# EDGAR Filing Document

**Accession Number:** 0000828803
**File Stem:** 0001049169-26-001773
**Filing Date:** 2026-6
**Character Count:** 394431
**Document Hash:** fbdb34ed2ef3e0767c59af6ef10fc5ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001049169-26-001773.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001049169-26-001773

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Saba Capital Income & Opportunities Fund II
- **CENTRAL INDEX KEY:** 0000828803

**ORGANIZATION NAME:**
- **EIN:** 222864496
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05459
- **FILM NUMBER:** 261127324

**BUSINESS ADDRESS:**
- **STREET 1:** 300 S.E. 2ND STREET
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33301-1923
- **BUSINESS PHONE:** 9545277500

**MAIL ADDRESS:**
- **STREET 1:** 300 S.E. 2ND STREET
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33301-1923

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPLETON GLOBAL INCOME FUND
- **DATE OF NAME CHANGE:** 20041029

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPLETON GLOBAL INCOME FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Saba Capital Income & Opportunities Fund II

- **b. Investment Company Act file number:** 811-05459

- **c. CIK number of Registrant:** 0000828803

- **d. LEI of Registrant:** QU1AAXOSV5K4OVMXJP19

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

  - **Street Address 1:** 405 Lexington Avenue 58th Floor

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10174

  - **Telephone number:** 212-542-4644

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

- **a. Name of Series:** Saba Capital Income & Opportunities Fund II

- **c. LEI of Series:** QU1AAXOSV5K4OVMXJP19

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $462360706.03

**Total Liabilities:** $203221653.10

**Net Assets:** $259139052.93

**Cash Not Reported:** $47833129.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 2698.09628600 | **5-Year:** 25249.86590900 | **10-Year:** 14.41118200 | **30-Year:** 583.00000000

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

- **3-Month:** 5.20810800 | **1-Year:** 13923.87265900 | **5-Year:** 45674.66550500 | **10-Year:** 727.85483000 | **30-Year:** 48.99938900

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.52%               | 4.20%                | 2.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1893997.41              | $126244.86                                 |
| Month 2  | $-805979.94              | $-1352.44                                  |
| Month 3  | $-737747.25              | $-2767393.23                               |

**Designated Index Information**

- **Index Name:** Markit iBoxx USD Liquid High Yield Index

- **Index Identifier:** IBOXHY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Vertical Aerospace Ltd                                                         | Vertical Aerospace, Ltd.                                                       | CUSIP: G9471C131<br>LEI: 9845002F3CF4E56DA491 | N/A              | DE               | CORP              | US        |    249443 | NC      | $154654.66    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Polr Ln Trs:b1gclt2                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-53431.75    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Evolution Ab                                                                   | Evolution AB                                                                   | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     16104 | NS      | $1120490.60   | 0.43%             |  |  |  | Yes           | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Mitie Group PLC TRS                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-105802.11   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Visa Inc                                                                       | Visa, Inc.                                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |       -75 | NS      | $-24738.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.Crew                                                                         | J.Crew 9/24 TLB 1L                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5051834 | PA      | $3801505.21   | 1.47%             | 2031-09-17      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| Herald Investment Trust Plc                                                    | Herald Investment Trust PLC                                                    | CUSIP: G4410F105<br>LEI: 213800U7G1ROCTJYRR70 | Long             | EC               | RF                | GB        |     36669 | NS      | $1404607.97   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | FRP Advisory Group PLC TRS                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-78085.40    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Wkp Ln Trs:b67g5x0                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $4495166.66   | 1.73%             |  |  |  | No            | 2                  | On Loan: No      |
| Avepoint Inc                                                                   | AvePoint, Inc.                                                                 | CUSIP: 053604104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1098 | NS      | $-10705.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Range Capital Acquisition Corp Ii                                              | Range Capital Acquisition Corp II Class B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8914 | NS      | $11499.06     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CANTOR EQUITY PARTNERS I                                                       | CANTOR EQUITY PARTNERS I..Project Enigma PIPE Cnv                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1182 | PA      | $1091813.40   | 0.42%             | 2030-07-01      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Osb Ln Trs:bldrh36                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-85390.74    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Travere Therapeutics Inc                                                       | Travere Therapeutics, Inc.                                                     | CUSIP: 89422G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -958 | NS      | $-40350.96    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Gama Ln Trs:bqs10j5                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-48795.68    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| New Holland Special Opportunities Aggregator LP                                | New Holland Special Opportunities Aggregator LP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1086 | NS      | $1307870.90   | 0.50%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAZ4<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     56000 | PA      | $46479.15     | 0.02%             | 2037-01-31      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Cost Ln Trs:b64nsp7                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-45824.14    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Kulicke & Soffa Industries Inc                                                 | Kulicke & Soffa Industries, Inc.                                               | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Short            | EC               | CORP              | US        |      -351 | NS      | $-30010.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Renatus Tactical Acquisition Corp I                                            | Renatus Tactical Acquisition Corp. I                                           | CUSIP: G7490F101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5464 | NS      | $56552.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bree Ln Trs:bm8nfj8                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-30828.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Coupang Inc                                                                    | Coupang, Inc.                                                                  | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Short            | EC               | CORP              | US        |     -1110 | NS      | $-22177.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hsl Ln Trs:0906506                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1828149.52   | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YBP5<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12949.27     | 0.00%             | 2037-06-30      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Wosg Ln Trs:bjdqq87                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-56572.28    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Baillie Gifford UK Growth Trust PLC                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $56058.92     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Anz Group Holdings Ltd                                                         | ANZ Group Holdings, Ltd.                                                       | CUSIP: Q09504137<br>LEI: 9845005D9C6BAA10BK72 | Short            | EC               | CORP              | AU        |     -1229 | NS      | $-32428.49    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Midcap Financial Investment Corp                                               | MidCap Financial Investment Corp.                                              | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | RF                | US        |     18526 | NS      | $218792.06    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hoc Ln Trs:b1fw502                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-51373.40    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Alliant Energy Corp                                                            | Alliant Energy Corp.                                                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |      -166 | NS      | $-12189.38    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Blue Water Acquisition IV LLC CLASS A                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     78898 | NS      | $394.49       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Umg Na Trs:bnzgvv1                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-306123.44   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Gp-act Iii Acquisition Corp                                                    | GP-Act III Acquisition Corp Class B Warrants                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KY        |     21362 | NC      | $5981.36      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: CAD 05/05/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $294487.00    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                  | Oracle Corp. CDS USD 12/30 JPM                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-256501.32   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Google, LLC CDS USD 06/31                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $19665.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Otg Acquisition Corp I                                                         | OTG Acquisition Corp. I                                                        | CUSIP: G6791A118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3731 | NC      | $1231.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Amrq Ln Trs:bplh6m8                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $370643.33    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Vanguard Total World Stock Etf                                                 | Vanguard Total World Stock ETF                                                 | CUSIP: 922042742<br>LEI: 549300UR5XWDVDO7NP96 | Short            | EC               | RF                | US        |   -273968 | NS      | $-41423961.60 | -15.99%           |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ng/ Ln Trs:bdr05c0                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-11963.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chs/community Health Sys                                                       | CHS/Community Health Systems, Inc.                                             | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1746112.70   | 0.67%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Zig Ln Trs:b41h739                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-19985.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1469537.00   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Cae Inc                                                                        | CAE, Inc.                                                                      | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Short            | EC               | CORP              | CA        |     -1094 | NS      | $-28591.31    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                                              | Lam Research Corp.                                                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Short            | EC               | CORP              | US        |      -649 | NS      | $-167351.14   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Silverbox Corp V                                                               | SilverBox Corp. V                                                              | CUSIP: G8148S123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2958 | NS      | $30023.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Critical Metals Corp                                                           | Critical Metals Corp.                                                          | CUSIP: G2662B103<br>LEI: 984500158752F66VAE27 | Short            | EC               | CORP              | VG        |    -25116 | NS      | $-319726.68   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Vistance Networks Inc                                                          | Vistance Networks, Inc.                                                        | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     23708 | NS      | $303343.86    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Watts Water Technologies Inc                                                   | Watts Water Technologies, Inc.                                                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Short            | EC               | CORP              | US        |      -178 | NS      | $-53428.48    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ipu Ln Trs:b1fl3c7                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $274918.42    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                                                 | Hall Chadwick Acquisition Corp.                                                | CUSIP: G42386113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23559 | NC      | $7774.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Willow Lane Acquisition Corp Ii                                                | Willow Lane Acquisition Corp. II                                               | CUSIP: G9675K111<br>LEI: 254900YWN0P6HYIZTW16 | N/A              | DE               | CORP              | US        |      3153 | NC      | $1876.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MI7 Founders, LLC                                                              | MI7 Founders, LLC (MBAV) Class A Warrants                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    236458 | NC      | $66208.24     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Grow Ln Trs:by7qyj5                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $6013997.20   | 2.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Applovin Corp                                                                  | AppLovin Corp.                                                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |      -100 | NS      | $-44635.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Weibo Corp. TRS                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $1513800.00   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Spring Valley Acquisition Corp Iii                                             | Spring Valley Acquisition Corp. III                                            | CUSIP: G8377R119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2501 | NC      | $4401.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | MARKIT CDX IG S46 5Y 06/31 ICE                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-2021141.70  | -0.78%            |  |  |  | No            | 2                  | On Loan: No      |
| Vera Therapeutics Inc                                                          | Vera Therapeutics, Inc.                                                        | CUSIP: 92337R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -271 | NS      | $-9650.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Helios Towers PLC TRS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-46972.27    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                     | FNMA, Series 23-52, Class IO                                                   | CUSIP: 3136BQQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5847196 | PA      | $1158534.24   | 0.45%             | 2051-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Google CDS USD 12/30 GS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $87581.16     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Axon Enterprise Inc                                                            | Axon Enterprise, Inc.                                                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |       -16 | NS      | $-6428.16     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                                                    | Compass, Inc.                                                                  | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     25809 | NS      | $195374.13    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Xtao Inc                                                                       | XTAO, Inc.                                                                     | CUSIP: G9T27M103<br>LEI: 254900JJUD4X8PHAKB45 | Long             | EC               | CORP              | KY        |    199672 | NS      | $97889.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Atlas Copco AB TRS                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |         1 | NC      | $-6113.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |  57621000 | PA      | $1083436.14   | 0.42%             | 2025-06-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Oxley Bridge Holdings LLC                                                      | Oxley Bridge Holdings LLC Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    160330 | NS      | $33669.30     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Clean Harbors Inc                                                              | Clean Harbors, Inc.                                                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Short            | EC               | CORP              | US        |      -249 | NS      | $-77857.32    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Mercer Park Opportunities Corp                                                 | Mercer Park Opportunities Corp.                                                | CUSIP: G6002A162<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     10963 | NC      | $274.08       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spotify Technology Sa                                                          | Spotify Technology SA                                                          | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |       -99 | NS      | $-44208.45    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Serica Energy PLC TRS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-15044.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAE1<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3967.26      | 0.00%             | 2036-06-30      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Strategy Inc                                                                   | Strategy, Inc.                                                                 | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EP               | CORP              | US        |     -1069 | NS      | $-82152.65    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems Inc                                                     | Cadence Design Systems, Inc.                                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Short            | EC               | CORP              | US        |      -227 | NS      | $-74816.93    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New Providence Acquisition Corp Iii                                            | New Providence Holdings III, LLC CL A                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15759 | NS      | $16546.95     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Oyster Enterprises II LLC                                                      | Oyster Enterprises II LLC CL A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    134995 | NS      | $221391.80    | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| Gabelli Healthcare & Wellnessrx Trust/the                                      | Gabelli Healthcare & WellnessRx Trust                                          | CUSIP: 36246K103<br>LEI: 549300XULWZNLHFTG832 | Long             | EC               | RF                | US        |     23912 | NS      | $218794.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | AIB Group PLC TRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-22412.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Gp-act Iii Acquisition Corp                                                    | GP-Act III Acquisition Corp Class A Sponsor Shares                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     17094 | NS      | $31452.96     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Leapfrog Acquisition Corp                                                      | LeapFrog Partners LLC, CLASS A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     95057 | NS      | $88403.01     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Bank Of New York Mellon Corp/the                                               | Bank of New York Mellon Corp.                                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | EC               | CORP              | US        |      -258 | NS      | $-34667.46    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Edgewise Therapeutics Inc                                                      | Edgewise Therapeutics, Inc.                                                    | CUSIP: 28036F105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -863 | NS      | $-26718.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                                                       | Snap, Inc.                                                                     | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |    -57146 | NS      | $-346876.22   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Mab Ln Trs:b1fp6h5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-46378.75    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Lion Finance Group PLC TRS                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-52579.30    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | SDCL Efficiency Income Trust PLC TRS                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $4435191.17   | 1.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Weibo Corp                                                                     | Weibo Corp.                                                                    | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |    119257 | NS      | $1002951.37   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| EGH Sponsor LLC                                                                | EGH Sponsor LLC, Cl B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7312 | NS      | $25811.36     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Goldman Sachs                                                                  | Meta Platforms, Inc. CDS USD 06/31                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $87731.29     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10423.14     | 0.00%             | 2034-09-30      | Variable      | 3.57%                 | No            | 2                  | On Loan: No      |
| Uniqure Nv                                                                     | uniQure NV                                                                     | CUSIP: N90064101<br>LEI: 724500RPCTZLFYJZ3S98 | Short            | EC               | CORP              | NL        |     -1122 | NS      | $-22383.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAL5<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5607.91      | 0.00%             | 2036-08-31      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Woodside Energy Group Ltd                                                      | Woodside Energy Group, Ltd.                                                    | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Short            | EC               | CORP              | AU        |     -1102 | NS      | $-26617.97    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology Inc                                                           | Amkor Technology, Inc.                                                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Short            | EC               | CORP              | US        |      -384 | NS      | $-26784.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Heico Corp                                                                     | HEICO Corp.                                                                    | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |      -107 | NS      | $-28881.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Shopify Inc                                                                    | Shopify, Inc.                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |      -175 | NS      | $-21236.79    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Arteris Inc                                                                    | Arteris, Inc.                                                                  | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Short            | EC               | CORP              | US        |      -850 | NS      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | CHF Currency Fut                                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |        11 | NC      | $1768043.75   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | HCM Investor Holdings Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     54504 | NS      | $81756.00     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Bny Mellon Municipal Bond Infrastructure Fund Inc                              | BNY Mellon Municipal Bond Infrastructure Fund, Inc.                            | CUSIP: 09662W109<br>LEI: 5493003OUY2BKGFZ2414 | Long             | EC               | RF                | US        |       343 | NS      | $3707.83      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YBS9<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44027.53     | 0.02%             | 2037-07-31      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Arlo Technologies Inc                                                          | Arlo Technologies, Inc.                                                        | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Short            | EC               | CORP              | US        |     -1894 | NS      | $-26610.70    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Philips Nv                                                         | Koninklijke Philips NV                                                         | CUSIP: N7637U112<br>LEI: H1FJE8H61JGM1JSGM897 | Short            | EC               | CORP              | NL        |    -45837 | NS      | $-1204509.68  | -0.46%            |  |  |  | No            | 1                  | On Loan: No      |
| Taskus Inc                                                                     | TaskUS, Inc.                                                                   | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     37095 | NS      | $240375.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Direxion Daily Robotics Artificial Intelligence & Automation Index Bull 2x Etf | Direxion Daily Robotics Artificial Intelligence & Automation Index Bull 2X ETF | CUSIP: 25460G823<br>LEI: 549300T7PQ41I2T80K11 | Long             | EC               | RF                | US        |     13958 | NS      | $382449.20    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantalx SAFE                                                                  | Quantalx SAFE                                                                  | CUSIP: QUANTALX2<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $327172.99    | 0.13%             |  |  |  | No            | 3                  | On Loan: No      |
| Kpet Ultra Paceline Corp                                                       | KPET Ultra Paceline Corp.                                                      | CUSIP: G53157122<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17007 | NS      | $171090.42    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                                                    | Netflix, Inc.                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2830 | NS      | $264916.30    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                  | Google CDS USD 12/30 GS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $512157.26    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Spring Valley Acquisition Corp Iii                                             | Spring Valley Acquisition Corp. III                                            | CUSIP: G8377R101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5698 | NS      | $59088.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mineralys Therapeutics Inc                                                     | Mineralys Therapeutics, Inc.                                                   | CUSIP: 603170101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -992 | NS      | $-26436.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Dnlm Ln Trs:b1ckq73                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-55953.08    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Vera Bradley Inc                                                               | Vera Bradley, Inc.                                                             | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     16491 | NS      | $67778.01     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | S&P 500 INDEX-SPX US 07/17/26 P7010                                            | CUSIP: 680993RC8<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        45 | NC      | $549450.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Gsf Ln Trs:bg0p0v7                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $500594.99    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ihp Ln Trs:bd45sh4                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-131280.11   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Google CDS USD 12/30 GS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $19109.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Gbg Ln Trs:0687061                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-46239.41    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bleichroeder Acquisition Corp Ii                                               | Bleichroeder Acquisition Corp. II                                              | CUSIP: G1170E112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1476 | NC      | $1948.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharps Technology Inc                                                          | Sharps Technology INC Warrant A                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     44101 | NC      | $76294.73     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: AUD 06/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-4595428.00  | -1.77%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Nfc Ln Trs:3002605                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-26595.93    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | SeeQC, Inc.,                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    127757 | NS      | $638785.00    | 0.25%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Mercantile Investment Trust PLC                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1146911.42   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Prv Ln Trs:0696368                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-20349.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Radware Ltd                                                                    | Radware, Ltd.                                                                  | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Short            | EC               | CORP              | IL        |     -1229 | NS      | $-32937.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Columbus Circle 2 Sponsor Corporation CLASS B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4073 | NS      | $5376.36      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Fannie Mae                                                                     | Fannie Mae REMICS                                                              | CUSIP: 3136BWCN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13522399 | PA      | $528595.98    | 0.20%             | 2055-06-25      | Floating      | 1.35%                 | No            | 2                  | On Loan: No      |
| Sizzle Acquisition Corp Ii                                                     | Sizzle II VO Sponsor II, LLC Class A                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     72306 | NS      | $138104.46    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Cabk Sm Trs:b283w97                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         1 | NC      | $-28943.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Oceaneering International Inc                                                  | Oceaneering International, Inc.                                                | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Short            | EC               | CORP              | US        |     -1183 | NS      | $-44409.82    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Chg Ln Trs:b45c9x4                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-101240.54   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Activariable Sa De Cv Fondo De Inversion De Renta Variable                     | Activariable SA de CV Fondo de Inversion de Renta Variable                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     86111 | NS      | $82666.56     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | ASML Holding NV TRS                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-21520.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Trn Ln Trs:bkdtk92                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-36043.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZS0897679<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   4572000 | PA      | $80586.07     | 0.03%             | 2024-04-11      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| AEYE HEALTH INC                                                                | AEYE Health, Inc. SAFE                                                         | CUSIP: AEYESAFE2<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $243643.03    | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | E-Mini Russ 2000  Jun26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -17 | NC      | $-2386630.00  | -0.92%            |  |  |  | No            | 1                  | On Loan: No      |
| Cohen Circle Sponsor II                                                        | Cohen Circle Sponsor II, LLC Class A                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     34290 | NS      | $93611.70     | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Rmii Ln Trs:bymtbg5                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $208853.91    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Natera Inc                                                                     | Natera, Inc.                                                                   | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Short            | EC               | CORP              | US        |      -112 | NS      | $-23089.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Transdigm Group Inc                                                            | TransDigm Group, Inc.                                                          | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -69 | NS      | $-80038.62    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Kla Corp                                                                       | KLA Corp.                                                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |      -129 | NS      | $-225795.15   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Rf Acquisition Corp Iii                                                        | RF Acquisition Corp. III                                                       | CUSIP: G7537X107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2355 | NS      | $23173.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LightWave Founders                                                             | LightWave Founders Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    160720 | NS      | $199292.80    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Ormat Technologies Inc                                                         | Ormat Technologies, Inc.                                                       | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |      -390 | NS      | $-44811.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Global Infrastructure Etf                                              | iShares Global Infrastructure ETF                                              | CUSIP: 464288372<br>LEI: 549300ZC2N3HUK3DTK30 | Short            | EC               | RF                | US        |     -5743 | NS      | $-393567.79   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                   | Alphabet, Inc.                                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |     -1159 | NS      | $-445983.20   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Soulpower Acquisition Corp                                                     | Soulpower Acquisition Sponsor LLC Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    120459 | NS      | $219235.38    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Intercontinental Exchange                                                      | Oracle Corp. CDS USD 12/28                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-11009.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Rosebank Industries PLC TRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-15688.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hcm Iii Acquisition Corp                                                       | HCM III Acquisition Corp.                                                      | CUSIP: G4365E103<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | KY        |     28419 | NS      | $288310.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Etoro Group Ltd                                                                | Etoro Group, Ltd.                                                              | CUSIP: G32089107<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | US        |     12490 | NS      | $444394.20    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22546VJG2<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     54000 | PA      | $44314.08     | 0.02%             | 2030-08-28      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Clnx Sm Trs:bx90c05                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         1 | NC      | $-84142.88    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp                                                   | Six Flags Entertainment Corp.                                                  | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     11054 | NS      | $207594.12    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Elm Ln Trs:0241854                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-48130.36    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Blnd Ln Trs:0136701                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $3469.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pioneer Acquisition 1 Sponsor Holdco LLC                                       | Pioneer Acquisition 1 Sponsor Holdco LLC CLASS A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    137148 | NS      | $126176.16    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Argenx SE TRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-88592.08    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Snap Inc                                                                       | Snap, Inc.                                                                     | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    362323 | NS      | $2199300.61   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Take-two Interactive Software Inc                                              | Take-Two Interactive Software, Inc.                                            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Short            | EC               | CORP              | US        |      -132 | NS      | $-28216.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sl Green Realty Corp                                                           | SL Green Realty Corp.                                                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      1560 | NS      | $66159.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rr Donnelley & Sons Co                                                         | RR Donnelley & Sons Co.                                                        | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2317560.10   | 0.89%             | 2029-08-01      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| Viavi Solutions Inc                                                            | Viavi Solutions, Inc.                                                          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Short            | EC               | CORP              | US        |      -566 | NS      | $-29658.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Jpmorgan Us Treasury Plus Money Market Fund                                    | JPMorgan US Treasury Plus Money Market Fund                                    | CUSIP: 4812C2734<br>LEI: 549300WIC5LVF25Z1127 | Long             | STIV             | RF                | US        |   7165848 | NS      | $7165848.12   | 2.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Axiom Intelligence Holdings 1 LLC                                              | Axiom Intelligence Holdings 1 LLC Class B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13715 | NS      | $26607.10     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Klr Ln Trs:0486622                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-40010.61    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Gabelli Dividend & Income Trust/the                                            | Gabelli Dividend & Income Trust                                                | CUSIP: 36242H104<br>LEI: 549300082N1MHBT8NI60 | Long             | EC               | RF                | US        |     47837 | NS      | $1402102.47   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Celestica Inc                                                                  | Celestica, Inc.                                                                | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Short            | EC               | CORP              | CA        |      -490 | NS      | $-200699.10   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Futures Exchange                                                          | CBOE VIX FUTURE   Sep26                                                        | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |       -72 | NC      | $-1600200.00  | -0.62%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | MODV REV EXIT 1L USD                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    250353 | PA      | $226360.09    | 0.09%             | 2030-12-30      | Floating      | 8.69%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Kingspan Group PLC TRS                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-81415.54    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Lseg Ln Trs:b0swjx3                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-21961.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Ai Infrastructure Acquisition Corp                                             | AI Infrastructure Acquisition Corp.                                            | CUSIP: G01336117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6249 | NC      | $1499.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Russell 1000 Value Etf                                                 | iShares Russell 1000 Value ETF                                                 | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Short            | EC               | RF                | US        |       -96 | NS      | $-22200.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Activariable Sa De Cv Fondo De Inversion De Renta Variable                     | Activariable SA de CV Fondo de Inversion de Renta Variable                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10764 | NS      | $11840.40     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: TWD 05/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-948354.00   | -0.37%            |  |  |  | No            | 2                  | On Loan: No      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22546VNQ5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     22000 | PA      | $19930.06     | 0.01%             | 2030-10-30      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ashm Ln Trs:b132nw2                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-25856.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                                               | Babcock & Wilcox Enterprises, Inc.                                             | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |      7368 | NS      | $115382.88    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bwx Technologies Inc                                                           | BWX Technologies, Inc.                                                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |      -122 | NS      | $-26399.58    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Ftse Emerging Markets Etf                                             | Vanguard FTSE Emerging Markets ETF                                             | CUSIP: 922042858<br>LEI: 549300UR5XWDVDO7NP96 | Short            | EC               | RF                | US        |    -42951 | NS      | $-2531102.43  | -0.98%            |  |  |  | No            | 1                  | On Loan: No      |
| Agilon Health Inc                                                              | agilon health, Inc.                                                            | CUSIP: 00857U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2380 | NS      | $66521.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                                                    | Honeywell International, Inc.                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |       -94 | NS      | $-20147.02    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Pct Ln Trs:0422002                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $3273787.26   | 1.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Cytokinetics Inc                                                               | Cytokinetics, Inc.                                                             | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |      -138 | NS      | $-8827.86     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                  | Thermo Fisher CDS USD 12/30                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $95505.73     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ccc Ln Trs:bv9fp30                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-92818.46    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Virtus Dividend Interest & Premium Strategy Fund                               | Virtus Dividend Interest & Premium Strategy Fund                               | CUSIP: 92840R101<br>LEI: 549300535GECAFITZP67 | Long             | EC               | RF                | US        |     14430 | NS      | $204761.70    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholar Rock Holding Corp                                                      | Scholar Rock Holding Corp.                                                     | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Short            | EC               | CORP              | US        |     -1360 | NS      | $-63389.60    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Oxig Ln Trs:0665045                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-156260.04   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22546VTV8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     82000 | PA      | $65372.04     | 0.03%             | 2031-01-29      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Red Violet Inc                                                                 | Red Violet, Inc.                                                               | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Short            | EC               | CORP              | US        |      -311 | NS      | $-11640.73    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Reddit Inc                                                                     | Reddit, Inc.                                                                   | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Short            | EC               | CORP              | US        |      -152 | NS      | $-22378.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Fch Ln Trs:bg0tpx6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-28327.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bag Ln Trs:b6xzky7                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-25922.95    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Reply SpA TRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-21028.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Vertex Inc                                                                     | Vertex, Inc.                                                                   | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |     39234 | NS      | $485324.58    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Iii Ln Trs:b1yw440                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-35210.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                   | Thermo Fisher Scientific, Inc.                                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |       -46 | NS      | $-22032.16    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Microsoft CDS USD 06/31                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $83877.39     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Perimeter Acquisition Corp I                                                   | Perimeter Acquisition Corp. I                                                  | CUSIP: G7010A111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     33393 | NC      | $20035.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | EDP Renovaveis SA TRS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         1 | NC      | $-70480.61    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi Sa                                                                      | Sanofi SA                                                                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | N/A              | DE               | CORP              | FR        |     -5225 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprott Inc                                                                     | Sprott, Inc.                                                                   | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Short            | EC               | CORP              | CA        |       -41 | NS      | $-5354.89     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Alternative Capital Investment FUND III                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    550940 | NS      | $550940.00    | 0.21%             |  |  |  | No            | N/A                | On Loan: No      |
| New Providence Acquisition Corp Iii                                            | New Providence Holdings III, LLC CL A                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    126069 | NS      | $122286.93    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Spring Valley Acquisition Corp Iv                                              | Spring Valley Acquisition Corp. IV                                             | CUSIP: G8377G105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12903 | NS      | $129417.09    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: AM9155384<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  16395000 | PA      | $306065.14    | 0.12%             | 2026-03-23      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp Ltd                                    | Bitcoin Infrastructure Acquisition Corp., Ltd.                                 | CUSIP: G1143H119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1895 | NC      | $454.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YBA8<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31078.26     | 0.01%             | 2037-02-28      | Variable      | 7.47%                 | No            | 2                  | On Loan: No      |
| Pioneer Acquisition 1 Sponsor Holdco LLC                                       | Pioneer Acquisition 1 Sponsor Holdco LLC CLASS B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    171435 | NS      | $36001.35     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Tlgy Acquisition Corp                                                          | TLGY Acquisition Corp.                                                         | CUSIP: G8656T125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30000 | NC      | $11700.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Art Technology Acquisition Corp                                                | Art Technology Sponsor, LLC CLASS B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15969 | NS      | $18044.97     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Forum Markets Inc                                                              | Forum Markets, Inc.                                                            | CUSIP: 68236V401<br>LEI: 98450063A2D8EF54EB11 | Long             | EC               | CORP              | US        |     41173 | NS      | $225216.31    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Krakacquisition Corp                                                           | KRAKacquisition Corp.                                                          | CUSIP: G5315G114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2421 | NC      | $1059.43      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | SigmaRoc PLC TRS                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-91168.41    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe Financials                                                  | Long Gilt Future                                                               | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | N/A              | DIR              | CORP              | GB        |       -56 | NC      | $-6598320.83  | -2.55%            |  |  |  | No            | 1                  | On Loan: No      |
| BEEHERO LTD                                                                    | G-ILS Transporation, Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2000 | NS      | $1401500.00   | 0.54%             |  |  |  | No            | 3                  | On Loan: No      |
| Stellantis Nv                                                                  | Stellantis NV                                                                  | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | EC               | CORP              | NL        |    -42121 | NS      | $-306640.88   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Palantir Technologies Inc                                                      | Palantir Technologies, Inc.                                                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |      -163 | NS      | $-22674.93    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFJ8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13475.39     | 0.01%             | 2034-11-28      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Sim Acquisition Corp I                                                         | SIM Acquisition Corp. I                                                        | CUSIP: G8431T119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12138 | NC      | $1747.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oneim Acquisition Corp                                                         | OneIM Acquisition Corp.                                                        | CUSIP: G6S74K106<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -1 | NS      | $-10.04       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aldabra 4 LOV                                                                  | Aldabra 4 LOV Sponsor Partnership Class B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     63764 | NS      | $15941.00     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Inflection Point Acquisition Corp Vi                                           | Inflection Point Acquisition Corp. VI                                          | CUSIP: G4790S123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14578 | NS      | $147820.92    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Health Care Select Sector Spdr Etf                                | State Street Health Care Select Sector SPDR ETF                                | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Short            | EC               | RF                | US        |      -159 | NS      | $-23212.41    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Iveco Group Nv                                                                 | Iveco Group NV                                                                 | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Short            | EC               | CORP              | NL        |    -18518 | NS      | $-303511.42   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | RIT Capital Partners PLC TRS                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1481144.87   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YBJ9<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42300.96     | 0.02%             | 2037-05-31      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                  | Google CDS USD 12/30 GS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $119881.73    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Blue Holdings Sponsor                                                          | Blue Holdings Sponsor Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13715 | NS      | $45808.10     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Digital Asset Acquisition Corp                                                 | Digital Asset Acquisition Corp.                                                | CUSIP: G2868C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29467 | NC      | $11739.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Jet2 Ln Trs:b1722w1                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-17379.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Aeri Ln Trs:bk6rlf6                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $3075.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Repligen Corp                                                                  | Repligen Corp.                                                                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |      -263 | NS      | $-31115.53    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Fan Ln Trs:bn3zz52                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-52661.51    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Ceva Inc                                                                       | CEVA, Inc.                                                                     | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Short            | EC               | CORP              | US        |      -502 | NS      | $-15331.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | CYBERARK SOFTWARE_EQ                                                           | CUSIP: M26CNT069<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -98 | NS      | $-4410.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Amazon.com, Inc. CDS USD 12/30                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $62530.80     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ajb Ln Trs:bfznlb6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-45830.53    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Blue Water Acquisition IV LLC CLASS B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9862 | NS      | $98620.00     | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Terrestrial Energy Inc                                                         | Terrestrial Energy, Inc.                                                       | CUSIP: 881454110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12004 | NC      | $40933.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ipo Ln Trs:b128j45                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $3815027.99   | 1.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Brookfield Corp                                                                | Brookfield Corp.                                                               | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |     -1782 | NS      | $-80403.84    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Aberdeen Diversified Income and Growth Trust PLC                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Golar Lng Ltd                                                                  | Golar LNG, Ltd.                                                                | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Short            | EC               | CORP              | BM        |      -425 | NS      | $-23370.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AEYE HEALTH INC                                                                | AEYE Health, Inc. Warrants 2                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         4 | NC      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Metals Acquisition Corp Ii                                                     | Metals Acquisition Corp. II                                                    | CUSIP: G60420117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4587 | NC      | $3325.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adams Natural Resources Fund Inc                                               | Adams Natural Resources Fund, Inc.                                             | CUSIP: 00548F105<br>LEI: 549300LPTQAH0G3NGD42 | Long             | EC               | RF                | US        |     21195 | NS      | $572900.85    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluerock Private Real Estate Fund                                              | Bluerock Private Real Estate Fund                                              | CUSIP: 09631P102<br>LEI: 549300DVMSW84SP6UG83 | Long             | EC               | RF                | US        |     57996 | NS      | $967953.24    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hils Ln Trs:0427030                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-91729.51    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Establishment Labs Holdings Inc                                                | Establishment Labs Holdings, Inc.                                              | CUSIP: G31249108<br>LEI: 549300BCBQ714JNJ7V58 | Short            | EC               | CORP              | VG        |      -429 | NS      | $-29442.27    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| 1rt Acquisition Corp                                                           | 1RT Acquisition Corp.                                                          | CUSIP: G6757R113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5929 | NC      | $2617.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                                                            | Varonis Systems, Inc.                                                          | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |      -652 | NS      | $-17147.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Rsw Ln Trs:0732358                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-28150.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| American Exceptionalism Acquisition Corp A                                     | American Exceptionalism Acquisition Corp. A                                    | CUSIP: G0273J101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6655 | NS      | $73937.05     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Newhold Investment Corp Iii                                                    | NewHold Investment Corp III Sponsor Shs Class B                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8378 | NS      | $17091.12     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Eli Lilly & Co                                                                 | Eli Lilly & Co.                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Short            | EC               | CORP              | US        |      -132 | NS      | $-123367.20   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                                                  | Intercontinental Exchange, Inc.                                                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |     -1572 | NS      | $-248517.48   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Credo Technology Group Holding Ltd                                             | Credo Technology Group Holding, Ltd.                                           | CUSIP: G25457105<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -535 | NS      | $-93095.35    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Axsome Therapeutics Inc                                                        | Axsome Therapeutics, Inc.                                                      | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Short            | EC               | CORP              | US        |      -194 | NS      | $-40303.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Rayb Ss Trs:7591239                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |         1 | NC      | $-26978.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Grid Ln Trs:bfx3k77                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $76839.76     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Exor Nv                                                                        | EXOR NV                                                                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |     89826 | NS      | $7042365.15   | 2.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Technologies Inc                                                       | Voyager Technologies, Inc.                                                     | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |      7299 | NS      | $192766.59    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Oracle Corp. CDS USD 12/30 JPM                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-202482.70   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZS0897661<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   7568000 | PA      | $135496.72    | 0.05%             | 2049-12-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Columbus Circle Capital Corp Ii                                                | Columbus Circle Capital Corp. II                                               | CUSIP: G2296M129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5045 | NC      | $1715.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | SGS SA TRS                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |         1 | NC      | $-5741.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Evolution Global Acquisition Corp                                              | Evolution Global Acquisition Corp.                                             | CUSIP: G3226F119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6167 | NC      | $2405.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Acquisition Corp                                                         | Titan Acquisition Sponsor Holdco, LLC Class A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     72306 | NS      | $95443.92     | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Inch Ln Trs:b61tvq0                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-41541.03    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Alumis Inc                                                                     | Alumis, Inc.                                                                   | CUSIP: 022307102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1058 | NS      | $-26122.02    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                                                     | Advanced Micro Devices, Inc.                                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |      -479 | NS      | $-169800.71   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bab Ln Trs:0969703                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-29911.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Ametek Inc                                                                     | AMETEK, Inc.                                                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Short            | EC               | CORP              | US        |      -118 | NS      | $-27789.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Power Integrations Inc                                                         | Power Integrations, Inc.                                                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |      -512 | NS      | $-37227.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Pia At Trs:byw6809                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |         1 | NC      | $527001.63    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                    | Netflix, Inc.                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |      -415 | NS      | $-38848.15    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cme Group Inc                                                                  | CME Group, Inc.                                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Short            | EC               | CORP              | US        |       -86 | NS      | $-24752.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2242600.00   | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Srp Ln Trs:0797379                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-117160.34   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Cogent Communications Holdings Inc                                             | Cogent Communications Holdings, Inc.                                           | CUSIP: 19239V302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -477 | NS      | $-10804.05    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 06/18/26 P2550                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        13 | NC      | $28990.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Abrdn Life Sciences Investors                                                  | abrdn Life Sciences Investors                                                  | CUSIP: 87911K100<br>LEI: 5493007BYZPSOVVS0M04 | Long             | EC               | RF                | US        |     24784 | NS      | $433720.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Scottish American Investment Co. PLC TRS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $120296.57    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Sandisk Corp/de                                                                | Sandisk Corp.                                                                  | CUSIP: 80004C200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -219 | NS      | $-240135.69   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Amc Entertainment Hldgs                                                        | AMC Entertainment Holdings, Inc.                                               | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   1063378 | PA      | $1064095.75   | 0.41%             | 2029-01-04      | Floating      | 10.66%                | No            | 2                  | On Loan: No      |
| Ptc Inc                                                                        | PTC, Inc.                                                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Short            | EC               | CORP              | US        |      -110 | NS      | $-14993.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3401708.00  | -1.31%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Willow Lane Sponsor II LLC Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9637 | NS      | $96370.00     | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Ferrari Nv                                                                     | Ferrari NV                                                                     | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Short            | EC               | CORP              | NL        |     -9674 | NS      | $-3330674.50  | -1.29%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Illumination Acquisition 1 Sponsor LLC, CLASS A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     61093 | NS      | $183.28       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Caterpillar Inc                                                                | Caterpillar, Inc.                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |       -34 | NS      | $-30263.74    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                                     | Chipotle Mexican Grill, Inc.                                                   | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     10948 | NS      | $372122.52    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Descartes Systems Group Inc/the                                                | Descartes Systems Group, Inc.                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Short            | EC               | CORP              | CA        |      -378 | NS      | $-27274.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Healthequity Inc                                                               | HealthEquity, Inc.                                                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Short            | EC               | CORP              | US        |      -315 | NS      | $-25839.45    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology Inc                                                         | Marvell Technology, Inc.                                                       | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Short            | EC               | CORP              | US        |      -627 | NS      | $-103549.05   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1360683.00  | -0.53%            |  |  |  | No            | 2                  | On Loan: No      |
| Blackline Inc                                                                  | BlackLine, Inc.                                                                | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |     -2315 | NS      | $-72343.75    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2233696.00  | -0.86%            |  |  |  | No            | 2                  | On Loan: No      |
| Relay Therapeutics Inc                                                         | Relay Therapeutics, Inc.                                                       | CUSIP: 75943R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2247 | NS      | $-29121.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp                                                                   | Newmont Corp.                                                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Short            | EC               | CORP              | US        |      -234 | NS      | $-25995.06    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Willow Lane Sponsor II LLC Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     48188 | NS      | $240.94       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Shopify Inc                                                                    | Shopify, Inc.                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |      -251 | NS      | $-30403.63    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Westpac Banking Corp                                                           | Westpac Banking Corp.                                                          | CUSIP: 607614005<br>LEI: EN5TNI6CI43VEPAMHL14 | Short            | EC               | CORP              | AU        |      -769 | NS      | $-21315.13    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Equity Partners Ii Inc                                                  | Cantor Equity Partners II, Inc.                                                | CUSIP: G1827P106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13402 | NS      | $156803.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Att Ln Trs:bng2m15                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2059904.88   | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAM3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7639.84      | 0.00%             | 2036-08-31      | Variable      | 10.60%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Genuit Group PLC TRS                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-44592.05    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Oddity Tech Ltd                                                                | Oddity Tech, Ltd.                                                              | CUSIP: M7518J104<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |      -667 | NS      | $-9551.44     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                                                   | Apollo Global Management, Inc.                                                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      4418 | NS      | $568684.96    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Oyster Enterprises II LLC                                                      | Oyster Enterprises II LLC CL B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16874 | NS      | $30710.68     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Churchill Capital Corp Xi                                                      | Churchill Capital Corp. XI                                                     | CUSIP: G2131A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       360 | NC      | $246.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jfrog Ltd                                                                      | JFrog, Ltd.                                                                    | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Short            | EC               | CORP              | IL        |      -777 | NS      | $-36083.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Cvsg Ln Trs:b286382                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-36447.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAS0<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1668.33      | 0.00%             | 2036-10-31      | Variable      | 7.95%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | AUD $ Currency Fut                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |        77 | NC      | $5538225.00   | 2.14%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ent Ln Trs:b5vqmv6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IM        |         1 | NC      | $-10518.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Geo Group Inc/the                                                              | GEO Group, Inc.                                                                | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     14469 | NS      | $267821.19    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Idex Corp                                                                      | IDEX Corp.                                                                     | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |       -24 | NS      | $-5228.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Averin Capital Acquisition Corp                                                | Averin Capital Acquisition Corp.                                               | CUSIP: G0679A100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6307 | NS      | $62628.51     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                                                            | Bentley Systems, Inc.                                                          | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |     -1221 | NS      | $-39829.02    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                                                     | Qualys, Inc.                                                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Short            | EC               | CORP              | US        |      -101 | NS      | $-8779.93     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 06/18/26 P2710                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        52 | NC      | $274560.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: AUD 06/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $359580.00    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                          | Level 3 Financing, Inc.                                                        | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1291800 | PA      | $1158056.59   | 0.45%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Constellation Energy Corp                                                      | Constellation Energy Corp.                                                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       691 | NS      | $216283.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare Inc                                                                 | Cloudflare, Inc.                                                               | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |      -578 | NS      | $-118472.66   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Pdd Holdings Inc                                                               | PDD Holdings, Inc.                                                             | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      2072 | NS      | $206951.36    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Critical Metals Corp                                                           | Critical Metals Corp.                                                          | CUSIP: G2662B103<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | VG        |      1933 | NS      | $24607.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MI7 Founders, LLC                                                              | MI7 Founders, LLC (MBAV) Class Z Warrants                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     78859 | NC      | $21291.93     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| LAUNCHPADA                                                                     | LAUNCHPADB Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     54019 | NS      | $10263.61     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Viv Fp Trs:4834777                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $846849.31    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Sitime Corp                                                                    | SiTime Corp.                                                                   | CUSIP: 82982T106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -97 | NS      | $-54528.55    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp Ii                                               | Crane Harbor Sponsor II, CL B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8103 | NS      | $19933.38     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Inflection Point Acquisition Corp Iii                                          | Inflection Point Acquisition Corp. III                                         | CUSIP: G47875110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     54192 | NC      | $20926.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Everspin Technologies Inc                                                      | Everspin Technologies, Inc.                                                    | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Short            | EC               | CORP              | US        |     -1694 | NS      | $-30966.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QJG0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46773.87     | 0.02%             | 2031-01-29      | Variable      | 7.96%                 | No            | 2                  | On Loan: No      |
| Ishares Russell 2000 Etf                                                       | iShares Russell 2000 ETF                                                       | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Short            | EC               | RF                | US        |      -152 | NS      | $-42251.44    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bion Sw Trs:7117884                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |         1 | NC      | $1292094.52   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Mab1 Ln Trs:bqsbh50                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-19350.32    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Iron Horse II                                                                  | Iron Horse II Sponsor Class A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    132416 | NS      | $139036.80    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Bumble Inc                                                                     | Bumble, Inc.                                                                   | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    505088 | NS      | $2096115.20   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                                                                  | Coherent Corp.                                                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |       -52 | NS      | $-16624.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Littelfuse Inc                                                                 | Littelfuse, Inc.                                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Short            | EC               | CORP              | US        |      -374 | NS      | $-151159.58   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Real view imaging LTD                                                          | Real view imaging LTD SAFE                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       131 | NS      | $130862.51    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Abbvie Inc                                                                     | AbbVie, Inc.                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Short            | EC               | CORP              | US        |      -168 | NS      | $-35501.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Entegris Inc                                                                   | Entegris, Inc.                                                                 | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |      -185 | NS      | $-26155.30    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Msci Acwi Etf                                                          | iShares MSCI ACWI ETF                                                          | CUSIP: 464288257<br>LEI: 549300KZ2WFTI4GQ7M77 | Short            | EC               | RF                | US        |    -10261 | NS      | $-1554951.94  | -0.60%            |  |  |  | No            | 1                  | On Loan: No      |
| Iron Mountain Inc                                                              | Iron Mountain, Inc.                                                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |      -400 | NS      | $-50396.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| LAUNCHPADA                                                                     | LAUNCHPADA Class A                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     64822 | NS      | $47320.06     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Goldman Sachs                                                                  | R.R. Donnelley & Sons Company                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-108144.22   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Lafayette Digital Acquisition Corp I.                                          | Lafayette Digital Acquisition Corp I. CL B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13544 | NS      | $15711.04     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| CANTOR EQUITY PARTNERS I                                                       | CANTOR EQUITY PARTNERS I, INC. Project Enigma PIPE                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     59091 | NS      | $524137.17    | 0.20%             |  |  |  | No            | 3                  | On Loan: No      |
| Cantor Equity Partners Vi Inc                                                  | Cantor Equity Partners VI, Inc.                                                | CUSIP: G1828R101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7602 | NS      | $77160.30     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice France Sa                                                               | Altice France SA                                                               | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    560975 | PA      | $552497.55    | 0.21%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv You Ln Trs:b1vq6h2                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-11026.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Estee Lauder Cos Inc/the                                                       | Estee Lauder Cos., Inc.                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |     -1108 | NS      | $-84994.68    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                                                      | Prosperity Bancshares, Inc.                                                    | CUSIP: 743606105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -447 | NS      | $-31133.55    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                  | Microsoft CDS USD 12/30                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $91252.92     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bgfd Ln Trs:0048583                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $34751.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REVLON INTERMEDIATE HOLDINGS IV LLC                                            | Revlon Intermediate Holdings IV LLC, Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6019326 | PA      | $5939058.43   | 2.29%             | 2028-05-02      | Floating      | 12.32%                | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                 | Microsoft Corp.                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |     -1115 | NS      | $-454674.70   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Range Capital Acquisition Corp Ii                                              | Range Capital Acquisition Corp. II                                             | CUSIP: G7375J111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13508 | NC      | $4322.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertical Aerospace Ltd                                                         | Vertical Aerospace, Ltd.                                                       | CUSIP: G9471C149<br>LEI: 9845002F3CF4E56DA491 | N/A              | DE               | CORP              | US        |    249443 | NC      | $127215.93    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Cantor Equity Partners V Inc                                                   | Cantor Equity Partners V, Inc.                                                 | CUSIP: G1828S109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13869 | NS      | $141602.49    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Diversified Holdings                                                   | Compass Diversified Holdings                                                   | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     37269 | NS      | $440146.89    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Hearts And Minds Investments Ltd/fund                                          | Hearts and Minds Investments, Ltd.                                             | CUSIP: Q4524H103<br>LEI: 2549002S6SA5DJZXRD63 | Long             | EC               | CORP              | AU        |    733506 | NS      | $1542010.76   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Imi Ln Trs:bglp8l2                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-24922.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Svs Ln Trs:b135bj4                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-11883.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1768888.00  | -0.68%            |  |  |  | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                              | Johnson & Johnson                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Short            | EC               | CORP              | US        |      -245 | NS      | $-56313.25    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto Ltd                                                                  | Rio Tinto, Ltd.                                                                | CUSIP: 622010007<br>LEI: 529900X2VMAQT2PE0V24 | Short            | EC               | CORP              | AU        |      -325 | NS      | $-39168.75    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HHBT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6378415 | PA      | $198685.08    | 0.08%             | 2054-11-25      | Floating      | 1.16%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Paf Ln Trs:0430049                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-36018.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $775589.00    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Waste Connections Inc                                                          | Waste Connections, Inc.                                                        | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |      -672 | NS      | $-110698.07   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Nextera Energy Inc                                                             | NextEra Energy, Inc.                                                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |       -60 | NS      | $-5872.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Caml Ln Trs:b67kbv2                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-24585.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Snr Ln Trs:0795823                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-44024.09    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Icahn Enterprises/fin                                                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                         | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Short            | DBT              | CORP              | US        |  -2890000 | PA      | $-2863757.64  | -1.11%            | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Derwent London PLC TRS                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $5530951.11   | 2.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFP4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12999.41     | 0.01%             | 2035-01-30      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Bny Mellon Strategic Municipals Inc                                            | BNY Mellon Strategic Municipals, Inc.                                          | CUSIP: 05588W108<br>LEI: 549300FH0LKMOBY7N332 | Long             | EC               | RF                | US        |     21897 | NS      | $138389.04    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Dish Network Corp                                                              | DISH Network Corp.                                                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1806226.10   | 0.70%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                   | Broadcom, Inc.                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |      -825 | NS      | $-344379.75   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Softbank Group Corp                                                            | SoftBank Group Corp.                                                           | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Short            | EC               | CORP              | JP        |     -1700 | NS      | $-56672.10    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Jfrog Ltd                                                                      | JFrog, Ltd.                                                                    | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      3611 | NS      | $167694.84    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| New Holland Special Opportunities Aggregator LP                                | NEW HOLLAND SPECIAL OPPORTUNITIES AGGREGATO LP Y-6                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         1 | NS      | $1056.96      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Money Forward Inc                                                              | Money Forward, Inc.                                                            | CUSIP: N/A<br>LEI: 35380017JS3GIGP6WN95       | Short            | EC               | CORP              | JP        |      -441 | NS      | $-13309.86    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                  | MARKIT CDX HY S44 5Y 6/30 ICE                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $13266509.12  | 5.12%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Alfa Ss Trs                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |         1 | NC      | $-27658.93    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Ppl Corp                                                                       | PPL Corp.                                                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      2465 | NS      | $92289.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Leapfrog Acquisition Corp                                                      | Leapfrog Acquisition Corp.                                                     | CUSIP: G5414D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1827 | NC      | $484.16       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cannae Holdings Inc                                                            | Cannae Holdings, Inc.                                                          | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     86591 | NS      | $1169844.41   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Sync Ln Trs:b8p59c0                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $1185780.51   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Illumination Acquisition Corp I                                                | Illumination Acquisition Corp. I                                               | CUSIP: G470AU100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5045 | NS      | $49794.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Gftu Ln Trs:b00mz44                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-70832.94    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Cohen Circle Sponsor II                                                        | Cohen Circle Sponsor II, LLC Class B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6858 | NS      | $20162.52     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Sct Ln Trs:byzdvk8                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-42566.44    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| New Holland Special Opportunities Aggregator LP                                | NEW HOLLAND SPECIAL OPPORTUNITIE AGGREGATOR LP Y-7                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     43514 | NS      | $4474871.18   | 1.73%             |  |  |  | No            | N/A                | On Loan: No      |
| Procap Acquisition Corp                                                        | ProCap Acquisition Corp.                                                       | CUSIP: G7257A121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20612 | NC      | $6894.71      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-mcmoran Inc                                                           | Freeport-McMoRan, Inc.                                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |      -478 | NS      | $-27618.84    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 MILBERG                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   3210291 | NS      | $3243806.44   | 1.25%             |  |  |  | No            | N/A                | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Utg Ln Trs:0692861                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1638550.89   | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Armada Sponsor III Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     81458 | NS      | $70053.88     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Rmmc Ln Trs:bndmjp1                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $433982.64    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Super Micro Computer Inc                                                       | Super Micro Computer, Inc.                                                     | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |     -1108 | NS      | $-30359.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Grayscale Bitcoin Trust Etf                                                    | Grayscale Bitcoin Trust ETF                                                    | CUSIP: 389637109<br>LEI: 549300XZGUJEF0EHBE41 | Short            | EC               | RF                | US        |     -1637 | NS      | $-97237.80    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Igg Ln Trs:b06qfb7                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-122037.33   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Chenghe Investment III LLC                                                     | Chenghe Investment III LLC Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16679 | NS      | $16345.42     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Chrt Ln Trs:b0yd2b9                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-82806.41    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Pegasystems Inc                                                                | Pegasystems, Inc.                                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Short            | EC               | CORP              | US        |     -1022 | NS      | $-37354.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Cannae Holdings, Inc. TRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $1486100.00   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YBY6<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    198000 | PA      | $170930.41    | 0.07%             | 2037-09-29      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                               | S&P 500 INDEX-SPX US 06/18/26 P6980                                            | CUSIP: 680993GV8<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        11 | NC      | $86460.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Monolithic Power Systems Inc                                                   | Monolithic Power Systems, Inc.                                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |      -128 | NS      | $-206644.48   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                                                    | Oracle Corp.                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2006 | NS      | $323748.34    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackrock Science And Technology Term Trust                                    | BlackRock Science and Technology Term Trust                                    | CUSIP: 09260K101<br>LEI: 549300NQ3IL1NKVC9M67 | Long             | EC               | RF                | US        |     49482 | NS      | $1285047.54   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Everpure Inc                                                                   | Everpure, Inc.                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |      -283 | NS      | $-20220.35    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Prsr Ln Trs:bf01nh5                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $88.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                  | Cigna Holding Co. CDS USD 12/30                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $46835.99     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Strategy Inc                                                                   | STRATEGY 10.000%, SERIES A.                                                    | CUSIP: 594972846<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      7458 | NS      | $715566.76    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                  | NVIDIA Corp. CDS USD 12/30                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $125469.25    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Melar Acquisition Corp I                                                       | Melar Acquisition Corp. I                                                      | CUSIP: G6004G118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     32537 | NC      | $4701.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hennessy Capital Investment Corp Vii                                           | Hennessy Capital Investment Corp. VII                                          | CUSIP: G4405D115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7305 | NC      | $2775.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berto Acquisition Corp                                                         | BERTO ACQUISITION Corp.                                                        | CUSIP: G1051H119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31254 | NC      | $16564.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 07/17/26 P2700                                   | CUSIP: 6UW99U579<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        27 | NC      | $188460.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Viridian Therapeutics Inc                                                      | Viridian Therapeutics, Inc.                                                    | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Short            | EC               | CORP              | US        |     -2104 | NS      | $-28361.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Haleon PLC TRS                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-19278.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                                                            | Gilead Sciences, Inc.                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | EC               | CORP              | US        |      -269 | NS      | $-35195.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Alternative Cap Investments Fund III LP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2542800 | NS      | $2542800.00   | 0.98%             |  |  |  | No            | N/A                | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | JTC PLC TRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-69269.69    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Nvent Electric Plc                                                             | nVent Electric PLC                                                             | CUSIP: G6700G107<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |      -545 | NS      | $-77880.50    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Forward Industries Inc                                                         | Forward Industries, Inc.                                                       | CUSIP: 349932103<br>LEI: 25490013M5T813R19941 | Long             | EC               | CORP              | US        |      1322 | NS      | $6094.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Telephone And Data Systems Inc                                                 | Telephone and Data Systems, Inc.                                               | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |      7790 | NS      | $351017.40    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing Inc                                                          | Level 3 Financing, Inc.                                                        | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    578000 | PA      | $620419.94    | 0.24%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Aaon Inc                                                                       | AAON, Inc.                                                                     | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Short            | EC               | CORP              | US        |      -743 | NS      | $-69329.33    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Metals Acquisition Corp Ii                                                     | Metals Acquisition Corp. II                                                    | CUSIP: G60420109<br>LEI: 984500A55FX8DC465F12 | Long             | EC               | CORP              | KY        |     13579 | NS      | $136333.16    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Biotechnology Etf                                                      | iShares Biotechnology ETF                                                      | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Short            | EC               | RF                | US        |    -17959 | NS      | $-3029503.71  | -1.17%            |  |  |  | No            | 1                  | On Loan: No      |
| FIGX Acquisition Partners LLC                                                  | FIGX Acquisition Partners LLC Class A                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10858 | NS      | $12595.28     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Roblox Corp                                                                    | ROBLOX Corp.                                                                   | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Short            | EC               | CORP              | US        |      -196 | NS      | $-10830.96    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BNY Mellon U.S. Treasury Fund                                                  | BNY Mellon U.S. Treasury Fund                                                  | CUSIP: G1206E136<br>LEI: N/A                  | Long             | STIV             | RF                | IE        |   5096924 | NS      | $5096923.76   | 1.97%             |  |  |  | No            | 1                  | On Loan: No      |
| M3 Brigade Sponsor VI                                                          | M3 Brigade Sponsor VI Class A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     85721 | NS      | $129438.71    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Ttm Technologies Inc                                                           | TTM Technologies, Inc.                                                         | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Short            | EC               | CORP              | US        |      -195 | NS      | $-30852.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Herald Investment Trust PLC                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2519323.30   | 0.97%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | SSE PLC TRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-40788.89    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LightWave Founders                                                             | LightWave Founders Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16072 | NS      | $22340.08     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Spring Valley Acquisition Corp Iv                                              | Spring Valley Acquisition Corp. IV                                             | CUSIP: G8377G113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3225 | NC      | $2360.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oneim Acquisition Corp                                                         | OneIM Acquisition Corp.                                                        | CUSIP: G6S74K114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9700 | NC      | $6547.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                                            | American Express Co.                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |       -90 | NS      | $-29074.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Grainger PLC TRS                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $82853.69     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Mony Ln Trs:b1zbky8                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-56616.61    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MIO ESCROW                                                                     | MIO ESCROW                                                                     | CUSIP: 723ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4798 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Ishares Russell Mid-cap Growth Etf                                             | iShares Russell Mid-Cap Growth ETF                                             | CUSIP: 464287481<br>LEI: 5493004I787UFE6AN650 | Short            | EC               | RF                | US        |      -324 | NS      | $-44164.44    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Infomart Corp                                                                  | Infomart Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |    -17167 | NS      | $-47261.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |       -44 | NS      | $-8385.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Luce Ln Trs:bzc0lp4                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-122317.73   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Israel Acquisitions Corp                                                       | Israel Acquisitions Corp.                                                      | CUSIP: G49667119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18390 | NC      | $1103.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sizzle Acquisition Corp Ii                                                     | Sizzle II VO Sponsor II, LLC Class B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9039 | NS      | $18710.73     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Hyperliquid Strategies Inc                                                     | Hyperliquid Strategies, Inc.                                                   | CUSIP: 44916Y106<br>LEI: 98450073FF7E1B63N260 | Short            | EC               | CORP              | US        |       -87 | NS      | $-521.33      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Young & Co's Brewery PLC TRS                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-94.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Western Digital Corp                                                           | Western Digital Corp.                                                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -250 | NS      | $-108630.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Iwg Ln Trs:byvqys0                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-79063.49    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Sirius Real Estate, Ltd. TRS                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $-41085.28    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 PANNOX                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1070084 | NS      | $1070084.00   | 0.41%             |  |  |  | No            | N/A                | On Loan: No      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22546VMD5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      4000 | PA      | $3609.60      | 0.00%             | 2030-09-30      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Microsoft CDS USD 06/31                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $47413.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 PROVIDER                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1976436 | NS      | $4544220.85   | 1.75%             |  |  |  | No            | N/A                | On Loan: No      |
| Block Inc                                                                      | Block, Inc.                                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |     -2615 | NS      | $-184383.65   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Sst Ln Trs:0783613                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $30165.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Biocon Biologics Global                                                        | Biocon Biologics Global PLC                                                    | CUSIP: YU2449483<br>LEI: 254900PMQN51VACG2D55 | Short            | DBT              | CORP              | GB        |  -1055000 | PA      | $-1062215.67  | -0.41%            | 2029-10-09      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| D Boral Arc Acquisition I Corp                                                 | D Boral ARC Acquisition I Corp.                                                | CUSIP: G2616F119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20377 | NC      | $18950.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jade Biosciences Inc                                                           | Jade Biosciences, Inc.                                                         | CUSIP: 008064206<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1753 | NS      | $-42773.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-9487330.00  | -3.66%            |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                                           | Booking Holdings, Inc.                                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Short            | EC               | CORP              | US        |      -175 | NS      | $-29463.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MHI ESCROW                                                                     | MHI ESCROW                                                                     | CUSIP: 723ESC034<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24447 | NS      | $4965.19      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Cwk Ln Trs: 0231888                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-118964.47   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Amphenol Corp                                                                  | Amphenol Corp.                                                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               | CORP              | US        |      -678 | NS      | $-99849.06    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Newhold Investment Corp Iii                                                    | NewHold Investment Corp. III                                                   | CUSIP: G6486E110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2084 | NC      | $1354.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: CAD 05/05/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-699407.00   | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Tep Ln Trs:0879471                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-120742.97   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22548Q2R5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     54000 | PA      | $48103.20     | 0.02%             | 2031-04-29      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Armada Acquisition Corp Ii                                                     | Armada Acquisition Corp. II                                                    | CUSIP: G0R38G112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     54162 | NC      | $11921.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Btc Development Corp                                                           | BTC Development Corp.                                                          | CUSIP: G0701G117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3919 | NC      | $1882.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortress Value Acquisition Corp V                                              | Fortress Value Acquisition Corp. V                                             | CUSIP: G3645T104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15329 | NS      | $154822.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                                                | Gen Digital, Inc.                                                              | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | DBT              | CORP              | US        |   -543000 | PA      | $-529749.93   | -0.20%            | 2033-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Nvidia Corp                                                                    | NVIDIA Corp.                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |     -3981 | NS      | $-794488.17   | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ams Ln Trs:0453659                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-32996.73    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                  | Regeneron Pharmaceuticals, Inc.                                                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |      -100 | NS      | $-70706.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Pag Ln Trs:b2ngpm5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-107239.95   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Crinetics Pharmaceuticals Inc                                                  | Crinetics Pharmaceuticals, Inc.                                                | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Short            | EC               | CORP              | US        |     -1603 | NS      | $-62164.34    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Costar Group Inc                                                               | CoStar Group, Inc.                                                             | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |       -81 | NS      | $-2803.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Cer Ln Trs:byyx6c6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-31635.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| 1261229 Bc Ltd                                                                 | 1261229 BC, Ltd.                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1557000 | PA      | $1609551.55   | 0.62%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Procap Financial Inc                                                           | Procap Financial, Inc.                                                         | CUSIP: 74277PAA3<br>LEI: 529900QQ65IVMAFGA795 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1588223.16   | 0.61%             | 2028-12-05      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Mro Ln Trs:bngdn82                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-22971.32    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | DSM-Firmenich AG TRS                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |         1 | NC      | $-35433.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HCM Investor Holdings III                                                      | HCM Investor Holdings III,CL A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    103450 | NS      | $184141.00    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Scp Ln Trs:0610841                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1516868.97   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Labl Inc                                                                       | LABL, Inc.                                                                     | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $1206472.50   | 0.47%             | 2031-10-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp                                                                    | Oracle Corp.                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | EC               | CORP              | US        |      -117 | NS      | $-18882.63    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Nod No Trs:b00zg06                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NO        |         1 | NC      | $-66402.04    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Sharps Technology Inc                                                          | Sharps Technology, Inc.                                                        | CUSIP: 82003F309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180245 | NS      | $321737.33    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Smwh Ln Trs:b2pdgw1                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-20423.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Alussa Energy Acquisition Corp Ii                                              | Alussa Energy Acquisition Corp. II                                             | CUSIP: G0233J118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1345 | NC      | $511.10       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lightwave Acquisition Corp                                                     | Lightwave Acquisition Corp.                                                    | CUSIP: G5490M126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10620 | NC      | $2554.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Pey Ln Trs:b28c2r2                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $326795.93    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Vct Ln Trs:0929224                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-41691.18    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Denali Therapeutics Inc                                                        | Denali Therapeutics, Inc.                                                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Short            | EC               | CORP              | US        |      -876 | NS      | $-16398.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Samsara Inc                                                                    | Samsara, Inc.                                                                  | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Short            | EC               | CORP              | US        |      -711 | NS      | $-20434.14    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Empery Digital Inc                                                             | Empery Digital, Inc.                                                           | CUSIP: 92864V608<br>LEI: 254900YNQ643TK62S464 | Long             | EC               | CORP              | US        |     41830 | NS      | $196601.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Monotaro Co Ltd                                                                | MonotaRO Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 5299005JUER5ANXWTC33       | Short            | EC               | CORP              | JP        |       -62 | NS      | $-735.82      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Veil Ln Trs:bd9x204                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KY        |         1 | NC      | $23166.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |  11802000 | PA      | $213455.69    | 0.08%             | 2023-06-28      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Dave & Buster's Entertainment Inc                                              | Dave & Buster's Entertainment, Inc.                                            | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     35084 | NS      | $395396.68    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Real Asset Acquisition Corp                                                    | Real Asset Acquisition Corp.                                                   | CUSIP: G73944111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     71118 | NC      | $172461.15    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Htg Ln Trs:0447889                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-20025.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings Inc                                                       | Crowdstrike Holdings, Inc.                                                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |      -157 | NS      | $-69982.75    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | GCP Infrastructure Investments, Ltd. TRS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $5763.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arbe Robotics Ltd                                                              | Arbe Robotics, Ltd.                                                            | CUSIP: M1R95N100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     55882 | NS      | $47779.11     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAF8<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17478.34     | 0.01%             | 2036-07-29      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                                  | Arrowhead Pharmaceuticals, Inc.                                                | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Short            | EC               | CORP              | US        |      -111 | NS      | $-8156.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Utilities Select Sector Spdr Etf                                  | State Street Utilities Select Sector SPDR ETF                                  | CUSIP: 81369Y886<br>LEI: 549300ERQDM80PRYUH21 | Short            | EC               | RF                | US        |     -3387 | NS      | $-158680.95   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Rat Ln Trs:0214834                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-23157.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                    | Alnylam Pharmaceuticals, Inc.                                                  | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |      -146 | NS      | $-45185.54    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HK4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5566907 | PA      | $204946.81    | 0.08%             | 2055-03-25      | Floating      | 1.53%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bmy Ln Trs:3314775                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-73134.54    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Vanguard Total Stock Market Etf                                                | Vanguard Total Stock Market ETF                                                | CUSIP: 922908769<br>LEI: 549300G6KNDK44WUN559 | Short            | EC               | RF                | US        |     -7272 | NS      | $-2575596.96  | -0.99%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Aalberts NV TRS                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-55350.78    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Wen Sponsor LLC                                                                | Wen Sponsor LLC Class A                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    125704 | NS      | $194841.20    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Itron Inc                                                                      | Itron, Inc.                                                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |      -450 | NS      | $-37710.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Trade Desk Inc/the                                                             | Trade Desk, Inc.                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |       -20 | NS      | $-471.80      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ckn Ln Trs:0201836                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-30468.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Atg Ln Trs:bmvqdz6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-10087.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Global Opportunities Trust PLC TRS                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1665.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Spdr S&p Biotech Etf                                              | State Street SPDR S&P Biotech ETF                                              | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Short            | EC               | RF                | US        |     -4000 | NS      | $-525320.00   | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Columbus Circle 2 Sponsor Corporation CLASS A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     23274 | NS      | $28394.28     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Morgan Stanley                                                                 | Cigna Holding Co. CDS USD 12/30                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $30838.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Vsl Ln Trs:bvg6x43                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $139054.97    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Crane Harbor Acquisition Corp Ii                                               | Crane Harbor Acquisition Corp. II                                              | CUSIP: G25014112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8117 | NC      | $1728.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZP5379026<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  19888000 | PA      | $358515.01    | 0.14%             | 2024-01-22      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| Space Asset Acquisition Corp                                                   | Space Asset Acquisition Corp.                                                  | CUSIP: G8375S119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3552 | NC      | $2399.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trailblazer Acquisition Corp                                                   | Trailblazer Acquisition Corp.                                                  | CUSIP: G9009S111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7823 | NC      | $3284.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fs Kkr Capital Corp                                                            | FS KKR Capital Corp.                                                           | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | RF                | US        |    315782 | NS      | $3552547.50   | 1.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Roman Dbdr Acquisition Corp Ii                                                 | Roman DBDR Acquisition Corp. II                                                | CUSIP: G7633M112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19566 | NC      | $4304.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Capital Corp                                                              | Ares Capital Corp.                                                             | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Short            | EC               | RF                | US        |    -23745 | NS      | $-454954.20   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                                               | Exxon Mobil Corp.                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |      -141 | NS      | $-21760.53    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Biocon Biologics Global                                                        | Biocon Biologics Global PLC                                                    | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Short            | DBT              | CORP              | GB        |   -488000 | PA      | $-491337.68   | -0.19%            | 2029-10-09      | Fixed         | 6.67%                 | Yes           | 2                  | On Loan: No      |
| Zillow Group Inc                                                               | Zillow Group, Inc.                                                             | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |     -3395 | NS      | $-150738.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| MI7 Founders, LLC                                                              | MI7 Founders, LLC (MBAV) Class A PIPE                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    236458 | NS      | $1983882.62   | 0.77%             |  |  |  | No            | 3                  | On Loan: No      |
| Vanguard Real Estate Etf                                                       | Vanguard Real Estate ETF                                                       | CUSIP: 922908553<br>LEI: 549300OM0CLBHZ9MZW59 | Short            | EC               | RF                | US        |   -149435 | NS      | $-14395073.55 | -5.55%            |  |  |  | No            | 1                  | On Loan: No      |
| PK Fund 2023, LLC                                                              | PK Fund 2023, LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       790 | NS      | $789537.80    | 0.30%             |  |  |  | No            | 3                  | On Loan: No      |
| Tradeweb Markets Inc                                                           | Tradeweb Markets, Inc.                                                         | CUSIP: 892672106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -387 | NS      | $-43827.75    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Newhold Investment Corp Iv                                                     | NewHold Investment Corp. IV                                                    | CUSIP: G6486G123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7830 | NS      | $78378.30     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrivent Biopharma Inc                                                         | ArriVent Biopharma, Inc.                                                       | CUSIP: 04272N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1385 | NS      | $-43059.65    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Stellantis NV                                                                  | Stellantis NV                                                                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Short            | EC               | CORP              | NL        |   -112906 | NS      | $-822770.47   | -0.32%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Atym Ln Trs:byztvm8                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CY        |         1 | NC      | $-35376.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sony Group Corp                                                                | Sony Group Corp.                                                               | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Short            | EC               | CORP              | JP        |     -2000 | NS      | $-39768.77    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Materials Select Sector Spdr Etf                                  | State Street Materials Select Sector SPDR ETF                                  | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Short            | EC               | RF                | US        |     -1714 | NS      | $-88219.58    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | S&P 500 Mini Future                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -1 | NC      | $-362187.50   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv At/ Ln Trs:blh4250                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-3711.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic Digital Acquisition Co                                                | Republic Digital Acquisition Co.                                               | CUSIP: G7515A103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36928 | NS      | $378512.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Digitalocean Holdings Inc                                                      | DigitalOcean Holdings, Inc.                                                    | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |      -348 | NS      | $-33557.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MAV ESCROW                                                                     | MAV ESCROW                                                                     | CUSIP: 723ESC026<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39278 | NS      | $11924.80     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Arista Networks Inc                                                            | Arista Networks, Inc.                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               | CORP              | US        |      -406 | NS      | $-70120.26    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                                             | Vertiv Holdings Co.                                                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |      -152 | NS      | $-49930.48    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Tempus Ai Inc                                                                  | Tempus AI, Inc.                                                                | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |      -155 | NS      | $-8599.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Blue Holdings Sponsor                                                          | Blue Holdings Sponsor Class A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    137148 | NS      | $416929.92    | 0.16%             |  |  |  | No            | 3                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZS0897653<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   6148000 | PA      | $114725.98    | 0.04%             | 2049-12-31      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Securities, LLC                                                    | Microsoft CDS USD 06/31                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $89990.13     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesla Inc                                                                      | Tesla, Inc.                                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |      -161 | NS      | $-61442.43    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QJN5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3074.18      | 0.00%             | 2036-02-29      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Trst Ln Trs:bnk9tp5                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-74712.32    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Affirm Holdings Inc                                                            | Affirm Holdings, Inc.                                                          | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -144 | NS      | $-9256.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Acquisition Corp V                                                    | Live Oak Acquisition Corp. V                                                   | CUSIP: G5509P110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10426 | NC      | $15117.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Energy Select Sector Spdr Etf                                     | State Street Energy Select Sector SPDR ETF                                     | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Short            | EC               | RF                | US        |     -8116 | NS      | $-484119.40   | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Astera Labs Inc                                                                | Astera Labs, Inc.                                                              | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Short            | EC               | CORP              | US        |      -280 | NS      | $-54527.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp                                                 | Mountain Lake Acquisition Corp.                                                | CUSIP: G6301B127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9699 | NC      | $2409.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Parent Inc                                                                | Star Parent, Inc.                                                              | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Short            | DBT              | CORP              | US        |  -2015000 | PA      | $-2111192.67  | -0.81%            | 2030-10-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ror Ln Trs:bvfnzh2                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-48768.29    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Cnh Industrial Nv                                                              | CNH Industrial NV                                                              | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Short            | EC               | CORP              | NL        |    -73960 | NS      | $-792111.60   | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| Abony Acquisition Corp I                                                       | Abony Acquisition Corp. I                                                      | CUSIP: G00582125<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6306 | NS      | $62902.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Acquisition Corp I                                                   | Perimeter Acquisition Corp. I                                                  | CUSIP: G7010A129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     47131 | NS      | $485449.30    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2041025.00   | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| International Business Machines Corp                                           | International Business Machines Corp.                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Short            | EC               | CORP              | US        |       -86 | NS      | $-19864.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Qq/ Ln Trs:b0wmwd0                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-56674.02    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Tbcg Ln Trs:byt1830                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-34780.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Edenred SE TRS                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $2736099.90   | 1.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Gores Holdings X Inc                                                           | Gores Holdings X, Inc.                                                         | CUSIP: G4002F125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3460 | NC      | $2083.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $352689.00    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Celestica Inc                                                                  | Celestica, Inc.                                                                | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Short            | EC               | CORP              | CA        |      -194 | NS      | $-79648.04    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 KLINGER                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    568868 | NS      | $617625.13    | 0.24%             |  |  |  | No            | N/A                | On Loan: No      |
| Bath & Body Works Inc                                                          | Bath & Body Works, Inc.                                                        | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1111051.39   | 0.43%             | 2037-07-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Ciena Corp                                                                     | Ciena Corp.                                                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |      -140 | NS      | $-73861.20    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Rr/ Ln Trs:b63h849                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-34805.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ALTICE FRANCE LUXCO                                                            | ALTICE FRANCE LUXCO 3 SHARES                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3331 | NS      | $53296.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 06/18/26 P2630                                   | CUSIP: 5ZL99VXG8<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       105 | NC      | $383775.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $408205.00    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Revolution Medicines Inc                                                       | Revolution Medicines, Inc.                                                     | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Short            | EC               | CORP              | US        |      -483 | NS      | $-69609.96    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc                                                          | Veeco Instruments, Inc.                                                        | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |      -420 | NS      | $-20937.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Range Capital Acquisition Corp Ii                                              | Range Capital Acquisition Corp. II                                             | CUSIP: G7375J103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15933 | NS      | $160285.98    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTERNATIVE CAPITAL INVESTMENTS FUND III                                       | Alternative Capital Investments Fund III LP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       243 | NS      | $357217.68    | 0.14%             |  |  |  | No            | N/A                | On Loan: No      |
| Ishares Core Msci International Developed Markets Etf                          | iShares Core MSCI International Developed Markets ETF                          | CUSIP: 46435G326<br>LEI: 549300LRJOM3FVVFKB50 | Short            | EC               | RF                | US        |     -1299 | NS      | $-114753.66   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Sspg Ln Trs:bgbn7c0                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-28597.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                                                 | Hall Chadwock Acquisition Corp SPAC Sponsor B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10764 | NS      | $25510.68     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Dfs Ln Trs:btc0lb8                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-29671.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Generac Holdings Inc                                                           | Generac Holdings, Inc.                                                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Short            | EC               | CORP              | US        |      -402 | NS      | $-104210.46   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Insight Digital Partners Ii                                                    | Insight Digital Partners II                                                    | CUSIP: G4814G113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5414 | NC      | $1570.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dave & Buster's Inc                                                            | Dave & Buster's, Inc.                                                          | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    669898 | PA      | $582392.23    | 0.22%             | 2031-10-31      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Oxley Bridge Holdings LLC                                                      | Oxley Bridge Holdings LLC Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    128263 | NS      | $112871.44    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Evpl Ln Trs:byvx2x2                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-44632.23    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Xylem Inc/ny                                                                   | Xylem, Inc.                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |      -616 | NS      | $-72786.56    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Syncona Ltd                                                                    | Syncona, Ltd.                                                                  | CUSIP: G8651Q100<br>LEI: 213800X8MBI5VQITLW60 | Long             | EC               | CORP              | GB        |   1507674 | NS      | $1805376.48   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Su Fp Trs:4834108                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | LU        |         1 | NC      | $-131141.26   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Coeur Mining Inc                                                               | Coeur Mining, Inc.                                                             | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Short            | EC               | CORP              | US        |    -14470 | NS      | $-260025.90   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Microsoft CDS USD 12/30                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $55286.53     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Range Capital Acquisition Corp Ii                                              | Range Capital Acquisition Corp II Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     71311 | NS      | $81294.54     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HLZ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10398919 | PA      | $392330.42    | 0.15%             | 2055-07-25      | Floating      | 1.41%                 | No            | 2                  | On Loan: No      |
| Wen Acquisition Corp                                                           | Wen Acquisition Corp.                                                          | CUSIP: G9R39C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61927 | NC      | $20442.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sps Commerce Inc                                                               | SPS Commerce, Inc.                                                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Short            | EC               | CORP              | US        |       -66 | NS      | $-3703.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Xps Ln Trs:bddn1t2                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-57261.33    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Cea Industries Inc                                                             | CEA Industries, Inc.                                                           | CUSIP: 86887P127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23342 | NC      | $9103.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: JPY 06/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-840786.00   | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZP5378630<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   4600000 | PA      | $81862.52     | 0.03%             | 2049-12-31      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Bain Capital Gss Investment Corp                                               | Bain Capital GSS Investment Corp.                                              | CUSIP: G0R78B114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5414 | NC      | $2815.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | VEF AB TRS                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |         1 | NC      | $27285.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| First Advantage Corp                                                           | First Advantage Corp.                                                          | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Short            | EC               | CORP              | US        |      -395 | NS      | $-5040.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Legato Merger Corp Iv                                                          | Legato Merger Corp. IV                                                         | CUSIP: G7318R113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1013 | NC      | $365.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Tcap Ln Trs:bmdzn39                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-42441.69    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Grayscale Ethereum Classic Trust                                               | Grayscale Ethereum Classic Trust                                               | CUSIP: 38963Q107<br>LEI: 54930092HET8DVEQYD83 | Long             | EC               | RF                | US        |   1701996 | NS      | $7590902.16   | 2.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Hcm Iv Acquisition Corp                                                        | HCM IV Acquisition Corp.                                                       | CUSIP: G4365S110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4414 | NC      | $2626.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Nibeb Ss Trs:bn7bzm3                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |         1 | NC      | $-36496.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1496751.00  | -0.58%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | MARKIT CDX HY S46 5Y 06/31 ICE                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1248635.54  | -0.48%            |  |  |  | No            | 2                  | On Loan: No      |
| Polestar Automotive Holding Uk Plc                                             | Polestar Automotive Holding UK PLC                                             | CUSIP: 731105409<br>LEI: 894500HDA1DJKHYN4D83 | Long             | EC               | CORP              | GB        |     10417 | NS      | $192610.33    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NEMO ENTERPRISES INC                                                           | NEMO ENTERPRISES INC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        64 | NC      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Safe Ln Trs:b1n7z09                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-54142.96    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                  | CSC Holdings, LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-108261.57   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Nsisb Dc Trs:b798fw0                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DK        |         1 | NC      | $-30205.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Crane Harbor Acquisition Corp Ii                                               | Crane Harbor Sponsor II, CL A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     40514 | NS      | $89535.94     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Crn Ln Trs:bwy4zf1                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-8312.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cea Industries Inc                                                             | CEA Industries, Inc.                                                           | CUSIP: 86887P309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125481 | NS      | $390245.91    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| American Drive Acquisition                                                     | American Drive Acquisition                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     62120 | NS      | $83240.80     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Dplm Ln Trs:0182663                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-107656.93   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Trump Media & Technology Group Corp                                            | Trump Media & Technology Group Corp.                                           | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Long             | EC               | CORP              | US        |     37912 | NS      | $346894.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Real Asset Acquisition Corp                                                    | Real Asset Acquisition Corp.                                                   | CUSIP: G73944103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15088 | NS      | $164459.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Gnc Ln Trs:0386410                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-65651.76    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                     | Vertex Pharmaceuticals, Inc.                                                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Short            | EC               | CORP              | US        |      -365 | NS      | $-155993.70   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Avax One Technology Ltd                                                        | Avax One Technology, Ltd.                                                      | CUSIP: 05353F108<br>LEI: 529900AYPDSKXK102L59 | Long             | EC               | CORP              | CA        |    304262 | NS      | $141603.53    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Air Fp Trs:4012250                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-130538.10   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Vishay Precision Group Inc                                                     | Vishay Precision Group, Inc.                                                   | CUSIP: 92835K103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -403 | NS      | $-24349.26    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyperliquid Strategies Inc                                                     | Hyperliquid Strategies, Inc.                                                   | CUSIP: 44916Y106<br>LEI: 98450073FF7E1B63N260 | Long             | EC               | CORP              | US        |     34395 | NS      | $207055.49    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | OXB TRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-24224.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Nakamoto Inc                                                                   | Nakamoto, Inc.                                                                 | CUSIP: 49457M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    487068 | NS      | $85772.67     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ai Fp Trs:b1yxbj7                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-119469.13   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Analog Devices Inc                                                             | Analog Devices, Inc.                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |      -100 | NS      | $-40226.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Trex Co Inc                                                                    | Trex Co., Inc.                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -811 | NS      | $-31791.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                  | Microsoft CDS USD 12/30                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $59926.51     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities, LLC                                                    | Meta Platforms, Inc. CDS USD 06/31                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $28247.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange                                                      | Oracle Corp. CDS USD 12/30 JPM                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-39863.86    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Moon Ln Trs:bmt9k01                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-69054.06    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Krakacquisition Corp                                                           | KRAKacquisition Corp.                                                          | CUSIP: G5315G106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9653 | NS      | $95564.70     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rf Acquisition Corp Iii                                                        | RF Acquisition Corp. III                                                       | CUSIP: G7537X123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2397 | NC      | $256.24       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                  | Ultragenyx Pharmaceutical, Inc.                                                | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Short            | EC               | CORP              | US        |     -1393 | NS      | $-34393.17    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                                                 | Hall Chadwock Acquisition Corp SPAC Sponsor A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     86111 | NS      | $185138.65    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Paloma Acquisition Corp I                                                      | Paloma Acquisition Corp. I                                                     | CUSIP: G6881J102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3153 | NS      | $31151.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fact Ii Acquisition Corp                                                       | Fact II Acquisition Corp.                                                      | CUSIP: G32901129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22895 | NC      | $16255.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Averin Capital Acquisition Corp                                                | Averin Capital Acquisition Corp.                                               | CUSIP: G0679A118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1051 | NC      | $551.78       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gmo Internet Group Inc                                                         | GMO internet group, Inc.                                                       | CUSIP: N/A<br>LEI: 529900BFZEY3BESHBW90       | Short            | EC               | CORP              | JP        |      -431 | NS      | $-8479.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                                                          | Lumentum Holdings, Inc.                                                        | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |      -195 | NS      | $-175952.40   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines Group Inc                                                    | American Airlines Group, Inc.                                                  | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     12458 | NS      | $145883.18    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc                                                       | Winnebago Industries, Inc.                                                     | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3658 | NS      | $119287.38    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Plum Acquisition Corp Iv                                                       | Plum Acquisition Corp. IV                                                      | CUSIP: G7134A120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4175 | NC      | $1712.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies Inc                                                          | Uber Technologies, Inc.                                                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      5025 | NS      | $374915.25    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Airsculpt Technologies Inc                                                     | AirSculpt Technologies, Inc.                                                   | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32469 | NS      | $87016.92     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                                                  | Snowflake, Inc.                                                                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |      -505 | NS      | $-68917.35    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Icahn Enterprises/fin                                                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                         | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Short            | DBT              | CORP              | US        |   -355000 | PA      | $-311434.19   | -0.12%            | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Republic Digital Acquisition Co                                                | Republic Digital Acquisition Co.                                               | CUSIP: G7515A129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63953 | NC      | $28775.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                       | Westinghouse Air Brake Technologies Corp.                                      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Short            | EC               | CORP              | US        |      -255 | NS      | $-68821.95    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Axiom Intelligence Holdings 1 LLC                                              | Axiom Intelligence Holdings 1 LLC Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    109718 | NS      | $193103.68    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Australian United Investment Co Ltd/fund                                       | Australian United Investment Co., Ltd.                                         | CUSIP: Q11176114<br>LEI: 254900GUHAKLG0ECG757 | Long             | EC               | CORP              | AU        |     75568 | NS      | $594102.11    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Art Technology Acquisition Corp                                                | Art Technology Sponsor, LLC CLASS A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     79848 | NS      | $83840.40     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Gogo Intermediate Holdin                                                       | Gogo Intermediate Holdings LLC                                                 | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |    986365 | PA      | $886653.36    | 0.34%             | 2028-04-28      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| Cbre Group Inc                                                                 | CBRE Group, Inc.                                                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1596 | NS      | $227797.08    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                                      | Amgen, Inc.                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Short            | EC               | CORP              | US        |       -65 | NS      | $-22506.25    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Mer Ln Trs:0563042                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-33088.22    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Quicklogic Corp                                                                | QuickLogic Corp.                                                               | CUSIP: 74837P405<br>LEI: 529900V52LUN2EHHCH56 | Short            | EC               | CORP              | US        |     -1549 | NS      | $-24737.53    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Robinhood Markets Inc                                                          | Robinhood Markets, Inc.                                                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |      -320 | NS      | $-23324.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cpi Property Group Sa                                                          | CPI Property Group SA                                                          | CUSIP: BT3966533<br>LEI: 222100CO2ZOTEPGJO223 | Short            | DBT              | CORP              | LU        |  -1257000 | PA      | $-1276618.16  | -0.49%            | 2030-01-14      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                                          | Tenet Healthcare Corp.                                                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Short            | EC               | CORP              | US        |       -76 | NS      | $-13461.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Mongodb Inc                                                                    | MongoDB, Inc.                                                                  | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |       -92 | NS      | $-23076.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp Xii                                                     | Churchill Capital Corp. XII                                                    | CUSIP: G2131M128<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6696 | NS      | $67696.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Group Diversifie                                                       | Compass Group Diversified Holdings LLC                                         | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    767831 | PA      | $727456.07    | 0.28%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Willow Lane Acquisition Corp Ii                                                | Willow Lane Acquisition Corp. II                                               | CUSIP: G9675K103<br>LEI: 254900YWN0P6HYIZTW16 | Long             | EC               | CORP              | KY        |     12610 | NS      | $126478.30    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| M3 Brigade Sponsor VI                                                          | M3 Brigade Sponsor VI Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    114295 | NS      | $40003.25     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| New Providence Acquisition Corp Iii                                            | New Providence Acquisition Corp. III                                           | CUSIP: G6476A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6181 | NC      | $1854.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                             | Meta Platforms, Inc.                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |      -360 | NS      | $-220287.60   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Megp Ln Trs:0848125                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-38148.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAV3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2516.82      | 0.00%             | 2036-11-29      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Irenic Acquisition Corp                                                        | Irenic Acquisition Corp.                                                       | CUSIP: G4939F115<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5580 | NS      | $55800.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Solana Co                                                                      | Solana Co.                                                                     | CUSIP: 42328V876<br>LEI: 549300BWJLIT2S349463 | Long             | EC               | CORP              | US        |     22558 | NS      | $46018.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Krystal Biotech Inc                                                            | Krystal Biotech, Inc.                                                          | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |      -154 | NS      | $-40388.04    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Ftse Developed Markets Etf                                            | Vanguard FTSE Developed Markets ETF                                            | CUSIP: 921943858<br>LEI: 549300PTTIGTMUA02X28 | Short            | EC               | RF                | US        |    -32573 | NS      | $-2241022.40  | -0.86%            |  |  |  | No            | 1                  | On Loan: No      |
| Jpmorgan Chase & Co                                                            | JPMorgan Chase & Co.                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | EC               | CORP              | US        |      -180 | NS      | $-56381.40    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| HCM Investor Holdings III                                                      | HCM Investor Holdings III,CL B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    137934 | NS      | $59311.62     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Gns Ln Trs:0207458                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-79101.91    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Insmed Inc                                                                     | Insmed, Inc.                                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |       -60 | NS      | $-8179.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GDS Holdings Ltd                                                               | GDS Holdings, Ltd.                                                             | CUSIP: 36165L108<br>LEI: 391200MGV8DDCHTN2R77 | Long             | EC               | CORP              | KY        |      7441 | NS      | $314605.48    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Armada Sponsor III Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10182 | NS      | $9774.72      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Optimum Communications Inc                                                     | Optimum Communications, Inc.                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    140736 | NS      | $222362.88    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Valmont Industries Inc                                                         | Valmont Industries, Inc.                                                       | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Short            | EC               | CORP              | US        |       -73 | NS      | $-37086.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Abn Amro Euro Sustainable Money Market                                         | ABN Amro Euro Sustainable Money Market                                         | CUSIP: N/A<br>LEI: 969500ZZMMN1N7HTVV44       | Long             | EC               | CORP              | US        |        64 | NS      | $64449.63     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Blackrock Enhanced Global Dividend Trust                                       | BlackRock Enhanced Global Dividend Trust                                       | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             | EC               | RF                | US        |         2 | NS      | $23.66        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elastic Nv                                                                     | Elastic NV                                                                     | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Short            | EC               | CORP              | NL        |      -206 | NS      | $-9564.58     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Teck Resources Ltd                                                             | Teck Resources, Ltd.                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Short            | EC               | CORP              | CA        |      -746 | NS      | $-43588.78    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Presidio Production Co                                                         | Presidio Production Co.                                                        | CUSIP: 74102N119<br>LEI: 529900C0EQYW26HVBF07 | N/A              | DE               | CORP              | US        |     21273 | NC      | $19996.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Illumination Acquisition 1 Sponsor LLC, CLASS B                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7637 | NS      | $76370.00     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Bhp Group Ltd                                                                  | BHP Group, Ltd.                                                                | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Short            | EC               | CORP              | AU        |     -1524 | NS      | $-58941.59    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                                          | Micron Technology, Inc.                                                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |      -333 | NS      | $-172214.28   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Keyence Corp                                                                   | Keyence Corp.                                                                  | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Short            | EC               | CORP              | JP        |      -200 | NS      | $-91086.20    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 VGASA                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1562339 | NS      | $1562339.00   | 0.60%             |  |  |  | No            | N/A                | On Loan: No      |
| Procap Financial Inc                                                           | Procap Financial, Inc.                                                         | CUSIP: 74277P113<br>LEI: 529900QQ65IVMAFGA795 | N/A              | DE               | CORP              | US        |      1473 | NC      | $459.13       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Basc Ln Trs:0346340                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $940064.50    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Auto Ho/aag Fh Uk                                                       | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                     | CUSIP: 00033GAB1<br>LEI: 984500ADEF1BB0584352 | Short            | DBT              | CORP              | GB        |   -413000 | PA      | $-375522.15   | -0.14%            | 2032-01-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Carrier Global Corp                                                            | Carrier Global Corp.                                                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |     -1067 | NS      | $-71670.39    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Spx Ln Trs:bwfgqn1                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-75787.34    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Deere & Co                                                                     | Deere & Co.                                                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |       -48 | NS      | $-28313.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                                                    | Workday, Inc.                                                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     11293 | NS      | $1382263.20   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                                                             | Capri Holdings, Ltd.                                                           | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     11752 | NS      | $229281.52    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | LABL Inc                                                                       | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181750 | PA      | $182355.82    | 0.07%             | 2026-11-03      | Floating      | 10.43%                | No            | 2                  | On Loan: No      |
| Staples Inc                                                                    | Staples, Inc.                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1311597.83   | 0.51%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| James Hardie Industries Plc                                                    | James Hardie Industries PLC                                                    | CUSIP: G4253H101<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      6928 | NS      | $145418.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hcm Iii Acquisition Corp                                                       | HCM III Acquisition Corp.                                                      | CUSIP: G4365E103<br>LEI: 529900X6CMNA2LN6C461 | Short            | EC               | CORP              | KY        |     -1421 | NS      | $-14416.05    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hcm Iii Acquisition Corp                                                       | HCM III Acquisition Corp.                                                      | CUSIP: G4365E111<br>LEI: 529900X6CMNA2LN6C461 | N/A              | DE               | CORP              | US        |      9476 | NC      | $4600.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mfs High Income Municipal Trust                                                | MFS High Income Municipal Trust                                                | CUSIP: 59318D104<br>LEI: 0G9TCUWY2FBUXSJY2691 | Long             | EC               | RF                | US        |     12825 | NS      | $47452.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAF GLOBAL SPONSOR                                                            | GRAF Global Sponsor LCC Class B Warrants                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KY        |     19276 | NC      | $6746.60      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Fabrinet                                                                       | Fabrinet                                                                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               | CORP              | KY        |      -295 | NS      | $-201623.65   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hm1 Au Trs:bg1vy23                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |         1 | NC      | $2102246.96   | 0.81%             |  |  |  | No            | 2                  | On Loan: No      |
| STONERIDGE OPPORTUNITIES FUND LLP                                              | Stone Ridge Opportunities Fund LLP                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24000 | NS      | $40872000.00  | 15.77%            |  |  |  | No            | N/A                | On Loan: No      |
| Rice Acquisition Corp 3                                                        | Rice Acquisition Corp. 3                                                       | CUSIP: G7553X114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22567 | NC      | $18053.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pimco California Municipal Income Fund                                         | PIMCO California Municipal Income Fund                                         | CUSIP: 72200N106<br>LEI: M4DHYCROG6SFNO22X437 | Long             | EC               | RF                | US        |      1232 | NS      | $10829.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Inc                                                                    | Hubbell, Inc.                                                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |      -108 | NS      | $-54882.36    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Boy Ln Trs:b3flwh9                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-81204.03    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Celldex Therapeutics Inc                                                       | Celldex Therapeutics, Inc.                                                     | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Short            | EC               | CORP              | US        |      -369 | NS      | $-12132.72    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Lre Ln Trs:b0pyhc7                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-44224.14    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Apex Treasury Corp                                                             | Apex Treasury Corp.                                                            | CUSIP: G04104124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8258 | NC      | $1899.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Acquisition Corp                                                         | Titan Acquisition Sponsor Holdco, LLC Class B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     90383 | NS      | $22595.75     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Illumination Acquisition Corp I                                                | Illumination Acquisition Corp. I                                               | CUSIP: G470AU118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1681 | NC      | $596.76       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Ag                                                               | UBS AG/London                                                                  | CUSIP: 22546VH58<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      8000 | PA      | $6451.61      | 0.00%             | 2030-07-31      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| Vaxcyte Inc                                                                    | Vaxcyte, Inc.                                                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |      -804 | NS      | $-46020.96    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Hbm Healthcare Investments Ag                                                  | HBM Healthcare Investments AG                                                  | CUSIP: H3553X112<br>LEI: 549300IFDFSDRT4D3076 | Long             | EC               | CORP              | CH        |       141 | NS      | $42407.37     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd                                                                       | Flex, Ltd.                                                                     | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Short            | EC               | CORP              | SG        |      -309 | NS      | $-28288.95    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Leapfrog Acquisition Corp                                                      | LeapFrog Partners LLC, CLASS B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11882 | NS      | $12713.74     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Vertical Aerospace Ltd                                                         | Vertical Aerospace, Ltd.                                                       | CUSIP: G9471C206<br>LEI: 9845002F3CF4E56DA491 | Long             | EC               | CORP              | KY        |    880604 | NS      | $2060613.36   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Microsoft CDS USD 12/30                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $97885.20     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nlight Inc                                                                     | nLight, Inc.                                                                   | CUSIP: 65487K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -448 | NS      | $-31292.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Gp-act Iii Acquisition Corp                                                    | GP-Act III Acquisition Corp.                                                   | CUSIP: G4035N129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23593 | NC      | $3772.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc                                                 | Advanced Energy Industries, Inc.                                               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |       -67 | NS      | $-25721.97    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Pin Ln Trs:bp37wf1                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $16641939.61  | 6.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Clarivate Plc                                                                  | Clarivate PLC                                                                  | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Short            | EC               | CORP              | JE        |    -19865 | NS      | $-57012.55    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Advantest Corp                                                                 | Advantest Corp.                                                                | CUSIP: 687049007<br>LEI: 353800EMK32PDKS9XR54 | Short            | EC               | CORP              | JP        |      -300 | NS      | $-54153.49    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Prysmian SpA TRS                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-107070.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Abony Sponsor I LLC Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7637 | NS      | $76370.00     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Upstream Bio Inc                                                               | Upstream Bio, Inc.                                                             | CUSIP: 91678A107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2276 | NS      | $-20893.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2313161.00   | 0.89%             |  |  |  | No            | 2                  | On Loan: No      |
| Willow Lane Acquisition Corp                                                   | Willow Lane Acquisition Corp.                                                  | CUSIP: G9675P110<br>LEI: 254900Z85UYRON5ZBZ90 | N/A              | DE               | CORP              | US        |      1738 | NC      | $12600.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Uem Ln Trs:bd45s96                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $465414.70    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Leonardo Drs Inc                                                               | Leonardo DRS, Inc.                                                             | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Short            | EC               | CORP              | US        |      -502 | NS      | $-20396.26    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | S&P 500 INDEX-SPX US 06/18/26 P6995                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        43 | NC      | $402265.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Vef Ab                                                                         | VEF AB                                                                         | CUSIP: N/A<br>LEI: 549300GLLHHE80RQ2Y24       | Long             | EC               | CORP              | SE        |     53287 | NS      | $10988.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                       | International Business Machines CDS USD 06/31                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $105650.41    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities, LLC                                                    | Amazon.com, Inc. CDS USD 12/30                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $83569.58     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Zymeworks Inc                                                                  | Zymeworks, Inc.                                                                | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Short            | EC               | CORP              | US        |      -886 | NS      | $-24400.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Blackrock Throgmorton Trust PLC TRS                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $728463.63    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Soulpower Acquisition Corp                                                     | Soulpower Acquisition Sponsor LLC Class B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15057 | NS      | $30264.57     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hfg Ln Trs:b1v9nw5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-19638.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Pengana International Equities Ltd                                             | Pengana International Equities, Ltd.                                           | CUSIP: Q7377W101<br>LEI: 549300CHRVZUD361YS09 | Long             | EC               | CORP              | AU        |   1064780 | NS      | $935234.67    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hvpe Ln Trs:br30mj8                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $24069739.01  | 9.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Royalty Pharma Plc                                                             | Royalty Pharma PLC                                                             | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Short            | EC               | CORP              | GB        |     -3080 | NS      | $-154277.20   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Poln Ln Trs:bmhg0h1                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $-35805.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Leapfrog Acquisition Corp                                                      | Leapfrog Acquisition Corp.                                                     | CUSIP: G5414D103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | KY        |      2374 | NS      | $23716.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-680342.00   | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                                                 | Amazon.com, Inc.                                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | EC               | CORP              | US        |     -1503 | NS      | $-398385.18   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Gpe Ln Trs:bf5h9p8                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-59997.99    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                               | S&P 500 INDEX-SPX US 07/17/26 P6910                                            | CUSIP: 680993SK9<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         7 | NC      | $71470.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| 1rt Acquisition Corp                                                           | 1RT Acquisition Corp.                                                          | CUSIP: G6757R105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15560 | NS      | $158712.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture Plc                                                                  | Accenture PLC                                                                  | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Short            | EC               | CORP              | IE        |       -66 | NS      | $-11794.86    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                      | Apple, Inc.                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |      -320 | NS      | $-86832.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Aldabra 4 LOV                                                                  | Aldabra 4 LOV Sponsor Partnership Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     76516 | NS      | $75750.84     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $11900469.00  | 4.59%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Crw Ln Trs:b2425g6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-49003.42    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Blue Water Acquisition Corp Iv                                                 | Blue Water Acquisition Corp. IV                                                | CUSIP: G1368A120<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2430 | NS      | $24567.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharps Technology Inc                                                          | Sharps Technology, Inc.                                                        | CUSIP: 82003F309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -16422 | NS      | $-29313.27    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Highpeak Energy Inc                                                            | HighPeak Energy, Inc.                                                          | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Short            | EC               | CORP              | US        |    -23478 | NS      | $-159180.84   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Ccc Intelligent Solutions Holdings Inc                                         | CCC Intelligent Solutions Holdings, Inc.                                       | CUSIP: 12510Q100<br>LEI: 549300WDHIIODXFO0R55 | Short            | EC               | CORP              | US        |     -3831 | NS      | $-20074.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Vinesight Technology SAFE                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       204 | NS      | $203640.00    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Qdro Acquisition Corp                                                          | QDRO Acquisition Corp.                                                         | CUSIP: G7310E128<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9719 | NS      | $96606.86     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Orezone Gold Corp                                                              | Orezone Gold Corp.                                                             | CUSIP: 68616T109<br>LEI: 529900ZRY6WGGRC9Z698 | Short            | EC               | CORP              | CA        |    -34512 | NS      | $-51576.81    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1360683.00  | -0.53%            |  |  |  | No            | 2                  | On Loan: No      |
| Vicor Corp                                                                     | Vicor Corp.                                                                    | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Short            | EC               | CORP              | US        |      -469 | NS      | $-126287.63   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                      | Ionis Pharmaceuticals, Inc.                                                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |      -575 | NS      | $-42987.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Doordash Inc                                                                   | DoorDash, Inc.                                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |       -58 | NS      | $-9781.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Procap Financial Inc                                                           | Procap Financial, Inc.                                                         | CUSIP: 74277P105<br>LEI: 529900QQ65IVMAFGA795 | Long             | EC               | CORP              | US        |     22711 | NS      | $43378.01     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                                                     | Watsco, Inc.                                                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |        -4 | NS      | $-1751.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-11756295.00 | -4.54%            |  |  |  | No            | 2                  | On Loan: No      |
| Invesco S&p 500 Equal Weight Etf                                               | Invesco S&P 500 Equal Weight ETF                                               | CUSIP: 46137V357<br>LEI: 549300F8VBQFIX481R47 | Short            | EC               | RF                | US        |     -4136 | NS      | $-841427.84   | -0.32%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Sabre Insurance Group PLC TRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-13436.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Muzero Acquisition Corp                                                        | Muzero Acquisition Corp.                                                       | CUSIP: G8775A114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       998 | NC      | $399.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hennessy Capital Investment Corp Viii                                          | Hennessy Capital Investment Corp. VIII                                         | CUSIP: G44055120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3459 | NC      | $570.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Rws Ln Trs:bvfczv3                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-28830.90    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Doximity Inc                                                                   | Doximity, Inc.                                                                 | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -468 | NS      | $-11437.92    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Trig Ln Trs:bbhx2h9                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $203244.87    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $15239650.00  | 5.88%             |  |  |  | No            | 2                  | On Loan: No      |
| Descartes Systems Group Inc/the                                                | Descartes Systems Group, Inc.                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      1163 | NS      | $83914.77     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bez Ln Trs:byq0jc6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-36427.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Trailblazer Acquisition Corp                                                   | Trailblazer Acquisition Corp.                                                  | CUSIP: G9009S103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16005 | NS      | $161490.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Icp Ln Trs:byt1dj1                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-48654.22    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| XTEND                                                                          | XTEND Preferred B-2 Shares                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IL        |    579633 | NS      | $2940213.90   | 1.13%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bowl Ln Trs:bd0nvk6                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-53556.90    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| FIGX Acquisition Partners LLC                                                  | FIGX Acquisition Partners LLC Class A                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     86860 | NS      | $88597.20     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Barclays                                                                       | MARKIT CDX HY S45 5Y 12/30 ICE                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3829936.70  | -1.48%            |  |  |  | No            | 2                  | On Loan: No      |
| Regal Partners Global Investments Ltd                                          | Regal Partners Global Investments, Ltd.                                        | CUSIP: Q9395Z108<br>LEI: 549300JHME36HG5U2Y72 | Long             | EC               | CORP              | AU        |    524625 | NS      | $861161.71    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth Bank Of Australia                                                 | Commonwealth Bank of Australia                                                 | CUSIP: 621503002<br>LEI: MSFSBD3QN1GSN7Q6C537 | Short            | EC               | CORP              | AU        |      -537 | NS      | $-67139.01    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeromexico Sab De Cv                                                     | Grupo Aeromexico SAB de CV                                                     | CUSIP: 40054J109<br>LEI: 529900BECKHBL62WD126 | Long             | EC               | CORP              | MX        |      7426 | NS      | $112800.94    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings Plc                                                | Seagate Technology Holdings PLC                                                | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |       -76 | NS      | $-51196.64    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | HCM Investor Holdings Class A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     32703 | NS      | $98.11        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ICE Futures Europe Financials                                                  | FTSE 250 Index FU Jun26                                                        | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | N/A              | DE               | CORP              | GB        |       -28 | NC      | $-1710922.72  | -0.66%            |  |  |  | No            | 1                  | On Loan: No      |
| M3-brigade Acquisition V Corp                                                  | M3-Brigade Acquisition V Corp.                                                 | CUSIP: G63212107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    189227 | NS      | $2037974.79   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Wingarc1st Inc                                                                 | WingArc1st, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | JP        |      -396 | NS      | $-6735.96     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                             | Meta Platforms, Inc.                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       705 | NS      | $431396.55    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Kensington Capital Acquisition Corp Vi                                         | Kensington Capital Acquisition Corp. VI                                        | CUSIP: G5235S123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3638 | NS      | $37143.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellsworth Growth And Income Fund Ltd                                           | Ellsworth Growth and Income Fund, Ltd.                                         | CUSIP: 289074106<br>LEI: 549300GYFOXHCDQTI772 | Long             | EC               | RF                | US        |      5024 | NS      | $63101.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenghe Investment III LLC                                                     | Chenghe Investment III LLC Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    133435 | NS      | $117422.80    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Fsg Ln Trs:bmd8mj7                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $-22698.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Emg Ln Trs:bj1dlw9                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-56916.89    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAY7<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5906.46      | 0.00%             | 2036-12-30      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Dscv Ln Trs:0005588                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-123883.55   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bby Ln Trs:0096162                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-95947.09    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                               | iShares Bitcoin Trust ETF                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        43 | NC      | $14233.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Iren Ltd                                                                       | IREN, Ltd.                                                                     | CUSIP: Q4982L109<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |      5507 | NS      | $250623.57    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmonic Inc                                                                   | Harmonic, Inc.                                                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Short            | EC               | CORP              | US        |     -1230 | NS      | $-14058.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MI7 Founders, LLC                                                              | MI7 Founders, LLC (MBAV) Convertible Note 1% 7/30                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2364575 | PA      | $2303805.42   | 0.89%             | 2030-07-01      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                            | Abony Sponsor I LLC Class A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     61093 | NS      | $183.28       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Oneim Acquisition Corp                                                         | OneIM Acquisition Corp.                                                        | CUSIP: G6S74K106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         1 | NS      | $10.04        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardant Health Inc                                                            | Guardant Health, Inc.                                                          | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -69 | NS      | $-6008.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Star Holdings                                                                  | Star Holdings                                                                  | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |    130599 | NS      | $1119233.43   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HN3H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12327082 | PA      | $589984.02    | 0.23%             | 2055-09-25      | Floating      | 1.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Alfa Ln Trs:bdhxpg3                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-54795.96    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Cantor Equity Partners Iii Inc                                                 | Cantor Equity Partners III, Inc.                                               | CUSIP: G1828A108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15772 | NS      | $164344.24    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hbr Ln Trs:bmbvgq3                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-26126.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | MARKIT CDX HY S45 5Y 12/30 ICE                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $3829936.70   | 1.48%             |  |  |  | No            | 2                  | On Loan: No      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22546VLJ3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     33000 | PA      | $29761.30     | 0.01%             | 2030-09-30      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| Dell Technologies Inc                                                          | Dell Technologies, Inc.                                                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               | CORP              | US        |       -42 | NS      | $-8775.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Integrity Labs Inc.                                                            | Integrity Labs Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    445127 | NS      | $442451.79    | 0.17%             |  |  |  | No            | 3                  | On Loan: No      |
| Barclays                                                                       | Amazon.com, Inc. CDS USD 06/31                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $114743.63    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 06/18/26 P2560                                   | CUSIP: 5ZL99VXM5<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        14 | NC      | $32984.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                                                 | Mastercard, Inc.                                                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |       -49 | NS      | $-24643.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                                                 | Hall Chadwick Acquisition Corp.                                                | CUSIP: G42386105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11387 | NS      | $113528.39    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| K&f Growth Acquisition Corp Ii                                                 | K&F Growth Acquisition Corp. II                                                | CUSIP: G52258129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4142 | NC      | $733.34       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Crst Ln Trs:b8vzxt9                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-21430.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Canopy Growth Corp                                                             | Canopy TL 2031 1L                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8402168 | PA      | $7774265.17   | 3.00%             | 2031-01-08      | Floating      | 9.91%                 | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Veolia Environnement SA TRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-74238.77    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Gaw Ln Trs:0371847                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-103962.23   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Newhold Investment Corp Iii                                                    | NewHold Investment Corp III Sponsor Shs Class A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     67027 | NS      | $123999.95    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-408205.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| Cal Redwood SPAC Sponsor Equity                                                | Cal Redwood SPAC Sponsor Equity Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16833 | NS      | $38715.90     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Iem Ln Trs:3123249                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $3327146.32   | 1.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Idea Acquisition Corp                                                          | Idea Acquisition Corp.                                                         | CUSIP: G4727U118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2943 | NC      | $853.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HF2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14310218 | PA      | $450448.45    | 0.17%             | 2054-08-25      | Floating      | 1.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: SEK 06/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1520918.00  | -0.59%            |  |  |  | No            | 2                  | On Loan: No      |
| Zscaler Inc                                                                    | Zscaler, Inc.                                                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1127 | NS      | $147276.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Music Group Nv                                                       | Universal Music Group NV                                                       | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Short            | EC               | CORP              | NL        |    -26348 | NS      | $-550900.92   | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| Procap Financial Inc                                                           | Procap Financial                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     19641 | NS      | $41835.33     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Mercadolibre Inc                                                               | MercadoLibre, Inc.                                                             | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |      -100 | NS      | $-179263.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Tokens And Associated Initiatives                                              | Tokens and Associated Initiatives                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     37912 | NS      | $0.04         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BEEHERO LTD                                                                    | BEEHERO LTD                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       178 | NS      | $207377.08    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Vsvs Ln Trs:b82yxw8                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-75888.94    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Lmp Ln Trs:b4wfw71                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-38996.46    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Brg No Trs:b8b6wx9                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NO        |         1 | NC      | $-49546.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Futr Ln Trs:byzn904                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-49609.66    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Cohen Circle Acquisition Corp Ii                                               | Cohen Circle Acquisition Corp. II                                              | CUSIP: G2254C113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5559 | NC      | $3057.73      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharps Technology Inc                                                          | Sharps Technology INC Warrant B                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    174658 | NC      | $38424.76     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Spartacus Acquisition Corp Ii                                                  | Spartacus Acquisition Corp. II                                                 | CUSIP: G8303R118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3363 | NC      | $1681.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | iShares Bitcoin Trust ETF                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       104 | NC      | $3640.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Ithaca Energy PLC TRS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-88583.72    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Jsg Ln Trs:0476281                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-2786.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Corning Inc                                                                    | Corning, Inc.                                                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |      -308 | NS      | $-50585.92    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                                                    | Trimble, Inc.                                                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Short            | EC               | CORP              | US        |     -1200 | NS      | $-80784.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Modivcare Topco, LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     42927 | NS      | $279025.50    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: AN0016476<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   4420000 | PA      | $80856.83     | 0.03%             | 2024-03-29      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Ge Vernova Inc                                                                 | GE Vernova, Inc.                                                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Short            | EC               | CORP              | US        |       -30 | NS      | $-32503.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Pagseguro Digital Ltd                                                          | Pagseguro Digital, Ltd.                                                        | CUSIP: G68707101<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |    140185 | NS      | $1404653.70   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc                                               | Harmony Biosciences Holdings, Inc.                                             | CUSIP: 413197104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1516 | NS      | $-47390.16    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| GRAF GLOBAL SPONSOR                                                            | GRAF Global Sponsor LLC Class A Shares                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15421 | NS      | $29762.53     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | EURO/GBP FUTURE   Jun26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |        -6 | NC      | $-882427.98   | -0.34%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Bwy Ln Trs:0090498                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-103019.36   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Enr Gr Trs:bmtvqk9                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         1 | NC      | $-164888.08   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hbmn Sw Trs:b01tcc1                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |         1 | NC      | $1088155.12   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabre Corp                                                                     | Sabre Corp.                                                                    | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     54797 | NS      | $100278.51    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Mgns Ln Trs:0808561                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-123140.71   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Dynamix Corp Iii                                                               | Dynamix Corp. III                                                              | CUSIP: G2949T117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4817 | NC      | $1406.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canopy Growth Corp                                                             | Canopy Growth Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    969481 | NC      | $368402.78    | 0.14%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Brsc Ln Trs:0643610                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $3073554.08   | 1.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                   | Synopsys, Inc.                                                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |       -11 | NS      | $-5308.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/s                                                               | Novo Nordisk A/S                                                               | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | N/A              | DE               | CORP              | DK        |     -1390 | NC      | $-8340.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Servicenow Inc                                                                 | ServiceNow, Inc.                                                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |      -188 | NS      | $-16602.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Dynamix Corp                                                                   | Dynamix Corp.                                                                  | CUSIP: G2949D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     33079 | NC      | $5292.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Critical Metals Corp                                                           | Critical Metals Corp. Warrants                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     38669 | NC      | $182904.37    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Silverbox Corp V                                                               | SilverBox Corp. V                                                              | CUSIP: G8148S123<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |     -2958 | NS      | $-30023.70    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Asp Isotopes Inc                                                               | ASP Isotopes, Inc.                                                             | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Long             | EC               | CORP              | US        |     33733 | NS      | $177435.58    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Destra Multi-alternative Fund                                                  | Destra Multi-Alternative Fund                                                  | CUSIP: 25065A502<br>LEI: 549300SP0KUS5HR5P569 | Long             | EC               | RF                | US        |      2947 | NS      | $22102.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $46263224.00  | 17.85%            |  |  |  | No            | 2                  | On Loan: No      |
| Paloma Acquisition Corp I                                                      | Paloma Acquisition Corp. I                                                     | CUSIP: G6881J110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1576 | NC      | $461.77       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Futurecrest Acquisition Corp                                                   | FutureCrest Acquisition Corp.                                                  | CUSIP: G3730U115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3752 | NC      | $2814.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Drainage Systems Inc                                                  | Advanced Drainage Systems, Inc.                                                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |      -478 | NS      | $-71341.50    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | BE Semiconductor Industries NV TRS                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-127655.98   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                  | Amazon.com, Inc. CDS USD 06/31                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $194781.12    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Pfd Ln Trs:b7n0k05                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-76724.46    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Armada Acquisition Corp Iii                                                    | Armada Acquisition Corp. III                                                   | CUSIP: G0R38M119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2511 | NC      | $552.67       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Labl Inc                                                                       | Multi-Color Corp, Term Loan                                                    | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   1523265 | PA      | $721646.91    | 0.28%             | 2028-10-30      | Floating      | 8.77%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                  | International Business Machines CDS USD 12/30                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $157461.61    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Palo Alto Networks Inc                                                         | Palo Alto Networks, Inc.                                                       | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |       -48 | NS      | $-8544.42     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Plus Ln Trs:bbt3ps9                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IL        |         1 | NC      | $-23319.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Renatus Tactical Acquisition Corp I                                            | Renatus Tactical Acquisition Corp. I                                           | CUSIP: G7490F127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3588 | NC      | $2762.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                                                     | Alight, Inc.                                                                   | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Short            | EC               | CORP              | US        |   -123945 | NS      | $-102552.09   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Iron Horse II                                                                  | Iron Horse II Sponsor Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16552 | NS      | $19365.84     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Trump Media & Technology                                                       | Trump Media & Technology Group Corp.                                           | CUSIP: 25400QAA3<br>LEI: 6488S3A83U2SRQ48O215 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1050667.39   | 0.41%             | 2028-05-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Epia Ss Trs:bmd58r8                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |         1 | NC      | $-25295.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Cal Redwood SPAC Sponsor Equity                                                | Cal Redwood SPAC Sponsor Equity Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    134662 | NS      | $284136.82    | 0.11%             |  |  |  | No            | 3                  | On Loan: No      |
| Ton Strategy Co                                                                | TON Strategy Co.                                                               | CUSIP: 92337U302<br>LEI: 54930048C3BMORBXZM88 | Long             | EC               | CORP              | US        |     78259 | NS      | $158865.77    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyperliquid Strategies Inc                                                     | Hyperliquid Strategies, Inc.                                                   | CUSIP: N/A<br>LEI: 98450073FF7E1B63N260       | N/A              | DE               | CORP              | US        |      -433 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viking Acquisition Corp I                                                      | Viking Acquisition Corp. I                                                     | CUSIP: G9582G112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2824 | NC      | $2123.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 1261229 Bc Ltd                                                                 | 1261229 BC, Ltd.                                                               | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1002463 | PA      | $978152.92    | 0.38%             | 2030-10-08      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| Wen Sponsor LLC                                                                | Wen Sponsor LLC Class B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    157130 | NS      | $56566.80     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Pets Ln Trs:bj62k68                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-23381.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Rice Acquisition Corp 3                                                        | Rice Acquisition Corp. 3                                                       | CUSIP: G7553X106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8604 | NS      | $89223.48     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EGH Sponsor LLC                                                                | EGH Sponsor LLC, Cl A                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     58498 | NS      | $187193.60    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Bloom Energy Corp                                                              | Bloom Energy Corp.                                                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |      -141 | NS      | $-39953.76    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Lafayette Digital Acquisition Corp I.                                          | Lafayette Digital Acquisition Corp I. CL A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     67720 | NS      | $73137.60     | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Csc Holdings Llc                                                               | CSC Holdings LLC                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $162851.99    | 0.06%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Community Health Systems Inc                                                   | Community Health Systems, Inc.                                                 | CUSIP: 203668108<br>LEI: 549300BQWM4WENQ3YW73 | Long             | EC               | CORP              | US        |     81432 | NS      | $231266.88    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                                                                  | Dynatrace, Inc.                                                                | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Short            | EC               | CORP              | US        |      -378 | NS      | $-13687.38    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-816410.00   | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Wix Ln Trs:bl6c200                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-19237.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Vlx Ln Trs:0939007                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-63527.06    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Empery Digital Inc                                                             | Empery Digital, Inc.                                                           | CUSIP: 92864V608<br>LEI: 254900YNQ643TK62S464 | Short            | EC               | CORP              | US        |      -118 | NS      | $-554.60      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Vof Ln Trs:byxvt88                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $451307.42    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Cantor Equity Partners Iv Inc                                                  | Cantor Equity Partners IV, Inc.                                                | CUSIP: G1828E100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11518 | NS      | $118059.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Rithm Acquisition Corp                                                         | Rithm Acquisition Corp.                                                        | CUSIP: G75751118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1581 | NC      | $940.70       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

**Name of Applicant:** Saba Capital Income & Opportunities Fund II

**Signature:** Troy Statczar

**Name of Signer:** Troy Statczar

**Title:** Principal Financial Officer