# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-25-195313
**Filing Date:** 2025-8
**Character Count:** 291303
**Document Hash:** 89c9376ae32e782f768b6b435c281ea7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195313.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195313

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 251236674

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2509464492.18

**Total Liabilities:** $636710958.51

**Net Assets:** $1872753533.67

**Cash Not Reported:** $8369348.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -1824.93333079 | **5-Year:** -4509.03285272 | **10-Year:** -508.60775995 | **30-Year:** 0.00000000

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

- **3-Month:** -276.48414409 | **1-Year:** -22444.38375021 | **5-Year:** -62368.23788956 | **10-Year:** -6801.88981074 | **30-Year:** -2521.30153039

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000070967 | 0.89%                | 0.64%                | 0.48%                |
| Class ID C000145937 | 0.81%                | 0.72%                | 0.48%                |
| Class ID C000070968 | 0.81%                | 0.72%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2449474.75              | $4483291.10                                |
| Month 2  | $-3147296.35             | $7572132.19                                |
| Month 3  | $2985442.20              | $-1282183.22                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |        Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-477.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-218.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Short            | EC               | CORP              | JP        |        -171948 | NS      | $-3366751.67  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Flag Ship Acquisition Corp.                                      | Flag Ship Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          86443 | NS      | $11228.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royce Micro-Cap Trust, Inc.                                      | Royce Micro-Cap Trust, Inc.                                                            | CUSIP: 780915104<br>LEI: 254900D3WFIV4SD8EF19 | Long             |  | RF                | US        |          15994 | NS      | $147944.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       14807698 | PA      | $-161060.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $436.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc., Class A                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |         -46079 | NS      | $-11358934.29 | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Flaherty & Crumrine Preferred and Income Securities Fund         | Flaherty & Crumrine Preferred and Income Securities Fund                               | CUSIP: 338478100<br>LEI: 254900A8P8RQUXES1M50 | Long             |  | RF                | US        |          44412 | NS      | $723471.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-170.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       12150000 | PA      | $12289725.00  | 0.66%             | 2031-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Columbus Circle Capital Corp. I                                  | Columbus Circle Capital Corp. I                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7320 | OU      | $73200.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Goal Acquisitions Corp.                                                                | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DO               |  | US        |          84630 | NS      | $1421.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cohen & Steers Select Preferred and Income Fund, Inc.            | Cohen & Steers Select Preferred and Income Fund, Inc.                                  | CUSIP: 19248Y107<br>LEI: OEZWCTDD06SJTYUH4E15 | Long             |  | RF                | US        |            516 | NS      | $10392.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Metal Sky Star Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         103342 | NS      | $2046.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         553602 | PA      | $-8618.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          39558 | PA      | $430.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Water Acquisition Corp. III                                 | Blue Water Acquisition Corp. III, Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          82976 | NS      | $331.90       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lightwave Acquisition Corp.                                      | Lightwave Acquisition Corp., Class B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          77130 | NS      | $308.52       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Axiom Intelligence Acquisition Corp. 1                           | Axiom Intelligence Acquisition Corp. 1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         286274 | OU      | $2891367.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                       | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       16325000 | PA      | $17247362.50  | 0.92%             | 2029-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $5544.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eureka Acquisition Corp.                                         | Eureka Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          22702 | NS      | $4996.71      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Short            | EC               | CORP              | JP        |         -42692 | NS      | $-1874157.18  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Securities Corp.                                         | Central Securities Corp.                                                               | CUSIP: 155123102<br>LEI: 549300D87MQ4TEVRK235 | Long             |  | RF                | US        |          15947 | NS      | $763223.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-3                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   292030544028 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Hall of Fame Resort & Entertainment Co.                                                | CUSIP: 40619L110<br>LEI: N/A                  | N/A              | DO               |  | US        |          21738 | NS      | $4.35         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Short            | DBT              | CORP              | US        |       -1725000 | PA      | $-1875937.50  | -0.10%            | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-583.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-118.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | iCoreConnect, Inc.                                                                     | CUSIP: 450958111<br>LEI: N/A                  | N/A              | DO               |  | US        |          57318 | NS      | $114.64       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Yotta Acquisition Corp.                                          | Yotta Acquisition Corp.                                                                | CUSIP: 98741Y129<br>LEI: N/A                  | Long             |  | CORP              | US        |          68693 | NS      | $9359.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc., CVR                                                                 | CUSIP: 668771116<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             |  | CORP              | US        |          26485 | NS      | $216117.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Willow Lane Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         141928 | NS      | $51094.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Hancock Income Securities Trust                             | John Hancock Income Securities Trust                                                   | CUSIP: 410123103<br>LEI: 549300RB36J7QSFLWG11 | Long             |  | RF                | US        |           5855 | NS      | $66044.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          59627 | NS      | $220.62       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kobe Steel Ltd.                                                  | Kobe Steel Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | DBT              | CORP              | JP        |      300000000 | PA      | $2068678.17   | 0.11%             | 2028-12-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                | Gen Digital, Inc.                                                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | EC               | CORP              | US        |         -41021 | NS      | $-1206017.40  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp. II                                      | Armada Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         366349 | OU      | $3729432.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                                             | Middleby Corp. (The)                                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |        -217370 | NS      | $-31301280.00 | -1.67%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-621.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       34204170 | PA      | $1878961.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                             | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | DBT              | CORP              | US        |       -6588000 | PA      | $-5586624.00  | -0.30%            | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Churchill Capital Corp. X                                        | Churchill Capital Corp. X                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         122868 | OU      | $1265540.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ZyVersa Therapeutics, Inc.                                                             | CUSIP: 98987D110<br>LEI: N/A                  | N/A              | DO               |  | US        |          38655 | NS      | $0.39         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WisdomTree, Inc.                                                 | WisdomTree, Inc.                                                                       | CUSIP: 97717PAG9<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |        7925000 | PA      | $9137036.42   | 0.49%             | 2029-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Park24 Co. Ltd.                                                  | Park24 Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300LFG2WZWCWM4M68       | Short            | EC               | CORP              | JP        |         -73816 | NS      | $-946236.31   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Stellar V Capital Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         194413 | NS      | $52491.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11985929 | PA      | $130368.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                | Enstar Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |          81236 | NS      | $27324540.96  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Short            | DBT              | CORP              | US        |       -3550000 | PA      | $-3773650.00  | -0.20%            | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Longevity Health Holdings, Inc.                                                        | CUSIP: 142922111<br>LEI: N/A                  | N/A              | DO               |  | US        |          21450 | NS      | $497.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       15031858 | PA      | $163498.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                     | EZCORP, Inc.                                                                           | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |       14183000 | PA      | $20547621.25  | 1.10%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Brookline Bancorp, Inc.                                          | Brookline Bancorp, Inc.                                                                | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         642229 | NS      | $6775515.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Canna-Global Acquisition Corp.                                                         | CUSIP: 13767K119<br>LEI: N/A                  | N/A              | DO               |  | US        |         188580 | NS      | $18.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       15849380 | PA      | $172390.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Newbury Street Acquisition Corp.                                                       | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DO               |  | US        |          88000 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wen Acquisition Corp.                                            | Wen Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         221170 | OU      | $2344402.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $17004.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                       | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       15900000 | PA      | $25885200.00  | 1.38%             | 2028-05-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Abpro Holdings, Inc.                                                                   | CUSIP: 000847111<br>LEI: N/A                  | N/A              | DO               |  | US        |         183243 | NS      | $3793.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renatus Tactical Acquisition Corp. I                             | Renatus Tactical Acquisition Corp. I, Class A                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         110588 | NS      | $1304938.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mallinckrodt International Finance SA                            | Mallinckrodt International Finance SA                                                  | CUSIP: 561233AN7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |        8149213 | PA      | $8434486.22   | 0.45%             | 2028-11-14      | Fixed         | 14.75%                | Yes           |                  2 | On Loan: No      |
| General American Investors Co., Inc.                             | General American Investors Co., Inc.                                                   | CUSIP: 368802104<br>LEI: 254900MHIF9G7IS1T951 | Long             |  | RF                | US        |            605 | NS      | $33904.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobira Therapeutics, Inc.                                        | Tobira Therapeutics, Inc., CVR                                                         | CUSIP: 888CVR990<br>LEI: 54930086LNMGJM5NB025 | Long             |  | CORP              | US        |          11880 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jazz Pharmaceuticals plc                                         | Jazz Pharmaceuticals plc                                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |          25927 | NS      | $2751373.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific, Inc.                                            | Core Scientific, Inc.                                                                  | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Short            | EC               | CORP              | US        |         -22365 | NS      | $-381770.55   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-453.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Clean Energy Special Situations Corp.                                                  | CUSIP: 85205U115<br>LEI: N/A                  | N/A              | DO               |  | US        |          19162 | NS      | $1.92         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Namib Minerals                                                   | Namib Minerals                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          18593 | NS      | $140563.08    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-630.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       28938000 | PA      | $28837512.80  | 1.54%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                                    | Zscaler, Inc.                                                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |         -10479 | NS      | $-3289777.26  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp. II                                      | Sizzle Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         411978 | NS      | $82395.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Archimedes Tech SPAC Partners II Co.                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         161927 | NS      | $62439.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         197788 | PA      | $2151.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nikkon Holdings Co. Ltd.                                         | Nikkon Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 3538005QJ1M73DPIMH49       | Long             | DBT              | CORP              | JP        |      360000000 | PA      | $3963612.37   | 0.21%             | 2031-12-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Real Asset Acquisition Corp.                                     | Real Asset Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |              1 | OU      | $10.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                 | Global Aircraft Leasing Co. Ltd.                                                       | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |        6000000 | PA      | $6150666.00   | 0.33%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-402.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mclaren Finance plc                                              | Mclaren Finance plc                                                                    | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |        9825000 | PA      | $9832860.00   | 0.53%             | 2026-08-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Crane Harbor Acquisition Corp.                                   | Crane Harbor Acquisition Corp., Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         516010 | NS      | $5196220.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp.                                      | Pioneer Acquisition I Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         308414 | OU      | $3087224.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-415.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Asset Acquisition Corp.                                  | Digital Asset Acquisition Corp., Class A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         389598 | NS      | $4079091.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $16146.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cohen Circle Acquisition Corp. I                                 | Cohen Circle Acquisition Corp. I, Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          65200 | NS      | $326.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Park24 Co. Ltd.                                                  | Park24 Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300LFG2WZWCWM4M68       | Long             | DBT              | CORP              | JP        |      480000000 | PA      | $3341550.64   | 0.18%             | 2028-02-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | SIM Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          54951 | NS      | $54951.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B-4                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 40321771424070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-146.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Dune Acquisition Corp. II                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         154578 | NS      | $32461.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent, Inc.                                                 | CyberAgent, Inc.                                                                       | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Short            | EC               | CORP              | JP        |        -135573 | NS      | $-1548990.92  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Sim Acquisition Corp. I                                          | Sim Acquisition Corp. I, Class B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          43961 | NS      | $145.07       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Frontier Communications Parent, Inc.                             | Frontier Communications Parent, Inc.                                                   | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         253581 | NS      | $9230348.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                           | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |         -28281 | NS      | $-1727403.48  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       10153097 | PA      | $110433.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SilverBox Corp. IV                                               | SilverBox Corp. IV                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8537 | OU      | $85370.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd., Series 2030                                                          | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | DBT              | CORP              | JP        |       70000000 | PA      | $614909.20    | 0.03%             | 2030-09-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Thayer Ventures Acquisition Corp. II                             | Thayer Ventures Acquisition Corp. II                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         221227 | OU      | $2249878.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          65929 | PA      | $717.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL Holdings, Inc.                                              | BILL Holdings, Inc.                                                                    | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |        6847000 | PA      | $5760038.75   | 0.31%             | 2030-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Penson Worldwide, Inc.                                           | Penson Worldwide, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | US        |        -212307 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Blue Water Acquisition Corp. III                                 | Blue Water Acquisition Corp. III                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10372 | OU      | $103720.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp., Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          14907 | NS      | $149.07       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       27204613 | PA      | $-75062.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellar V Capital Corp.                                          | Stellar V Capital Corp., Class B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          78550 | NS      | $322.06       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Match Group Financeco 3, Inc.                                    | Match Group Financeco 3, Inc.                                                          | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |        8435000 | PA      | $7507150.00   | 0.40%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-274.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2312.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioNTech SE                                                      | BioNTech SE                                                                            | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Short            | EC               | CORP              | DE        |           -173 | NS      | $-18419.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Plum Acquisition Corp. IV                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         169785 | NS      | $32938.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoritsu Maintenance Co. Ltd.                                    | Kyoritsu Maintenance Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800IO2MFHL1NA0986       | Short            | EC               | CORP              | JP        |        -102972 | NS      | $-2513845.46  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| YHN Acquisition I Ltd.                                           | YHN Acquisition I Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | VG        |         151864 | NS      | $24753.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                               | World Kinect Corp.                                                                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Short            | EC               | CORP              | US        |        -170877 | NS      | $-4844362.95  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp. III                                 | Blue Water Acquisition Corp. III                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         346894 | OU      | $3470674.47   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |         -60825 | NS      | $-3050982.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Flaherty & Crumrine Total Return Fund                            | Flaherty & Crumrine Total Return Fund                                                  | CUSIP: 338479108<br>LEI: 254900OFZ9J1RLHWZQ22 | Long             |  | RF                | US        |          22949 | NS      | $390133.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                    | Daiwa House Industry Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Short            | EC               | CORP              | JP        |          -7478 | NS      | $-256965.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |         -88830 | NS      | $-2149686.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-541.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                                | Match Group, Inc.                                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |         -34460 | NS      | $-1064469.40  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Pelican Acquisition Corp.                                        | Pelican Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          90330 | NS      | $17162.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Future Vision II Acquisition Corp.                               | Future Vision II Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         150887 | NS      | $28668.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific, Inc.                                            | Core Scientific, Inc.                                                                  | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |         526000 | PA      | $903931.00    | 0.05%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Royalty Management Holding Corp.                                                       | CUSIP: 02369M110<br>LEI: N/A                  | N/A              | DO               |  | US        |          23484 | NS      | $516.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp. I                                 | Cohen Circle Acquisition Corp. I                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8150 | OU      | $81500.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D120<br>LEI: N/A                  | Long             |  | CORP              | US        |         112518 | NS      | $25879.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                          | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |       16118000 | PA      | $15171811.02  | 0.81%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $223.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                         | Patrick Industries, Inc.                                                               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |        -140906 | NS      | $-13001396.62 | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Goldenstone Acquisition Ltd.                                                           | CUSIP: 38136Y110<br>LEI: N/A                  | N/A              | DO               |  | US        |          32200 | NS      | $2254.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SpringWorks Therapeutics, Inc.                                   | SpringWorks Therapeutics, Inc.                                                         | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         322593 | NS      | $15158645.07  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Charlton Aria Acquisition Corp.                                  | Charlton Aria Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         197296 | NS      | $29614.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $156.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings X, Inc.                                           | Gores Holdings X, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         371654 | OU      | $3861485.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp. IV                                               | SilverBox Corp. IV, Class B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          68292 | NS      | $273.17       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ConnectM Technology Solutions, Inc.                                                    | CUSIP: 207944117<br>LEI: N/A                  | N/A              | DO               |  | US        |          71392 | NS      | $728.20       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cable One, Inc.                                                  | Cable One, Inc.                                                                        | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Short            | DBT              | CORP              | US        |       -1425000 | PA      | $-1348192.50  | -0.07%            | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       13805574 | PA      | $150160.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Templeton Emerging Markets Fund                                  | Templeton Emerging Markets Fund                                                        | CUSIP: 880191101<br>LEI: CZCIR4LW4R7Y5KBS5R36 | Long             |  | RF                | US        |          23246 | NS      | $339159.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp. II                                        | Jena Acquisition Corp. II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         205814 | OU      | $2115767.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc.                                                                          | CUSIP: 399473AH0<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |        3000000 | PA      | $4180177.80   | 0.22%             | 2027-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Globalink Investment, Inc.                                                             | CUSIP: 37892F125<br>LEI: N/A                  | N/A              | DO               |  | US        |          74843 | NS      | $2993.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Namib Minerals                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         176510 | NS      | $34419.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      575565975 | PA      | $-2039617.88  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp.                                        | Blueprint Medicines Corp.                                                              | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |          27226 | NS      | $3489828.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                                      | Fluor Corp.                                                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |          36529 | NS      | $1872841.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D112<br>LEI: N/A                  | N/A              | DO               |  | US        |          56259 | NS      | $4787.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Relativity Acquisition Corp.                                                           | CUSIP: 75944B114<br>LEI: N/A                  | N/A              | DO               |  | US        |          89748 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                         | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       23960000 | PA      | $52700020.00  | 2.81%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RF Acquisition Corp. II                                          | RF Acquisition Corp. II                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          46579 | NS      | $4192.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Providence Acquisition Corp. III                             | New Providence Acquisition Corp. III                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7999 | OU      | $79990.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Trailblazer Merger Corp. I                                       | Trailblazer Merger Corp. I                                                             | CUSIP: 89278D125<br>LEI: N/A                  | Long             |  | CORP              | US        |         149105 | NS      | $55631.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |        4368000 | PA      | $4482118.24   | 0.24%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                            | Western Digital Corp.                                                                  | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        2243000 | PA      | $4026185.00   | 0.21%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CO2 Energy Transition Corp.                                      | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M129<br>LEI: N/A                  | Long             |  | CORP              | US        |         127667 | NS      | $22341.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $237.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                         | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | DBT              | CORP              | PA        |       -2375000 | PA      | $-2399799.75  | -0.13%            | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bold Eagle Acquisition Corp.                                     | Bold Eagle Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         756618 | NS      | $237578.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Asset Acquisition Corp.                                     | Real Asset Acquisition Corp., Class A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         389598 | NS      | $3958315.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |         -25542 | NS      | $-2044381.68  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                               | InterDigital, Inc.                                                                     | CUSIP: 45867G101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -241436 | NS      | $-54137194.28 | -2.89%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-339.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XAI Octagon Floating Rate Alternative Income Trust               | XAI Octagon Floating Rate Alternative Income Trust                                     | CUSIP: 98400T106<br>LEI: 549300XT617P63BLW552 | Long             |  | RF                | US        |            695 | NS      | $3926.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd.                                                  | Kobe Steel Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Short            | EC               | CORP              | JP        |         -51669 | NS      | $-564037.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                  | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        9775000 | PA      | $8729075.00   | 0.47%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Flaherty & Crumrine Preferred and Income Fund                    | Flaherty & Crumrine Preferred and Income Fund                                          | CUSIP: 338480106<br>LEI: 254900LXRIT34GQY5I69 | Long             |  | RF                | US        |          21889 | NS      | $247564.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renatus Tactical Acquisition Corp. I                             | Renatus Tactical Acquisition Corp. I                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |              1 | OU      | $12.73        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 26 Capital Acquisition Corp.                                                           | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DO               |  | US        |          74200 | NS      | $482.30       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-917.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $486.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                                    | Zscaler, Inc.                                                                          | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |        3154000 | PA      | $6441729.60   | 0.34%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc.                                                                             | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |        5100000 | PA      | $5436600.00   | 0.29%             | 2029-03-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       12104601 | PA      | $-131659.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $36028.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | DevvStream Corp.                                                                       | CUSIP: 251936118<br>LEI: N/A                  | N/A              | DO               |  | US        |          49375 | NS      | $493.75       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLETE, Inc.                                                     | ALLETE, Inc.                                                                           | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |         540755 | NS      | $34646172.85  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                                       | Dynavax Technologies Corp.                                                             | CUSIP: 268158AE2<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |        5075000 | PA      | $4589676.74   | 0.25%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ChampionsGate Acquisition Corp.                                  | ChampionsGate Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         112324 | OU      | $1142335.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                            | Western Digital Corp.                                                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |         -50982 | NS      | $-3262338.18  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Era Acquisition Corp. I                                    | Fifth Era Acquisition Corp. I                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         346362 | NS      | $97431.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | AltEnergy Acquisition Corp.                                                            | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DO               |  | US        |          61463 | NS      | $1782.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allspring Multi-Sector Income Fund                               | Allspring Multi-Sector Income Fund                                                     | CUSIP: 94987D101<br>LEI: 549300K6JNPNZMSWMF07 | Long             |  | RF                | US        |           7693 | NS      | $72698.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       80000000 | PA      | $79916166.40  | 4.27%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | dMY Squared Technology Group, Inc.                                                     | CUSIP: 233276112<br>LEI: N/A                  | N/A              | DO               |  | US        |           6140 | NS      | $11727.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Corp. III                             | New Providence Acquisition Corp. III                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         586616 | OU      | $6130137.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | DBT              | CORP              | US        |       -3775000 | PA      | $-3651855.73  | -0.19%            | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |         -46740 | NS      | $-4870308.00  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| New Germany Fund, Inc. (The)                                     | New Germany Fund, Inc. (The)                                                           | CUSIP: 644465106<br>LEI: 549300TPS2RTTJ8O3C08 | Long             |  | RF                | US        |          21485 | NS      | $256530.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR III Acquisition Corp.                                        | GSR III Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          87751 | NS      | $602849.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Andretti Acquisition Corp. II                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         336649 | NS      | $84162.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Leaf Acquisition Corp.                                      | Four Leaf Acquisition Corp., Class A                                                   | CUSIP: 35088F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          93095 | NS      | $1077109.15   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $6949.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Aetherium Acquisition Corp.                                                            | CUSIP: 00809J119<br>LEI: N/A                  | N/A              | DO               |  | US        |         175712 | NS      | $5499.79      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Newbury Street II Acquisition Corp.                              | Newbury Street II Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10821 | OU      | $108210.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          10488 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc., Series 2028                                                   | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       10890000 | PA      | $15534585.00  | 0.83%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1563556 | PA      | $-16636.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $4517.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                   | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17687750 | PA      | $17864273.75  | 0.95%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Wen Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          44680 | NS      | $44680.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Drugs Made In America Acquisition Corp.                          | Drugs Made In America Acquisition Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         119686 | NS      | $14948.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broad Capital Acquisition Corp.                                  | Broad Capital Acquisition Corp.                                                        | CUSIP: 11125B110<br>LEI: N/A                  | Long             |  | CORP              | US        |          69739 | NS      | $13250.41     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       55885000 | PA      | $55061428.90  | 2.94%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |         -22681 | NS      | $-1627815.37  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11194778 | PA      | $-121763.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | VSee Health, Inc.                                                                      | CUSIP: 92919Y110<br>LEI: N/A                  | N/A              | DO               |  | US        |          22111 | NS      | $981.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |        5738000 | PA      | $4917466.00   | 0.26%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp.                                    | Cal Redwood Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         318798 | OU      | $3270867.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Alternus Clean Energy, Inc.                                                            | CUSIP: 02157G119<br>LEI: N/A                  | N/A              | DO               |  | US        |          94880 | NS      | $189.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR III Acquisition Corp.                                        | GSR III Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11203 | OU      | $112030.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                    | Daiwa House Industry Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | DBT              | CORP              | JP        |       80000000 | PA      | $583035.31    | 0.03%             | 2029-03-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Andretti Acquisition Corp. II                                    | Andretti Acquisition Corp. II                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           9660 | OU      | $96600.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | CID Holdco, Inc.                                                                       | CUSIP: 171756117<br>LEI: N/A                  | N/A              | DO               |  | US        |          30295 | NS      | $2393.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Acquisition Corp.                                       | Columbus Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          71696 | NS      | $18139.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| abrdn National Municipal Income Fund                             | abrdn National Municipal Income Fund                                                   | CUSIP: 24610T108<br>LEI: NIC7ULNUGCUI836YP119 | Long             |  | RF                | US        |           3302 | NS      | $31897.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1588.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                           | Freedom Mortgage Corp.                                                                 | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |        8860000 | PA      | $8862968.10   | 0.47%             | 2026-05-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |         -59870 | NS      | $-2567824.30  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Translational Development Acquisition Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         192505 | NS      | $55787.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Investments I Ltd.                                          | Jazz Investments I Ltd.                                                                | CUSIP: 472145AG6<br>LEI: N/A                  | Short            | DBT              | CORP              | BM        |       -6400000 | PA      | $-6784000.00  | -0.36%            | 2030-09-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-405.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Yotta Acquisition Corp.                                                                | CUSIP: 98741Y111<br>LEI: N/A                  | N/A              | DO               |  | US        |          68693 | NS      | $2129.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $117.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Launch Two Acquisition Corp.                                     | Launch Two Acquisition Corp., Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          65200 | NS      | $260.80       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nuveen NASDAQ 100 Dynamic Overwrite Fund                         | Nuveen NASDAQ 100 Dynamic Overwrite Fund                                               | CUSIP: 670699107<br>LEI: 549300UZIEJJJ5RD3T06 | Long             |  | RF                | US        |          44626 | NS      | $1181250.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp.                                      | Soulpower Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         411978 | NS      | $82395.60     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dynavax Technologies Corp.                                       | Dynavax Technologies Corp.                                                             | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Short            | EC               | CORP              | US        |        -161615 | NS      | $-1603220.80  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CID Holdco, Inc.                                                 | CID Holdco, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          45000 | NS      | $230850.00    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NorthView Acquisition Corp.                                                            | CUSIP: 66718N111<br>LEI: N/A                  | N/A              | DO               |  | US        |          75643 | NS      | $30257.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Mellon Strategic Municipals, Inc.                            | BNY Mellon Strategic Municipals, Inc.                                                  | CUSIP: 05588W108<br>LEI: 549300FH0LKMOBY7N332 | Long             |  | RF                | US        |          46558 | NS      | $275623.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | HWH International, Inc.                                                                | CUSIP: 44852G119<br>LEI: N/A                  | N/A              | DO               |  | US        |          52991 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FG Merger II Corp.                                               | FG Merger II Corp.                                                                     | CUSIP: 30334J128<br>LEI: N/A                  | Long             |  | CORP              | US        |         179188 | NS      | $35837.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EQV Ventures Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         286978 | NS      | $210641.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $414.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                     | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8427000 | PA      | $8528789.73   | 0.46%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | SIM Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         299540 | NS      | $81984.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                                       | Hess Corp.                                                                             | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |          58838 | NS      | $8151416.52   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       13075000 | PA      | $20083200.00  | 1.07%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |        5004000 | PA      | $5031522.00   | 0.27%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AvidXchange Holdings, Inc.                                       | AvidXchange Holdings, Inc.                                                             | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1183383 | NS      | $11585319.57  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                                     | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |        -197249 | NS      | $-3132314.12  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Rohto Pharmaceutical Co. Ltd.                                    | Rohto Pharmaceutical Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800Q1CW5OS81OUM12       | Short            | EC               | CORP              | JP        |          -9192 | NS      | $-130272.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | DBT              | CORP              | JP        |      650000000 | PA      | $4919968.06   | 0.26%             | 2031-03-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Trailblazer Merger Corp. I                                       | Trailblazer Merger Corp. I, Class A                                                    | CUSIP: 89278D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         119448 | NS      | $1398736.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Foxx Development Holdings, Inc.                                                        | CUSIP: 351665112<br>LEI: N/A                  | N/A              | DO               |  | US        |          18140 | NS      | $2178.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy, Inc.                                                | TXNM Energy, Inc.                                                                      | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Short            | EC               | CORP              | US        |         -12651 | NS      | $-712504.32   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $31.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $399.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGH Acquisition Corp.                                            | EGH Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         320315 | OU      | $3264009.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       95717000 | PA      | $93771870.71  | 5.01%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                                  | Seagate Technology Holdings plc                                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Short            | EC               | CORP              | IE        |        -111201 | NS      | $-16049640.33 | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         356018 | PA      | $3872.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Providence Acquisition Corp. III                             | New Providence Acquisition Corp. III, Class B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          63992 | NS      | $191.98       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-4                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 40321771424070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ferrellgas LP                                                    | Ferrellgas LP                                                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3920000 | PA      | $3626664.44   | 0.19%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Black Elk Energy Escrow                                          | Black Elk Energy Escrow                                                                | CUSIP: N/A<br>LEI: 549300HX0ISXOOEMR657       | Long             | DBT              | CORP              | US        |        2833436 | PA      | $123254.47    | 0.01%             | 2015-12-01      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Bleichroeder Acquisition Corp. I                                 | Bleichroeder Acquisition Corp. I                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         543963 | NS      | $185763.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $143.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $32871.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegean Marine Petroleum Network, Inc. Escrow                     | Aegean Marine Petroleum Network, Inc. Escrow                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        2375000 | PA      | $2375.00      | 0.00%             | 2022-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          94394 | PA      | $1003.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |        7558000 | PA      | $6985103.60   | 0.37%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldenstone Acquisition Ltd.                                     | Goldenstone Acquisition Ltd.                                                           | CUSIP: 38136Y128<br>LEI: N/A                  | Long             |  | CORP              | US        |          32200 | NS      | $6443.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       96741000 | PA      | $95161569.67  | 5.08%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | GigCapital7 Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         479330 | NS      | $79089.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-229.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO California Municipal Income Fund III                       | PIMCO California Municipal Income Fund III                                             | CUSIP: 72201C109<br>LEI: BVT0QWDJNZ8WI4XN5U25 | Long             |  | RF                | US        |            198 | NS      | $1233.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp. I                                  | Columbus Circle Capital Corp. I, Class B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          48800 | NS      | $146.40       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Republic Digital Acquisition Co.                                 | Republic Digital Acquisition Co.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         261371 | OU      | $2765305.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $127.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-109225.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           -506 | NC      | $-367640.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            -18 | NC      | $-34273.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Generation Essentials Group (The)                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         170960 | NS      | $68384.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition Corp. III                           | Inflection Point Acquisition Corp. III                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         329775 | OU      | $3465935.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B-2                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      513897326 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |       -1645996 | NS      | $-46285407.52 | -2.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd.                                    | Oxley Bridge Acquisition Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         263639 | OU      | $2639026.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $405.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprott Focus Trust, Inc.                                         | Sprott Focus Trust, Inc.                                                               | CUSIP: 85208J109<br>LEI: 549300ZO564XGNG81814 | Long             |  | RF                | US        |          28757 | NS      | $214814.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp. IV                                        | Plum Acquisition Corp. IV, Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          15672 | NS      | $156.72       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Integral Acquisition Corp. 1                                                           | CUSIP: 45827K119<br>LEI: N/A                  | N/A              | DO               |  | US        |          45553 | NS      | $911.06       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $35407.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Mercer Park Opportunities Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         457730 | NS      | $45773.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Eaton Vance Tax Managed Global Buy Write Opportunities Fund      | Eaton Vance Tax Managed Global Buy Write Opportunities Fund                            | CUSIP: 27829C105<br>LEI: 549300YMO6N2TLCMXO54 | Long             |  | RF                | US        |          67758 | NS      | $586106.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                                  | Transocean Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Short            | EC               | CORP              | CH        |       -2939535 | NS      | $-7613395.65  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          79115 | PA      | $860.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cohen Circle Acquisition Corp. I                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         194483 | NS      | $388966.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp.                                         | Cayson Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         114486 | NS      | $16028.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Churchill Capital Corp. IX                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |           3010 | NS      | $3010.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Cloud Star Acquisition Corp.                                  | DT Cloud Star Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         145129 | NS      | $17720.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Athena Technology Acquisition Corp. II                                                 | CUSIP: 04687C113<br>LEI: N/A                  | N/A              | DO               |  | US        |         319116 | NS      | $12764.64     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc., Class A                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |          43856 | NS      | $5891176.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         118673 | PA      | $-1290.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Corp. VII                            | Hennessy Capital Investment Corp. VII                                                  | CUSIP: N/A<br>LEI: 254900IVAA3Z8B5NQB50       | Long             |  |  | US        |          13060 | OU      | $130469.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Metal Sky Star Acquisition Corp.                                 | Metal Sky Star Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         103342 | NS      | $5167.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2947.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc.                                                                         | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |       19498000 | PA      | $21123263.59  | 1.13%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Globalink Investment, Inc.                                       | Globalink Investment, Inc.                                                             | CUSIP: 37892F117<br>LEI: N/A                  | Long             |  | CORP              | US        |          74843 | NS      | $13471.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voyager Acquisition Corp.                                        | Voyager Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          74993 | NS      | $299.97       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc.                                                                          | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |        6775000 | PA      | $6863075.00   | 0.37%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | GP-Act III Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          30923 | NS      | $9586.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welsbach Technology Metals Acquisition Corp.                     | Welsbach Technology Metals Acquisition Corp.                                           | CUSIP: 950415117<br>LEI: N/A                  | Long             |  | CORP              | US        |           9289 | NS      | $4737.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Short            | DBT              | CORP              | US        |       -5000000 | PA      | $-5895000.00  | -0.31%            | 2029-11-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                           | CUSIP: 780153BQ4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |        3000000 | PA      | $18928500.00  | 1.01%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | M3-Brigade Acquisition V Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         427017 | NS      | $747279.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-99.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $3209.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |        -167341 | NS      | $-13347118.16 | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp. II                                      | Gesher Acquisition Corp. II, Class B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          92583 | NS      | $416.62       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          65929 | PA      | $717.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-12627.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        2876628 | PA      | $31265.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         183495 | NS      | $58736.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc., Series UNRS                                                             | CUSIP: 399473AK3<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |        4000000 | PA      | $4118017.88   | 0.22%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         291668 | NS      | $87471.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-119421.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ambit Biosciences Corp.                                          | Ambit Biosciences Corp., CVR                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         146272 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Crane Harbor Acquisition Corp.                                   | Crane Harbor Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7818 | OU      | $78180.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | QT Imaging Holdings, Inc.                                                              | CUSIP: 746962117<br>LEI: N/A                  | N/A              | DO               |  | US        |          18077 | NS      | $524.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                   | QUALCOMM, Inc.                                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |         -12218 | NS      | $-1945838.68  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc., Class A                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |         -65601 | NS      | $-14679535.77 | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Short            | DBT              | CORP              | US        |       -3487000 | PA      | $-4173939.00  | -0.22%            | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Short            | EC               | CORP              | AU        |        -176773 | NS      | $-2839426.88  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |        -127179 | NS      | $-6233042.79  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                                        | CUSIP: 56087FAB0<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |       10742000 | PA      | $27338390.00  | 1.46%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oyster Enterprises II Acquisition Corp.                          | Oyster Enterprises II Acquisition Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         346312 | OU      | $3504677.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp.                                  | Mountain Lake Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         446094 | NS      | $75835.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition Corp. 1                           | Axiom Intelligence Acquisition Corp. 1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8018 | OU      | $80180.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Chevron Corp.                                                    | Chevron Corp.                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -60295 | NS      | $-8633641.05  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                                     | Stride, Inc.                                                                           | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Short            | EC               | CORP              | US        |        -290500 | NS      | $-42177695.00 | -2.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $93.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | AA Mission Acquisition Corp.                                                           | CUSIP: G1000R127<br>LEI: N/A                  | N/A              | DO               |  | KY        |         183119 | NS      | $18018.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM II Acquisition Corp.                                         | HCM II Acquisition Corp., Class B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          59069 | NS      | $236.28       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kochav Defense Acquisition Corp.                                 | Kochav Defense Acquisition Corp., Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         125127 | NS      | $375.38       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nuveen S&P 500 Buy-Write Income Fund                             | Nuveen S&P 500 Buy-Write Income Fund                                                   | CUSIP: 6706ER101<br>LEI: 5493000J8QMCY5J7XP73 | Long             |  | RF                | US        |         119046 | NS      | $1652358.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Live Oak Acquisition Corp. V                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         139657 | NS      | $97759.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp.                                            | EGH Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8412 | OU      | $84120.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MicroStrategy, Inc.                                              | MicroStrategy, Inc., Class A                                                           | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |         -15443 | NS      | $-6242523.89  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |         -93478 | NS      | $-14141351.84 | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          26400 | NS      | $323664.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quetta Acquisition Corp.                                         | Quetta Acquisition Corp.                                                               | CUSIP: 74841A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          72851 | NS      | $791890.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp. IV                                        | Plum Acquisition Corp. IV, Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          62688 | NS      | $188.06       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2869.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | XCF Global, Inc.                                                                       | CUSIP: 98400U111<br>LEI: N/A                  | N/A              | DO               |  | US        |          40816 | NS      | $4081.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-38.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siddhi Acquisition Corp.                                         | Siddhi Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         412987 | NS      | $94987.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $10459.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                           | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | LR        |         -60532 | NS      | $-18954990.48 | -1.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         290088 | PA      | $3155.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clough Global Equity Fund                                        | Clough Global Equity Fund                                                              | CUSIP: 18914C100<br>LEI: 549300SI1THLT6A9J147 | Long             |  | RF                | US        |          31954 | NS      | $227640.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          79115 | PA      | $860.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |         -32002 | NS      | $-1677224.82  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Bannix Acquisition Corp.                                                               | CUSIP: 066644113<br>LEI: N/A                  | N/A              | DO               |  | US        |          23366 | NS      | $1308.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition Corp.                              | Newbury Street II Acquisition Corp., Class B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          86566 | NS      | $346.26       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          94561 | PA      | $1428.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners I, Inc.                                   | Cantor Equity Partners I, Inc., Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         215608 | NS      | $2565735.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                              | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |       21975000 | PA      | $22689187.50  | 1.21%             | 2033-05-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-591.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Short            | DBT              | CORP              | US        |       -2500000 | PA      | $-2463750.00  | -0.13%            | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EGH Acquisition Corp.                                            | EGH Acquisition Corp., Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          67296 | NS      | $201.89       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           -776 | NC      | $-688223.70   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-634.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellar V Capital Corp.                                          | Stellar V Capital Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7855 | OU      | $78550.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       38167666 | PA      | $76491.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2043.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp. II                                      | Sizzle Acquisition Corp. II, Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         263878 | NS      | $2651973.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| John Hancock Diversified Income Fund                             | John Hancock Diversified Income Fund                                                   | CUSIP: 47804L102<br>LEI: TXPTLN9B34V0S0MTR071 | Long             |  | RF                | US        |          25552 | NS      | $270340.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellsworth Growth and Income Fund Ltd.                            | Ellsworth Growth and Income Fund Ltd.                                                  | CUSIP: 289074106<br>LEI: 549300GYFOXHCDQTI772 | Long             |  | RF                | US        |          26494 | NS      | $271563.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd., Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          33755 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GameStop Corp.                                                   | GameStop Corp.                                                                         | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |       15175000 | PA      | $16252425.00  | 0.87%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Launch Two Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          81500 | NS      | $81500.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |        6568000 | PA      | $6843856.00   | 0.37%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | HCM II Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          73836 | NS      | $73836.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-402.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                               | Bloom Energy Corp.                                                                     | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |        2570000 | PA      | $3617839.14   | 0.19%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                                      | Tokyu Corp.                                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Short            | EC               | CORP              | JP        |         -26396 | NS      | $-314010.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp. II                                    | Andretti Acquisition Corp. II, Class B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          77278 | NS      | $309.11       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HORIZON SPACE ACQUISITION II Corp.                               | HORIZON SPACE ACQUISITION II Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         125239 | NS      | $17533.46     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $59.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NorthView Acquisition Corp.                                      | NorthView Acquisition Corp.                                                            | CUSIP: 66718N129<br>LEI: N/A                  | Long             |  | CORP              | US        |         154598 | NS      | $29373.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Real Asset Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         194799 | NS      | $81815.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                           | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |        2837000 | PA      | $3003673.75   | 0.16%             | 2030-09-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| EZCORP, Inc.                                                     | EZCORP, Inc., Class A                                                                  | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |        -995982 | NS      | $-13824230.16 | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Launch Two Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         358009 | NS      | $160030.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Digital Asset Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         194799 | NS      | $165579.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Everest Consolidator Acquisition Corp.                                                 | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DO               |  | US        |          65508 | NS      | $19.65        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |       17100000 | PA      | $16039800.00  | 0.86%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PHP Ventures Acquisition Corp.                                                         | CUSIP: 69291C114<br>LEI: N/A                  | N/A              | DO               |  | US        |          14700 | NS      | $648.27       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-325.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-81.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $7439.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HCM II Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         320012 | NS      | $752028.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Acquisition Corp.                                      | Lightwave Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7713 | OU      | $77130.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kansai Paint Co. Ltd.                                            | Kansai Paint Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Short            | EC               | CORP              | JP        |         -30287 | NS      | $-415255.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                            | Kansai Paint Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | DBT              | CORP              | JP        |      210000000 | PA      | $1445887.30   | 0.08%             | 2031-03-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp. II                                  | K&F Growth Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         338085 | NS      | $50712.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Mellon Municipal Income, Inc.                                | BNY Mellon Municipal Income, Inc.                                                      | CUSIP: 055CNT018<br>LEI: 549300BKYDDROJTY1E24 | Long             | EC               | CORP              | US        |          12588 | NS      | $162634.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                                  | Welltower, Inc.                                                                        | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | EC               | CORP              | US        |        -138331 | NS      | $-21265624.63 | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Arogo Capital Acquisition Corp.                                                        | CUSIP: 042644112<br>LEI: N/A                  | N/A              | DO               |  | US        |          96774 | NS      | $2419.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Melar Acquisition Corp. I                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         125905 | NS      | $41548.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flaherty & Crumrine Preferred and Income Opportunity Fund, Inc.  | Flaherty & Crumrine Preferred and Income Opportunity Fund, Inc.                        | CUSIP: 33848E106<br>LEI: 2549008Y9TGWYEWYW496 | Long             |  | RF                | US        |           3896 | NS      | $36038.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer Park Opportunities Corp.                                  | Mercer Park Opportunities Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         457730 | NS      | $22886.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Dynamix Corp.                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         164849 | NS      | $59345.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |        6150000 | PA      | $6881850.00   | 0.37%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Rithm Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         137354 | NS      | $67289.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2713.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dune Acquisition Corp. II                                        | Dune Acquisition Corp. II, Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         206104 | NS      | $2071345.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       90900608 | PA      | $2711544.38   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-655.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-6165.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-141266.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Real Assets Income Fund, Inc.                         | Brookfield Real Assets Income Fund, Inc.                                               | CUSIP: 112830104<br>LEI: 5493007NX94W3HSQTJ60 | Long             |  | RF                | US        |          75509 | NS      | $1009555.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yorkville Acquisition Corp.                                      | Yorkville Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |          96125 | OU      | $1081406.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maywood Acquisition Corp.                                        | Maywood Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         122083 | NS      | $41508.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp. I                                  | Columbus Circle Capital Corp. I, Class A                                               | CUSIP: N/A<br>LEI: 5299006WPUCKP6KOIM37       | Long             | EC               | CORP              | KY        |         240454 | NS      | $2553621.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |          -7369 | NS      | $-583330.04   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Integrated Rail and Resources Acquisition Corp.                                        | CUSIP: 45827R114<br>LEI: N/A                  | N/A              | DO               |  | US        |          54219 | NS      | $32531.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         145044 | PA      | $1577.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | DBT              | CORP              | JP        |      950000000 | PA      | $7248446.23   | 0.39%             | 2031-12-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                       | Sarepta Therapeutics, Inc.                                                             | CUSIP: 803607AD2<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |        5444000 | PA      | $3919680.00   | 0.21%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp.                                    | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |          66623 | NS      | $695544.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |      548429122 | NS      | $548264592.82 | 29.28%            |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                                               | World Kinect Corp.                                                                     | CUSIP: 98149GAB6<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | DBT              | CORP              | US        |        6875000 | PA      | $7992875.00   | 0.43%             | 2028-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |           9882 | NS      | $981875.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Translational Development Acquisition Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          75779 | NS      | $75779.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2138.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co. Ltd.                                         | Nagoya Railroad Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | DBT              | CORP              | JP        |      150000000 | PA      | $1051005.17   | 0.06%             | 2033-06-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         217534 | PA      | $1869.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B2Gold Corp.                                                     | B2Gold Corp.                                                                           | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |        5425000 | PA      | $7250512.50   | 0.39%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7453 | OU      | $74380.94     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| InterDigital, Inc.                                               | InterDigital, Inc.                                                                     | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18710000 | PA      | $54492875.00  | 2.91%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc., Class B                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |         -21972 | NS      | $-1185828.84  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                    | Rio Tinto plc                                                                          | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |         217998 | NS      | $12715823.34  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty, Inc.                                                  | PagerDuty, Inc.                                                                        | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |       10424000 | PA      | $9928860.00   | 0.53%             | 2028-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $5065.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | EC               | CORP              | US        |         -54000 | NS      | $-11314620.00 | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal 2030 Target Term Trust                       | BlackRock Municipal 2030 Target Term Trust                                             | CUSIP: 09257P105<br>LEI: 549300TDIJ2J8F6X3N04 | Long             |  | RF                | US        |           6121 | NS      | $133988.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings, Inc.                                              | BILL Holdings, Inc.                                                                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |         -33820 | NS      | $-1564513.20  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Columbus Circle Capital Corp. I                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         122872 | NS      | $208882.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          65929 | PA      | $-717.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2726.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |         -11257 | NS      | $-298085.36   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Chenghe Acquisition II Co.                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         135830 | NS      | $11939.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Papaya Growth Opportunity Corp. I                                                      | CUSIP: 69882P110<br>LEI: N/A                  | N/A              | DO               |  | US        |         206644 | NS      | $12398.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837113<br>LEI: N/A                  | N/A              | DO               |  | US        |          62825 | NS      | $3769.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Oaktree Acquisition Corp. III Life Sciences                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         105907 | NS      | $92668.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          39558 | PA      | $-430.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                     | American Axle & Manufacturing Holdings, Inc.                                           | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Short            | EC               | CORP              | US        |        -179894 | NS      | $-733967.52   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |          15533 | NS      | $3657244.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp.                                    | Wintergreen Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |          28178 | OU      | $284034.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc.                                                                          | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |       11577000 | PA      | $11061823.50  | 0.59%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       13555044 | PA      | $-147435.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc., Class A                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |         -73117 | NS      | $-9821806.61  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Quartzsea Acquisition Corp.                                      | Quartzsea Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         119661 | NS      | $40684.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IB Acquisition Corp.                                             | IB Acquisition Corp.                                                                   | CUSIP: 44934N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         185392 | NS      | $1924368.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        4925000 | PA      | $-107367.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          26767 | PA      | $-286.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11366194 | PA      | $123628.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabelli Healthcare & WellnessRx Trust (The)                      | Gabelli Healthcare & WellnessRx Trust (The)                                            | CUSIP: 36246K103<br>LEI: 549300XULWZNLHFTG832 | Long             |  | RF                | US        |          21751 | NS      | $205546.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc.                                                                  | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |        5899000 | PA      | $5562757.00   | 0.30%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         105487 | PA      | $1147.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CO2 Energy Transition Corp.                                      | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         127667 | NS      | $1289436.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp.                                         | ProCap Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         305393 | OU      | $3273812.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Tax-Managed Global Diversified Equity Income Fund    | Eaton Vance Tax-Managed Global Diversified Equity Income Fund                          | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             |  | RF                | US        |          53817 | NS      | $470898.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SRH Total Return Fund, Inc.                                      | SRH Total Return Fund, Inc.                                                            | CUSIP: 101507101<br>LEI: 5493000XG0EMNJQ1SM17 | Long             |  | RF                | US        |          59349 | NS      | $1049290.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund    | Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund                          | CUSIP: 27828U106<br>LEI: 549300FJ9E7XXCLZCB95 | Long             |  | RF                | US        |           6219 | NS      | $169094.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $331.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $14113.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Artius II Acquisition, Inc.                                      | Artius II Acquisition, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         462795 | NS      | $129582.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |       13568000 | PA      | $13093120.00  | 0.70%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Launch One Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         312978 | NS      | $87633.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp. III                                     | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11419 | OU      | $114188.86    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Patrick Industries, Inc.                                         | Patrick Industries, Inc.                                                               | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |       11687000 | PA      | $17320134.00  | 0.92%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       30000000 | PA      | $29441724.90  | 1.57%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                                 | WisdomTree, Inc.                                                                       | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |        -475986 | NS      | $-5478598.86  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Four Leaf Acquisition Corp.                                                            | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DO               |  | US        |         111000 | NS      | $3330.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Merger II Corp.                                               | FG Merger II Corp.                                                                     | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         179188 | NS      | $1768585.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $514.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance Tax-Advantaged Dividend Income Fund                  | Eaton Vance Tax-Advantaged Dividend Income Fund                                        | CUSIP: 27828G107<br>LEI: 549300KZTQOOF16ML741 | Long             |  | RF                | US        |          34041 | NS      | $820388.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp.                                            | Wen Acquisition Corp., Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          35744 | NS      | $142.98       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         131858 | PA      | $1434.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         158230 | PA      | $1721.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2672.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-861.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1646.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners II, Inc.                                  | Cantor Equity Partners II, Inc., Class A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         123885 | NS      | $1366451.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                                                  | ChampionX Corp.                                                                        | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |        1296693 | NS      | $32209854.12  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                                     | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |       10815000 | PA      | $9679425.00   | 0.52%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                     | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3954000 | PA      | $4015650.77   | 0.21%             | 2031-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp.                                    | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | Long             |  | CORP              | US        |          63190 | NS      | $31392.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION Corp.                                          | BERTO ACQUISITION Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         405124 | NS      | $4221392.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                                          | Penguin Solutions, Inc.                                                                | CUSIP: 83205YAD6<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | KY        |        5297000 | PA      | $5233401.73   | 0.28%             | 2030-08-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Jackson Acquisition Co. II                                       | Jackson Acquisition Co. II                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         360208 | NS      | $100858.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          79115 | PA      | $860.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         118673 | PA      | $1290.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-209.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Centurion Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         384082 | NS      | $122906.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        1137000 | PA      | $1114872.32   | 0.06%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         171542 | PA      | $1864.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bannix Acquisition Corp.                                         | Bannix Acquisition Corp.                                                               | CUSIP: 066644121<br>LEI: N/A                  | Long             |  | CORP              | US        |          26277 | NS      | $6214.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $554.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Direct Selling Acquisition Corp.                                                       | CUSIP: 25460L111<br>LEI: N/A                  | N/A              | DO               |  | US        |          51291 | NS      | $2051.64      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-391.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR III Acquisition Corp.                                        | GSR III Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          99580 | NS      | $1.34         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $426.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Titan Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         268041 | NS      | $99175.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp. III                                     | NewHold Investment Corp. III, Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          91354 | NS      | $338.01       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UY Scuti Acquisition Corp.                                       | UY Scuti Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          41412 | NS      | $8282.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Northern Star Investment Corp. II                                                      | CUSIP: 66573W115<br>LEI: N/A                  | N/A              | DO               |  | US        |          16500 | NS      | $85.80        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |       23936033 | NS      | $23936032.59  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          79115 | PA      | $860.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Short            | EC               | CORP              | MU        |        -355137 | NS      | $-34810528.74 | -1.86%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Maquia Capital Acquisition Corp.                                                       | CUSIP: 56564V119<br>LEI: N/A                  | N/A              | DO               |  | US        |         113500 | NS      | $2212.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |        8222000 | PA      | $7521422.78   | 0.40%             | 2031-04-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Hennessy Capital Investment Corp. VII                            | Hennessy Capital Investment Corp. VII                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         444056 | NS      | $146538.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          92301 | PA      | $1003.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |             -5 | NC      | $-18510.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         118673 | PA      | $1290.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A SPAC III Acquisition Corp.                                     | A SPAC III Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | VG        |          63236 | NS      | $11382.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Short            | EC               | CORP              | JP        |         -49496 | NS      | $-1273331.53  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |         -91176 | NS      | $-8506720.80  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Aquaron Acquisition Corp.                                        | Aquaron Acquisition Corp.                                                              | CUSIP: 03842W113<br>LEI: N/A                  | Long             |  | CORP              | US        |          35605 | NS      | $10681.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $54.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Southport Acquisition Corp.                                                            | CUSIP: 84465L113<br>LEI: N/A                  | N/A              | DO               |  | US        |         182986 | NS      | $45728.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A                                                                     | CUSIP: N/A<br>LEI: 5493004JFDUCV1UTK851       | Long             | EC               | CORP              | US        |          12969 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         131858 | PA      | $-1434.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Translational Development Acquisition Corp.                      | Translational Development Acquisition Corp., Class B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          60623 | NS      | $242.49       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BEST SPAC I Acquisition Corp.                                    | BEST SPAC I Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | VG        |          35966 | OU      | $361098.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hennessy Capital Investment Corp. VII                            | Hennessy Capital Investment Corp. VII, Class B                                         | CUSIP: N/A<br>LEI: 254900JWVO0IX2B4CG37       | Long             | EC               | CORP              | US        |          65300 | NS      | $130.60       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kochav Defense Acquisition Corp.                                 | Kochav Defense Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         440620 | OU      | $4483308.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp.                                   | Crane Harbor Acquisition Corp., Class B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          62544 | NS      | $312.72       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-433.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | byNordic Acquisition Corp.                                                             | CUSIP: 124420118<br>LEI: N/A                  | N/A              | DO               |  | US        |          69207 | NS      | $4844.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M111<br>LEI: N/A                  | N/A              | DO               |  | US        |         127667 | NS      | $11490.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baird Medical Investment Holdings Ltd.                           | Baird Medical Investment Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          46529 | NS      | $170528.79    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         171416 | PA      | $1864.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners III, Inc.                                 | Cantor Equity Partners III, Inc., Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         102751 | NS      | $1084023.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1299.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                             | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |            423 | PA      | $399.74       | 0.00%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Thunder Power Holdings, Inc.                                                           | CUSIP: 31561T110<br>LEI: N/A                  | N/A              | DO               |  | US        |          94079 | NS      | $1900.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Match Group Holdings II LLC                                      | Match Group Holdings II LLC                                                            | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Short            | DBT              | CORP              | US        |       -1720000 | PA      | $-1678418.66  | -0.09%            | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| IB Acquisition Corp.                                             | IB Acquisition Corp.                                                                   | CUSIP: 44934N116<br>LEI: N/A                  | Long             |  | CORP              | US        |          43870 | NS      | $1803.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc.                                                                          | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |        9232000 | PA      | $10461653.75  | 0.56%             | 2029-12-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| DraftKings Holdings, Inc.                                        | DraftKings Holdings, Inc.                                                              | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |       20281000 | PA      | $18141354.50  | 0.97%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc.                                                                          | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |        -128500 | NS      | $-4298325.00  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Rohto Pharmaceutical Co. Ltd.                                    | Rohto Pharmaceutical Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800Q1CW5OS81OUM12       | Long             | DBT              | CORP              | JP        |       50000000 | PA      | $358494.50    | 0.02%             | 2032-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ribbon Acquisition Corp.                                         | Ribbon Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |          60105 | NS      | $13223.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calamos Global Dynamic Income Fund                               | Calamos Global Dynamic Income Fund                                                     | CUSIP: 12811L107<br>LEI: CZEVBUHZTXPJGPSFDE25 | Long             |  | RF                | US        |         108573 | NS      | $774125.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                             | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |        7400000 | PA      | $6415800.00   | 0.34%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Aifeex Nexus Acquisition Corp.                                   | Aifeex Nexus Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         157393 | NS      | $34626.46     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       16618000 | PA      | $15147307.00  | 0.81%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          93741 | NS      | $93741.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $581.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $267.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen Dow 30sm Dynamic Overwrite Fund                           | Nuveen Dow 30sm Dynamic Overwrite Fund                                                 | CUSIP: 67075F105<br>LEI: 549300CNS4Q1ZZUGS005 | Long             |  | RF                | US        |          66999 | NS      | $960765.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Capital Acquisition Corp.                                  | Range Capital Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         224317 | NS      | $56079.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                       | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Short            | DBT              | CORP              | US        |       -2000000 | PA      | $-2651000.00  | -0.14%            | 2029-07-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| byNordic Acquisition Corp.                                       | byNordic Acquisition Corp., Class A                                                    | CUSIP: 124420100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40443 | NS      | $489360.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co. Ltd.                                         | Nagoya Railroad Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Short            | EC               | CORP              | JP        |         -26454 | NS      | $-299244.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                       | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |         200000 | NS      | $13600000.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                     | Dun & Bradstreet Corp. (The)                                                           | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |        7544000 | PA      | $7732600.00   | 0.41%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Texas Ventures Acquisition III Corp.                             | Texas Ventures Acquisition III Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         414306 | OU      | $4254922.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       32982997 | PA      | $156679.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Enhanced Global Dividend Trust                         | BlackRock Enhanced Global Dividend Trust                                               | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |           4844 | NS      | $54979.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-65.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                               | Seagate HDD Cayman                                                                     | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       10300000 | PA      | $18524550.00  | 0.99%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Launch One Acquisition Corp.                                     | Launch One Acquisition Corp., Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          59069 | NS      | $236.28       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | InterPrivate III Financial Partners, Inc.                                              | CUSIP: 46064R114<br>LEI: N/A                  | N/A              | DO               |  | US        |          16500 | NS      | $166.65       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| B2Gold Corp.                                                     | B2Gold Corp.                                                                           | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Short            | EC               | CORP              | CA        |       -1299606 | NS      | $-4691577.66  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp.                                           | Blue Acquisition Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         167839 | OU      | $1685103.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pelican Acquisition Corp.                                        | Pelican Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          90330 | NS      | $903300.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                                        | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |       16133000 | PA      | $17193675.70  | 0.92%             | 2030-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Amrize Ltd.                                                      | Amrize Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |         100000 | NS      | $4955000.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoritsu Maintenance Co. Ltd.                                    | Kyoritsu Maintenance Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800IO2MFHL1NA0986       | Long             | DBT              | CORP              | JP        |      250000000 | PA      | $2610152.43   | 0.14%             | 2026-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Redfin Corp.                                                     | Redfin Corp.                                                                           | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |       21800000 | PA      | $19567651.22  | 1.04%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tavia Acquisition Corp.                                          | Tavia Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         214404 | NS      | $35376.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc., Class A                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |        -162091 | NS      | $-2554554.16  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp.                                  | Lakeshore Acquisition III Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |          78411 | OU      | $798223.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Marblegate Capital Corp.                                                               | CUSIP: 56608R116<br>LEI: N/A                  | N/A              | DO               |  | US        |         291285 | NS      | $30584.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-156.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       17764493 | PA      | $90008.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $69.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Copley Acquisition Corp.                                         | Copley Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         206806 | OU      | $2082536.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $20950.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-189.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                            | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |        2980000 | PA      | $2597070.00   | 0.14%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp.                                   | FIGX Capital Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |          73555 | OU      | $736653.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Vine Hill Capital Investment Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         299861 | NS      | $88039.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Hancock Tax-Advantaged Dividend Income Fund                 | John Hancock Tax-Advantaged Dividend Income Fund                                       | CUSIP: 41013V100<br>LEI: 5493001RMBJ8FL02CN30 | Long             |  | RF                | US        |          32728 | NS      | $765507.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Acquisition Corp.                                      | Lightwave Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         335468 | OU      | $3371453.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-34712.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $479.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Municipal High Income Advantage Fund, Inc.               | Pioneer Municipal High Income Advantage Fund, Inc.                                     | CUSIP: 723762100<br>LEI: UE8ZNXHQH48NNA19I459 | Long             |  | RF                | US        |          15065 | NS      | $125039.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Concord Acquisition Corp. II                                                           | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DO               |  | US        |          95464 | NS      | $7637.12      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | SilverBox Corp. IV                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         214539 | NS      | $257425.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                                    | Berkshire Hills Bancorp, Inc.                                                          | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Short            | EC               | CORP              | US        |        -269936 | NS      | $-6759197.44  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Lionheart Holdings                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         263150 | NS      | $89471.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV, Inc.                                                     | fuboTV, Inc.                                                                           | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3047000 | PA      | $2972348.50   | 0.16%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-227.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $25868.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane Harbor Acquisition Corp.                                   | Crane Harbor Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         516010 | NS      | $139322.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp. I                                    | Perimeter Acquisition Corp. I                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |          98305 | OU      | $1029253.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      248688018 | PA      | $3243063.89   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         221427 | PA      | $194.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESH Acquisition Corp.                                            | ESH Acquisition Corp., Class A                                                         | CUSIP: 296424104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           8212 | NS      | $91317.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp.                                         | Quetta Acquisition Corp.                                                               | CUSIP: 74841A113<br>LEI: N/A                  | Long             |  | CORP              | US        |           1196 | NS      | $1399.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gigcapital7 Corp.                                                | Gigcapital7 Corp., Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          68416 | NS      | $78678.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |         -97565 | NS      | $-5184604.10  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Conduit Pharmaceuticals, Inc.                                                          | CUSIP: 20678X114<br>LEI: N/A                  | N/A              | DO               |  | US        |            725 | NS      | $7.90         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      142298168 | PA      | $-2417081.78  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Kochav Defense Acquisition Corp.                                 | Kochav Defense Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          13903 | OU      | $139030.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc., Class A                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |          51200 | NS      | $2618368.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Graf Global Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         338011 | NS      | $98090.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp. IV                                        | Plum Acquisition Corp. IV                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7836 | OU      | $78203.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Breeze Holdings Acquisition Corp.                                | Breeze Holdings Acquisition Corp.                                                      | CUSIP: 106762123<br>LEI: N/A                  | Long             |  | CORP              | US        |          55000 | NS      | $13750.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $7314.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $32670.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Acquisition Corp.                                          | Titan Acquisition Corp., Class A                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         536082 | NS      | $5376902.46   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-789.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd., Series 2028                                                          | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | DBT              | CORP              | JP        |      170000000 | PA      | $1452032.92   | 0.08%             | 2028-09-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc., Class A                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |        -117484 | NS      | $-3360042.40  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Aldel Financial II, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         302657 | NS      | $157381.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Gesher Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         128523 | NS      | $41127.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Corp.                                                      | Tokyu Corp.                                                                            | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | DBT              | CORP              | JP        |      140000000 | PA      | $986771.29    | 0.05%             | 2028-09-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Stride, Inc.                                                     | Stride, Inc.                                                                           | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |       15675000 | PA      | $43607850.00  | 2.33%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       15783450 | PA      | $-171673.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                        | United States Steel Corp.                                                              | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |        9408000 | PA      | $9494152.54   | 0.51%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rising Dragon Acquisition Corp.                                  | Rising Dragon Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         140178 | NS      | $24068.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everi Holdings, Inc.                                             | Everi Holdings, Inc.                                                                   | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |        1299869 | NS      | $18510134.56  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Corner Growth Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         110400 | NS      | $22080.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Short            | EC               | CORP              | US        |         -11663 | NS      | $-641115.11   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          13186 | PA      | $-143.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                               | Bloom Energy Corp., Class A                                                            | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |         -94947 | NS      | $-2271132.24  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B-3                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   489352292604 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CureVac NV                                                       | CureVac NV                                                                             | CUSIP: N/A<br>LEI: 724500BUT8GAG9LMYN56       | Long             | EC               | CORP              | NL        |          10342 | NS      | $56157.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          13186 | PA      | $-143.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $78.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |        2640000 | PA      | $4196754.06   | 0.22%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       64434000 | PA      | $64315441.44  | 3.43%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PMV Consumer Acquisition Corp.                                                         | CUSIP: 693486110<br>LEI: N/A                  | N/A              | DO               |  | US        |         131447 | NS      | $78.87        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Axiom Intelligence Acquisition Corp. 1                           | Axiom Intelligence Acquisition Corp. 1, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          64144 | NS      | $256.58       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       26807769 | PA      | $500043.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                                 | CyberAgent, Inc.                                                                       | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | DBT              | CORP              | JP        |      290000000 | PA      | $2504183.88   | 0.13%             | 2029-11-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-157.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-2                                                                   | CUSIP: N/A<br>LEI: 549300J9G10ZQTTAFU03       | Long             | EC               | CORP              | US        |      368190309 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Legato Merger Corp. III                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          53436 | NS      | $14427.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-226.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Renatus Tactical Acquisition Corp. I                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          55294 | NS      | $112799.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc.                                                                        | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       12298000 | PA      | $19135688.00  | 1.02%             | 2029-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                                   | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |        4600000 | PA      | $4689700.00   | 0.25%             | 2030-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Welsbach Technology Metals Acquisition Corp.                     | Welsbach Technology Metals Acquisition Corp.                                           | CUSIP: 950415109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          71270 | NS      | $806776.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                              | MicroStrategy, Inc.                                                                    | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |       16225000 | PA      | $15308287.50  | 0.82%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Municipal High Income Fund Trust                         | Pioneer Municipal High Income Fund Trust                                               | CUSIP: 723763108<br>LEI: 1SKUXW31ZFWF61CETQ82 | Long             |  | RF                | US        |          34013 | NS      | $311559.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       15031858 | PA      | $-163498.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2740.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                  | Schlumberger NV                                                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |        -953069 | NS      | $-32213732.20 | -1.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images, Inc.                                               | Getty Images, Inc.                                                                     | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       10045000 | PA      | $9844649.46   | 0.53%             | 2027-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | FutureTech II Acquisition Corp.                                                        | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DO               |  | US        |          38964 | NS      | $1009.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PIMCO California Municipal Income Fund                           | PIMCO California Municipal Income Fund                                                 | CUSIP: 72200N106<br>LEI: M4DHYCROG6SFNO22X437 | Long             |  | RF                | US        |           4572 | NS      | $39273.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Enhanced International Dividend Trust                  | BlackRock Enhanced International Dividend Trust                                        | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |          11267 | NS      | $65235.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ESGL Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |           1906 | NS      | $59.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp.                                            | ESH Acquisition Corp.                                                                  | CUSIP: 296424112<br>LEI: N/A                  | Long             |  | CORP              | US        |          97905 | NS      | $8321.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $64.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Breeze Holdings Acquisition Corp.                                                      | CUSIP: 106762115<br>LEI: N/A                  | N/A              | DO               |  | US        |          55000 | NS      | $25300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH Corp. III                                       | CARTESIAN GROWTH Corp. III                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         400303 | OU      | $4055069.39   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |        -130022 | NS      | $-5234685.72  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Ferrellgas LP                                                    | Ferrellgas LP                                                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       11700000 | PA      | $11588924.88  | 0.62%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Roman DBDR Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         199710 | NS      | $99855.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                                          | Penguin Solutions, Inc.                                                                | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Short            | EC               | CORP              | KY        |        -132385 | NS      | $-2622546.85  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Nikkon Holdings Co. Ltd.                                         | Nikkon Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 3538005QJ1M73DPIMH49       | Short            | EC               | CORP              | JP        |        -164909 | NS      | $-3667623.21  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                                                | TXNM Energy, Inc.                                                                      | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |         750000 | PA      | $971716.50    | 0.05%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $250.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Box, Inc.                                                        | Box, Inc.                                                                              | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |        9760000 | PA      | $10028400.00  | 0.54%             | 2029-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $6345.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PagerDuty, Inc.                                                  | PagerDuty, Inc.                                                                        | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Short            | EC               | CORP              | US        |        -213445 | NS      | $-3261439.60  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       10087168 | PA      | $-109716.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2579.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       18872000 | PA      | $18636863.18  | 1.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Everi Holdings, Inc.                                             | Everi Holdings, Inc.                                                                   | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |        4680000 | PA      | $4729116.60   | 0.25%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PHP Ventures Acquisition Corp.                                   | PHP Ventures Acquisition Corp.                                                         | CUSIP: 69291C122<br>LEI: N/A                  | Long             |  | CORP              | US        |          29400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          92301 | PA      | $1003.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4617000 | PA      | $4676550.07   | 0.25%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Middleby Corp. (The)                                             | Middleby Corp. (The)                                                                   | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |       29124000 | PA      | $32662566.00  | 1.74%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc., Class A                                                                 | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |         -51200 | NS      | $-2618368.00  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | DBT              | CORP              | AU        |        6000000 | PA      | $4955869.50   | 0.26%             | 2029-07-30      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Gesher Acquisition Corp. II                                      | Gesher Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11573 | OU      | $115728.84    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3111.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                                    | Nutanix, Inc., Class A                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |         -73139 | NS      | $-5590745.16  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                                        | Box, Inc., Class A                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |        -143731 | NS      | $-4911288.27  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Newbury Street II Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         218493 | NS      | $54623.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Special Situations Corp.                            | Clean Energy Special Situations Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |          40212 | NS      | $34421.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MicroStrategy, Inc.                                                                    | CUSIP: 00PBL9015<br>LEI: N/A                  | N/A              | DE               |  | US        |            607 | NC      | $206380.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Launch One Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          73836 | NS      | $73836.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | BERTO ACQUISITION Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         202562 | NS      | $161138.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean, Inc.                                                 | Transocean, Inc.                                                                       | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Short            | DBT              | CORP              | KY        |       -8946000 | PA      | $-7985630.71  | -0.43%            | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-138131.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NuScale Power Corp.                                              | NuScale Power Corp.                                                                    | CUSIP: 67079K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -37168 | NS      | $-1470366.08  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Fact II Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         211180 | NS      | $48592.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       18128000 | PA      | $18155192.00  | 0.97%             | 2028-06-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GameStop Corp.                                                   | GameStop Corp., Class A                                                                | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |        -393645 | NS      | $-9601001.55  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         118673 | PA      | $1290.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1451.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackLine, Inc.                                                  | BlackLine, Inc.                                                                        | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |        1700000 | PA      | $1629959.20   | 0.09%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc., Class A                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |          94135 | NS      | $818033.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $19580.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Acquisition Corp.                                          | Titan Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |              1 | OU      | $10.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance Tax-Advantaged Global Dividend Income Fund           | Eaton Vance Tax-Advantaged Global Dividend Income Fund                                 | CUSIP: 27828S101<br>LEI: 549300P9NBK8GZ8QI277 | Long             |  | RF                | US        |          32966 | NS      | $690308.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2647.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       60000000 | PA      | $59986030.20  | 3.20%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Cycurion, Inc.                                                                         | CUSIP: 95758L115<br>LEI: N/A                  | N/A              | DO               |  | US        |          50185 | NS      | $3011.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |         -39109 | NS      | $-3413824.61  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer