | $-51680.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                       | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123998 | PA      | $113767.72     | 0.00%             | 2038-10-15      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| CCA VINTAGE 2024 PHYSICAL                           | CCA VINTAGE 2024 PHYSICAL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2482000 | NS      | $72027640.00   | 1.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Slam Corp                                           | Slam Corp                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      112325 | NS      | $9884.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altus Power Inc                                     | Altus Power Inc                                                                  | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-6520.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vivos Therapeutics Inc                              | Vivos Therapeutics Inc                                                           | CUSIP: 92859E108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-201.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Immutep Ltd                                         | Immutep Ltd                                                                      | CUSIP: 45257L108<br>LEI: 529900OL6C5CY5P8BH38 | Short            | EC               | CORP              | AU        |       -1600 | NS      | $-2800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hercules Capital Inc                                | Hercules Capital Inc                                                             | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |        4900 | NS      | $64778.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Americold Realty Trust Inc                          | Americold Realty Trust Inc                                                       | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Short            | EC               |  | US        |      -29400 | NS      | $-832314.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JOYSON ELECTRONIC ORD A                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      707311 | OU      | $8760.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR APR25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          39 | NC      | $-238019.03    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Short            | EC               | CORP              | US        |       -3300 | NS      | $-875655.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO Ltd                                        | Ares LIV CLO Ltd                                                                 | CUSIP: 04017XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $221390.25     | 0.00%             | 2032-10-15      | Floating      | 11.42%                | No            | 2                  | On Loan: No      |
| Joint Corp/The                                      | Joint Corp/The                                                                   | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2400 | NS      | $33552.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103000 | PA      | $69225.48      | 0.00%             | 2052-10-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LVYIN ECOLOGY ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       13443 | OU      | $97.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Novavax Inc                                         | Novavax Inc                                                                      | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Short            | EC               | CORP              | US        |      -27500 | NS      | $-282700.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                                        | Exelixis Inc                                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       11500 | NS      | $184460.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | 3MO EURO EURIBOR  SEP24                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -368 | NC      | $242062.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluemountain CLO Ltd                                | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630TAA3<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $218076.00     | 0.00%             | 2034-04-15      | Floating      | 10.48%                | No            | 2                  | On Loan: No      |
| Dine Brands Global Inc                              | Dine Brands Global Inc                                                           | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |        2900 | NS      | $187340.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Worksport Ltd                                       | Worksport Ltd                                                                    | CUSIP: 98139Q209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1800 | NS      | $-1800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZZ-BT                                               | SPDR S&P BIOTECH ETF swap                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    13083067 | OU      | $66540.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NAURA ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       86752 | OU      | $3993.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IKONICS CORPOR SHS                                  | IKONICS CORPOR SHS                                                               | CUSIP: 451CVR013<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AVARY ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       37360 | OU      | $-255.80       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1525000 | PA      | $233825.20     | 0.01%             | 2048-09-25      | Variable      | 2.73%                 | No            | 2                  | On Loan: No      |
| Frontdoor Inc                                       | Frontdoor Inc                                                                    | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-35360.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY NOV25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          32 | NC      | $484764.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                     | Benefit Street Partners CLO IV Ltd                                               | CUSIP: 08180HAG2<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $894139.00     | 0.02%             | 2032-01-20      | Floating      | 11.44%                | No            | 2                  | On Loan: No      |
| AutoZone Inc                                        | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         600 | NS      | $1479708.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wolfspeed Inc                                       | Wolfspeed Inc                                                                    | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-179504.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XIAMEN XIANGYU ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       21303 | OU      | $118.27        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ramaco Resources Inc                                | Ramaco Resources Inc                                                             | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |       10000 | NS      | $87900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Accelerate Diagnostics Inc                          | Accelerate Diagnostics Inc                                                       | CUSIP: 00430H102<br>LEI: 2549007HE5QY1QEQ8K43 | Long             | EC               | CORP              | US        |        3100 | NS      | $2188.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Short            | EC               | CORP              | US        |      -98702 | NS      | $-3238412.62   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Akerna Corp                                         | Akerna Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1765 | NS      | $-1218.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gulf Stream Meridian 5 Ltd                          | Gulf Stream Meridian 5 Ltd                                                       | CUSIP: 40256MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1278817.50    | 0.03%             | 2034-07-15      | Floating      | 10.41%                | No            | 2                  | On Loan: No      |
| Affimed NV                                          | Affimed NV                                                                       | CUSIP: 000000000<br>LEI: 5493004V4FSXT1D04610 | Long             | EC               | CORP              | NL        |        4000 | NS      | $4960.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 17 Education & Technology Group Inc                 | 17 Education & Technology Group Inc                                              | CUSIP: 81807M205<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1625 | NS      | $-3315.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zomedica Corp                                       | Zomedica Corp                                                                    | CUSIP: 98980M109<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |     -213500 | NS      | $-34800.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dolphin Entertainment Inc                           | Dolphin Entertainment Inc                                                        | CUSIP: 25686H209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-1086.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Groupon Inc                                         | Groupon Inc                                                                      | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |       -8400 | NS      | $-72072.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prelude Therapeutics Inc                            | Prelude Therapeutics Inc                                                         | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $6644.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QCR Holdings Inc                                    | QCR Holdings Inc                                                                 | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |         300 | NS      | $14892.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gatos Silver Inc                                    | Gatos Silver Inc                                                                 | CUSIP: 368036109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7300 | NS      | $29857.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CCPVANILLA--USD-LIBOR-BBA-20280419                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      700000 | OU      | $91330.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Compass Diversified Holdings                        | Compass Diversified Holdings                                                     | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-20053.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gogoro Inc                                          | Gogoro Inc                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -4400 | NS      | $-13992.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 51 Talk Online Education Group                      | 51 Talk Online Education Group                                                   | CUSIP: 16954L204<br>LEI: 52990045P3PXKHZWLL90 | Short            | EC               | CORP              | KY        |        -150 | NS      | $-945.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Verrica Pharmaceuticals Inc                         | Verrica Pharmaceuticals Inc                                                      | CUSIP: 92511W108<br>LEI: 5493002L68H6THU5GW50 | Long             | EC               | CORP              | US        |         300 | NS      | $825.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HalseyPoint CLO I, Ltd.                             | Halsey Point CLO I Ltd                                                           | CUSIP: 40638CAA7<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $901629.00     | 0.02%             | 2033-01-20      | Floating      | 11.94%                | No            | 2                  | On Loan: No      |
| Portillo's Inc                                      | Portillo's Inc                                                                   | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $16320.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Grey Inc                                  | Berkshire Grey Inc                                                               | CUSIP: 084656107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7500 | NS      | $-4529.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUN24P 2.75                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $5808.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | E-HUALU ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      473431 | OU      | $4932.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                      | CarVal CLO I Ltd                                                                 | CUSIP: 14686PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1621860.00    | 0.04%             | 2031-07-16      | Floating      | 9.85%                 | No            | 2                  | On Loan: No      |
| Vaxxinity Inc                                       | Vaxxinity Inc                                                                    | CUSIP: 92244V104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-840.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | CMBX--137BEOAH7-20571017                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |      132000 | OU      | $-1893.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Remark Holdings Inc                                 | Remark Holdings Inc                                                              | CUSIP: 75955K300<br>LEI: 549300E67O8VBQOF3V34 | Short            | EC               | CORP              | US        |       -2940 | NS      | $-3234.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp VI                           | Churchill Capital Corp VI                                                        | CUSIP: 17143W119<br>LEI: N/A                  | N/A              | DE               |  | US        |       59372 | NS      | $3562.32       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ON24 Inc                                            | ON24 Inc                                                                         | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1900 | NS      | $16397.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ocugen Inc                                          | Ocugen Inc                                                                       | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Short            | EC               | CORP              | US        |      -74800 | NS      | $-97240.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT FEB23C 7                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          10 | NC      | $4100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Editas Medicine Inc                                 | Editas Medicine Inc                                                              | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       19900 | NS      | $176513.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                  | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -38300 | NS      | $-12097438.00  | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LAKELAND BANCORP INC                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      392985 | OU      | $-2219.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Crinetics Pharmaceuticals Inc                       | Crinetics Pharmaceuticals Inc                                                    | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |        1800 | NS      | $32940.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 5M 2.71550% 09/08/28                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1000000 | OU      | $63495.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Matson Inc                                          | Matson Inc                                                                       | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Short            | EC               | CORP              | US        |       -4400 | NS      | $-275044.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR MAY23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -88 | NC      | $662784.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT FEB23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -98 | NC      | $-343816.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Smith Micro Software Inc                            | Smith Micro Software Inc                                                         | CUSIP: 832154207<br>LEI: 549300YR8UTB5CX2B814 | Short            | EC               | CORP              | US        |        -200 | NS      | $-420.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGDONG XINBAO ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      327177 | OU      | $-6712.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Burning Rock Biotech Ltd                            | Burning Rock Biotech Ltd                                                         | CUSIP: 12233L107<br>LEI: 5493006HO04GB8AQ2V43 | Short            | EC               | CORP              | KY        |       -2500 | NS      | $-5625.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                               | Arrow Electronics Inc                                                            | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Short            | EC               | CORP              | US        |        -100 | NS      | $-10457.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp VII                          | Churchill Capital Corp VII                                                       | CUSIP: 17144M110<br>LEI: N/A                  | N/A              | DE               |  | US        |       32967 | NS      | $1628.57       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp                                    | LendingClub Corp                                                                 | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Short            | EC               | CORP              | US        |     -151435 | NS      | $-1332628.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Masimo Corp                                         | Masimo Corp                                                                      | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        7500 | NS      | $1109625.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Centrais Eletricas Brasileiras SA                   | Centrais Eletricas Brasileiras SA                                                | CUSIP: 15234Q207<br>LEI: 254900I8KYDELP4B4Z08 | Short            | EC               | CORP              | BR        |       -1900 | NS      | $-15067.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kratos Defense & Security Solutions Inc             | Kratos Defense & Security Solutions Inc                                          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |         100 | NS      | $1032.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Steelcase Inc                                       | Steelcase Inc                                                                    | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Short            | EC               | CORP              | US        |       -1092 | NS      | $-7720.44      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hackett Group Inc/The                               | Hackett Group Inc/The                                                            | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |        4100 | NS      | $83517.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TIANNENG ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       55526 | OU      | $2080.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| First Bancshares Inc/The                            | First Bancshares Inc/The                                                         | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |       61717 | NS      | $1975561.17    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 JUN24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -656 | NC      | $1781185.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Iris Energy Ltd                                     | Iris Energy Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |        -300 | NS      | $-375.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Duck Creek Technologies Inc                         | Duck Creek Technologies Inc                                                      | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3800 | NS      | $45790.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp                                           | News Corp                                                                        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Short            | EC               | CORP              | US        |       -9400 | NS      | $-171080.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Interface Inc                                       | Interface Inc                                                                    | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Short            | EC               | CORP              | US        |        -500 | NS      | $-4935.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | BELLRING BRANDS INC COMMON STOCK                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      947812 | OU      | $-739.90       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR FEB27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $-321500.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International PLC                       | Weatherford International PLC                                                    | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |       11200 | NS      | $570304.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VistaGen Therapeutics Inc                           | VistaGen Therapeutics Inc                                                        | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4300 | NS      | $442.90        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY APR26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-581502.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 10M 1.8595% 12/21/23                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8000000 | OU      | $246458.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Brookline Bancorp Inc                               | Brookline Bancorp Inc                                                            | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3900 | NS      | $55185.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Homeward Opportunities Fund I Trust                 | Homeward Opportunities Fund Trust 2022-1                                         | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      179000 | PA      | $153097.45     | 0.00%             | 2067-07-25      | Variable      | 5.07%                 | No            | 2                  | On Loan: No      |
| Imperial Oil Ltd                                    | Imperial Oil Ltd                                                                 | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |         900 | NS      | $43866.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | INVT ELEC ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      107592 | OU      | $21.35         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bio-Rad Laboratories Inc                            | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         400 | NS      | $168196.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | CRUDE OIL FUT OPT DEC23C 85                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          30 | NC      | $267600.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightSpire Capital Inc                             | BrightSpire Capital Inc                                                          | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |        8300 | NS      | $51709.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardmore Shipping Corp                               | Ardmore Shipping Corp                                                            | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |       10600 | NS      | $152746.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PHX Minerals Inc                                    | PHX Minerals Inc                                                                 | CUSIP: 69291A100<br>LEI: 5493007OI1JOF1QSPE51 | Long             | EC               | CORP              | US        |        5300 | NS      | $20617.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATRenew Inc                                         | ATRenew Inc                                                                      | CUSIP: 00138L108<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -5700 | NS      | $-16473.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equitrans Midstream Corp                            | Equitrans Midstream Corp                                                         | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Short            | EC               | CORP              | US        |      -47916 | NS      | $-321037.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Spirit Airlines Inc                                 | Spirit Airlines Inc                                                              | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Short            | EC               | CORP              | US        |      -19200 | NS      | $-374016.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Volcon Inc                                          | Volcon Inc                                                                       | CUSIP: 92864V103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-1717.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $948747.00     | 0.02%             | 2026-05-15      | Floating      | 8.97%                 | No            | 2                  | On Loan: No      |
| CrossFirst Bankshares Inc                           | CrossFirst Bankshares Inc                                                        | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1300 | NS      | $16133.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                  | ReadyCap Commercial Mortgage Trust 2019-6                                        | CUSIP: 75575QAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227000 | PA      | $170308.57     | 0.00%             | 2052-10-25      | Variable      | 4.71%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp                                 | Otis Worldwide Corp                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       14100 | NS      | $1104171.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Legato Merger Corp II                               | Legato Merger Corp II                                                            | CUSIP: 52473Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       87270 | NS      | $883172.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dave Inc                                            | Dave Inc                                                                         | CUSIP: 23834J102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -22400 | NS      | $-6496.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Blockchain Coinvestors Acquisition Corp I           | Blockchain Coinvestors Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       35011 | NS      | $360263.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc                                 | Capital Bancorp Inc                                                              | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |         200 | NS      | $4708.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                         | Avantor Inc                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $14763.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Peloton Interactive Inc                             | Peloton Interactive Inc                                                          | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |       14600 | NS      | $115924.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ContextLogic Inc                                    | ContextLogic Inc                                                                 | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Short            | EC               | CORP              | US        |      -21300 | NS      | $-10388.01     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |     -342000 | PA      | $-241965.00    | -0.01%            | 2033-09-30      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Frontline Ltd/Bermuda                               | Frontline Ltd/Bermuda                                                            | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | BM        |       64500 | NS      | $783030.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard BioTools Inc                               | Standard BioTools Inc                                                            | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Short            | EC               | CORP              | US        |       -6500 | NS      | $-7605.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LSI Industries Inc                                  | LSI Industries Inc                                                               | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |        1000 | NS      | $12240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KELIDA BUILDING AND DECORATION ORD A                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       96958 | OU      | $-1568.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gravitas Education Holdings Inc                     | Gravitas Education Holdings Inc                                                  | CUSIP: 74979W200<br>LEI: 5493008D9KDCA2T7DN67 | Short            | EC               | CORP              | KY        |         -20 | NS      | $-226.75       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                    | BJ's Wholesale Club Holdings Inc                                                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-125704.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates   | FFMLT Trust 2005-FF11                                                            | CUSIP: 362341YH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289163 | PA      | $224334.48     | 0.00%             | 2035-11-25      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS MAY24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $20165.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                         | SREIT Trust 2021-MFP                                                             | CUSIP: 78472UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $901414.00     | 0.02%             | 2038-11-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUIGUAN ELEC ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      587832 | OU      | $22744.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                              | Diamondback Energy Inc                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        1200 | NS      | $164136.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MSC Industrial Direct Co Inc                        | MSC Industrial Direct Co Inc                                                     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |        1400 | NS      | $114380.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SP Plus Corp                                        | SP Plus Corp                                                                     | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |         200 | NS      | $6944.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT SEP23P 4.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -164 | NC      | $-1698876.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Pivotal Investment Corp III                         | Pivotal Investment Corp III                                                      | CUSIP: 72582M114<br>LEI: N/A                  | N/A              | DE               |  | US        |       60000 | NS      | $3000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| X4 Pharmaceuticals Inc                              | X4 Pharmaceuticals Inc                                                           | CUSIP: 98420X103<br>LEI: 549300R0UFVPXWP86U94 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-1886.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2018-C14 Commercial Mortgage Trust                                         | CUSIP: 12596GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $76387.30      | 0.00%             | 2051-11-15      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Landcadia Holdings IV Inc                           | Landcadia Holdings IV Inc                                                        | CUSIP: 51477A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      465000 | NS      | $4645350.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHANG GONG ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       17059 | OU      | $493.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Beyond Air Inc                                      | Beyond Air Inc                                                                   | CUSIP: 08862L103<br>LEI: 549300GFTTTXX5728360 | Long             | EC               | CORP              | US        |        1600 | NS      | $10384.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHENZHEN SUNWAY ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       60445 | OU      | $829.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities LLC                             | CMBX.NA.BBB-.11 300 bps 20541118 CS 419 bps 20180709                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     7500000 | OU      | $-1138719.83   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev SA/NV                          | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Short            | EC               | CORP              | BE        |      -19500 | NS      | $-1170780.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2216000 | PA      | $1413805.12    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHOUGANG ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       12361 | OU      | $3.76          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bally's Corp                                        | Bally's Corp                                                                     | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Short            | EC               | CORP              | US        |       -6200 | NS      | $-120156.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | CCPOIS--USD-SOFR-COMPOUND-20240515                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3100000 | OU      | $50668.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HANSHANG ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      103692 | OU      | $-4298.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Virgin Galactic Holdings Inc                        | Virgin Galactic Holdings Inc                                                     | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |        1700 | NS      | $5916.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SiTime Corp                                         | SiTime Corp                                                                      | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3400 | NS      | $345508.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  AUG26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $90501.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognyte Software Ltd                                | Cognyte Software Ltd                                                             | CUSIP: 000000000<br>LEI: 2549006L803IRJC67B33 | Short            | EC               | CORP              | IL        |        -400 | NS      | $-1244.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Fortress Energy Inc                             | New Fortress Energy Inc                                                          | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       37875 | NS      | $1606657.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR4 Trust                                             | CUSIP: 74332XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $86015.40      | 0.00%             | 2041-05-17      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Milestone Pharmaceuticals Inc                       | Milestone Pharmaceuticals Inc                                                    | CUSIP: 59935V107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |         700 | NS      | $2772.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAM9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $747364.27     | 0.02%             | 2050-02-05      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Omega Therapeutics Inc                              | Omega Therapeutics Inc                                                           | CUSIP: 68217N105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2284.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Meiwu Technology Co Ltd                             | Meiwu Technology Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | VG        |       -4500 | NS      | $-859.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle US CLO 2020-1, Ltd                          | CARLYLE US CLO 2020-1 LTD                                                        | CUSIP: 14315UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $872628.00     | 0.02%             | 2034-07-20      | Floating      | 10.49%                | No            | 2                  | On Loan: No      |
| Hilton USA Trust                                    | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1068000 | PA      | $1028790.52    | 0.02%             | 2035-11-05      | Fixed         | 6.16%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LONGI GREEN ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      508740 | OU      | $-6849.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINLING MINING ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       24595 | OU      | $355.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Recursion Pharmaceuticals Inc                       | Recursion Pharmaceuticals Inc                                                    | CUSIP: 75629V104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3500 | NS      | $-26985.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cosan SA                                            | Cosan SA                                                                         | CUSIP: 22113B103<br>LEI: 549300PGFCX2JMKKLC96 | Short            | EC               | CORP              | BR        |       -3400 | NS      | $-44404.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| comScore Inc                                        | comScore Inc                                                                     | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3800 | NS      | $4408.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Short            | DBT              | NUSS              | CL        |    -8440000 | PA      | $-7184954.95   | -0.16%            | 2034-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CENAQ Energy Corp                                   | CENAQ Energy Corp                                                                | CUSIP: 15130M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      174100 | NS      | $1584310.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS APR24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $11965.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR JUN25                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -11 | NC      | $-5791.32      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PharmaCyte Biotech Inc                              | PharmaCyte Biotech Inc                                                           | CUSIP: 71715X203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-4380.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Monument Circle Acquisition Corp                    | Monument Circle Acquisition Corp                                                 | CUSIP: 61531M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14378 | NS      | $144498.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI International Inc                              | CACI International Inc                                                           | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         100 | NS      | $30059.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PAVmed Inc                                          | PAVmed Inc                                                                       | CUSIP: 70387R106<br>LEI: 549300V1JXXVXU7P8007 | Short            | EC               | CORP              | US        |      -17400 | NS      | $-8352.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Antero Resources Corp                               | Antero Resources Corp                                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       29300 | NS      | $908007.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaltura Inc                                         | Kaltura Inc                                                                      | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Short            | EC               | CORP              | US        |        -900 | NS      | $-1548.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |           1 | NC      | $53068.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     3000000 | PA      | $2728056.00    | 0.06%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Agree Realty Corp                                   | Agree Realty Corp                                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |        9300 | NS      | $659649.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PVH Corp                                            | PVH Corp                                                                         | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        2600 | NS      | $183534.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berry Corp                                          | Berry Corp                                                                       | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7400 | NS      | $59200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexgel Inc                                          | Nexgel Inc                                                                       | CUSIP: 65344E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $375.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BINJIANG RE ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      118919 | OU      | $4416.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sientra Inc                                         | Sientra Inc                                                                      | CUSIP: 82621J105<br>LEI: 5493006T0OLHI64MOG63 | Short            | EC               | CORP              | US        |        -300 | NS      | $-60.87        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AMSR Trust                                          | AMSR 2022-SFR3 Trust                                                             | CUSIP: 66981YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      118000 | PA      | $100602.91     | 0.00%             | 2039-10-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                         | USD_SOFR_P_3.4035_20270916_20220916_LCH                                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $16118.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Quanex Building Products Corp                       | Quanex Building Products Corp                                                    | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |         500 | NS      | $11840.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VBI Vaccines Inc                                    | VBI Vaccines Inc                                                                 | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Short            | EC               | CORP              | CA        |       -5100 | NS      | $-1994.61      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust               | PRPM 2021-9 LLC                                                                  | CUSIP: 69360XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      244000 | PA      | $208134.20     | 0.00%             | 2026-10-25      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Snap One Holdings Corp                              | Snap One Holdings Corp                                                           | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-7410.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Keysight Technologies Inc                           | Keysight Technologies Inc                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        4200 | NS      | $718494.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | S+P500 EMINI FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         182 | NC      | $-699298.93    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                       | Kroger Co/The                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       63800 | NS      | $2844204.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Toorak Mortgage Corp.                               | TRK 2021-INV2 Trust                                                              | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      117000 | PA      | $74859.41      | 0.00%             | 2056-11-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                           | Hess Corp                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Short            | EC               | CORP              | US        |      -10300 | NS      | $-1460746.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Hawaiian Holdings Inc                               | Hawaiian Holdings Inc                                                            | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-11286.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |           1 | NC      | $4374.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FARO Technologies Inc                               | FARO Technologies Inc                                                            | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |         200 | NS      | $5882.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Petco Health & Wellness Co Inc                      | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |        2400 | NS      | $22752.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust               | PRPM 2021-6 LLC                                                                  | CUSIP: 69360FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $83037.10      | 0.00%             | 2026-07-25      | Variable      | 3.47%                 | No            | 2                  | On Loan: No      |
| Primis Financial Corp                               | Primis Financial Corp                                                            | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |         600 | NS      | $7110.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Armada Hoffler Properties Inc                       | Armada Hoffler Properties Inc                                                    | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |         100 | NS      | $1150.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZZ-BT                                               | J.P. Morgan AIJPLT2U Index swap                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    70058128 | OU      | $-900157.17    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Sensus Healthcare Inc                               | Sensus Healthcare Inc                                                            | CUSIP: 81728J109<br>LEI: 549300F3JF8NCDJJZW04 | Long             | EC               | CORP              | US        |         900 | NS      | $6678.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp V                            | Churchill Capital Corp V                                                         | CUSIP: 17144T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51081 | NS      | $507745.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Team Inc                                            | Team Inc                                                                         | CUSIP: 878155308<br>LEI: 549300DEKHQ3OEQJWU96 | Short            | EC               | CORP              | US        |        -600 | NS      | $-3150.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Iceland Bondco PLC                                  | Iceland Bondco PLC                                                               | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |     2989000 | PA      | $2995634.48    | 0.07%             | 2025-03-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Adit EdTech Acquisition Corp                        | Adit EdTech Acquisition Corp                                                     | CUSIP: 007024102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      203364 | NS      | $2056010.04    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinterest Inc                                       | Pinterest Inc                                                                    | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      140537 | NS      | $3412238.36    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Acasti Pharma Inc                                   | Acasti Pharma Inc                                                                | CUSIP: 00430K873<br>LEI: 529900NF00G2BB523B88 | Short            | EC               | CORP              | CA        |         -25 | NS      | $-12.53        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Expensify Inc                                       | Expensify Inc                                                                    | CUSIP: 30219Q106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-3532.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| International Money Express Inc                     | International Money Express Inc                                                  | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         300 | NS      | $7311.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Logistics Holdings Inc                    | Universal Logistics Holdings Inc                                                 | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $20064.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyerhaeuser Co                                     | Weyerhaeuser Co                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Short            | EC               |  | US        |      -43400 | NS      | $-1345400.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| ROBLOX Corp                                         | ROBLOX Corp                                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32100 | NS      | $913566.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DiamondRock Hospitality Co                          | DiamondRock Hospitality Co                                                       | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Short            | EC               |  | US        |      -12200 | NS      | $-99918.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MediciNova Inc                                      | MediciNova Inc                                                                   | CUSIP: 58468P206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-820.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NexPoint Residential Trust Inc                      | NexPoint Residential Trust Inc                                                   | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |         100 | NS      | $4352.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16191269 | PA      | $98281.00      | 0.00%             | 2026-11-25      | Variable      | 0.16%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                        | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |        -100 | NS      | $-55069.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Idera Pharmaceuticals Inc                           | Idera Pharmaceuticals Inc                                                        | CUSIP: 45168K405<br>LEI: 549300JLJLICQGQFXF87 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-805.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Treace Medical Concepts Inc                         | Treace Medical Concepts Inc                                                      | CUSIP: 89455T109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-45980.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Annovis Bio Inc                                     | Annovis Bio Inc                                                                  | CUSIP: 03615A108<br>LEI: 549300IFBVI51FN3NJ32 | Long             | EC               | CORP              | US        |         700 | NS      | $9401.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NextCure Inc                                        | NextCure Inc                                                                     | CUSIP: 65343E108<br>LEI: 549300Y5PR6RJR1STI24 | Long             | EC               | CORP              | US        |        2200 | NS      | $3102.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                | 506556571 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    12320000 | OU      | $2367226.40    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy INDONESIA SNRFOR USD 100 Dec 2027                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    15000000 | OU      | $-742.43       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson Inc                                                               | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      321000 | PA      | $254407.52     | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Warrior Met Coal Inc                                | Warrior Met Coal Inc                                                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |        8700 | NS      | $301368.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Theriva Biologics Inc                               | Theriva Biologics Inc                                                            | CUSIP: 87164U409<br>LEI: 529900RVC1I52VWB3G55 | Short            | EC               | CORP              | US        |        -150 | NS      | $-68.22        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Taro Pharmaceutical Industries Ltd                  | Taro Pharmaceutical Industries Ltd                                               | CUSIP: 000000000<br>LEI: 5493002WIJCSC2L2VL79 | Short            | EC               | CORP              | IL        |        -100 | NS      | $-2904.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hillman Solutions Corp                              | Hillman Solutions Corp                                                           | CUSIP: 431636109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11400 | NS      | $-82194.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fusion Acquisition Corp II                          | Fusion Acquisition Corp II                                                       | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      201492 | NS      | $2022979.68    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS JUN23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -9 | NC      | $47954.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Twilio Inc                                          | Twilio Inc                                                                       | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       26900 | NS      | $1317024.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT23C 8                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $5628.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CN METAL ENG ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      292611 | OU      | $-1804.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CENTIVA OFFSHORE FUND LTD                           | CENTIVA OFFSHORE FUND LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | CORP              | US        |           1 | NS      | $74454730.54   | 1.66%             |  |  |  | No            | N/A                | On Loan: No      |
| Churchill Capital Corp VI                           | Churchill Capital Corp VI                                                        | CUSIP: 17143W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      296860 | NS      | $2967115.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GOLD MANTIS ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       25982 | OU      | $-307.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MEDIROM Healthcare Technologies Inc                 | MEDIROM Healthcare Technologies Inc                                              | CUSIP: 58510H103<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |        -100 | NS      | $-459.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1019000 | PA      | $891008.51     | 0.02%             | 2026-05-15      | Floating      | 8.22%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 3 MONTH SOFR FUT JUN25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -1 | NC      | $925.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                        | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        6400 | NS      | $2043456.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                          | Team Health Holdings, Inc. 2022 Term Loan B                                      | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     1375726 | PA      | $1028355.26    | 0.02%             | 2027-03-02      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Avino Silver & Gold Mines Ltd                       | Avino Silver & Gold Mines Ltd                                                    | CUSIP: 053906103<br>LEI: 549300DZZNDMPML1VJ37 | Short            | EC               | CORP              | CA        |       -2800 | NS      | $-1904.28      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Montrose Environmental Group Inc                    | Montrose Environmental Group Inc                                                 | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-62146.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JUL27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $141190.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MERCHANTS SHIP ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      149262 | OU      | $-1062.65      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Neovasc Inc                                         | Neovasc Inc                                                                      | CUSIP: 64065J403<br>LEI: 549300IWQPQMJGDOVC54 | Short            | EC               | CORP              | CA        |        -116 | NS      | $-1800.32      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | 431404064 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    27997200 | NC      | $4225756.82    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Jamf Holding Corp                                   | Jamf Holding Corp                                                                | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |         100 | NS      | $2130.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Agiliti Inc                                         | Agiliti Inc                                                                      | CUSIP: 00848J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-48930.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OneConnect Financial Technology Co Ltd              | OneConnect Financial Technology Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1440 | NS      | $-7646.40      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GH Research PLC                                     | GH Research PLC                                                                  | CUSIP: 000000000<br>LEI: 875500HKJS7QQG6EWH62 | Short            | EC               | CORP              | IE        |        -600 | NS      | $-5802.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01072023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CNANO TECH ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      180254 | OU      | $-4928.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Yoshitsu Co Ltd                                     | Yoshitsu Co Ltd                                                                  | CUSIP: 98741L101<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |        -700 | NS      | $-861.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Renren Inc                                          | Renren Inc                                                                       | CUSIP: 759892300<br>LEI: 254900GI82POEZ4DWI75 | Short            | EC               | CORP              | KY        |       -1500 | NS      | $-2400.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | SOYBEAN MEAL FUTR MAY23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         680 | NC      | $1329299.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Romark CLO Ltd                                      | Romark CLO II Ltd                                                                | CUSIP: 77587EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | PA      | $1806495.75    | 0.04%             | 2031-07-25      | Floating      | 10.61%                | No            | 2                  | On Loan: No      |
| Southern Co/The                                     | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |       -3200 | NS      | $-228512.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cango Inc/KY                                        | Cango Inc/KY                                                                     | CUSIP: 137586103<br>LEI: 5299003TQHBB4QUSZB86 | Short            | EC               | CORP              | KY        |       -1000 | NS      | $-1308.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA19                                                 | CUSIP: 12668RAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      366390 | PA      | $284520.81     | 0.01%             | 2047-02-20      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| Rapid7 Inc                                          | Rapid7 Inc                                                                       | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |        3400 | NS      | $115532.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  FEB26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $-202868.41    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trinity Capital Inc                                 | Trinity Capital Inc                                                              | CUSIP: 896442308<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EC               | CORP              | US        |        4400 | NS      | $48092.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                         | Ovintiv Inc                                                                      | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17418 | NS      | $883266.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY23C 7                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-892.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Madison Square Garden Entertainment Corp            | Madison Square Garden Entertainment Corp                                         | CUSIP: 55826T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-121419.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Exela Technologies Inc                              | Exela Technologies Inc                                                           | CUSIP: 30162V706<br>LEI: 549300CP95F46H3HDR87 | Short            | EC               | CORP              | US        |      -48775 | NS      | $-3999.55      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHENZHEN MASON TECHNOLOGIES ORD A                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       38523 | OU      | $2222.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lantheus Holdings Inc                               | Lantheus Holdings Inc                                                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |        5800 | NS      | $295568.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Asana Inc                                           | Asana Inc                                                                        | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21300 | NS      | $293301.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantum Computing Inc                               | Quantum Computing Inc                                                            | CUSIP: 74766W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3800 | NS      | $-5738.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Charge Enterprises Inc                              | Charge Enterprises Inc                                                           | CUSIP: 159610104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11700 | NS      | $-14508.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ATI PENNY WARRANT                                   | ATI PENNY WARRANT                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      111184 | NS      | $33355.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS APR23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          63 | NC      | $-782198.36    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| PriceSmart Inc                                      | PriceSmart Inc                                                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |         400 | NS      | $24312.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cogent Communications Holdings Inc                  | Cogent Communications Holdings Inc                                               | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2100 | NS      | $119868.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-57.08        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                       | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2030959 | PA      | $1883714.74    | 0.04%             | 2038-10-15      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Vascular Biogenics Ltd                              | Vascular Biogenics Ltd                                                           | CUSIP: 000000000<br>LEI: 54930046IZW5JCXF4M07 | Long             | EC               | CORP              | IL        |        2800 | NS      | $336.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| B2Gold Corp                                         | B2Gold Corp                                                                      | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |       15100 | NS      | $53907.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EVERTEC Inc                                         | EVERTEC Inc                                                                      | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |        3000 | NS      | $97140.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AEye Inc                                            | AEye Inc                                                                         | CUSIP: 008183105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -9500 | NS      | $-4565.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Digi International Inc                              | Digi International Inc                                                           | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |        2600 | NS      | $95030.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EastGroup Properties Inc                            | EastGroup Properties Inc                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |        1400 | NS      | $207284.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Monarch Casino & Resort Inc                         | Monarch Casino & Resort Inc                                                      | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |         500 | NS      | $38445.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Daseke Inc                                          | Daseke Inc                                                                       | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |        6400 | NS      | $36416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WiMi Hologram Cloud Inc                             | WiMi Hologram Cloud Inc                                                          | CUSIP: 97264L100<br>LEI: 25490023IKJN5F1FKH37 | Short            | EC               | CORP              | KY        |       -7700 | NS      | $-5621.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                                              | BP PLC                                                                           | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       80600 | NS      | $2815358.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics Inc                                    | Cytokinetics Inc                                                                 | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |        8200 | NS      | $375724.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIAJIAYUE ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      587692 | OU      | $8511.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Danaher Corp                                        | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         100 | NS      | $26542.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Donnelley Financial Solutions Inc                   | Donnelley Financial Solutions Inc                                                | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |         100 | NS      | $3865.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Haemonetics Corp                                    | Haemonetics Corp                                                                 | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        4900 | NS      | $385385.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Andersons Inc/The                                   | Andersons Inc/The                                                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Short            | EC               | CORP              | US        |       -1100 | NS      | $-38489.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust          | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $85335.20      | 0.00%             | 2047-09-15      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.0                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     3857266 | PA      | $3857266.48    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR MAR23                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -315 | NC      | $-85264.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN MZ                 | CUSIP: 46652EBY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      423006 | PA      | $364850.02     | 0.01%             | 2037-01-16      | Fixed         | 8.54%                 | No            | 2                  | On Loan: No      |
| Voyager Therapeutics Inc                            | Voyager Therapeutics Inc                                                         | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-15250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Argo Group International Holdings Ltd               | Argo Group International Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |        2600 | NS      | $67210.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1913000 | PA      | $1588891.68    | 0.04%             | 2030-01-19      | Fixed         | 2.09%                 | Yes           | 2                  | On Loan: No      |
| Teekay Tankers Ltd                                  | Teekay Tankers Ltd                                                               | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |        8463 | NS      | $260745.03     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAY24P 2.75                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $6168.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01272023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BJSH HSR ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       35548 | OU      | $334.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JINYUAN EP ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       96089 | OU      | $-1941.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sprout Social Inc                                   | Sprout Social Inc                                                                | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6400 | NS      | $361344.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Pipe Co                                   | Northwest Pipe Co                                                                | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |         200 | NS      | $6740.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |    -9702000 | PA      | $-8449704.65   | -0.19%            | 2032-02-03      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Mammoth Energy Services Inc                         | Mammoth Energy Services Inc                                                      | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |        4400 | NS      | $38060.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                    | WFRBS Commercial Mortgage Trust 2014-C19                                         | CUSIP: 92938VAA3<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |      379000 | PA      | $336986.33     | 0.01%             | 2047-03-15      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| TEGNA Inc                                           | TEGNA Inc                                                                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |        1300 | NS      | $27547.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Super League Gaming Inc                             | Super League Gaming Inc                                                          | CUSIP: 86804F202<br>LEI: 549300WQTSJRTPRU5C77 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-918.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Polished.com Inc                                    | Polished.com Inc                                                                 | CUSIP: 28252C109<br>LEI: 549300D8Y9ETZNNDSB51 | Short            | EC               | CORP              | US        |      -19400 | NS      | $-11207.38     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 3.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $14820.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA ADURO BIOTECH I                              | CONTRA ADURO BIOTECH I                                                           | CUSIP: 007CVR012<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1040 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SLR Investment Corp                                 | SLR Investment Corp                                                              | CUSIP: 83413U100<br>LEI: BJOT6DX9ML6BR3Z0O636 | Short            | EC               | CORP              | US        |         -21 | NS      | $-292.11       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XP Inc                                              | XP Inc                                                                           | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Short            | EC               | CORP              | KY        |       -9381 | NS      | $-143904.54    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HEATHROW FINANCE PLC                                | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |     1483000 | PA      | $1335690.38    | 0.03%             | 2029-09-01      | Variable      | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Rekor Systems Inc                                   | Rekor Systems Inc                                                                | CUSIP: 759419104<br>LEI: 549300BHH76SEFU1DD95 | Short            | EC               | CORP              | US        |       -4200 | NS      | $-5040.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cass Information Systems Inc                        | Cass Information Systems Inc                                                     | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |         400 | NS      | $18328.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Therapeutics Plc                            | Horizon Therapeutics Plc                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |       -2600 | NS      | $-295880.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TIANYU INFORMATN ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      342590 | OU      | $2678.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  JUN24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         171 | NC      | $-1685664.12   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Nano-X Imaging Ltd                                  | Nano-X Imaging Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |       -8000 | NS      | $-59040.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chimerix Inc                                        | Chimerix Inc                                                                     | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |        7300 | NS      | $13578.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01292023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roku Inc                                            | Roku Inc                                                                         | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |        7142 | NS      | $290679.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Immersion Corp                                      | Immersion Corp                                                                   | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |        7500 | NS      | $52725.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT AUG23C 5                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $9566.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3853636 | PA      | $3613519.02    | 0.08%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services Inc          | Fidelity National Information Services Inc                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |      -24636 | NS      | $-1671552.60   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| ANSYS Inc                                           | ANSYS Inc                                                                        | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        2100 | NS      | $507339.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TKC HOLDINGS INC                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9071000 | PA      | $5083352.21    | 0.11%             | 2029-05-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Inhibrx Inc                                         | Inhibrx Inc                                                                      | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |        3300 | NS      | $81312.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McEwen Mining Inc                                   | McEwen Mining Inc                                                                | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Long             | EC               | CORP              | US        |        4200 | NS      | $24612.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAFA IND ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         138 | OU      | $-7.32         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U-Haul Holding Co                                   | U-Haul Holding Co                                                                | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         200 | NS      | $12038.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BEIJING WKW AUTOMOTIVE PARTS ORD A                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       17222 | OU      | $-42.13        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AcuityAds Holdings Inc                              | AcuityAds Holdings Inc                                                           | CUSIP: 00510L106<br>LEI: 52990074I5Q8ZO4WN656 | Short            | EC               | CORP              | CA        |        -700 | NS      | $-1085.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ashford Hospitality Trust                           | Ashford Hospitality Trust 2018-KEYS                                              | CUSIP: 04410CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90000 | PA      | $84866.13      | 0.00%             | 2035-06-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                    | COLT 2022-2 Mortgage Loan Trust                                                  | CUSIP: 19685EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $73589.80      | 0.00%             | 2067-02-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Amtech Systems Inc                                  | Amtech Systems Inc                                                               | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |         500 | NS      | $3800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Community Bankshares Inc                      | First Community Bankshares Inc                                                   | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $6780.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Colombia                                | Colombia Government International Bond                                           | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Short            | DBT              | NUSS              | CO        |    -4097000 | PA      | $-3838986.88   | -0.09%            | 2037-09-18      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Trio-Tech International                             | Trio-Tech International                                                          | CUSIP: 896712205<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-900.02       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Microvast Holdings Inc                              | Microvast Holdings Inc                                                           | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Short            | EC               | CORP              | US        |      -25400 | NS      | $-38862.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OrthoPediatrics Corp                                | OrthoPediatrics Corp                                                             | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Short            | EC               | CORP              | US        |        -900 | NS      | $-35757.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIULI METALS ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       79182 | OU      | $-191.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | LIVE CATTLE FUTR FEB23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       -1860 | NC      | $-1454442.88   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $703.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CONTRA GEMINI THERAPEU                              | CONTRA GEMINI THERAPEU                                                           | CUSIP: 368CVR015<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1300 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Restaurant Brands International Inc                 | Restaurant Brands International Inc                                              | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |        -400 | NS      | $-25868.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vimeo Inc                                           | Vimeo Inc                                                                        | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |       32000 | NS      | $109760.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BeiGene Ltd                                         | BeiGene Ltd                                                                      | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Short            | EC               | CORP              | KY        |       -3800 | NS      | $-835772.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | ICE 3MTH SONIA FU MAR24                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -91 | NC      | $61984.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zai Lab Ltd                                         | Zai Lab Ltd                                                                      | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Short            | EC               | CORP              | KY        |       -1100 | NS      | $-33770.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fresh Vine Wine Inc                                 | Fresh Vine Wine Inc                                                              | CUSIP: 35804X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-195.78       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Travelzoo                                           | Travelzoo                                                                        | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Short            | EC               | CORP              | US        |        -600 | NS      | $-2670.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ocular Therapeutix Inc                              | Ocular Therapeutix Inc                                                           | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |        7100 | NS      | $19951.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   387000000 | PA      | $392563125.00  | 8.73%             | 2053-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JUN23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          31 | NC      | $-246193.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Agile Growth Corp                                   | Agile Growth Corp                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1455 | NS      | $14680.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHONGFU ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      205549 | OU      | $-4145.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | EVERWIN TECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      567477 | OU      | $-8604.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9297000 | PA      | $977644.63     | 0.02%             | 2047-08-25      | Variable      | 2.10%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 AUG25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -155 | NC      | $121384.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets Inc                             | Cboe Global Markets Inc                                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       43576 | NS      | $5467480.72    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Agora Inc                                           | Agora Inc                                                                        | CUSIP: 00851L103<br>LEI: 5493001S8SBPD13GC964 | Long             | EC               | CORP              | KY        |       10200 | NS      | $39882.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $94750.00      | 0.00%             | 2038-04-15      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| Green Brick Partners Inc                            | Green Brick Partners Inc                                                         | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Short            | EC               | CORP              | US        |        -700 | NS      | $-16961.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Innovid Corp                                        | Innovid Corp                                                                     | CUSIP: 457679108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6600 | NS      | $-11286.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BHMS Mortgage Trust                                 | BHMS 2018-ATLS                                                                   | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      525000 | PA      | $484630.13     | 0.01%             | 2035-07-15      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2021-NQM3                                                                   | CUSIP: 12660LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211000 | PA      | $139068.41     | 0.00%             | 2066-04-25      | Variable      | 3.43%                 | No            | 2                  | On Loan: No      |
| TELUS International CDA Inc                         | TELUS International CDA Inc                                                      | CUSIP: 87975H100<br>LEI: 549300VLM68O3RZJ7X31 | Short            | EC               | CORP              | CA        |        -900 | NS      | $-17811.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CAD CURRENCY FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          34 | NC      | $17466.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA ALUMINUM ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      131244 | OU      | $-2987.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY OCT23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -183 | NC      | $3103365.24    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | CCPVANILLA--USD-LIBOR-BBA-20320511                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1000000 | OU      | $73565.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jefferies Financial Group Inc                       | Jefferies Financial Group Inc                                                    | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |         800 | NS      | $27424.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation Inc                                      | AutoNation Inc                                                                   | CUSIP: 05329W102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-75110.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos del Peru SA                               | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     1500000 | PA      | $980175.00     | 0.02%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| MDGH GMTN RSC LTD                                   | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     2982000 | PA      | $3147799.20    | 0.07%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01232023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | 445012069 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   152720000 | NC      | $19459237.25   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H73S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $193430.00     | 0.00%             | 2032-03-25      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| PowerSchool Holdings Inc                            | PowerSchool Holdings Inc                                                         | CUSIP: 73939C106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5700 | NS      | $-131556.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gilat Satellite Networks Ltd                        | Gilat Satellite Networks Ltd                                                     | CUSIP: 000000000<br>LEI: 529900RVHDCYJ5YWHP12 | Short            | EC               | CORP              | IL        |       -2200 | NS      | $-12760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TriNet Group Inc                                    | TriNet Group Inc                                                                 | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |        3000 | NS      | $203400.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Merit                                               | MHP 2022-MHIL                                                                    | CUSIP: 55293DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      971659 | PA      | $891496.71     | 0.02%             | 2027-01-15      | Floating      | 7.59%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR DEC24                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         280 | NC      | $-123031.69    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pan American Silver Corp                            | Pan American Silver Corp                                                         | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       21100 | NS      | $344774.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Altimar Acquisition Corp III                        | Altimar Acquisition Corp III                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1006 | NS      | $10130.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                               | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-116856.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JUN25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          39 | NC      | $-216569.03    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TENCENT HOLDINGS LTD                                | Tencent Holdings Ltd                                                             | CUSIP: 88032XAL8<br>LEI: 254900N4SLUMW4XUYY11 | Short            | DBT              | CORP              | KY        |    -4566000 | PA      | $-4454837.26   | -0.10%            | 2024-04-11      | Fixed         | 3.28%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 3 MONTH SOFR FUT JUN27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |           1 | NC      | $-1012.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Village Super Market Inc                            | Village Super Market Inc                                                         | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |         200 | NS      | $4658.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Integer Holdings Corp                               | Integer Holdings Corp                                                            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |         400 | NS      | $27384.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-0.5                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |      857269 | PA      | $857269.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Conn's Inc                                          | Conn's Inc                                                                       | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |        5800 | NS      | $39904.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| H World Group Ltd                                   | H World Group Ltd                                                                | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | KY        |      -24700 | NS      | $-1047774.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR MAR24                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -24 | NC      | $-107.88       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| P10 Inc                                             | P10 Inc                                                                          | CUSIP: 69376K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-21340.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SANFAME ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       76202 | OU      | $-2236.15      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT SEP25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-2210.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust 2022-INV1                                             | CUSIP: 92539JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $882898.00     | 0.02%             | 2067-08-25      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | CRUDE OIL FUT OPT JUN23C 150                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         429 | NC      | $85800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolv Technologies Holdings Inc                     | Evolv Technologies Holdings Inc                                                  | CUSIP: 30049H102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10800 | NS      | $-27972.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chewy Inc                                           | Chewy Inc                                                                        | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       32500 | NS      | $1205100.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SuperCom Ltd                                        | SuperCom Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300U7DFKGC1TTZX50 | Short            | EC               | CORP              | IL        |        -910 | NS      | $-1619.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spire Global Inc                                    | Spire Global Inc                                                                 | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Short            | EC               | CORP              | US        |      -10200 | NS      | $-9792.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cue Health Inc                                      | Cue Health Inc                                                                   | CUSIP: 229790100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8100 | NS      | $-16767.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | OFFSHORE OIL ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      493667 | OU      | $19432.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | PHE 04302023 PHE P4                                                              | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |         -80 | NC      | $-115260.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Boot Barn Holdings Inc                              | Boot Barn Holdings Inc                                                           | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-187560.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clarus Corp                                         | Clarus Corp                                                                      | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |         200 | NS      | $1568.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Pro Tech Ltd                                  | Alpha Pro Tech Ltd                                                               | CUSIP: 020772109<br>LEI: 529900Z93O5JUM52Q856 | Short            | EC               | CORP              | US        |        -400 | NS      | $-1608.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7684.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Financial Corp/IN                             | First Financial Corp/IN                                                          | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $23040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp                                | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |        -200 | NS      | $-14700.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01132023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Inc                                          | Nelnet Inc                                                                       | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Short            | EC               | CORP              | US        |        -600 | NS      | $-54450.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR FEB23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          19 | NC      | $-239368.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Transportadora de Gas del Sur SA                    | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870204<br>LEI: 5299002TRC7IFQYSW596 | Short            | EC               | CORP              | AR        |       -1200 | NS      | $-14160.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Path Holdings Inc                               | Bio-Path Holdings Inc                                                            | CUSIP: 09057N300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-453.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      355000 | PA      | $325266.27     | 0.01%             | 2048-11-15      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd           | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      103300 | NS      | $7694817.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Membership Collective Group Inc                     | Membership Collective Group Inc                                                  | CUSIP: 586001109<br>LEI: 213800XNSPPBRF2E5A41 | Short            | EC               | CORP              | US        |       -5900 | NS      | $-22066.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -283000000 | PA      | $-283707500.00 | -6.31%            | 2053-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Meta Materials Inc                                  | Meta Materials Inc                                                               | CUSIP: 59134N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          50 | NS      | $59.50         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Syndax Pharmaceuticals Inc                          | Syndax Pharmaceuticals Inc                                                       | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |        6500 | NS      | $165425.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHANGYUAN ORD A                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      613390 | OU      | $-11938.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Interstate BancSystem Inc                     | First Interstate BancSystem Inc                                                  | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Short            | EC               | CORP              | US        |       -5900 | NS      | $-228035.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                 | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                             | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      783000 | PA      | $755595.00     | 0.02%             | 2026-10-15      | Floating      | 10.16%                | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2020-420K                                    | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $68826.50      | 0.00%             | 2042-11-10      | Variable      | 3.31%                 | No            | 2                  | On Loan: No      |
| Commercial Vehicle Group Inc                        | Commercial Vehicle Group Inc                                                     | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |         500 | NS      | $3405.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ESTUN AUTOMATION ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       56405 | OU      | $354.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cincinnati Financial Corp                           | Cincinnati Financial Corp                                                        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-215019.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 411196586 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -23240000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TALOPH PHARM ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      228270 | OU      | $-3954.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lisata Therapeutics Inc                             | Lisata Therapeutics Inc                                                          | CUSIP: 128058302<br>LEI: 5493002287F62M3EGQ04 | Short            | EC               | CORP              | US        |        -300 | NS      | $-747.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MAG Silver Corp                                     | MAG Silver Corp                                                                  | CUSIP: 55903Q104<br>LEI: 254900LGL904N7F3EL14 | Short            | EC               | CORP              | CA        |       -7100 | NS      | $-110973.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Infinity Bidco US LLC                               | Infinity Bidco US LLC 2021 Incremental Fixed Term Loan                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2449167 | PA      | $2449167.00    | 0.05%             | 2028-04-01      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| OPKO Health Inc                                     | OPKO Health Inc                                                                  | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |       35201 | NS      | $44001.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities Inc                             | Century Communities Inc                                                          | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Short            | EC               | CORP              | US        |       -2100 | NS      | $-105021.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PUTAILAI  TECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       42313 | OU      | $-2752.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Edesa Biotech Inc                                   | Edesa Biotech Inc                                                                | CUSIP: 27966L108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |        -100 | NS      | $-216.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc                            | Winnebago Industries Inc                                                         | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Short            | EC               | CORP              | US        |       -9300 | NS      | $-490110.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ARCHERMIND TECH ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         695 | OU      | $-22.39        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AC Immune SA                                        | AC Immune SA                                                                     | CUSIP: 000000000<br>LEI: 967600VLQ0ZC2HSOG765 | Short            | EC               | CORP              | CH        |        -600 | NS      | $-1224.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Caesarstone Ltd                                     | Caesarstone Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |         800 | NS      | $4568.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank N.A.                                       | 481789275 BLKSTN                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      -53438 | NC      | $-2239.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Howmet Aerospace Inc                                | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        1200 | NS      | $47292.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                       | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        1700 | NS      | $17901.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NSIG ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      112807 | OU      | $-839.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CEL-SCI Corp                                        | CEL-SCI Corp                                                                     | CUSIP: 150837607<br>LEI: 549300FIWOFSETIVMI17 | Short            | EC               | CORP              | US        |       -2900 | NS      | $-6815.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-128291.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                            | Brand Industrial Services Inc                                                    | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     5719000 | PA      | $4569390.01    | 0.10%             | 2025-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp                                 | Meritage Homes Corp                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Short            | EC               | CORP              | US        |        -100 | NS      | $-9220.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT JUL23C 8.5                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         180 | NC      | $96300.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc                       | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       14900 | NS      | $3559014.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LEBANESE REPUBLIC                                   | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     3567000 | PA      | $204317.76     | 0.00%             | 2020-04-14      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                      | HarborView Mortgage Loan Trust 2006-4                                            | CUSIP: 41161PL27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      574428 | PA      | $306740.29     | 0.01%             | 2046-05-19      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-9905.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Halliburton Co                                      | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Short            | EC               | CORP              | US        |        -300 | NS      | $-11805.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MALING ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      191955 | OU      | $4516.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Doma Holdings Inc                                   | Doma Holdings Inc                                                                | CUSIP: 25703A104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15100 | NS      | $-6838.79      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OMNIQ Corp                                          | OMNIQ Corp                                                                       | CUSIP: 68217M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-455.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 414474434 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -24485000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| InterPrivate IV InfraTech Partners Inc              | InterPrivate IV InfraTech Partners Inc                                           | CUSIP: 46064T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       91537 | NS      | $938254.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SANHUA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      215871 | OU      | $-3723.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY MAR27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $494667.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5935000 | PA      | $815605.51     | 0.02%             | 2032-10-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Blackstone Mortgage Trust Inc                       | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Short            | EC               |  | US        |      -10700 | NS      | $-226519.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HomeTrust Bancshares Inc                            | HomeTrust Bancshares Inc                                                         | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $16919.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YOKE TECHNOLOGY ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      125374 | OU      | $2875.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Biondvax Pharmaceuticals Ltd                        | Biondvax Pharmaceuticals Ltd                                                     | CUSIP: 09073Q204<br>LEI: 549300VWSLMYAANYZ711 | Short            | EC               | CORP              | IL        |         -80 | NS      | $-237.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR24P 2.75                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $6462.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeolus Property Catastrophe Keystone PF Fund LP     | Aeolus Property Catastrophe Keystone PF Fund LP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |           1 | NS      | $232281.81     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Jaws Hurricane Acquisition Corp                     | Jaws Hurricane Acquisition Corp                                                  | CUSIP: 47201B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      262600 | NS      | $2626000.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                         | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Short            | EC               | CORP              | US        |      -54300 | NS      | $-7699197.00   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Inmode Ltd                                          | Inmode Ltd                                                                       | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |       11700 | NS      | $417690.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevate Credit Inc                                  | Elevate Credit Inc                                                               | CUSIP: 28621V101<br>LEI: 5493005YGC28MJELZ875 | Long             | EC               | CORP              | US        |         700 | NS      | $1225.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hain Celestial Group Inc/The                        | Hain Celestial Group Inc/The                                                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Short            | EC               | CORP              | US        |        -400 | NS      | $-6472.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT AUG24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -170 | NC      | $-595125.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| VYNE Therapeutics Inc                               | VYNE Therapeutics Inc                                                            | CUSIP: 92941V209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5000 | NS      | $-750.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solid Power Inc                                     | Solid Power Inc                                                                  | CUSIP: 83422N105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-1270.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | LEAN HOGS FUTURE APR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         375 | NC      | $-22863.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DHC Acquisition Corp                                | DHC Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      160795 | NS      | $1620813.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Natixis Commercial Mortgage Securities              | Natixis Commercial Mortgage Securities Trust 2018-285M                           | CUSIP: 63874JAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      222525 | PA      | $220435.65     | 0.00%             | 2033-02-15      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| Alcoa Corp                                          | Alcoa Corp                                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       12301 | NS      | $559326.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $79197.40      | 0.00%             | 2049-04-10      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services Inc                     | PennyMac Financial Services Inc                                                  | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Short            | EC               | CORP              | US        |       -6600 | NS      | $-373956.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cricut Inc                                          | Cricut Inc                                                                       | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-23175.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spok Holdings Inc                                   | Spok Holdings Inc                                                                | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |        5400 | NS      | $44226.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stronghold Digital Mining Inc                       | Stronghold Digital Mining Inc                                                    | CUSIP: 86337R103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2356 | NS      | $-1128.76      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2021-NQM8                                                                   | CUSIP: 12659FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      226899 | PA      | $152310.49     | 0.00%             | 2066-10-25      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Churchill Capital Corp VII                          | Churchill Capital Corp VII                                                       | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      164835 | NS      | $1643404.95    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Lakes Dredge & Dock Corp                      | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |        1900 | NS      | $11305.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Immunovant Inc                                      | Immunovant Inc                                                                   | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6500 | NS      | $115375.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Metrocity Bankshares Inc                            | Metrocity Bankshares Inc                                                         | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |         300 | NS      | $6489.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SMEI ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       38653 | OU      | $-1020.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alto Ingredients Inc                                | Alto Ingredients Inc                                                             | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Short            | EC               | CORP              | US        |        -500 | NS      | $-1440.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Largo Inc                                           | Largo Inc                                                                        | CUSIP: 517097101<br>LEI: 549300DNLDBZOCZKIM08 | Short            | EC               | CORP              | CA        |        -500 | NS      | $-2690.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SFL Corp Ltd                                        | SFL Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |       11600 | NS      | $106952.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TPI Composites Inc                                  | TPI Composites Inc                                                               | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |        7300 | NS      | $74022.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Six Flags Entertainment Corp                        | Six Flags Entertainment Corp                                                     | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Short            | EC               | CORP              | US        |      -16000 | NS      | $-372000.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ellington Residential Mortgage REIT                 | Ellington Residential Mortgage REIT                                              | CUSIP: 288578107<br>LEI: 549300KA3MR2ZCRGA787 | Long             | EC               |  | US        |        1200 | NS      | $8232.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atreca Inc                                          | Atreca Inc                                                                       | CUSIP: 04965G109<br>LEI: 549300B5CQV1OOXFLU71 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-2001.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                                  | Capri Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Short            | EC               | CORP              | VG        |        -100 | NS      | $-5732.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Itau Unibanco Holding SA                            | Itau Unibanco Holding SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Short            | EC               | CORP              | BR        |     -194100 | NS      | $-914211.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Inc                                          | Nasdaq Inc                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       25900 | NS      | $1588965.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pangaea Logistics Solutions Ltd                     | Pangaea Logistics Solutions Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        3090 | NS      | $15913.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICICI Bank Ltd                                      | ICICI Bank Ltd                                                                   | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       26200 | NS      | $573518.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS SEP24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-13834.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | TRANS Z4 INDEX JAN23                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          31 | NC      | $26749.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Property Solutions Acquisition Corp II              | Property Solutions Acquisition Corp II                                           | CUSIP: 74350A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19835 | NS      | $200035.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Peru                                    | Peruvian Government International Bond                                           | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |     -184000 | PA      | $-193748.03    | -0.00%            | 2037-03-14      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Global-e Online Ltd                                 | Global-e Online Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -12500 | NS      | $-258000.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Oscar Health Inc                                    | Oscar Health Inc                                                                 | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25900 | NS      | $63714.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Industries Ltd                               | Nabors Industries Ltd                                                            | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |        1200 | NS      | $185844.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Finnovate Acquisition Corp                          | Finnovate Acquisition Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        6701 | NS      | $68685.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | BP CURRENCY FUT MAR23                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          39 | NC      | $-32206.61     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NetSol Technologies Inc                             | NetSol Technologies Inc                                                          | CUSIP: 64115A402<br>LEI: 529900EXOTPTUR7O6B54 | Long             | EC               | CORP              | US        |         200 | NS      | $570.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Aerogels Inc                                  | Aspen Aerogels Inc                                                               | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8500 | NS      | $100215.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR OCT24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         109 | NC      | $-64480.71     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BellRing Brands Inc                                 | BellRing Brands Inc                                                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Short            | EC               | CORP              | US        |       -1600 | NS      | $-41024.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RCF Acquisition Corp                                | RCF Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300OIPQ0V26BHLX71 | Long             | EC               | CORP              | KY        |      140000 | NS      | $1436400.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| STITCH AQUISITION CORPORATION                       | Stitch Aquisition Corporation Term Loan B                                        | CUSIP: 86089GAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1550396 | PA      | $1312673.51    | 0.03%             | 2028-07-28      | Floating      | 11.48%                | No            | 2                  | On Loan: No      |
| 1-800-Flowers.com Inc                               | 1-800-Flowers.com Inc                                                            | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5400 | NS      | $51624.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RIYUE HEAVY ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      125317 | OU      | $2001.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Metropolitan Bank Holding Corp                      | Metropolitan Bank Holding Corp                                                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $46936.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluemountain CLO Ltd                                | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $881195.00     | 0.02%             | 2034-07-25      | Floating      | 11.22%                | No            | 2                  | On Loan: No      |
| Murphy USA Inc                                      | Murphy USA Inc                                                                   | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        1400 | NS      | $391356.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brady Corp                                          | Brady Corp                                                                       | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |        1100 | NS      | $51810.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                  | LOW SU GASOIL G APR23                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          27 | NC      | $3294.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGZHOU WONDFO BIOTECH                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      273687 | OU      | $-21081.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUANGLIAN AVI ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       29982 | OU      | $2666.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CommVault Systems Inc                               | CommVault Systems Inc                                                            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        2400 | NS      | $150816.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Limbach Holdings Inc                                | Limbach Holdings Inc                                                             | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |         200 | NS      | $2082.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CI&T Inc                                            | CI&T Inc                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1300 | NS      | $-8450.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BUCHANG PHARM ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      403351 | OU      | $-6513.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EBET Inc                                            | EBET Inc                                                                         | CUSIP: 278700109<br>LEI: 549300SFUTRB5C1ZRU05 | Short            | EC               | CORP              | US        |        -300 | NS      | $-189.06       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| B Riley Principal 250 Merger Corp                   | B Riley Principal 250 Merger Corp                                                | CUSIP: 05602L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      247911 | NS      | $2471672.67    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp                                         | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |      -37500 | NS      | $-850125.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Signal Corp                                 | Federal Signal Corp                                                              | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |        1200 | NS      | $55764.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01182023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BOHAI LEASING ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |        1507 | OU      | $19.39         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23P 4.9                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-238020.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NOVOZYMES A/S-B SHARES                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |    31590943 | OU      | $69981.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Peoples Bancorp Inc/OH                              | Peoples Bancorp Inc/OH                                                           | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1100 | NS      | $31075.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CNGR ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      104446 | OU      | $-2515.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Physicians Realty Trust                             | Physicians Realty Trust                                                          | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Short            | EC               |  | US        |       -2000 | NS      | $-28940.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clean Harbors Inc                                   | Clean Harbors Inc                                                                | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |         500 | NS      | $57060.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rentokil Initial PLC                                | Rentokil Initial PLC                                                             | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Short            | EC               | CORP              | GB        |        -800 | NS      | $-24648.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SRAX Inc                                            | SRAX Inc                                                                         | CUSIP: 78472M106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1100 | NS      | $-1683.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genius Sports Ltd                                   | Genius Sports Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | GG        |       -3601 | NS      | $-12855.57     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equinor ASA                                         | Equinor ASA                                                                      | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Short            | EC               | CORP              | NO        |       -2400 | NS      | $-85944.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR DEC24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         116 | NC      | $149954.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 10YR 1.62 072526                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1900000 | OU      | $151444.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal          | S+P/TSX 60 IX FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           9 | NC      | $-51024.97     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IAMGOLD Corp                                        | IAMGOLD Corp                                                                     | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |       18100 | NS      | $46698.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Enerpac Tool Group Corp                             | Enerpac Tool Group Corp                                                          | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |        1100 | NS      | $27995.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Centessa Pharmaceuticals PLC                        | Centessa Pharmaceuticals PLC                                                     | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Short            | EC               | CORP              | GB        |       -2200 | NS      | $-6820.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Independence Contract Drilling Inc                  | Independence Contract Drilling Inc                                               | CUSIP: 453415606<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3900 | NS      | $12753.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                    | WFRBS Commercial Mortgage Trust 2014-C22                                         | CUSIP: 92890KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4703000 | PA      | $4003282.96    | 0.09%             | 2057-09-15      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| AeroVironment Inc                                   | AeroVironment Inc                                                                | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |        -700 | NS      | $-59962.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XHR LP                                              | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |      100000 | PA      | $81912.63      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Kelso Technologies Inc                              | Kelso Technologies Inc                                                           | CUSIP: 48826D201<br>LEI: 529900GQ0RT063CIQG17 | Short            | EC               | CORP              | CA        |       -2072 | NS      | $-621.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                  | BRENT CRUDE FUTR APR23                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         -23 | NC      | $-126345.92    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sonder Holdings Inc                                 | Sonder Holdings Inc                                                              | CUSIP: 83542D102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18000 | NS      | $-22320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LightInTheBox Holding Co Ltd                        | LightInTheBox Holding Co Ltd                                                     | CUSIP: 53225G102<br>LEI: 5493003DZYU05P53HU52 | Short            | EC               | CORP              | KY        |       -1300 | NS      | $-1599.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corp                                 | Repay Holdings Corp                                                              | CUSIP: 76029L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-5635.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Community Health Systems Inc                        | Community Health Systems Inc                                                     | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29000 | NS      | $125280.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirion Technologies Inc                             | Mirion Technologies Inc                                                          | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |      -19600 | NS      | $-129556.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fiesta Restaurant Group Inc                         | Fiesta Restaurant Group Inc                                                      | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $2940.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                              | SUGAR 11 (WORLD) MAR23                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       -1322 | NC      | $166691.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Herbalife Nutrition Ltd                             | Herbalife Nutrition Ltd                                                          | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Short            | EC               | CORP              | KY        |       -6400 | NS      | $-95232.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT MAR23C 20                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          23 | NC      | $1219.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities LLC                             | CMBX.NA.BBB-.9                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |      177000 | OU      | $-33382.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Black Mountain Acquisition Corp                     | Black Mountain Acquisition Corp                                                  | CUSIP: 09216A116<br>LEI: N/A                  | N/A              | DE               |  | US        |      590640 | NS      | $21676.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Better Choice Co Inc                                | Better Choice Co Inc                                                             | CUSIP: 08771Y303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-215.60       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Westamerica BanCorp                                 | Westamerica BanCorp                                                              | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $59010.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NOV Inc                                             | NOV Inc                                                                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Short            | EC               | CORP              | US        |       -3200 | NS      | $-66848.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| elf Beauty Inc                                      | elf Beauty Inc                                                                   | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |         200 | NS      | $11060.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                          | Cigna Corp                                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Short            | EC               | CORP              | US        |        -100 | NS      | $-33134.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BAIRUN INVESTMEN ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      210970 | OU      | $7223.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WEIXINKANG MED ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      102659 | OU      | $17570.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PLBY Group Inc                                      | PLBY Group Inc                                                                   | CUSIP: 72814P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18600 | NS      | $-51150.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | CHICAGO CG BASIS APR23                                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          30 | NC      | $1098.75       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Ltd.                       | OPEN-0.65                                                                        | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | RA               | CORP              | GB        |      271894 | PA      | $271894.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SigmaTron International Inc                         | SigmaTron International Inc                                                      | CUSIP: 82661L101<br>LEI: 52990038RIWCDHP8G117 | Short            | EC               | CORP              | US        |        -400 | NS      | $-1536.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Corner Growth Acquisition Corp 2                    | Corner Growth Acquisition Corp 2                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      125000 | NS      | $1250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trupanion Inc                                       | Trupanion Inc                                                                    | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |         400 | NS      | $19012.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BEIJING URBAN ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         764 | OU      | $-28.01        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PIMCO ILS SRS SC PIMCO ILS                          | PIMCO ILS SRS SC PIMCO ILS SERIES SC PIMCO ILS FUND II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |           1 | NS      | $23617555.47   | 0.53%             |  |  |  | No            | N/A                | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TAILIN BIO ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      213920 | OU      | $-20105.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CHINA ANIMAL ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       75585 | OU      | $1138.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| China Yuchai International Ltd                      | China Yuchai International Ltd                                                   | CUSIP: 000000000<br>LEI: 529900DHISUGAY2ARU76 | Long             | EC               | CORP              | BM        |         245 | NS      | $1733.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Sportswear Co                              | Columbia Sportswear Co                                                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Short            | EC               | CORP              | US        |        -800 | NS      | $-70064.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Pharmaceuticals Inc                          | Rocket Pharmaceuticals Inc                                                       | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |        9800 | NS      | $191786.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VMG Consumer Acquisition Corp                       | VMG Consumer Acquisition Corp                                                    | CUSIP: 91842V110<br>LEI: N/A                  | N/A              | DE               |  | US        |      178201 | NS      | $7270.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OneMain Holdings Inc                                | OneMain Holdings Inc                                                             | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Short            | EC               | CORP              | US        |       -9200 | NS      | $-306452.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BPCRE Holder LLC                                    | BPCRE 2022-FL2 Ltd                                                               | CUSIP: 05602FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $973155.00     | 0.02%             | 2037-01-16      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | QINGDAO PORT ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       26807 | OU      | $873.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NANSHAN HOLDING ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      132004 | OU      | $-6057.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rayonier Advanced Materials Inc                     | Rayonier Advanced Materials Inc                                                  | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |        5800 | NS      | $55680.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Codorus Valley Bancorp Inc                          | Codorus Valley Bancorp Inc                                                       | CUSIP: 192025104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $2380.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |           1 | NC      | $179.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corp                                 | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       11700 | NS      | $1588275.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.0                                                                         | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     4670483 | PA      | $4670482.69    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | VASTDATA ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      195997 | OU      | $-1189.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gap Inc/The                                         | Gap Inc/The                                                                      | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |         400 | NS      | $4512.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc                                | Urban Outfitters Inc                                                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       12600 | NS      | $300510.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT AUG23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -87 | NC      | $306871.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1213000 | PA      | $1193855.22    | 0.03%             | 2037-06-19      | Floating      | 7.47%                 | No            | 2                  | On Loan: No      |
| Centrus Energy Corp                                 | Centrus Energy Corp                                                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-61712.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| O-I Glass Inc                                       | O-I Glass Inc                                                                    | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4900 | NS      | $81193.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TPG Inc                                             | TPG Inc                                                                          | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |         400 | NS      | $11132.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmmi Inc                                          | Farmmi Inc                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -5656 | NS      | $-2264.66      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY FEB27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          54 | NC      | $708507.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PolyMet Mining Corp                                 | PolyMet Mining Corp                                                              | CUSIP: 731916409<br>LEI: 529900I1B64WM0PRZW40 | Long             | EC               | CORP              | CA        |        1100 | NS      | $2915.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RUNDU ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      382834 | OU      | $-20080.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Paragon 28 Inc                                      | Paragon 28 Inc                                                                   | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-36309.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Palatin Technologies Inc                            | Palatin Technologies Inc                                                         | CUSIP: 696077502<br>LEI: 549300IDN7TWMQI0JP93 | Short            | EC               | CORP              | US        |        -576 | NS      | $-1474.56      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ZeroFox Holdings Inc                                | ZeroFox Holdings Inc                                                             | CUSIP: 98955G103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-498.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YUEYANG PAPER ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      415477 | OU      | $-7493.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Livent Corp                                         | Livent Corp                                                                      | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |        6700 | NS      | $133129.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13043739 | PA      | $2629630.83    | 0.06%             | 2034-10-25      | Variable      | 2.77%                 | No            | 2                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.3                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |      444555 | PA      | $444555.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                             | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11259000 | PA      | $9260527.50    | 0.21%             | 2027-12-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Ingersoll Rand Inc                                  | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |      -50552 | NS      | $-2641342.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Artivion Inc                                        | Artivion Inc                                                                     | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |         100 | NS      | $1212.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                                 | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Short            | EC               |  | US        |     -127873 | NS      | $-4143085.20   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | CRUDE OIL FUT OPT JUN23C 200                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -429 | NC      | $-12870.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-4.0                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     2835330 | PA      | $2835329.51    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Vnet Group Inc                                      | Vnet Group Inc                                                                   | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Short            | EC               | CORP              | KY        |      -10100 | NS      | $-57267.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited     | FTSE CHINA A50 JAN23                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         283 | NC      | $-3023.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Scholastic Corp                                     | Scholastic Corp                                                                  | CUSIP: 807066105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1500 | NS      | $-59190.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mobileye Global Inc                                 | Mobileye Global Inc                                                              | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13398 | NS      | $469733.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ESC NII HLDGS INC BE                                | ESC NII HLDGS INC BE                                                             | CUSIP: 629ESC013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       50677 | NS      | $13176.02      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                     | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $875888.00     | 0.02%             | 2034-07-15      | Floating      | 10.83%                | No            | 2                  | On Loan: No      |
| Eagle Bulk Shipping Inc                             | Eagle Bulk Shipping Inc                                                          | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | MH        |        2997 | NS      | $149670.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HNA ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      116045 | OU      | $594.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                            | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      762000 | PA      | $548679.62     | 0.01%             | 2060-12-25      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| Entrada Therapeutics Inc                            | Entrada Therapeutics Inc                                                         | CUSIP: 29384C108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-5408.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Inc                          | Charter Communications Inc                                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        4440 | NS      | $1505604.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Welltower Inc                                       | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Short            | EC               |  | US        |      -34600 | NS      | $-2268030.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Cantaloupe Inc                                      | Cantaloupe Inc                                                                   | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Short            | EC               | CORP              | US        |        -100 | NS      | $-435.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Coherus Biosciences Inc                             | Coherus Biosciences Inc                                                          | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |        2400 | NS      | $19008.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT AUG26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         713 | NC      | $1274537.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Strategic Growth Capital II                  | Apollo Strategic Growth Capital II                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      450000 | NS      | $4509000.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUXL 30Y BND MAR23                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -5 | NC      | $51528.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates             | WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust                   | CUSIP: 92922F7X0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      244378 | PA      | $204477.56     | 0.00%             | 2045-12-25      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-2.25                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     4436363 | PA      | $4436363.14    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1439000 | PA      | $1099111.08    | 0.02%             | 2048-10-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Heritage Insurance Holdings Inc                     | Heritage Insurance Holdings Inc                                                  | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |        3900 | NS      | $7020.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Post CLO LTD                                        | Post CLO 2021-1 LTD                                                              | CUSIP: 73742GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $887597.00     | 0.02%             | 2034-10-15      | Floating      | 10.53%                | No            | 2                  | On Loan: No      |
| Enact Holdings Inc                                  | Enact Holdings Inc                                                               | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $2412.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      117000 | PA      | $80955.81      | 0.00%             | 2066-04-25      | Variable      | 3.17%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                         | CUSIP: 38376UWK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3060133 | PA      | $333627.94     | 0.01%             | 2047-05-20      | Floating      | 1.85%                 | No            | 2                  | On Loan: No      |
| Legacy Housing Corp                                 | Legacy Housing Corp                                                              | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $7584.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHENZHEN SILVER BASIS TECH                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       54685 | OU      | $1962.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GASOLINE RBOB FUT FEB23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -17 | NC      | $-53576.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Essa Pharma Inc                                     | Essa Pharma Inc                                                                  | CUSIP: 29668H708<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        3200 | NS      | $8064.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Properties Inc                               | Boston Properties Inc                                                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               |  | US        |       -9300 | NS      | $-628494.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | USD_SOFR_P_2.983_20320926_20220926_LCH                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $47277.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GUOTAI ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      134998 | OU      | $549.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-OA19                                                 | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      381035 | PA      | $296168.78     | 0.01%             | 2047-02-20      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Parent Inc                  | Frontier Communications Parent Inc                                               | CUSIP: 35909D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17600 | NS      | $-448448.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Fathom Holdings Inc                                 | Fathom Holdings Inc                                                              | CUSIP: 31189V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -800 | NS      | $-3400.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Twelve Seas Investment Co II                        | Twelve Seas Investment Co II                                                     | CUSIP: 90118T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      266682 | NS      | $2688154.56    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tech and Energy Transition Corp                     | Tech and Energy Transition Corp                                                  | CUSIP: 87823R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41402 | NS      | $415262.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FTAI Aviation Ltd                                   | FTAI Aviation Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         100 | NS      | $1712.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Buy CDX.EM.38 USD 100 Dec 2027                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2900000 | OU      | $169515.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                  | Teva Pharmaceutical Industries Ltd                                               | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        7400 | NS      | $67488.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blink Charging Co                                   | Blink Charging Co                                                                | CUSIP: 09354A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7100 | NS      | $-77887.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Majestic Silver Corp                          | First Majestic Silver Corp                                                       | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Long             | EC               | CORP              | CA        |         600 | NS      | $5004.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neoleukin Therapeutics Inc                          | Neoleukin Therapeutics Inc                                                       | CUSIP: 64049K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3900 | NS      | $1985.10       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Buy CDX.EM.38 USD 100 Dec 2027                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    50000000 | OU      | $2922679.66    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                | 2023-01-04-4.2                                                                   | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        |     3896559 | PA      | $3896558.99    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| National Beverage Corp                              | National Beverage Corp                                                           | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-46530.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Triumph Group Inc                                   | Triumph Group Inc                                                                | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |        5000 | NS      | $52600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | ICE 3MTH SONIA FU SEP24                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -276 | NC      | $273375.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | BARCLAYS CAPITAL REPO                                                            | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |     2941989 | PA      | $2941989.00    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurinia Pharmaceuticals Inc                         | Aurinia Pharmaceuticals Inc                                                      | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |        2100 | NS      | $9072.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                         | Equifax Inc                                                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-349848.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANKE BIOTECH ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       65539 | OU      | $301.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sylvamo Corp                                        | Sylvamo Corp                                                                     | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |        5400 | NS      | $262386.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Red Violet Inc                                      | Red Violet Inc                                                                   | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |         200 | NS      | $4604.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-CCRE23 Mortgage Trust                                                  | CUSIP: 12593AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4794000 | PA      | $3672769.69    | 0.08%             | 2048-05-10      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD             | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136QAG4<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $862727.00     | 0.02%             | 2034-10-20      | Floating      | 10.39%                | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  JUL23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -80 | NC      | $1129377.91    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corp                                   | Tutor Perini Corp                                                                | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |        6500 | NS      | $49075.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oppenheimer Holdings Inc                            | Oppenheimer Holdings Inc                                                         | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $29631.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MONTAGE ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       73250 | OU      | $-1210.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Personalis Inc                                      | Personalis Inc                                                                   | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |        7400 | NS      | $14652.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-3.3                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     1808474 | PA      | $1808474.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Applied Therapeutics Inc                            | Applied Therapeutics Inc                                                         | CUSIP: 03828A101<br>LEI: 549300KL3IJPHZM2GR04 | Long             | EC               | CORP              | US        |        5100 | NS      | $3876.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fintech Evolution Acquisition Group                 | Fintech Evolution Acquisition Group                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310002 | NS      | $3131020.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty Inc                       | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |        9786 | NS      | $534707.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Retail Opportunity Investments Corp                 | Retail Opportunity Investments Corp                                              | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |       10700 | NS      | $160821.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CVB Financial Corp                                  | CVB Financial Corp                                                               | CUSIP: 126600105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -35785 | NS      | $-921463.75    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Savara Inc                                          | Savara Inc                                                                       | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |        2100 | NS      | $3255.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZZ-BT                                               | DBMBSUN Idx swap                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    45326610 | OU      | $-148194.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sabra Health Care REIT Inc                          | Sabra Health Care REIT Inc                                                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Short            | EC               |  | US        |       -6700 | NS      | $-83281.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ace Securities Corp.                                | ACE Securities Corp Home Equity Loan Trust Series 2005-AG1                       | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      759979 | PA      | $584976.10     | 0.01%             | 2035-08-25      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| Engineered Machinery Holdings, Inc.                 | Engineered Machinery Holdings, Inc. 2021 USD 2nd Lien Term Loan                  | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    11545028 | PA      | $10505975.72   | 0.23%             | 2029-05-21      | Floating      | 10.73%                | No            | 2                  | On Loan: No      |
| Phibro Animal Health Corp                           | Phibro Animal Health Corp                                                        | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |        1300 | NS      | $17433.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barnes & Noble Education Inc                        | Barnes & Noble Education Inc                                                     | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |        3900 | NS      | $6825.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | VTRON ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       42983 | OU      | $505.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Teck Resources Ltd                                  | Teck Resources Ltd                                                               | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        7100 | NS      | $268522.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Playstudios Inc                                     | Playstudios Inc                                                                  | CUSIP: 72815G108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4000 | NS      | $-15520.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aadi Bioscience Inc                                 | Aadi Bioscience Inc                                                              | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Short            | EC               | CORP              | US        |        -600 | NS      | $-7698.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP JUN23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-6688.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2004-16CB                                                 | CUSIP: 12667FMJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      333371 | PA      | $274575.83     | 0.01%             | 2034-08-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Nouveau Monde Graphite Inc                          | Nouveau Monde Graphite Inc                                                       | CUSIP: 66979W842<br>LEI: 549300JDLMT728W4PV57 | Short            | EC               | CORP              | CA        |       -1100 | NS      | $-4202.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HTDC ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       56736 | OU      | $2921.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Liberty Energy Inc                                  | Liberty Energy Inc                                                               | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $9606.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                        | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-733470.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Caribou Biosciences Inc                             | Caribou Biosciences Inc                                                          | CUSIP: 142038108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-2512.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Applied Molecular Transport Inc                     | Applied Molecular Transport Inc                                                  | CUSIP: 03824M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4000 | NS      | $1680.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT APR23C 4.55                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -20 | NC      | $-60580.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Saia Inc                                            | Saia Inc                                                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |       -3900 | NS      | $-817752.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                                                     | CUSIP: 456837103<br>LEI: 549300NYKK9MWM7GGW15 | Short            | EC               | CORP              | NL        |      -14500 | NS      | $-176465.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Root Inc/OH                                         | Root Inc/OH                                                                      | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         583 | NS      | $2617.67       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NORTHERN UNITED ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        6040 | OU      | $178.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2014-CCRE21 Mortgage Trust                                                  | CUSIP: 12592RAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1686000 | PA      | $1262645.40    | 0.03%             | 2047-12-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Extreme Networks Inc                                | Extreme Networks Inc                                                             | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |        4300 | NS      | $78733.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHAOWEI ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       36547 | OU      | $240.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                              | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     3708000 | PA      | $2732544.49    | 0.06%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01302023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Metallurgical Resources Inc                   | Alpha Metallurgical Resources Inc                                                | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1900 | NS      | $278141.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Azure Power Global Ltd                              | Azure Power Global Ltd                                                           | CUSIP: 000000000<br>LEI: 54930085G5UQETD7JX48 | Short            | EC               | CORP              | MU        |       -5600 | NS      | $-24136.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gaia Inc                                            | Gaia Inc                                                                         | CUSIP: 36269P104<br>LEI: 529900QUX8SBA2D93M92 | Long             | EC               | CORP              | US        |         700 | NS      | $1666.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Properties Trust                            | Service Properties Trust                                                         | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Short            | EC               |  | US        |        -100 | NS      | $-729.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SunCoke Energy Inc                                  | SunCoke Energy Inc                                                               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |       11900 | NS      | $102697.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BERRY GENOMICS ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      442008 | OU      | $-9190.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Enterprise 4.0 Technology Acquisition Corp          | Enterprise 4.0 Technology Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      250000 | NS      | $7500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SUOFEIYA ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      115865 | OU      | $121.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| 1375209 BC LTD                                      | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      522000 | PA      | $508297.50     | 0.01%             | 2028-01-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS EURO OPT OCT23C 7                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-2206.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR OCT27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $80240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DALI TECHNOLOGY ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       34430 | OU      | $-1590.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sciplay Corp                                        | Sciplay Corp                                                                     | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |        1900 | NS      | $30552.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP SEP23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-7003.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Co                              | Southwestern Energy Co                                                           | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Short            | EC               | CORP              | US        |       -2300 | NS      | $-13455.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Nova Scotia/The                             | Bank of Nova Scotia/The                                                          | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | EC               | CORP              | CA        |       -7900 | NS      | $-386942.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| TreeHouse Foods Inc                                 | TreeHouse Foods Inc                                                              | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-123450.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bluegreen Vacations Holding Corp                    | Bluegreen Vacations Holding Corp                                                 | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |         700 | NS      | $17472.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHINA GOVT INTL BOND                                | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Short            | DBT              | NUSS              | CN        |    -5000000 | PA      | $-4436650.00   | -0.10%            | 2029-12-03      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HAILIR ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       66606 | OU      | $2464.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                 | Citigroup Commercial Mortgage Trust 2016-C3                                      | CUSIP: 17325GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1826000 | PA      | $1263341.84    | 0.03%             | 2049-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Iterum Therapeutics plc                             | Iterum Therapeutics plc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |       -1513 | NS      | $-1270.92      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cinemark Holdings Inc                               | Cinemark Holdings Inc                                                            | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Short            | EC               | CORP              | US        |        -500 | NS      | $-4330.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XPEL Inc                                            | XPEL Inc                                                                         | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-120120.00    | -0.00%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Alkermes PLC                                        | Alkermes PLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       23100 | NS      | $603603.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SNDL Inc                                            | SNDL Inc                                                                         | CUSIP: 83307B101<br>LEI: 549300O3OT13PHMLHI97 | Short            | EC               | CORP              | CA        |      -91940 | NS      | $-192154.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                             | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Short            | DBT              | CORP              | KZ        |    -2000000 | PA      | $-1842000.00   | -0.04%            | 2027-04-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SOUTHERN AIR ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      435947 | OU      | $6362.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust 2022-AHP                                            | CUSIP: 05610FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216000 | PA      | $201768.84     | 0.00%             | 2039-01-17      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Viomi Technology Co Ltd                             | Viomi Technology Co Ltd                                                          | CUSIP: 92762J103<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1200 | NS      | $-1284.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JAN26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-2331312.52   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DRINDA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      129556 | OU      | $-1748.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gladstone Land Corp                                 | Gladstone Land Corp                                                              | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |        1800 | NS      | $33030.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xometry Inc                                         | Xometry Inc                                                                      | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |       -7100 | NS      | $-228833.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ardagh Metal Packaging SA                           | Ardagh Metal Packaging SA                                                        | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Short            | EC               | CORP              | LU        |      -30300 | NS      | $-145743.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | 3MO EURO EURIBOR  SEP23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          23 | NC      | $-10706.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HYTERA COMMUNICA ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      114816 | OU      | $-365.30       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANHUI KOUZI DISTILLERY                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      552062 | OU      | $-13663.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KINGCLEAN ELECTRIC                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       62023 | OU      | $-3536.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Flora Growth Corp                                   | Flora Growth Corp                                                                | CUSIP: 339764102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -9900 | NS      | $-2253.24      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | NAT GAS LAST DAY SEP27                                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          54 | NC      | $254367.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AirSculpt Technologies Inc                          | AirSculpt Technologies Inc                                                       | CUSIP: 009496100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-740.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CION Investment Corp                                | CION Investment Corp                                                             | CUSIP: 17259U204<br>LEI: 549300XN70JLF94XKX80 | Long             | EC               | RF                | US        |        2300 | NS      | $22425.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cumulus Media Inc                                   | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-1863.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PLx Pharma Inc                                      | PLx Pharma Inc                                                                   | CUSIP: 72942A107<br>LEI: 549300KEXDQRVGRQPE70 | Long             | EC               | CORP              | US        |         500 | NS      | $82.05         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                              | T Rowe Price Group Inc                                                           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        2900 | NS      | $316274.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sapiens International Corp NV                       | Sapiens International Corp NV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         200 | NS      | $3696.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrier Global Corp                                 | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |        -200 | NS      | $-8250.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bright Health Group Inc                             | Bright Health Group Inc                                                          | CUSIP: 10920V107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3100 | NS      | $-2014.69      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cars.com Inc                                        | Cars.com Inc                                                                     | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-23409.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MicroVision Inc                                     | MicroVision Inc                                                                  | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Short            | EC               | CORP              | US        |       -8300 | NS      | $-19505.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | CRUDE OIL FUT OPT DEC23P 40                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          60 | NC      | $73800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McGrath RentCorp                                    | McGrath RentCorp                                                                 | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        1100 | NS      | $108614.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NextNav Inc                                         | NextNav Inc                                                                      | CUSIP: 65345N106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3000 | NS      | $-8790.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Duckhorn Portfolio Inc/The                          | Duckhorn Portfolio Inc/The                                                       | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |        4900 | NS      | $81193.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Red Cat Holdings Inc                                | Red Cat Holdings Inc                                                             | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Short            | EC               | CORP              | US        |       -5100 | NS      | $-4794.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enova International Inc                             | Enova International Inc                                                          | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Short            | EC               | CORP              | US        |      -30174 | NS      | $-1157776.38   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Oncocyte Corp                                       | Oncocyte Corp                                                                    | CUSIP: 68235C107<br>LEI: 549300BIYAW8GO410287 | Short            | EC               | CORP              | US        |       -6100 | NS      | $-1957.49      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                | Deephaven Residential Mortgage Trust 2022-1                                      | CUSIP: 24382JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $75967.70      | 0.00%             | 2067-01-25      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| XPeng Inc                                           | XPeng Inc                                                                        | CUSIP: 98422D105<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | KY        |       91674 | NS      | $911239.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Europacific Partners PLC                  | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       11100 | NS      | $614052.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amicus Therapeutics Inc                             | Amicus Therapeutics Inc                                                          | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |        2900 | NS      | $35409.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                                | Chart Industries Inc                                                             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |         400 | NS      | $46092.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sotera Health Co                                    | Sotera Health Co                                                                 | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3300 | NS      | $27489.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LIYUAN PRECISION ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       29666 | OU      | $-394.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SIEMENS GAMESA RENEWABLE ENE                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |     6675365 | OU      | $11896.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | RISESUN REAL EST ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      120822 | OU      | $-5699.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Youdao Inc                                          | Youdao Inc                                                                       | CUSIP: 98741T104<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2900 | NS      | $-15602.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VTEX                                                | VTEX                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -4600 | NS      | $-17250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHUNXIN ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      158522 | OU      | $1051.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XINQIANGLIAN ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |         773 | OU      | $-6.48         | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Algonquin Power & Utilities Corp                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Short            | EC               | CORP              | CA        |      -33900 | NS      | $-221028.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tempur Sealy International Inc                      | Tempur Sealy International Inc                                                   | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | EC               | CORP              | US        |      -19300 | NS      | $-662569.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Mid Penn Bancorp Inc                                | Mid Penn Bancorp Inc                                                             | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $14985.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WESTERN GOLD ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      633819 | OU      | $-18255.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | MICHCON BASIS FEB23                                                              | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          28 | NC      | $-5799.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sixth Street Specialty Lending Inc                  | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |        8100 | NS      | $144180.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BPCRE Holder LLC                                    | BPCRE 2022-FL2 Ltd                                                               | CUSIP: 05602FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $983731.00     | 0.02%             | 2037-01-16      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Codexis Inc                                         | Codexis Inc                                                                      | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18300 | NS      | $85278.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bite Acquisition Corp                               | Bite Acquisition Corp                                                            | CUSIP: 09175K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12867 | NS      | $129570.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Steven Madden Ltd                                   | Steven Madden Ltd                                                                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |        8000 | NS      | $255680.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AREIT CRE Trust                                     | AREIT 2022-CRE7 LLC                                                              | CUSIP: 00217VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $968919.00     | 0.02%             | 2039-06-17      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Ryman Hospitality Properties Inc                    | Ryman Hospitality Properties Inc                                                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Short            | EC               |  | US        |       -2200 | NS      | $-179916.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CrossFirst Bankshares Inc                           | CrossFirst Bankshares Inc                                                        | CUSIP: 22766M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -45745 | NS      | $-567695.45    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Accolade Inc                                        | Accolade Inc                                                                     | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |        5300 | NS      | $41287.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | CCPVANILLA--USD-SOFR-COMPOUND-20240412                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9900000 | OU      | $429863.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $76276.50      | 0.00%             | 2049-08-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 AUG23                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -357 | NC      | $701560.07     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                 | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562M209<br>LEI: 35380028MYWPB6AUO129 | Short            | EC               | CORP              | JP        |      -58100 | NS      | $-465962.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | DEREN ELECTRONIC ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      162552 | OU      | $-981.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SINOPEC GRP OVERSEA 2014                            | Sinopec Group Overseas Development 2014 Ltd                                      | CUSIP: 000000000<br>LEI: 549300ZIMV82UUECOQ45 | Short            | DBT              | CORP              | VG        |     -517000 | PA      | $-513154.01    | -0.01%            | 2024-04-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CSI 1000 NET TOTAL RETURN INDEX                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    56235981 | OU      | $-199779.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TDCX Inc                                            | TDCX Inc                                                                         | CUSIP: 87190U100<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -3092 | NS      | $-38278.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                       | Live Nation Entertainment Inc                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -6391 | NS      | $-445708.34    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Connect Biopharma Holdings Ltd                      | Connect Biopharma Holdings Ltd                                                   | CUSIP: 207523101<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1300 | NS      | $-1128.14      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | JPN YEN CURR FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           2 | NC      | $1583.62       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      407674 | PA      | $7334.46       | 0.00%             | 2029-09-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Adara Acquisition Corp                              | Adara Acquisition Corp                                                           | CUSIP: 00653H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29182 | NS      | $297072.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                | 2023-01-04-4.1                                                                   | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | RA               | CORP              | US        |     1265580 | PA      | $1265579.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Duluth Holdings Inc                                 | Duluth Holdings Inc                                                              | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Short            | EC               | CORP              | US        |        -200 | NS      | $-1236.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mallinckrodt International Finance S.A.             | Mallinckrodt International Finance S.A. 2022 USD Term Loan                       | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |    13045440 | PA      | $9805866.03    | 0.22%             | 2027-09-30      | Floating      | 9.99%                 | No            | 2                  | On Loan: No      |
| Capital Southwest Corp                              | Capital Southwest Corp                                                           | CUSIP: 140501107<br>LEI: 54930023YZ4YEJEDBO56 | Long             | EC               | CORP              | US        |        6100 | NS      | $104310.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ciena Corp                                          | Ciena Corp                                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |      -10400 | NS      | $-530192.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Dave & Buster's Entertainment Inc                   | Dave & Buster's Entertainment Inc                                                | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |        3600 | NS      | $127584.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                    | Bank of Montreal                                                                 | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | EC               | CORP              | CA        |      -11000 | NS      | $-996600.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| 89bio Inc                                           | 89bio Inc                                                                        | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13400 | NS      | $170582.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SIGA Technologies Inc                               | SIGA Technologies Inc                                                            | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6700 | NS      | $49312.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR JAN27                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -53 | NC      | $-438100.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chesapeake Energy Corp                              | Chesapeake Energy Corp                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |           8 | NS      | $754.96        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Creative Media & Community Trust Corp               | Creative Media & Community Trust Corp                                            | CUSIP: 125525584<br>LEI: 549300X9XL9BLF80OY48 | Long             | EC               |  | US        |         200 | NS      | $980.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Birks Group Inc                                     | Birks Group Inc                                                                  | CUSIP: 09088U109<br>LEI: 549300IF1W9KCPBSME90 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-1586.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Axle & Manufacturing Holdings Inc          | American Axle & Manufacturing Holdings Inc                                       | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $3128.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ubiquiti Inc                                        | Ubiquiti Inc                                                                     | CUSIP: 90353W103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-164118.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       37285 | NS      | $2937685.15    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kala Pharmaceuticals Inc                            | Kala Pharmaceuticals Inc                                                         | CUSIP: 483119202<br>LEI: 529900Y7RO0C9P0TX474 | Short            | EC               | CORP              | US        |         -48 | NS      | $-1831.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HISENSE VISUAL ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      220888 | OU      | $178.80        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                            | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      972000 | PA      | $752327.03     | 0.02%             | 2060-12-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Vista Outdoor Inc                                   | Vista Outdoor Inc                                                                | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Short            | EC               | CORP              | US        |        -200 | NS      | $-4874.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Interpublic Group of Cos Inc/The                    | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Short            | EC               | CORP              | US        |        -600 | NS      | $-19986.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lattice Semiconductor Corp                          | Lattice Semiconductor Corp                                                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |        5300 | NS      | $343864.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HUARONG FINANCE 2019                                | Huarong Finance 2019 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |      825000 | PA      | $629009.05     | 0.01%             | 2030-09-30      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Republic of Sri Lanka                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1829000 | PA      | $567450.82     | 0.01%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Frontier Group Holdings Inc                         | Frontier Group Holdings Inc                                                      | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |        5700 | NS      | $58539.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ChromaDex Corp                                      | ChromaDex Corp                                                                   | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |        1300 | NS      | $2184.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Couchbase Inc                                       | Couchbase Inc                                                                    | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-41106.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NuScale Power Corp                                  | NuScale Power Corp                                                               | CUSIP: 67079K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-1026.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Beyondspring Inc                                    | Beyondspring Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -3100 | NS      | $-5828.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equity LifeStyle Properties Inc                     | Equity LifeStyle Properties Inc                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |         300 | NS      | $19380.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Automotive Inc                               | Rivian Automotive Inc                                                            | CUSIP: 76954A103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -202600 | NS      | $-3733918.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates             | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust                    | CUSIP: 939336Y23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      313496 | PA      | $275910.01     | 0.01%             | 2045-01-25      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| CONTRA COGENT BIOSCIEN                              | CONTRA COGENT BIOSCIEN                                                           | CUSIP: 192CVR017<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| C4 Therapeutics Inc                                 | C4 Therapeutics Inc                                                              | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6700 | NS      | $39530.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Skillz Inc                                          | Skillz Inc                                                                       | CUSIP: 83067L109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4300 | NS      | $-2177.95      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services Inc                    | West Pharmaceutical Services Inc                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        1400 | NS      | $329490.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ANZHENG FASHION ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      191416 | OU      | $-15602.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Warburg Pincus Capital Corp I-A                     | Warburg Pincus Capital Corp I-A                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310000 | NS      | $3131000.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Wilhelmina International Inc                        | Wilhelmina International Inc                                                     | CUSIP: 968235200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $345.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corp                                  | Varex Imaging Corp                                                               | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |        3000 | NS      | $60900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson Cos Inc                                   | Patterson Cos Inc                                                                | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Short            | EC               | CORP              | US        |        -600 | NS      | $-16818.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO 2020-3 Ltd                                                              | CUSIP: 92918NAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1011550.10    | 0.02%             | 2034-10-20      | Floating      | 7.49%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIANGSHAN CHEM ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       72821 | OU      | $733.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tellurian Inc                                       | Tellurian Inc                                                                    | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Short            | EC               | CORP              | US        |       -3800 | NS      | $-6384.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                                   | Lithia Motors Inc                                                                | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Short            | EC               | CORP              | US        |       -5200 | NS      | $-1064648.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Growth For Good Acquisition Corp                    | Growth For Good Acquisition Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      189000 | NS      | $7560.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adial Pharmaceuticals Inc                           | Adial Pharmaceuticals Inc                                                        | CUSIP: 00688A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-362.10       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                        | Oshkosh Corp                                                                     | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |         200 | NS      | $17638.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | COCREATION GRASS ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      156843 | OU      | $10022.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa                            | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     8000000 | PA      | $5856800.00    | 0.13%             | 2047-09-27      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Altisource Portfolio Solutions SA                   | Altisource Portfolio Solutions SA                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | LU        |        -800 | NS      | $-7568.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ares Capital Corp                                   | Ares Capital Corp                                                                | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |       31500 | NS      | $581805.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics Inc                                | PTC Therapeutics Inc                                                             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |        6700 | NS      | $255739.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Precision BioSciences Inc                           | Precision BioSciences Inc                                                        | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Short            | EC               | CORP              | US        |        -600 | NS      | $-714.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CryoPort Inc                                        | CryoPort Inc                                                                     | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |         100 | NS      | $1735.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY JUL26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-739422.52    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Cabaletta Bio Inc                                   | Cabaletta Bio Inc                                                                | CUSIP: 12674W109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-9250.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Balboa Bay Loan Funding Ltd                         | Balboa Bay Loan Funding 2021-1 Ltd                                               | CUSIP: 05765YAA7<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $844756.00     | 0.02%             | 2034-07-20      | Floating      | 10.40%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association            | Government National Mortgage Association                                         | CUSIP: 38379FUK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3859000 | PA      | $413781.26     | 0.01%             | 2045-11-20      | Floating      | 1.85%                 | No            | 2                  | On Loan: No      |
| Big Lots Inc                                        | Big Lots Inc                                                                     | CUSIP: 089302103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10900 | NS      | $-160230.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Uranium Royalty Corp                                | Uranium Royalty Corp                                                             | CUSIP: 91702V101<br>LEI: 5493005KEPCD7QSX6305 | Short            | EC               | CORP              | CA        |       -2400 | NS      | $-5688.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YANTIAN PORT ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      130352 | OU      | $2893.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                 | Churchill Downs Inc                                                              | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |        -200 | NS      | $-42286.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eneti Inc                                           | Eneti Inc                                                                        | CUSIP: 000000000<br>LEI: 549300MHZ4YKRPGBH616 | Long             | EC               | CORP              | MH        |        4390 | NS      | $44119.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Europe AG                  | Buy CHINA SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: 6TJCK1B7E7UTXP528Y04 | N/A              | DCR              |  | US        |     1900000 | OU      | $-21757.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Stitch Fix Inc                                      | Stitch Fix Inc                                                                   | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |       21700 | NS      | $67487.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | CTC ORD A                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      583184 | OU      | $8586.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Poshmark Inc                                        | Poshmark Inc                                                                     | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $1788.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bill.com Holdings Inc                               | Bill.com Holdings Inc                                                            | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |      -19100 | NS      | $-2081136.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YATAI INDUSTRIAL ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       69733 | OU      | $81.48         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Waters Corp                                         | Waters Corp                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         100 | NS      | $34258.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  APR24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         172 | NC      | $-1837295.84   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| CNB Financial Corp/PA                               | CNB Financial Corp/PA                                                            | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |        7717 | NS      | $183587.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                      | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        4400 | NS      | $1609696.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TIANTAN BIO ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         322 | OU      | $19.28         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Myers Industries Inc                                | Myers Industries Inc                                                             | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |         800 | NS      | $17784.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Immunocore Holdings PLC                             | Immunocore Holdings PLC                                                          | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Short            | EC               | CORP              | GB        |        -500 | NS      | $-28535.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FORNO D ASOLO SPA                                   | Forno d'Asolo SpA                                                                | CUSIP: 000000000<br>LEI: 81560063C1143F7B5254 | Long             | DBT              | CORP              | IT        |     3404000 | PA      | $3206552.86    | 0.07%             | 2027-04-30      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | S SH PECHEM ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      624460 | OU      | $-7891.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Northern Star Investment Corp II                    | Northern Star Investment Corp II                                                 | CUSIP: 66573W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      149300 | NS      | $1495986.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Smart Sand Inc                                      | Smart Sand Inc                                                                   | CUSIP: 83191H107<br>LEI: 549300JISW1T66DVOK23 | Long             | EC               | CORP              | US        |        4500 | NS      | $8055.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Plum Acquisition Corp I                             | Plum Acquisition Corp I                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310000 | NS      | $3124800.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                  | Ready Capital Mortgage Financing 2022-FL9 LLC                                    | CUSIP: 75574EAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $984714.00     | 0.02%             | 2037-06-25      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc              | CCC Intelligent Solutions Holdings Inc                                           | CUSIP: 12510Q100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-4350.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNB25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25265000 | PA      | $1919836.82    | 0.04%             | 2029-06-25      | Variable      | 1.60%                 | No            | 2                  | On Loan: No      |
| Transphorm Inc                                      | Transphorm Inc                                                                   | CUSIP: 89386L100<br>LEI: 549300P3H6NZD06TZ064 | Short            | EC               | CORP              | US        |        -100 | NS      | $-544.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-117732.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR DEC24                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -2 | NC      | $982.26        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirati Therapeutics Inc                             | Mirati Therapeutics Inc                                                          | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Short            | EC               | CORP              | US        |        -100 | NS      | $-4531.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J & J Snack Foods Corp                              | J & J Snack Foods Corp                                                           | CUSIP: 466032109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -500 | NS      | $-74855.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY HB LD1 OCT24                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -681 | NC      | $1498181.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2004-2CB                                                  | CUSIP: 12667FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      441637 | PA      | $324197.54     | 0.01%             | 2034-03-25      | Variable      | 5.77%                 | No            | 2                  | On Loan: No      |
| Saratoga Investment Corp                            | Saratoga Investment Corp                                                         | CUSIP: 80349A208<br>LEI: 54930023WJCWPAGSWE41 | Long             | EC               | CORP              | US        |         600 | NS      | $15294.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $3162.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2021-NQM8                                                                   | CUSIP: 12659FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $73031.00      | 0.00%             | 2066-10-25      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Global Payments Inc                                 | Global Payments Inc                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       16270 | NS      | $1615936.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd                                         | Wix.com Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |        2200 | NS      | $169026.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AIMER ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        5666 | OU      | $-52.21        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Springwater Special Situations Corp                 | Springwater Special Situations Corp                                              | CUSIP: 85205U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       84513 | NS      | $856116.69     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ReneSola Ltd                                        | ReneSola Ltd                                                                     | CUSIP: 75971T301<br>LEI: 529900AE4IM429A3P568 | Short            | EC               | CORP              | VG        |      -12700 | NS      | $-57404.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      144100 | NS      | $12104400.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Eledon Pharmaceuticals Inc                          | Eledon Pharmaceuticals Inc                                                       | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Long             | EC               | CORP              | US        |         300 | NS      | $696.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N-able Inc                                          | N-able Inc                                                                       | CUSIP: 62878D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5200 | NS      | $-53456.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc                              | Genworth Financial Inc                                                           | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |       12500 | NS      | $66125.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                              | HP Inc                                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        2800 | NS      | $75236.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LUTHAI TEXTILE ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       65438 | OU      | $488.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HESHUN PETRO ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      114754 | OU      | $440.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arko Corp                                           | Arko Corp                                                                        | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4500 | NS      | $38970.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UiPath Inc                                          | UiPath Inc                                                                       | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |       22100 | NS      | $280891.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| World Fuel Services Corp                            | World Fuel Services Corp                                                         | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |        1600 | NS      | $43728.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eiger BioPharmaceuticals Inc                        | Eiger BioPharmaceuticals Inc                                                     | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |         300 | NS      | $354.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LINGLONG TYRE ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      115972 | OU      | $-486.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Advent Technologies Holdings Inc                    | Advent Technologies Holdings Inc                                                 | CUSIP: 00788A105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -8500 | NS      | $-15385.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Residential Mortgage Loan Trust                 | New Residential Mortgage Loan Trust 2022-SFR2                                    | CUSIP: 64830RAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      161000 | PA      | $130455.72     | 0.00%             | 2039-09-04      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                             | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2171000 | PA      | $1919309.83    | 0.04%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Karyopharm Therapeutics Inc                         | Karyopharm Therapeutics Inc                                                      | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |       18100 | NS      | $61540.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandstorm Gold Ltd                                  | Sandstorm Gold Ltd                                                               | CUSIP: 80013R206<br>LEI: 549300QWJPV45VQF1B33 | Long             | EC               | CORP              | CA        |       20700 | NS      | $108882.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Noble Rock Acquisition Corp                         | Noble Rock Acquisition Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      200000 | NS      | $10020.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | INESA INTELLIGEN ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      355780 | OU      | $9073.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinor ASA                                         | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       24282 | NS      | $871958.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brandywine Realty Trust                             | Brandywine Realty Trust                                                          | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Short            | EC               |  | US        |        -300 | NS      | $-1845.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |    -7350000 | PA      | $-6576045.00   | -0.15%            | 2027-01-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bitfarms Ltd/Canada                                 | Bitfarms Ltd/Canada                                                              | CUSIP: 09173B107<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -62400 | NS      | $-27456.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WW International Inc                                | WW International Inc                                                             | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |        2300 | NS      | $8878.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SpringWorks Therapeutics Inc                        | SpringWorks Therapeutics Inc                                                     | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $83232.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CTO Realty Growth Inc                               | CTO Realty Growth Inc                                                            | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               |  | US        |       18686 | NS      | $341580.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUACE FILM ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       36309 | OU      | $493.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                   | SWISS MKT IX FUTR MAR23                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           8 | NC      | $-12994.24     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Home Mortgage Investment Trust             | American Home Mortgage Investment Trust 2005-2                                   | CUSIP: 02660TFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      824715 | PA      | $496993.93     | 0.01%             | 2035-09-25      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Haynes International Inc                            | Haynes International Inc                                                         | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |         100 | NS      | $4569.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Constant Contact Inc                                | Constant Contact Inc Second Lien Term Loan                                       | CUSIP: 21031HAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2830542 | PA      | $2132332.49    | 0.05%             | 2029-02-12      | Floating      | 11.41%                | No            | 2                  | On Loan: No      |
| FTAC Hera Acquisition Corp                          | FTAC Hera Acquisition Corp                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       77500 | NS      | $1937.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tilray Brands Inc                                   | Tilray Brands Inc                                                                | CUSIP: 88688T100<br>LEI: 549300Y4V60733TO1478 | Short            | EC               | CORP              | US        |     -244500 | NS      | $-657705.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Orion Engineered Carbons SA                         | Orion Engineered Carbons SA                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | LU        |       -1000 | NS      | $-17810.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 10YR 2.2680 012526                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2000000 | OU      | $116459.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Digital Holdings Inc                       | Marathon Digital Holdings Inc                                                    | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |      -42200 | NS      | $-144324.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2007-OA2                                                  | CUSIP: 02149LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      282121 | PA      | $226087.02     | 0.01%             | 2047-03-25      | Floating      | 2.89%                 | No            | 2                  | On Loan: No      |
| Sierra Wireless Inc                                 | Sierra Wireless Inc                                                              | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Short            | EC               | CORP              | CA        |        -200 | NS      | $-5798.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shelter Acquisition Corp I                          | Shelter Acquisition Corp I                                                       | CUSIP: 822821104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      375000 | NS      | $3757500.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Alico Inc                                           | Alico Inc                                                                        | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $4774.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forum Merger IV Corp                                | Forum Merger IV Corp                                                             | CUSIP: 349875104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      310000 | NS      | $3115500.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| First of Long Island Corp/The                       | First of Long Island Corp/The                                                    | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $12600.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 4D Molecular Therapeutics Inc                       | 4D Molecular Therapeutics Inc                                                    | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $4442.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TPG Pace Beneficial II Corp                         | TPG Pace Beneficial II Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      228473 | NS      | $2244747.23    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ACCO Brands Corp                                    | ACCO Brands Corp                                                                 | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |        6800 | NS      | $38012.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tarena International Inc                            | Tarena International Inc                                                         | CUSIP: 876108200<br>LEI: 5493003SGWGFEXTC4U52 | Short            | EC               | CORP              | KY        |        -215 | NS      | $-948.15       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| iTeos Therapeutics Inc                              | iTeos Therapeutics Inc                                                           | CUSIP: 46565G104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -900 | NS      | $-17577.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Collplant Biotechnologies Ltd                       | Collplant Biotechnologies Ltd                                                    | CUSIP: 000000000<br>LEI: 549300F58K8B25RUFV24 | Short            | EC               | CORP              | IL        |        -300 | NS      | $-2505.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01212023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HONGDA ORD A                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       49635 | OU      | $-340.79       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                     | iTraxx Europe Crossover Series 38_500bps_20271220_ICE                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     5800000 | OU      | $437031.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO 2022-25 Ltd                                                              | CUSIP: 67116FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $927881.00     | 0.02%             | 2035-07-20      | Floating      | 9.63%                 | No            | 2                  | On Loan: No      |
| Sify Technologies Ltd                               | Sify Technologies Ltd                                                            | CUSIP: 82655M107<br>LEI: 335800SEJMWAEEAXLR21 | Short            | EC               | CORP              | IN        |        -700 | NS      | $-812.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Core Scientific Inc                                 | Core Scientific Inc                                                              | CUSIP: 21873J108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -22000 | NS      | $-1652.20      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| H&E Equipment Services Inc                          | H&E Equipment Services Inc                                                       | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |        2400 | NS      | $108960.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ARYA Sciences Acquisition Corp IV                   | ARYA Sciences Acquisition Corp IV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        7600 | NS      | $76760.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT JUL27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-93.38        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Royalty Pharma PLC                                  | Royalty Pharma PLC                                                               | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        1900 | NS      | $75088.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS SWAP APR23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-6038.88      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | WENERGY ORD A                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      189169 | OU      | $3456.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Qudian Inc                                          | Qudian Inc                                                                       | CUSIP: 747798106<br>LEI: 549300MY8WXPOW8RKH11 | Short            | EC               | CORP              | KY        |      -15300 | NS      | $-14580.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01072023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cymabay Therapeutics Inc                            | Cymabay Therapeutics Inc                                                         | CUSIP: 23257D103<br>LEI: 549300YT9GNL852E7F84 | Long             | EC               | CORP              | US        |        7500 | NS      | $47025.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  NOV24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         196 | NC      | $-928137.12    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Altice USA Inc                                      | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |         200 | NS      | $920.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings Inc                                     | Q2 Holdings Inc                                                                  | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      196033 | NS      | $5267406.71    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Golden Ocean Group Ltd                              | Golden Ocean Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |        2120 | NS      | $18422.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MRC Global Inc                                      | MRC Global Inc                                                                   | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |       10600 | NS      | $122748.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 10M 1.6190 03/24/27                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7000000 | OU      | $668200.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $4291.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Securities              | Natixis Commercial Mortgage Securities Trust                                     | CUSIP: 63875JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $96393.00      | 0.00%             | 2035-03-15      | Floating      | 9.53%                 | No            | 2                  | On Loan: No      |
| Financial Institutions Inc                          | Financial Institutions Inc                                                       | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $12180.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates             | WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust                    | CUSIP: 92922FJ74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      491945 | PA      | $349862.17     | 0.01%             | 2045-04-25      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Bunge Ltd                                           | Bunge Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Short            | EC               | CORP              | BM        |      -14800 | NS      | $-1476596.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Mirum Pharmaceuticals Inc                           | Mirum Pharmaceuticals Inc                                                        | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |        2400 | NS      | $46800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 3 MONTH SOFR FUT DEC25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -1 | NC      | $712.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Playtika Holding Corp                               | Playtika Holding Corp                                                            | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Short            | EC               | CORP              | US        |       -1940 | NS      | $-16509.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shift Technologies Inc                              | Shift Technologies Inc                                                           | CUSIP: 82452T107<br>LEI: 5493000DBZBX1I1QVY71 | Long             | EC               | CORP              | US        |          21 | NS      | $3.13          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc                                   | Post Holdings Inc                                                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |       -2700 | NS      | $-243702.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                          | Alight Inc                                                                       | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Short            | EC               | CORP              | US        |      -35200 | NS      | $-294272.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Dana Inc                                            | Dana Inc                                                                         | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |        1500 | NS      | $22695.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenlight Capital Re Ltd                           | Greenlight Capital Re Ltd                                                        | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |        1596 | NS      | $13007.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avinger Inc                                         | Avinger Inc                                                                      | CUSIP: 053734885<br>LEI: 549300MRCUER3C2G1659 | Short            | EC               | CORP              | US        |       -1297 | NS      | $-1400.76      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ryerson Holding Corp                                | Ryerson Holding Corp                                                             | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |        1600 | NS      | $48416.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alithya Group Inc                                   | Alithya Group Inc                                                                | CUSIP: 01643B106<br>LEI: 549300KFFXPJJY1FDW42 | Short            | EC               | CORP              | CA        |        -300 | NS      | $-444.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods Inc                            | United Natural Foods Inc                                                         | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Short            | EC               | CORP              | US        |       -5800 | NS      | $-224518.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  AUG24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         171 | NC      | $-1482174.12   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Marqeta Inc                                         | Marqeta Inc                                                                      | CUSIP: 57142B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -77632 | NS      | $-474331.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS 5M 2.44900% 10/18/24                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4000000 | OU      | $162178.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Thunder Bridge Capital Partners III Inc             | Thunder Bridge Capital Partners III Inc                                          | CUSIP: 88605T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      200400 | NS      | $1955904.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cyteir Therapeutics Inc                             | Cyteir Therapeutics Inc                                                          | CUSIP: 23284P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         500 | NS      | $825.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TriCo Bancshares                                    | TriCo Bancshares                                                                 | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         700 | NS      | $35693.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MingZhu Logistics Holdings Ltd                      | MingZhu Logistics Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -1389 | NS      | $-1168.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MarketWise Inc                                      | MarketWise Inc                                                                   | CUSIP: 57064P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -200 | NS      | $-336.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GCAT                                                | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $121869.75     | 0.00%             | 2067-08-25      | Variable      | 5.76%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HIGHOPE GROUP ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      595966 | OU      | $14360.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AIMA ORD A                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      124095 | OU      | $614.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wolverine World Wide Inc                            | Wolverine World Wide Inc                                                         | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Short            | EC               | CORP              | US        |        -200 | NS      | $-2186.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wheels Up Experience Inc                            | Wheels Up Experience Inc                                                         | CUSIP: 96328L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4400 | NS      | $-4532.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AMC Networks Inc                                    | AMC Networks Inc                                                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Short            | EC               | CORP              | US        |        -800 | NS      | $-12536.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| agilon health Inc                                   | agilon health Inc                                                                | CUSIP: 00857U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -33100 | NS      | $-534234.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| iSun Inc                                            | iSun Inc                                                                         | CUSIP: 465246106<br>LEI: 5493000GTIV839VV6A74 | Short            | EC               | CORP              | US        |       -1200 | NS      | $-1596.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Daqo New Energy Corp                                | Daqo New Energy Corp                                                             | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Short            | EC               | CORP              | KY        |      -15600 | NS      | $-602316.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Securities PLC                             | OPEN-3.25                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | GB        |     3874135 | PA      | $3874134.96    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Starbucks Corp                                      | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |      -25200 | NS      | $-2499840.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| KKR Industrial Portfolio Trust                      | KKR Industrial Portfolio Trust 2021-KDIP                                         | CUSIP: 48254CAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83250 | PA      | $76173.75      | 0.00%             | 2037-12-15      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Horizon Technology Finance Corp                     | Horizon Technology Finance Corp                                                  | CUSIP: 44045A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3100 | NS      | $35960.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McLaren Racing Limited                              | McLaren Racing Limited GBP Term Loan                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     2150814 | PA      | $2937892.67    | 0.07%             | 2035-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SIERRA WIRELESS INC                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       21474 | OU      | $7.41          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Castle Biosciences Inc                              | Castle Biosciences Inc                                                           | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3200 | NS      | $75328.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadwind Inc                                       | Broadwind Inc                                                                    | CUSIP: 11161T207<br>LEI: 529900ATI5MMWNW41F84 | Short            | EC               | CORP              | US        |       -2200 | NS      | $-3938.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PHH MORTGAGE CORP                                   | PHH Mortgage Corp                                                                | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |     2002000 | PA      | $1778445.35    | 0.04%             | 2026-03-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                  | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |    -4317000 | PA      | $-3680242.50   | -0.08%            | 2033-01-25      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                         | IRS Mar 11  2020 - Mar 11  2035 - P/0.65935  R/USD LIBOR 3M                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1500000 | OU      | $462526.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Village Farms International Inc                     | Village Farms International Inc                                                  | CUSIP: 92707Y108<br>LEI: 529900TR69X5FFZ6K955 | Short            | EC               | CORP              | CA        |       -1200 | NS      | $-1608.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PRIMA Capital LTD                                   | Prima Capital CRE Securitization 2019-RK1 Ltd                                    | CUSIP: 74166GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1173000 | PA      | $936478.63     | 0.02%             | 2038-04-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-53339.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Toorak Mortgage Corp.                               | TRK 2021-INV2 Trust                                                              | CUSIP: 87267TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $560906.00     | 0.01%             | 2056-11-25      | Variable      | 4.44%                 | No            | 2                  | On Loan: No      |
| PIMCO ILS FUND SP II                                | PIMCO ILS FUND SP II                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           1 | NS      | $194720.05     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Freshworks Inc                                      | Freshworks Inc                                                                   | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Short            | EC               | CORP              | US        |       -1900 | NS      | $-27949.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aquestive Therapeutics Inc                          | Aquestive Therapeutics Inc                                                       | CUSIP: 03843E104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7200 | NS      | $-6495.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MHP SE                                              | MHP SE                                                                           | CUSIP: 000000000<br>LEI: 213800D7DXFXGA292757 | Long             | DBT              | CORP              | CY        |     2413000 | PA      | $1194193.70    | 0.03%             | 2024-05-10      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GLOBEX NATURL GAS MAY23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          27 | NC      | $-175276.44    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | EC               | CORP              | US        |      -95900 | NS      | $-3176208.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FEILO ACOUSTICS ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       50774 | OU      | $-1243.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BHP Group Ltd                                       | BHP Group Ltd                                                                    | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |         300 | NS      | $18615.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                  | STWD 2021-LIH Mortgage Trust                                                     | CUSIP: 78486EAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $938488.00     | 0.02%             | 2036-11-15      | Floating      | 8.52%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp                                     | Fair Isaac Corp                                                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         600 | NS      | $359148.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | KINGSEMI ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        2294 | OU      | $-43.25        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1029000 | PA      | $1023855.00    | 0.02%             | 2023-01-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Runway Growth Finance Corp                          | Runway Growth Finance Corp                                                       | CUSIP: 78163D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         200 | NS      | $2318.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| InspireMD Inc                                       | InspireMD Inc                                                                    | CUSIP: 45779A846<br>LEI: 549300OQ16IJ5DIS5D30 | Short            | EC               | CORP              | US        |        -273 | NS      | $-234.64       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sandy Spring Bancorp Inc                            | Sandy Spring Bancorp Inc                                                         | CUSIP: 800363103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -56786 | NS      | $-2000570.78   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XIANGPIAOPIAO ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       12240 | OU      | $524.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryanair Holdings PLC                                | Ryanair Holdings PLC                                                             | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Short            | EC               | CORP              | IE        |       -6200 | NS      | $-463512.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| TPG RE Finance Trust Inc                            | TPG RE Finance Trust Inc                                                         | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |        3100 | NS      | $21049.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Digital Corp                                | Applied Digital Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13000 | NS      | $-23920.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioNTech SE                                         | BioNTech SE                                                                      | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Short            | EC               | CORP              | DE        |      -16600 | NS      | $-2493652.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $21929.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coinbase Global Inc                                 | Coinbase Global Inc                                                              | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       43800 | NS      | $1550082.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Grand Canyon Education Inc                          | Grand Canyon Education Inc                                                       | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Short            | EC               | CORP              | US        |       -2000 | NS      | $-211320.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pono Capital Corp                                   | Pono Capital Corp                                                                | CUSIP: 732450101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       60000 | NS      | $655800.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hycroft Mining Holding Corp                         | Hycroft Mining Holding Corp                                                      | CUSIP: 44862P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -58500 | NS      | $-31127.85     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | CCPOIS--USD-SOFR-COMPOUND-20241209                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1500000 | OU      | $5436.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hudson Technologies Inc                             | Hudson Technologies Inc                                                          | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9600 | NS      | $97152.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                 | Liberty Media Corp-Liberty SiriusXM                                              | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22282 | NS      | $875905.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                     | Csail 2015-C2 Commercial Mortgage Trust                                          | CUSIP: 12634NBA5<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |      843000 | PA      | $636916.85     | 0.01%             | 2057-06-15      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                | Bank of NT Butterfield & Son Ltd/The                                             | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |         200 | NS      | $5962.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT NOV27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $-2436.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR NOV24                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          15 | NC      | $255723.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | AIKO SOLAR ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      140183 | OU      | $5075.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trip.com Group Ltd                                  | Trip.com Group Ltd                                                               | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | US        |      -69400 | NS      | $-2387360.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT NOV25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-8570.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc                      | JB Hunt Transport Services Inc                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Short            | EC               | CORP              | US        |       -1800 | NS      | $-313848.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Annexon Inc                                         | Annexon Inc                                                                      | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2400 | NS      | $12408.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Samarco Mineracao S.A.                              | Samarco Mineracao S.A. Fixed Rate Term Loan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |    11623127 | PA      | $4184325.75    | 0.09%             | 2024-08-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Reserve Bank of Boston                      | Buy SAUDI SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    10000000 | OU      | $-171226.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JOANN Inc                                           | JOANN Inc                                                                        | CUSIP: 47768J101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3400 | NS      | $-9690.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Markforged Holding Corp                             | Markforged Holding Corp                                                          | CUSIP: 57064N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1000 | NS      | $-1160.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                           | Warner Bros Discovery Inc                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |     -119674 | NS      | $-1134509.52   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| VMware Inc                                          | VMware Inc                                                                       | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       12800 | NS      | $1571328.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chase Corp                                          | Chase Corp                                                                       | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         100 | NS      | $8626.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forest Road Acquisition Corp II                     | Forest Road Acquisition Corp II                                                  | CUSIP: 34619V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      310000 | NS      | $3110850.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GDS Holdings Ltd                                    | GDS Holdings Ltd                                                                 | CUSIP: 36165L108<br>LEI: 391200MGV8DDCHTN2R77 | Short            | EC               | CORP              | KY        |      -19000 | NS      | $-391780.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                             | CMBX--137BEOAH7-20571017                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       34000 | OU      | $-487.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CONSOL Energy Inc                                   | CONSOL Energy Inc                                                                | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |        1524 | NS      | $99060.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Team Health Holdings, Inc.                          | Team Health Holdings, Inc. 1st Lien Term Loan                                    | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     2481019 | PA      | $2114373.89    | 0.05%             | 2024-02-06      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| Evergy Inc                                          | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |        -780 | NS      | $-49085.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -68 | NC      | $373950.33     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Wesson Brands Inc                           | Smith & Wesson Brands Inc                                                        | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Short            | EC               | CORP              | US        |       -3000 | NS      | $-26040.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PROVIDENT FINANCIAL SERVICES                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      392621 | OU      | $1647.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Park Hotels & Resorts Inc                           | Park Hotels & Resorts Inc                                                        | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |        3112 | NS      | $36690.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International Inc                            | Baxter International Inc                                                         | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       67700 | NS      | $3450669.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| FTI Consulting Inc                                  | FTI Consulting Inc                                                               | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |         100 | NS      | $15880.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| California Housing Finance Agency                   | CALIFORNIA HSG FIN AGY MUNI CTFS                                                 | CUSIP: 13033DAB1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    14740866 | PA      | $228853.42     | 0.01%             | 2035-01-15      | Variable      | 0.29%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | PERFECT GROUP ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       33030 | OU      | $-1208.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                  | BRENT CRUDE FUTR  JUN23                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         -10 | NC      | $-37049.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Drive Shack Inc                                     | Drive Shack Inc                                                                  | CUSIP: 262077100<br>LEI: 549300BOELL93IDPTJ73 | Short            | EC               | CORP              | US        |      -10900 | NS      | $-1826.84      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PacWest Bancorp                                     | PacWest Bancorp                                                                  | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       14364 | NS      | $329653.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulcrum Therapeutics Inc                            | Fulcrum Therapeutics Inc                                                         | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2900 | NS      | $21112.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenable Holdings Inc                                | Tenable Holdings Inc                                                             | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |        6000 | NS      | $228900.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Appian Corp                                         | Appian Corp                                                                      | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |         400 | NS      | $13024.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Capital Securities Ltd.                    | OPEN-0.3                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | GB        |     7256613 | PA      | $7256613.47    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT AUG25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-2360.25      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MHC Commercial Mortgage Trust                       | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1059000 | PA      | $1003402.50    | 0.02%             | 2038-04-15      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                         | 411453234 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -24070000 | NC      | $0.00          | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GC TREASURY CENTRE CO                               | GC Treasury Center Co Ltd                                                        | CUSIP: 36830DAD3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     4145000 | PA      | $3648511.90    | 0.08%             | 2032-03-30      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| INVO BioScience Inc                                 | INVO BioScience Inc                                                              | CUSIP: 44984F302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-174.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Forest Road Acquisition Corp II                     | Forest Road Acquisition Corp II                                                  | CUSIP: 34619V111<br>LEI: N/A                  | N/A              | DE               |  | US        |       62000 | NS      | $20708.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT APR25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $369.75        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| A-L Parent LLC                                      | A-L Parent LLC 2016 1st Lien Term Loan                                           | CUSIP: 00165HAB9<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    11769656 | PA      | $8764156.97    | 0.19%             | 2023-12-01      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LOPAL TECH ORD A                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       24782 | OU      | $-472.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ARS Pharmaceuticals Inc                             | ARS Pharmaceuticals Inc                                                          | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4200 | NS      | $35826.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Monro Inc                                           | Monro Inc                                                                        | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2200 | NS      | $99440.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bioventus Inc                                       | Bioventus Inc                                                                    | CUSIP: 09075A108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2000 | NS      | $-5220.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SolarWinds Corp                                     | SolarWinds Corp                                                                  | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $13104.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Global PLC                                  | Liberty Global PLC                                                               | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Short            | EC               | CORP              | GB        |       -7700 | NS      | $-145761.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clear Secure Inc                                    | Clear Secure Inc                                                                 | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $16458.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEUROBO PHARMACEUTICALS INC                         | NEUROBO PHARMACEUTICALS INC                                                      | CUSIP: 641CVR014<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -92 | NS      | $-28.70        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| Vale SA                                             | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Short            | EC               | CORP              | BR        |     -116900 | NS      | $-1983793.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SHIHUA TECH ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       80108 | OU      | $-1864.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Xencor Inc                                          | Xencor Inc                                                                       | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |        3000 | NS      | $78120.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifecore Biomedical Inc                             | Lifecore Biomedical Inc                                                          | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Short            | EC               | CORP              | US        |        -100 | NS      | $-648.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | FUSHUN STEEL ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       22205 | OU      | $-384.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VMG Consumer Acquisition Corp                       | VMG Consumer Acquisition Corp                                                    | CUSIP: 91842V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      356402 | NS      | $3617480.30    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GRANDJOY ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |        5971 | OU      | $32.98         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Blend Labs Inc                                      | Blend Labs Inc                                                                   | CUSIP: 09352U108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -35700 | NS      | $-51408.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                 | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         500 | NS      | $73875.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corp                                       | Ingevity Corp                                                                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |         400 | NS      | $28176.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      417774 | PA      | $226418.09     | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | MICRO FOCUS INTERNATIONAL                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     1360359 | OU      | $13783.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Argan Inc                                           | Argan Inc                                                                        | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |         800 | NS      | $29504.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CytoSorbents Corp                                   | CytoSorbents Corp                                                                | CUSIP: 23283X206<br>LEI: 549300VI8WO8GK5QK793 | Long             | EC               | CORP              | US        |         300 | NS      | $465.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp Inc                          | Midland States Bancorp Inc                                                       | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |         800 | NS      | $21296.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                               | Element Solutions Inc                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |         700 | NS      | $12733.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FreightCar America Inc                              | FreightCar America Inc                                                           | CUSIP: 357023100<br>LEI: 254900UEML23YM2EQB31 | Short            | EC               | CORP              | US        |       -1400 | NS      | $-4480.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ESC PERSHING SQUARE TO                              | ESC PERSHING SQUARE TO                                                           | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |     2020101 | NS      | $0.00          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Clean Energy Fuels Corp                             | Clean Energy Fuels Corp                                                          | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |       35300 | NS      | $183560.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tango Therapeutics Inc                              | Tango Therapeutics Inc                                                           | CUSIP: 87583X109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2700 | NS      | $-19575.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BayCom Corp                                         | BayCom Corp                                                                      | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |         400 | NS      | $7592.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | EURO FX CURR FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          11 | NC      | $8153.53       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aesther Healthcare Acquisition Corp                 | Aesther Healthcare Acquisition Corp                                              | CUSIP: 00809L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14500 | NS      | $150800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jaguar Health Inc                                   | Jaguar Health Inc                                                                | CUSIP: 47010C607<br>LEI: 549300DJ0Q0D9TVY5O19 | Short            | EC               | CORP              | US        |      -52766 | NS      | $-4585.37      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Babson CLO Ltd                                      | Barings Clo Ltd 2019-IV                                                          | CUSIP: 06761YAA9<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $460021.50     | 0.01%             | 2033-01-15      | Floating      | 11.47%                | No            | 2                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 1.725% Receive SOFR 6M30M Daily Accrue                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3901000 | OU      | $814140.47     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Haleon PLC                                          | Haleon PLC                                                                       | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Short            | EC               | CORP              | GB        |      -42700 | NS      | $-341600.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Carter's Inc                                        | Carter's Inc                                                                     | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Short            | EC               | CORP              | US        |      -11700 | NS      | $-872937.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Heidrick & Struggles International Inc              | Heidrick & Struggles International Inc                                           | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |         500 | NS      | $13985.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ARCTECH SOLAR ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        1317 | OU      | $98.26         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ESS Tech Inc                                        | ESS Tech Inc                                                                     | CUSIP: 26916J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -18900 | NS      | $-45927.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Theseus Pharmaceuticals Inc                         | Theseus Pharmaceuticals Inc                                                      | CUSIP: 88369M101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -100 | NS      | $-498.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                  | Arcturus Therapeutics Holdings Inc                                               | CUSIP: 03969T109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2500 | NS      | $-42400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                            | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               |  | US        |       -2600 | NS      | $-260702.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Maravai LifeSciences Holdings Inc                   | Maravai LifeSciences Holdings Inc                                                | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22100 | NS      | $316251.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BM Technologies Inc                                 | BM Technologies Inc                                                              | CUSIP: 05591L107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -700 | NS      | $-3647.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Direct Selling Acquisition Corp                     | Direct Selling Acquisition Corp                                                  | CUSIP: 25460L111<br>LEI: N/A                  | N/A              | DE               |  | US        |      329221 | NS      | $13168.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |     -696000 | PA      | $-739015.96    | -0.02%            | 2027-02-22      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                  | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12667G7C1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1747381 | PA      | $1473467.03    | 0.03%             | 2035-10-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TAGEN ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |       38335 | OU      | $-927.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PPL Corp                                            | PPL Corp                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |       -6900 | NS      | $-201618.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUIFA FOODSTUFF ORD A                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      183392 | OU      | $2915.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vintage Wine Estates Inc                            | Vintage Wine Estates Inc                                                         | CUSIP: 92747V106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1700 | NS      | $-5542.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | ZHUJIANG BREWERY ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       36159 | OU      | $136.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Allogene Therapeutics Inc                           | Allogene Therapeutics Inc                                                        | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17800 | NS      | $111962.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bancolombia SA                                      | Bancolombia SA                                                                   | CUSIP: 05968L102<br>LEI: 54930052NWJRPNMP1W58 | Long             | EC               | CORP              | CO        |        1900 | NS      | $54226.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | NKY MEDICAL ORD A                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      105211 | OU      | $1312.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Co                                       | Ford Motor Co                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |      -13100 | NS      | $-152353.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      870000 | PA      | $687219.09     | 0.02%             | 2048-04-15      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JANGHO GROUP ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       60214 | OU      | $-890.96       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Paycor HCM Inc                                      | Paycor HCM Inc                                                                   | CUSIP: 70435P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3900 | NS      | $-95433.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | Pay Fixed 1.663% Receive SOFR 6M30M Daily Accrue                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3735000 | OU      | $772056.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MBRT 2019 MBR                                       | MBRT 2019-MBR                                                                    | CUSIP: 55282DAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $950000.00     | 0.02%             | 2036-11-15      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                            | IVERIC BIO INC                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      177133 | OU      | $14438.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                      | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129000 | PA      | $122204.15     | 0.00%             | 2037-12-15      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Northern Genesis Acquisition Corp III               | Northern Genesis Acquisition Corp III                                            | CUSIP: 66516W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      465000 | NS      | $4668600.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| RPM International Inc                               | RPM International Inc                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Short            | EC               | CORP              | US        |       -3400 | NS      | $-331330.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BlackBerry Ltd                                      | BlackBerry Ltd                                                                   | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Long             | EC               | CORP              | CA        |       16700 | NS      | $54442.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Forrester Research Inc                              | Forrester Research Inc                                                           | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |         500 | NS      | $17880.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC         | BBCMS Mortgage Trust 2022-C16                                                    | CUSIP: 05552YAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4299000 | PA      | $657820.08     | 0.01%             | 2055-06-15      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Jack Henry & Associates Inc                         | Jack Henry & Associates Inc                                                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |      -32069 | NS      | $-5630033.64   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01282023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-325.87       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial Inc                                  | Ally Financial Inc                                                               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |        -100 | NS      | $-2445.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Equity Commonwealth                                 | Equity Commonwealth                                                              | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |       17300 | NS      | $431981.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                            | Cullen/Frost Bankers Inc                                                         | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Short            | EC               | CORP              | US        |       -4200 | NS      | $-561540.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT JUN27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $228.25        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $25471.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ContraFect Corp                                     | ContraFect Corp                                                                  | CUSIP: 212326300<br>LEI: 549300JM7MIET5QG2X15 | Long             | EC               | CORP              | US        |        3200 | NS      | $307.20        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | HHD 01022023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |           1 | NC      | $-2634.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ternium SA                                          | Ternium SA                                                                       | CUSIP: 880890108<br>LEI: 529900QG4KU23TEI2E46 | Long             | EC               | CORP              | LU        |         600 | NS      | $18336.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BellRing Brands Inc                                 | BellRing Brands Inc                                                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       36995 | NS      | $948551.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                  | Sportsman's Warehouse Holdings Inc                                               | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Short            | EC               | CORP              | US        |       -7200 | NS      | $-67752.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Celestica Inc                                       | Celestica Inc                                                                    | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |        9000 | NS      | $101430.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-8869.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gannett Co Inc                                      | Gannett Co Inc                                                                   | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Short            | EC               | CORP              | US        |       -8100 | NS      | $-16443.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | XINING STEEL ORD A                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      104791 | OU      | $72.76         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | CUSIP: 61691GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      991000 | PA      | $727256.25     | 0.02%             | 2049-12-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| UMB Financial Corp                                  | UMB Financial Corp                                                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Short            | EC               | CORP              | US        |        -900 | NS      | $-75168.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY  MAR24                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         288 | NC      | $-3247855.36   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| CarParts.com Inc                                    | CarParts.com Inc                                                                 | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Short            | EC               | CORP              | US        |       -3100 | NS      | $-19406.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AEOLUS CAT KEYSTNE PF FND MY19                      | AEOLUS CAT KEYSTNE PF FND MY19 HEDGE FUND                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | PF                | US        |           1 | NS      | $58269.70      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Goldman Sachs International                         | 438994124 BLACKSTONE                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -64430000 | NC      | $-534390.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Black Diamond Therapeutics Inc                      | Black Diamond Therapeutics Inc                                                   | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3600 | NS      | $6480.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| aTyr Pharma Inc                                     | aTyr Pharma Inc                                                                  | CUSIP: 002120202<br>LEI: 529900ENQUXMC5EBKO36 | Long             | EC               | CORP              | US        |        2500 | NS      | $5475.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lead Edge Growth Opportunities Ltd                  | Lead Edge Growth Opportunities Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      434624 | NS      | $4389702.40    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY FEB26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -141 | NC      | $-2035212.52   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                         | Moderna Inc                                                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |      -61300 | NS      | $-11010706.00  | -0.24%            |  |  |  | No            | 1                  | On Loan: No      |
| Akebia Therapeutics Inc                             | Akebia Therapeutics Inc                                                          | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Short            | EC               | CORP              | US        |      -34500 | NS      | $-19906.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HUAYU AUTOMOTIVE ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      443024 | OU      | $4703.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -24 | NC      | $126073.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Foods Group Inc                                  | HF Foods Group Inc                                                               | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Short            | EC               | CORP              | US        |        -400 | NS      | $-1624.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Callon Petroleum Co                                 | Callon Petroleum Co                                                              | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Short            | EC               | CORP              | US        |      -11800 | NS      | $-437662.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Corner Growth Acquisition Corp                      | Corner Growth Acquisition Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      125000 | NS      | $3762.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Panacea Acquisition Corp II                         | Panacea Acquisition Corp II                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      310000 | NS      | $3127900.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PDS Biotechnology Corp                              | PDS Biotechnology Corp                                                           | CUSIP: 70465T107<br>LEI: 5493002KU8ACFTSMC935 | Long             | EC               | CORP              | US        |        8200 | NS      | $108240.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sitio Royalties Corp                                | Sitio Royalties Corp                                                             | CUSIP: 82983N108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2525 | NS      | $-72846.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | CRUDE OIL FUT OPT DEC23C 150                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          60 | NC      | $48000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regulus Therapeutics Inc                            | Regulus Therapeutics Inc                                                         | CUSIP: 75915K309<br>LEI: 529900ZYH2KYFH6Z7098 | Short            | EC               | CORP              | US        |        -300 | NS      | $-411.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Globant SA                                          | Globant SA                                                                       | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Short            | EC               | CORP              | LU        |       -2500 | NS      | $-420400.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BUCHANG PHARM ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      298830 | OU      | $-8971.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Corp PLC                                      | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |         300 | NS      | $47085.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NAT GAS LAST DAY AUG23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -87 | NC      | $1511040.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      114900 | NS      | $9864165.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | LION ELECTRONICS ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |         601 | OU      | $12.05         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | GASOLINE RBOB FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          18 | NC      | $52105.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Decibel Therapeutics Inc                            | Decibel Therapeutics Inc                                                         | CUSIP: 24343R106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -300 | NS      | $-615.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arconic Corp                                        | Arconic Corp                                                                     | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Short            | EC               | CORP              | US        |       -7100 | NS      | $-150236.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SunPower Corp                                       | SunPower Corp                                                                    | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |        1702 | NS      | $30687.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MannKind Corp                                       | MannKind Corp                                                                    | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |        3100 | NS      | $16337.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | HENRY HUB PENULT FEB25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-15050.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Confluent Inc                                       | Confluent Inc                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |        1400 | NS      | $31136.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameresco Inc                                        | Ameresco Inc                                                                     | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Short            | EC               | CORP              | US        |       -3500 | NS      | $-199990.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nutrien Ltd                                         | Nutrien Ltd                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Short            | EC               | CORP              | CA        |      -27000 | NS      | $-1971810.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SINOSTEEL TECH ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      179218 | OU      | $-3114.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mercer International Inc                            | Mercer International Inc                                                         | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |         700 | NS      | $8148.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Equity Holdings Inc                            | Star Equity Holdings Inc                                                         | CUSIP: 85513Q103<br>LEI: 549300ZB8Z6KMJ4LVV61 | Long             | EC               | CORP              | US        |         400 | NS      | $341.96        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                         | USD_SOFR_P_3.936_20240916_20220916_LCH                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1500000 | OU      | $16965.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities LLC                             | CMBX--137BERAJ6-20591117                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     7363000 | OU      | $1275663.68    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PetVivo Holdings Inc                                | PetVivo Holdings Inc                                                             | CUSIP: 716817408<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -400 | NS      | $-800.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Yalla Group Ltd                                     | Yalla Group Ltd                                                                  | CUSIP: 98459U103<br>LEI: 254900JO9GJYWVJTAX89 | Short            | EC               | CORP              | KY        |       -4300 | NS      | $-15050.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co/The                                       | Timken Co/The                                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |         300 | NS      | $21201.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quorum Health Corporation                           | Quorum Health Corporation 2020 Term Loan                                         | CUSIP: 74909HAE9<br>LEI: 549300PO3E4YREFT1I57 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2025-04-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                      | JPN 10Y BOND(OSE) MAR23                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          12 | NC      | $-261277.05    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | TOPSCORE FASHION ORD A                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       91022 | OU      | $-4703.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Krystal Biotech Inc                                 | Krystal Biotech Inc                                                              | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |       -1700 | NS      | $-134674.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | Buy CHINA SNRFOR USD 100 Dec 2027                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |    12800000 | OU      | $-146579.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Ltd.                       | Citigroup Global Markets Ltd.                                                    | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | RA               | CORP              | GB        |     2867670 | PA      | $2867670.00    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Edgewell Personal Care Co                           | Edgewell Personal Care Co                                                        | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Short            | EC               | CORP              | US        |        -200 | NS      | $-7708.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Selective Insurance Group Inc                       | Selective Insurance Group Inc                                                    | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Short            | EC               | CORP              | US        |        -300 | NS      | $-26583.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                         | 90DAY EUR FUTR SEP25                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -10 | NC      | $-3913.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SPS Commerce Inc                                    | SPS Commerce Inc                                                                 | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |         600 | NS      | $77058.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Acquisition Corp                           | Frontier Acquisition Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       77500 | NS      | $899.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadiz Inc                                           | Cadiz Inc                                                                        | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |         700 | NS      | $1750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc                         | Raymond James Financial Inc                                                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Short            | EC               | CORP              | US        |       -2600 | NS      | $-277810.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| First Wave BioPharma Inc                            | First Wave BioPharma Inc                                                         | CUSIP: 33749P200<br>LEI: 549300I3YKRXWGWPG039 | Short            | EC               | CORP              | US        |         -42 | NS      | $-36.78        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | GOFAR ORD A                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        7341 | OU      | $70.88         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Broad River BSL Funding CLO Ltd                     | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124UAC5<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1705308.00    | 0.04%             | 2034-07-20      | Floating      | 10.74%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | BAILING PHARM ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       13152 | OU      | $-944.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | YAOYIGOU ORD A                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       23627 | OU      | $-1209.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SELLAS Life Sciences Group Inc                      | SELLAS Life Sciences Group Inc                                                   | CUSIP: 81642T209<br>LEI: 549300VZIH50VYURLQ98 | Short            | EC               | CORP              | US        |        -967 | NS      | $-2282.12      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Toorak Mortgage Corp.                               | TRK 2022-INV1 Trust                                                              | CUSIP: 872635AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111000 | PA      | $74768.38      | 0.00%             | 2057-02-25      | Variable      | 4.06%                 | No            | 2                  | On Loan: No      |
| Inuvo Inc                                           | Inuvo Inc                                                                        | CUSIP: 46122W204<br>LEI: 5299005F0TSZLGRUFZ81 | Short            | EC               | CORP              | US        |       -6100 | NS      | $-1351.15      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                        | NY HARB ULSD FUT FEB23                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -11 | NC      | $-91868.57     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Niu Technologies                                    | Niu Technologies                                                                 | CUSIP: 65481N100<br>LEI: 549300NJKNSC80EVQ065 | Long             | EC               | CORP              | KY        |        5800 | NS      | $30334.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      479000 | PA      | $391630.40     | 0.01%             | 2048-08-10      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                        | NATURAL GAS FUTR  JUN26                                                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -33 | NC      | $128851.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                             | Lululemon Athletica Inc                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               | CORP              | US        |      -11600 | NS      | $-3716408.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | JIANGHAI CAPACITOR ORD A                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       98425 | OU      | $-1244.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01282023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearwater Analytics Holdings Inc                   | Clearwater Analytics Holdings Inc                                                | CUSIP: 185123106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6100 | NS      | $-114375.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | SG INFO&COMMU ORD A                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      629572 | OU      | $21835.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Medical REIT Inc                             | Global Medical REIT Inc                                                          | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Short            | EC               |  | US        |        -100 | NS      | $-948.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | UNIVERSAL SCI INDUS (SHANGHAI) ORD A                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       20494 | OU      | $-649.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1024000 | PA      | $634040.22     | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Li-Cycle Holdings Corp                              | Li-Cycle Holdings Corp                                                           | CUSIP: 50202P105<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -19100 | NS      | $-90916.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Toro Co/The                                         | Toro Co/The                                                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Short            | EC               | CORP              | US        |        -500 | NS      | $-56600.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kohl's Corp                                         | Kohl's Corp                                                                      | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Short            | EC               | CORP              | US        |      -28300 | NS      | $-714575.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Consumer Portfolio Services Inc                     | Consumer Portfolio Services Inc                                                  | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         400 | NS      | $3540.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                             | UCS 01252023                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCO              |  | US        |          -1 | NC      | $574.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lebanese Republic                                   | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    23870000 | PA      | $1387801.80    | 0.03%             | 2020-03-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Intellicheck Inc                                    | Intellicheck Inc                                                                 | CUSIP: 45817G201<br>LEI: 5493008ZZ7W6MQKLKS23 | Long             | EC               | CORP              | US        |         800 | NS      | $1600.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ballard Power Systems Inc                           | Ballard Power Systems Inc                                                        | CUSIP: 058586108<br>LEI: 549300OHZ8BMF53YYS26 | Long             | EC               | CORP              | CA        |        3500 | NS      | $16765.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lexicon Pharmaceuticals Inc                         | Lexicon Pharmaceuticals Inc                                                      | CUSIP: 528872302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3400 | NS      | $-6494.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FG Acquisition Corp                                 | FG Acquisition Corp                                                              | CUSIP: 30327L106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      189198 | NS      | $1873060.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association           | HEPALINK PHARM ORD A                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | HK        |      181472 | OU      | $1896.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Healthpeak Properties Inc                           | Healthpeak Properties Inc                                                        | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Short            | EC               |  | US        |       -1900 | NS      | $-47633.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Akoustis Technologies Inc                           | Akoustis Technologies Inc                                                        | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |         300 | NS      | $846.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CuriosityStream Inc                                 | CuriosityStream Inc                                                              | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Short            | EC               | CORP              | US        |       -2500 | NS      | $-2850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Philips NV                              | Koninklijke Philips NV                                                           | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |          62 | NS      | $929.38        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S. Energy Division                    | HENRY LD1 FIX FUT MAY26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         713 | NC      | $928732.98     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmark Group Inc                                   | Newmark Group Inc                                                                | CUSIP: 65158N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -600 | NS      | $-4782.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brinker International Inc                           | Brinker International Inc                                                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |         200 | NS      | $6382.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

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

**Name of Applicant:** Blackstone Alternative Investment Funds

**Signature:** Tom Procida

**Name of Signer:** Tom Procida

**Title:** Treasurer