# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-010956
**Filing Date:** 2026-5
**Character Count:** 264324
**Document Hash:** ff219cf36218f8b632879c6f2991b440
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-010956.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0002071691-26-010956

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**PERIOD START**: 20261231

**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:** 261011822

**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           |

## Nport-Ex

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## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2582116306.44

**Total Liabilities:** $279502443.43

**Net Assets:** $2302613863.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -116.06671503 | **1-Year:** -1643.77413479 | **5-Year:** -10450.25327006 | **10-Year:** -21.83776640 | **30-Year:** 0.00000000

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

- **3-Month:** -1.23239204 | **1-Year:** -26043.23149563 | **5-Year:** -93677.09910370 | **10-Year:** -6854.91089424 | **30-Year:** -38.91941567

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000070967 | 0.70%                | -0.08%               | 0.23%                |
| Class ID C000145937 | 0.78%                | -0.08%               | 0.31%                |
| Class ID C000070968 | 0.78%                | -0.08%               | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10063674.08            | $25169395.92                               |
| Month 2  | $1551324.21              | $1729171.51                                |
| Month 3  | $2126421.08              | $-12529305.03                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mexican Peso                                                     | Mexican Peso                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | MX        |           4493 | OU      | $250.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                       | Sarepta Therapeutics, Inc.                                                             | CUSIP: 803607AE0<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |        8515000 | PA      | $7099381.25   | 0.31%             | 2030-09-01      | Fixed         | 4.88%                 | 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      | $142972.85    | 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      | $-3059.63     | -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      | $11881.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       35287218 | PA      | $74772.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc., Class A                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |         -64548 | NS      | $-9691882.20  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           -517 | NC      | $703304.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $122226.12    | 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      | $320.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Aldabra 4 Liquidity Opportunity Vehicle, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          61783 | NS      | $92674.50     | 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      | $660.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Praetorian Acquisition Corp.                                     | Praetorian Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         211720 | OU      | $2093910.80   | 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      | $110656.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Goal Acquisitions Corp.                                                                | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DO               |  | US        |          84630 | NS      | $8.46         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc., Class A                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |         -48008 | NS      | $-8382676.88  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Strategy, Inc.                                                   | Strategy, Inc.                                                                         | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |        5125000 | PA      | $5224937.50   | 0.23%             | 2032-06-15      | Fixed         | 2.25%                 | 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      | $45281.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          14444 | PA      | $116.39       | 0.00%             |  |  |  | No            |                  2 | 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      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $943.09       | 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      | $-20982.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797TW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       51237000 | PA      | $50549362.57  | 2.20%             | 2026-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Mayflower Acquisition Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | VG        |         910000 | NS      | $18200.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Norwegian Krone                                                  | Norwegian Krone                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | NO        |       11521602 | OU      | $1189891.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $11582.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                 | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |        9742000 | PA      | $10092712.00  | 0.44%             | 2030-11-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       80898819 | PA      | $1261946.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Short            | EC               | CORP              | JP        |        -190368 | NS      | $-9526111.24  | -0.41%            |  |  |  | No            |                  2 | 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                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         129999 | PA      | $-1047.51     | -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      | $57.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | iCoreConnect, Inc.                                                                     | CUSIP: 450958111<br>LEI: N/A                  | N/A              | DO               |  | US        |          57318 | NS      | $28.66        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RF Acquisition Corp. III                                         | RF Acquisition Corp. III                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         335580 | NS      | $3281972.40   | 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      | $-3901.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health, Inc.                                         | Hims & Hers Health, Inc.                                                               | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |       21692000 | PA      | $16175955.42  | 0.70%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Yotta Acquisition Corp.                                          | Yotta Acquisition Corp.                                                                | CUSIP: 98741Y129<br>LEI: N/A                  | Long             |  | CORP              | US        |          68693 | NS      | $6869.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Strategy, Inc.                                                   | Strategy, Inc.                                                                         | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |       16425000 | PA      | $13624537.50  | 0.59%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | New America Acquisition I Corp.                                                        | CUSIP: 023634116<br>LEI: N/A                  | N/A              | DO               |  | US        |          18022 | NS      | $9011.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                                   | CUSIP: 91332UAH4<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |        9915000 | PA      | $9871374.00   | 0.43%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          14444 | PA      | $116.39       | 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      | $-11472.98    | -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      | $66496.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                                     | Two Harbors Investment Corp.                                                           | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |         200842 | NS      | $2293615.64   | 0.10%             |  |  |  | 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        |          51558 | NS      | $190.76       | 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      | $-3489.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                        | IREN Ltd., Series 33                                                                   | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |        5225000 | PA      | $4590162.50   | 0.20%             | 2033-06-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         374145 | PA      | $-6529.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797UH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        4167000 | PA      | $4094182.34   | 0.18%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd.                                               | Grab Holdings Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Short            | EC               | CORP              | KY        |       -1076483 | NS      | $-3939927.78  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          14444 | PA      | $116.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1314437 | PA      | $10591.49     | 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      | $25729.67     | 0.00%             |  |  |  | No            |                  2 | 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      |
| Park24 Co. Ltd.                                                  | Park24 Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300LFG2WZWCWM4M68       | Short            | EC               | CORP              | JP        |         -78892 | NS      | $-962411.88   | -0.04%            |  |  |  | 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      | $2856.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indigo Acquisition Corp.                                         | Indigo Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           6655 | OU      | $66317.08     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Core Pacific Pioneer Mutual                                      | Core Pacific Pioneer Mutual                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | TW        |          18246 | NS      | $6623.94      | 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      | $14693.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yen                                                              | Yen                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | JP        |      -16358111 | OU      | $-103072.44   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Procap Financial, Inc.                                                                 | CUSIP: 74277P113<br>LEI: N/A                  | N/A              | DO               |  | US        |           3272 | NS      | $916.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand                                                             | Rand                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | ZA        |              1 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Corp.                                | Activate Energy Acquisition Corp., Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          71880 | NS      | $215.64       | 0.00%             |  |  |  | Yes           |                  3 | 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            |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1333.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                   | Brookfield Property REIT, Inc.                                                         | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         780000 | PA      | $776751.07    | 0.03%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                                   | Spectrum Brands Holdings, Inc.                                                         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |          -7567 | NS      | $-557687.90   | -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      | $-3261.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43333 | PA      | $349.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Newbury Street Acquisition Corp.                                                       | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DO               |  | US        |          88000 | NS      | $8.80         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Abpro Holdings, Inc.                                                                   | CUSIP: 000847111<br>LEI: N/A                  | N/A              | DO               |  | US        |         165141 | NS      | $495.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terra Innovatum Global NV                                        | Terra Innovatum Global NV                                                              | CUSIP: N/A<br>LEI: 529900QPG0ZHWQHK1O95       | Long             | EC               | CORP              | NL        |          49791 | NS      | $231030.24    | 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      | $142965.54    | 0.01%             |  |  |  | No            |                  2 | 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      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-4290.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Clean Energy Special Situations Corp.                                                  | CUSIP: 85205U115<br>LEI: N/A                  | N/A              | DO               |  | US        |          19002 | NS      | $1.90         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Launchpad Cadenza Acquisition Corp. I                            | Launchpad Cadenza Acquisition Corp. I, Class B                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          72606 | NS      | $290.42       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Namib Minerals                                                   | Namib Minerals                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          18593 | NS      | $42949.83     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GigCapital8 Corp.                                                | GigCapital8 Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10024 | OU      | $97607.70     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1834434 | PA      | $-14781.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $19361.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AST SpaceMobile, Inc.                                            | AST SpaceMobile, Inc.                                                                  | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |         -68688 | NS      | $-5692174.56  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| New America Acquisition I Corp.                                  | New America Acquisition I Corp., Class A                                               | CUSIP: 023634108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          36044 | NS      | $360800.44    | 0.02%             |  |  |  | No            |                  1 | 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      | $6087240.00   | 0.26%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class C                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |          17707 | NS      | $5079430.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp. Ltd.                    | Bitcoin Infrastructure Acquisition Corp. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          12041 | OU      | $120410.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| McKinley Acquisition Corp.                                       | McKinley Acquisition Corp., Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          65705 | NS      | $82.13        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Affirm Holdings, Inc.                                            | Affirm Holdings, Inc.                                                                  | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16032000 | PA      | $15002538.63  | 0.65%             | 2029-12-15      | Fixed         | 0.75%                 | 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      | $6148.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fluence Energy, Inc.                                             | Fluence Energy, Inc., Class A                                                          | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Short            | EC               | CORP              | US        |        -181836 | NS      | $-2502063.36  | -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      | $-2838.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyivstar Group Ltd.                                              | Kyivstar Group Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          14558 | NS      | $147326.96    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Park24 Co. Ltd.                                                  | Park24 Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300LFG2WZWCWM4M68       | Long             | DBT              | CORP              | JP        |      480000000 | PA      | $3029016.10   | 0.13%             | 2028-02-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                 | WULF Compute LLC                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        7800000 | PA      | $8242104.00   | 0.36%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HCM III Acquisition Corp.                                        | HCM III Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          10459 | NS      | $31.38        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Xometry, Inc.                                                    | Xometry, Inc., Class A                                                                 | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |         -33871 | NS      | $-1383291.64  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       82674000 | PA      | $81912712.18  | 3.56%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Columbus Circle Capital Corp. II                                 | Columbus Circle Capital Corp. II, Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          36079 | NS      | $108.24       | 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      |
| Alarm.com Holdings, Inc.                                         | Alarm.com Holdings, Inc.                                                               | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |        7225000 | PA      | $6651515.63   | 0.29%             | 2029-06-01      | Fixed         | 2.25%                 | 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      | $-119.40      | -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      | $896.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                                        | FMC Corp.                                                                              | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |        3395000 | PA      | $3361685.88   | 0.15%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1184438 | PA      | $-9543.98     | -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      | $952.97       | 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      | $-1898.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                           | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |         -64811 | NS      | $-1821837.21  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                                          | Alphatec Holdings, Inc.                                                                | CUSIP: 02081GAD4<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |        4400000 | PA      | $4504280.00   | 0.20%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Joby Aviation, Inc.                                              | Joby Aviation, Inc.                                                                    | CUSIP: N/A<br>LEI: 254900NMVFUM8FO88E56       | Short            | EC               | CORP              | US        |        -281783 | NS      | $-2327527.58  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics, Inc.                                        | Atrium Therapeutics, Inc.                                                              | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         125410 | NS      | $1676731.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition Corp. VI                            | Inflection Point Acquisition Corp. VI                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         442700 | OU      | $4480124.00   | 0.19%             |  |  |  | No            |                  1 | 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      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $6996.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd., Series 2030                                                          | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | DBT              | CORP              | JP        |      100000000 | PA      | $1021549.42   | 0.04%             | 2030-09-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                             | Boston Properties LP                                                                   | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       14909000 | PA      | $13529917.50  | 0.59%             | 2030-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp., Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          14906 | NS      | $149.06       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       58620802 | PA      | $-623538.06   | -0.03%            |  |  |  | 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      | $-21530.57    | -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      |
| Vertex, Inc.                                                     | Vertex, Inc., Class A                                                                  | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |         -74882 | NS      | $-890346.98   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Weibo Corp.                                                      | Weibo Corp.                                                                            | CUSIP: 948596AJ0<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |        5325000 | PA      | $5609887.50   | 0.24%             | 2030-12-01      | Fixed         | 1.38%                 | 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      | $143554.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMA Acquisition Corp.                                           | SUMA Acquisition Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         166562 | OU      | $1668951.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qfin Holdings, Inc.                                              | Qfin Holdings, Inc.                                                                    | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Short            | EC               | CORP              | KY        |         -20384 | NS      | $-263157.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          28889 | PA      | $232.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition VI Corp.                                  | M3-Brigade Acquisition VI Corp., Class B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          22579 | NS      | $67.87        | 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      | $327.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Holdings, Inc.                                           | Upstart Holdings, Inc.                                                                 | CUSIP: 91680MAF4<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |        8587000 | PA      | $6074253.17   | 0.26%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |         -57760 | NS      | $-2886844.80  | -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      | $-5408.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danish Krone                                                     | Danish Krone                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | DK        |        1417313 | OU      | $219221.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Kyivstar Group Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | BM        |          60205 | NS      | $210717.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Eagle Acquisition Corp.                                 | Infinite Eagle Acquisition Corp., Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         635159 | NS      | $6338886.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                                   | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |        -170283 | NS      | $-3736009.02  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BHAV Acquisition Corp.                                           | BHAV Acquisition Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |           2832 | OU      | $28235.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D120<br>LEI: N/A                  | Long             |  | CORP              | US        |         112518 | NS      | $21941.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneIM Acquisition Corp.                                          | OneIM Acquisition Corp., Class A                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         170748 | NS      | $1710894.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Goldenstone Acquisition Ltd.                                                           | CUSIP: 38136Y110<br>LEI: N/A                  | N/A              | DO               |  | US        |          32200 | NS      | $644.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oddity Tech Ltd.                                                 | Oddity Tech Ltd., Class A                                                              | CUSIP: N/A<br>LEI: 254900QH12XZS53G0V57       | Short            | EC               | CORP              | IL        |         -40875 | NS      | $-546907.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                                      | Prosperity Bancshares, Inc.                                                            | CUSIP: 743606105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -80701 | NS      | $-5421493.18  | -0.24%            |  |  |  | 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      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          28889 | PA      | $232.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |     2930000000 | PA      | $20146576.98  | 0.87%             | 2031-07-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: 63954QAJ5<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |        2704000 | PA      | $2597732.80   | 0.11%             | 2031-03-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Water Acquisition Corp. IV                                  | Blue Water Acquisition Corp. IV                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         299871 | OU      | $2974720.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Namib Minerals                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          42522 | NS      | $5740.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |     1595884315 | PA      | $6507674.03   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          28889 | PA      | $232.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D112<br>LEI: N/A                  | N/A              | DO               |  | US        |          40104 | NS      | $1612.18      | 0.00%             |  |  |  | No            |                  3 | 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      |
| Swedish Krona                                                    | Swedish Krona                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | SE        |        3751259 | OU      | $396260.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          28889 | PA      | $232.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Bluerock Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | IE        |          75100 | NS      | $75100.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cohen Circle Acquisition Corp. II                                | Cohen Circle Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7962 | OU      | $79620.00     | 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      | $-27403.90    | -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      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $169.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                         | Skyworks Solutions, Inc.                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |        -523645 | NS      | $-28041189.75 | -1.22%            |  |  |  | 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      | $-4164.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CO2 Energy Transition Corp.                                      | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M129<br>LEI: N/A                  | Long             |  | CORP              | US        |         127667 | NS      | $21703.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Horizon Quantum Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | SG        |           3317 | NS      | $6799.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Acquisition Corp.                                       | Bluerock Acquisition Corp., Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          60080 | NS      | $180.24       | 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      | $5200.54      | 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      | $23578.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       70734000 | PA      | $70476351.41  | 3.06%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |         -26491 | NS      | $-1782844.30  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy, Inc.                                             | Fluence Energy, Inc.                                                                   | CUSIP: 34379VAB9<br>LEI: 25490043LHZ97BT5PP29 | Long             | DBT              | CORP              | US        |        5632000 | PA      | $5654528.00   | 0.25%             | 2030-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                  | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       12600000 | PA      | $11101243.23  | 0.48%             | 2031-03-01      | 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      | $684.24       | 0.00%             |  |  |  | No            |                  2 | 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      | $-3745.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                               | Nippon Steel Corp.                                                                     | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | DBT              | CORP              | JP        |      170000000 | PA      | $1097949.02   | 0.05%             | 2031-02-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |         -23380 | NS      | $-4780976.20  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DevvStream Corp.                                                                       | CUSIP: 251936118<br>LEI: N/A                  | N/A              | DO               |  | CA        |          49375 | NS      | $493.75       | 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      | $10814.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weibo Corp.                                                      | Weibo Corp.                                                                            | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Short            | EC               | CORP              | KY        |        -248757 | NS      | $-2176623.75  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | AltEnergy Acquisition Corp.                                                            | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DO               |  | US        |          61463 | NS      | $4210.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane Harbor Acquisition Corp. II                                | Crane Harbor Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          15120 | OU      | $151200.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Galaxy Digital Holdings LP                                       | Galaxy Digital Holdings LP                                                             | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10975000 | PA      | $7783594.68   | 0.34%             | 2031-05-01      | Fixed         | 0.50%                 | 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      | $-364.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbus Circle Capital Corp. II                                 | Columbus Circle Capital Corp. II                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           6314 | OU      | $63140.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IIP Operating Partnership LP                                     | IIP Operating Partnership LP                                                           | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15190000 | PA      | $15005160.94  | 0.65%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aldabra 4 Liquidity Opportunity Vehicle, Inc.                    | Aldabra 4 Liquidity Opportunity Vehicle, Inc., Class B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |          74140 | NS      | $222.42       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GigCapital8 Corp.                                                | GigCapital8 Corp., Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         113287 | NS      | $2634.38      | 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      | $23342.31     | 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      | $-53.50       | -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      | $2872.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp. III Ltd.                    | CSLM Digital Asset Acquisition Corp. III Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10974 | OU      | $109740.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       15066000 | PA      | $15032581.65  | 0.65%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Corp. VIII                           | Hennessy Capital Investment Corp. VIII, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         108795 | NS      | $326.39       | 0.00%             |  |  |  | Yes           |                  3 | 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    | 0.00%             |  |  |  | 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      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                   | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17687750 | PA      | $17793858.81  | 0.77%             | 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      |
| Rexford Industrial Realty, Inc.                                  | Rexford Industrial Realty, Inc.                                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |         -19101 | NS      | $-625175.73   | -0.03%            |  |  |  | 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      |
| McKinley Acquisition Corp.                                       | McKinley Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8213 | OU      | $82047.87     | 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      | $1614.45      | 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      | $1557.61      | 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      | $-3233.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Alternus Clean Energy, Inc.                                                            | CUSIP: 02157G119<br>LEI: N/A                  | N/A              | DO               |  | US        |          84666 | NS      | $8.47         | 0.00%             |  |  |  | No            |                  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     | 0.00%             |  |  |  | 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      | $-10073.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADTRAN Holdings, Inc.                                            | ADTRAN Holdings, Inc.                                                                  | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |        -457088 | NS      | $-5750167.04  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals, Inc.                                 | Day One Biopharmaceuticals, Inc.                                                       | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         764676 | NS      | $16394653.44  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Corp.                                | Activate Energy Acquisition Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8985 | OU      | $89850.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Metals Acquisition Corp. II                                      | Metals Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         529436 | OU      | $5342009.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |         -19950 | NS      | $-431319.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Yotta Acquisition Corp.                                                                | CUSIP: 98741Y111<br>LEI: N/A                  | N/A              | DO               |  | US        |          68693 | NS      | $6.87         | 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      | $5809.42      | 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      | $21.63        | 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      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        7800000 | PA      | $-74442.11    | -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      | $-6238.50     | -0.00%            |  |  |  | No            |                  2 | 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      |
| Capital Southwest Corp.                                          | Capital Southwest Corp.                                                                | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |        2569000 | PA      | $2617811.00   | 0.11%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Flushing Financial Corp.                                         | Flushing Financial Corp.                                                               | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         101936 | NS      | $1565736.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI, Inc.                                                  | Tempus AI, Inc.                                                                        | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |        5375000 | PA      | $5117000.00   | 0.22%             | 2030-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| FG Merger II Corp.                                               | FG Merger II Corp.                                                                     | CUSIP: 30334J128<br>LEI: N/A                  | Long             |  | CORP              | US        |         179188 | NS      | $73467.08     | 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      | $1662.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |        -101592 | NS      | $-12745732.32 | -0.55%            |  |  |  | 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      | $285723.86    | 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      | $-2563.37     | -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      | $97991.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vishay Intertechnology, Inc.                                     | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |        -199102 | NS      | $-3583836.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                                            | ADTRAN Holdings, Inc.                                                                  | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |        6662000 | PA      | $8938354.37   | 0.39%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | DBT              | CORP              | JP        |     1000000000 | PA      | $11184272.71  | 0.49%             | 2031-03-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | DBT              | CORP              | KY        |       25300000 | PA      | $24351250.00  | 1.06%             | 2032-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          72222 | PA      | $581.95       | 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      | $5187.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |         -71921 | NS      | $-4740313.11  | -0.21%            |  |  |  | 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      | $-3342.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                               | Nippon Steel Corp.                                                                     | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Short            | EC               | CORP              | JP        |        -103107 | NS      | $-380211.78   | -0.02%            |  |  |  | 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      | $24540.54     | 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      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $584.08       | 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      | $-3770.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-4                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 40321771424070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $30894.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Elk Energy Escrow                                          | Black Elk Energy Escrow                                                                | CUSIP: N/A<br>LEI: 549300HX0ISXOOEMR657       | Long             | DBT              | CORP              | US        |        2833436 | PA      | $123254.47    | 0.01%             | 2015-12-01      | Fixed         | 13.75%                | 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      | $3320.28      | 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      | $-6662.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd.                                               | Grab Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | DBT              | CORP              | KY        |       15151000 | PA      | $14461629.50  | 0.63%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  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                                                              | Profusa, Inc.                                                                          | CUSIP: 74319X116<br>LEI: N/A                  | N/A              | DO               |  | US        |          22441 | NS      | $112.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          28889 | PA      | $232.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                                      | Swiss Franc                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CH        |         137838 | OU      | $172383.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       22495000 | PA      | $21988862.50  | 0.95%             | 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      | $2965.62      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         332220 | PA      | $2676.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Procap Financial, Inc.                                           | Procap Financial, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          48800 | NS      | $102968.00    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HB Fuller Co.                                                    | HB Fuller Co.                                                                          | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |        2860000 | PA      | $2819388.00   | 0.12%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                        | IREN Ltd.                                                                              | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |        6150000 | PA      | $4479045.00   | 0.19%             | 2031-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Xometry, Inc.                                                    | Xometry, Inc.                                                                          | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |        2193000 | PA      | $2582257.50   | 0.11%             | 2030-06-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Generation Essentials Group (The)                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         148747 | NS      | $28261.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR Technology Corp.                                             | PAR Technology Corp.                                                                   | CUSIP: 698884AK9<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |        1800000 | PA      | $1852200.00   | 0.08%             | 2031-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | 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      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1570.82     | -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      | $-1711.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |         780000 | PA      | $704511.99    | 0.03%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Art Technology Acquisition Corp.                                 | Art Technology Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           6126 | OU      | $61260.00     | 0.00%             |  |  |  | Yes           |                  3 | 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                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43898 | PA      | $-215.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Integral Acquisition Corp. 1                                                           | CUSIP: 45827K119<br>LEI: N/A                  | N/A              | DO               |  | US        |          45553 | NS      | $683.30       | 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      | $7077.46      | 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      | $6865.95      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |        3000000 | PA      | $3132000.00   | 0.14%             | 2032-09-15      | Fixed         | 2.75%                 | 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      | $21384.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                                                     | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |        6300000 | PA      | $8028562.50   | 0.35%             | 2031-10-01      | Fixed         | 1.75%                 | 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      | $286053.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanger, Inc.                                                     | Tanger, Inc.                                                                           | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Short            | EC               | CORP              | US        |         -50101 | NS      | $-1702431.98  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies, Inc.                                         | Array Technologies, Inc.                                                               | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |        -510486 | NS      | $-3690813.78  | -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      | $-744.22      | -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      | $-256.21      | -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      | $5456.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings, Inc.                              | Clearwater Analytics Holdings, Inc., Class A                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1033148 | NS      | $24433950.20  | 1.06%             |  |  |  | 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      | $-3676.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                  | Canadian Dollar                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CA        |        1336472 | OU      | $960730.43    | 0.04%             |  |  |  | No            |                  1 | 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      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-861.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc.                                                                         | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |       40098000 | PA      | $36529278.00  | 1.59%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Repay Holdings Corp.                                             | Repay Holdings Corp., Class A                                                          | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Short            | EC               | CORP              | US        |        -129191 | NS      | $-335896.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |         794585 | NS      | $41119773.75  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         144444 | PA      | $1163.90      | 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      | $2397.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       22343000 | PA      | $22060051.82  | 0.96%             | 2026-08-06      | None          | 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      | $936662.57    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Oscar Health, Inc.                                               | Oscar Health, Inc.                                                                     | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |        4601000 | PA      | $4149641.90   | 0.18%             | 2030-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Centrus Energy Corp.                                             | Centrus Energy Corp.                                                                   | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |        5250000 | PA      | $5559750.00   | 0.24%             | 2032-08-15      | 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      | $-3027.97     | -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      | $-982.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc.                                                                             | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |       11750000 | PA      | $11049982.71  | 0.48%             | 2030-09-15      | 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      | $11917.51     | 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      | $-3438.98     | -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      | $25.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Valley Acquisition Corp.                                 | Silicon Valley Acquisition Corp., Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          72072 | NS      | $90090.00     | 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      | $-899.46      | -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      | $-9444.32     | -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      | $-19533.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          86666 | PA      | $698.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |        5688000 | PA      | $5542956.00   | 0.24%             | 2031-02-15      | None          | 0.00%                 | Yes           |                  2 | 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                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-6854.83     | -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      | $2716.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc., Series UNRS                                                             | CUSIP: 399473AK3<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |        9300000 | PA      | $7572060.00   | 0.33%             | 2030-06-30      | Fixed         | 4.88%                 | 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      | $-3798.31     | -0.00%            |  |  |  | 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      |
| Xanadu Quantum Technologies Ltd.                                 | Xanadu Quantum Technologies Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7818 | OU      | $65874.47     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wix.com Ltd.                                                     | Wix.com Ltd.                                                                           | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |       17050000 | PA      | $14108875.00  | 0.61%             | 2030-09-15      | 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      | $40439.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                               | Bloom Energy Corp.                                                                     | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |       10702000 | PA      | $11395489.60  | 0.49%             | 2030-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Short            | EC               | CORP              | AU        |         -74261 | NS      | $-710974.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                     | Rexford Industrial Realty LP                                                           | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |        7150000 | PA      | $7010575.00   | 0.30%             | 2029-03-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |        -150322 | NS      | $-3422831.94  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital Southwest Corp.                                          | Capital Southwest Corp.                                                                | CUSIP: 140501107<br>LEI: 54930023YZ4YEJEDBO56 | Short            | EC               | CORP              | US        |         -27162 | NS      | $-600823.44   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43333 | PA      | $-349.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repay Holdings Corp.                                             | Repay Holdings Corp.                                                                   | CUSIP: 76029LAC4<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |        4200000 | PA      | $3327932.41   | 0.14%             | 2029-07-15      | Fixed         | 2.88%                 | Yes           |                  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      |
| Range Capital Acquisition Corp. II                               | Range Capital Acquisition Corp. II                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11226 | OU      | $112260.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Terrestrial Energy, Inc.                                         | Terrestrial Energy, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          59069 | NS      | $354709.35    | 0.02%             |  |  |  | Yes           |                  2 | 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      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-300.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | M3-Brigade Acquisition VI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          30105 | NS      | $45157.50     | 0.00%             |  |  |  | Yes           |                  3 | 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      |
| Strategy, Inc.                                                   | Strategy, Inc., Class A                                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |         -27777 | NS      | $-3466569.60  | -0.15%            |  |  |  | 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      | $324984.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quetta Acquisition Corp.                                         | Quetta Acquisition Corp.                                                               | CUSIP: 74841A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          72851 | NS      | $823944.81    | 0.04%             |  |  |  | No            |                  2 | 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                                                              | Focus Impact BH3 Acquisition Co.                                                       | CUSIP: 22677T110<br>LEI: N/A                  | N/A              | DO               |  | US        |          40816 | NS      | $4081.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wix.com Ltd.                                                     | Wix.com Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Short            | EC               | CORP              | IL        |         -43207 | NS      | $-3891654.49  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |              3 | NC      | $-24301.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                            | Affirm Holdings, Inc., Class A                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -83930 | NS      | $-3845672.60  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                                 | Hong Kong Dollar                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | HK        |       14511268 | OU      | $1850643.79   | 0.08%             |  |  |  | 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      | $30125.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JVCKenwood Corp.                                                 | JVCKenwood Corp.                                                                       | CUSIP: N/A<br>LEI: 529900GGYCEJXM5Y6961       | Short            | EC               | CORP              | JP        |         -91270 | NS      | $-648489.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                              | Trip.com Group Ltd.                                                                    | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |       22153000 | PA      | $22923083.03  | 1.00%             | 2029-06-15      | Fixed         | 0.75%                 | 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      | $25128.91     | 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      | $2647.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |         -93127 | NS      | $-5766423.84  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         649996 | PA      | $5237.55      | 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      | $-14551.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          86666 | PA      | $698.34       | 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      | $-6599.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onestream, Inc.                                                  | Onestream, Inc.                                                                        | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |        1081093 | NS      | $25946232.00  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                             | Centrus Energy Corp., Class A                                                          | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |         -18188 | NS      | $-3157254.92  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Tempus AI, Inc.                                                  | Tempus AI, Inc., Class A                                                               | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |         -38945 | NS      | $-1761092.90  | -0.08%            |  |  |  | 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                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $5978.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       23200000 | PA      | $18571600.00  | 0.81%             | 2032-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Acquisition Ltd.                                       | Mayflower Acquisition Ltd.                                                             | CUSIP: N/A<br>LEI: 213800ZU2B2KZ6D93T74       | Long             | EC               | CORP              | VG        |         910000 | NS      | $8147556.65   | 0.35%             |  |  |  | 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      | $10679.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       90000000 | PA      | $89107638.30  | 3.87%             | 2026-07-09      | None          | 0.00%                 | 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      |
| Leapfrog Acquisition Corp.                                       | Leapfrog Acquisition Corp., Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          72280 | NS      | $361.40       | 0.00%             |  |  |  | Yes           |                  3 | 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                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $12652.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCM IV Acquisition Corp.                                         | HCM IV Acquisition Corp., Class B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          65277 | NS      | $195.83       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       17904515 | PA      | $36498.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         101111 | PA      | $-814.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Safeguard Acquisition Corp.                                      | Safeguard Acquisition Corp., Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          90736 | OU      | $136104.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          72222 | PA      | $581.95       | 0.00%             |  |  |  | No            |                  2 | 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      | $270040.00    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GameStop Corp.                                                   | GameStop Corp.                                                                         | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |       15050000 | PA      | $15524075.00  | 0.67%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Upstart Holdings, Inc.                                           | Upstart Holdings, Inc.                                                                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |        -125638 | NS      | $-3222614.70  | -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      | $-3232.13     | -0.00%            |  |  |  | No            |                  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      |
| IREN Ltd.                                                        | IREN Ltd.                                                                              | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |        1897000 | PA      | $1655132.50   | 0.07%             | 2032-06-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp. III Ltd.                    | CSLM Digital Asset Acquisition Corp. III Ltd., Class B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          54870 | NS      | $164.61       | 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      | $11533.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |       16042000 | PA      | $12791216.88  | 0.56%             | 2029-03-01      | Fixed         | 3.50%                 | 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      | $-36941.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Terrestrial Energy, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          73836 | NS      | $191235.24    | 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      | $20299.58     | 0.00%             |  |  |  | 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      |
| Progress Software Corp.                                          | Progress Software Corp.                                                                | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |        9077000 | PA      | $8064006.80   | 0.35%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                           | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |        9362000 | PA      | $7239446.05   | 0.31%             | 2030-09-15      | Fixed         | 1.75%                 | 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      | $2978.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Everest Consolidator Acquisition Corp.                                                 | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DO               |  | US        |          55108 | NS      | $11.02        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Axalta Coating Systems Ltd.                                      | Axalta Coating Systems Ltd.                                                            | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |         112170 | NS      | $3107109.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          86666 | PA      | $698.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |       23208000 | PA      | $21374568.00  | 0.93%             | 2028-05-15      | Fixed         | 0.38%                 | 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      | $657.07       | 0.00%             |  |  |  | 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      | $1295.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Holdings, Inc.                                           | Upstart Holdings, Inc.                                                                 | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |       10301000 | PA      | $6596295.10   | 0.29%             | 2032-02-15      | None          | 0.00%                 | Yes           |                  2 | 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      |
| Progress Software Corp.                                          | Progress Software Corp.                                                                | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |         300000 | PA      | $299250.00    | 0.01%             | 2026-04-15      | Fixed         | 1.00%                 | 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      | $162.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc., Class A                                                               | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Short            | EC               | CORP              | US        |         -32650 | NS      | $-2529395.50  | -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      | $7889.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Arogo Capital Acquisition Corp.                                                        | CUSIP: 042644112<br>LEI: N/A                  | N/A              | DO               |  | US        |          96774 | NS      | $9.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercer Park Opportunities Corp.                                  | Mercer Park Opportunities Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         457730 | NS      | $98411.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         317776 | PA      | $2560.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IAMGOLD Corp.                                                    | IAMGOLD Corp.                                                                          | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |        1680000 | PA      | $1671823.61   | 0.07%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |        6150000 | PA      | $4504169.16   | 0.20%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LaFayette Acquisition Corp.                                      | LaFayette Acquisition Corp., Class B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          48755 | NS      | $243.78       | 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      | $-1576.68     | -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      | $-24643.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      473563850 | PA      | $-4962613.47  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         158888 | PA      | $1280.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                             | Tanger Properties LP                                                                   | CUSIP: 875484AM9<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |        4202000 | PA      | $4205361.60   | 0.18%             | 2031-01-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                         | Alarm.com Holdings, Inc.                                                               | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |         -28468 | NS      | $-1229532.92  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1376.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pono Capital Four, Inc.                                          | Pono Capital Four, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         212205 | OU      | $2115683.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                              | Trip.com Group Ltd.                                                                    | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | KY        |        -174168 | NS      | $-8671824.72  | -0.38%            |  |  |  | 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      | $-291.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                                                | Australian Dollar                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |        1308871 | OU      | $903055.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CN Healthy Food Tech Group Corp.                                 | CN Healthy Food Tech Group Corp.                                                       | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |          12638 | NS      | $69635.38     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street SPDR S&P Biotech ETF                                | State Street SPDR S&P Biotech ETF                                                      | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Short            |  | RF                | US        |          -9511 | NS      | $-1214840.03  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |      719702230 | NS      | $719702229.57 | 31.26%            |  |  |  | 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      | $-10573.97    | -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      | $-210.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |             -6 | NC      | $50206.51     | 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      | $-8009.12     | -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      | $22938.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                        | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |        4571000 | PA      | $4576028.10   | 0.20%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Joby Aviation, Inc.                                              | Joby Aviation, Inc.                                                                    | CUSIP: 47775AAA9<br>LEI: 254900NMVFUM8FO88E56 | Long             | DBT              | CORP              | US        |        5202000 | PA      | $4457463.75   | 0.19%             | 2032-02-15      | Fixed         | 0.75%                 | 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      | $-14356.92    | -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      | $-36069.20    | -0.00%            |  |  |  | No            |                  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      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-47.04       | -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      | $-7949.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797TQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       89704000 | PA      | $88624945.20  | 3.85%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GigCapital9 Corp.                                                | GigCapital9 Corp., Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         152224 | NS      | $3539.82      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       13076000 | PA      | $12899474.00  | 0.56%             | 2032-11-15      | Fixed         | 0.88%                 | 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      | $91467.96     | 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      | $21777.07     | 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      | $614.04       | 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      | $1114.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Papaya Growth Opportunity Corp. I                                                      | CUSIP: 69882P110<br>LEI: N/A                  | N/A              | DO               |  | US        |         206644 | NS      | $2087.10      | 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      | $-3708.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CN Healthy Food Tech Group Corp.                                                       | CUSIP: 462837113<br>LEI: N/A                  | N/A              | DO               |  | US        |          55001 | NS      | $5005.09      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oddity Finance LLC                                               | Oddity Finance LLC                                                                     | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |         601000 | PA      | $409055.63    | 0.02%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |        1670000 | PA      | $1653507.92   | 0.07%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |        -144260 | NS      | $-9323523.80  | -0.40%            |  |  |  | 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      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                                   | Brazilian Real                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | BR        |         811041 | OU      | $156576.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                                          | Alphatec Holdings, Inc.                                                                | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Short            | EC               | CORP              | US        |        -195930 | NS      | $-2131718.40  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      120000000 | PA      | $118647139.20 | 5.15%             | 2026-07-23      | None          | 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      | $1323906.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          28889 | PA      | $232.78       | 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      | $2862.85      | 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      | $-725.91      | -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      | $-1074.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        3423000 | PA      | $3396322.85   | 0.15%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Digital, Inc.                                             | Galaxy Digital, Inc., Class A                                                          | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Short            | EC               | CORP              | US        |        -127946 | NS      | $-2360603.70  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Abony Acquisition Corp. I                                        | Abony Acquisition Corp. I, Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          78336 | NS      | $235.01       | 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      | $-91.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NewHold Investment Corp. III                                     | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11419 | OU      | $114188.86    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| American Drive Acquisition Co.                                   | American Drive Acquisition Co., Class B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          87000 | NS      | $151380.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Singapore Dollar                                                 | Singapore Dollar                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | SG        |          20957 | OU      | $16299.97     | 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      | $20606.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Four Leaf Acquisition Corp.                                                            | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DO               |  | US        |         111000 | NS      | $11.10        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FG Merger II Corp.                                               | FG Merger II Corp.                                                                     | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         179188 | NS      | $1809798.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Allegro Merger Corp.                                                                   | CUSIP: 01749N111<br>LEI: N/A                  | N/A              | DO               |  | US        |         180000 | NS      | $0.00         | 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      | $-3410.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Short            | EC               | CORP              | JP        |       -4920217 | NS      | $-10663926.40 | -0.46%            |  |  |  | No            |                  2 | 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                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-10356.25    | -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      | $157.18       | 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      | $-2550.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |        7925000 | PA      | $8509468.75   | 0.37%             | 2030-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Vishay Intertechnology, Inc.                                     | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |       11708000 | PA      | $11233826.00  | 0.49%             | 2030-09-15      | Fixed         | 2.25%                 | 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      | $29141.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tailwind 2.0 Acquisition Corp.                                   | Tailwind 2.0 Acquisition Corp., Class B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          95248 | NS      | $380.99       | 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      | $28.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oscar Health, Inc.                                               | Oscar Health, Inc., Class A                                                            | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |        -118653 | NS      | $-1360949.91  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OneIM Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          28458 | NS      | $18497.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LaFayette Acquisition Corp.                                      | LaFayette Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           6965 | OU      | $69406.23     | 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      | $-19816.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegro Merger Corp.                                             | Allegro Merger Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         180000 | NS      | $0.00         | 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      | $2157.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane Harbor Acquisition Corp. II                                | Crane Harbor Acquisition Corp. II, Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          75600 | NS      | $378.00       | 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      | $-2084.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oddity Finance LLC                                               | Oddity Finance LLC                                                                     | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |        9045000 | PA      | $6156253.13   | 0.27%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | 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      |
| Leapfrog Acquisition Corp.                                       | Leapfrog Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           9035 | OU      | $90350.00     | 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      | $1408.04      | 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      | $-1166.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -1606 | NC      | $2009868.27   | 0.09%             |  |  |  | No            |                  1 | 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        |        4165346 | NS      | $4165345.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Short            | EC               | CORP              | MU        |         -81130 | NS      | $-3025337.70  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Maquia Capital Acquisition Corp.                                                       | CUSIP: 56564V119<br>LEI: N/A                  | N/A              | DO               |  | US        |         113500 | NS      | $11.35        | 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      | $-136.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       19137000 | PA      | $23967178.80  | 1.04%             | 2031-04-15      | Fixed         | 1.75%                 | 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      | $21948.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                             | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |        8625000 | PA      | $8323125.00   | 0.36%             | 2030-06-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Short            | EC               | CORP              | NL        |         -65964 | NS      | $-6844424.64  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Short            | EC               | CORP              | JP        |        -119117 | NS      | $-4205911.69  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| RF Acquisition Corp. III                                         | RF Acquisition Corp. III                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         335580 | NS      | $33558.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aquaron Acquisition Corp.                                        | Aquaron Acquisition Corp.                                                              | CUSIP: 03842W113<br>LEI: N/A                  | Long             |  | CORP              | US        |          35605 | NS      | $8545.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       57034000 | PA      | $56746611.95  | 2.46%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                          | Pebblebrook Hotel Trust                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |        -493453 | NS      | $-6232311.39  | -0.27%            |  |  |  | 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      | $-2223.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A                                                                     | CUSIP: N/A<br>LEI: 5493004JFDUCV1UTK851       | Long             | EC               | CORP              | US        |          12969 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 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      |
| 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      |
| Hims & Hers Health, Inc.                                         | Hims & Hers Health, Inc.                                                               | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |        -162671 | NS      | $-3377049.96  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Xanadu Quantum Technologies Ltd.                                 | Xanadu Quantum Technologies Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          62544 | NS      | $479087.04    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        1184764 | PA      | $-222.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | byNordic Acquisition Corp.                                                             | CUSIP: 124420118<br>LEI: N/A                  | N/A              | DO               |  | US        |          69207 | NS      | $2076.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HCM IV Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |         108795 | NS      | $163192.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M111<br>LEI: N/A                  | N/A              | DO               |  | US        |         127667 | NS      | $14043.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Art Technology Acquisition Corp.                                 | Art Technology Acquisition Corp., Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          30630 | NS      | $306.30       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                             | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |            423 | PA      | $410.31       | 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      |
| IB Acquisition Corp.                                             | IB Acquisition Corp.                                                                   | CUSIP: 44934N116<br>LEI: N/A                  | Long             |  | CORP              | US        |          43870 | NS      | $4553.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Holdings, Inc.                                        | DraftKings Holdings, Inc.                                                              | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |       20810000 | PA      | $18729000.00  | 0.81%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         144444 | PA      | $-1163.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc.                                                                          | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |         -75758 | NS      | $-901520.20   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         115555 | PA      | $931.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Corp. VIII                           | Hennessy Capital Investment Corp. VIII                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          16319 | OU      | $162863.62    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JD.com, Inc.                                                     | JD.com, Inc.                                                                           | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |       12800000 | PA      | $12729600.00  | 0.55%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-23401.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cohen Circle Acquisition Corp. II                                | Cohen Circle Acquisition Corp. II, Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          39810 | NS      | $398.10       | 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      | $-1999.12     | -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      | $16901.11     | 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      | $3115.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                                     | Wix.com Ltd.                                                                           | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |         707000 | PA      | $585042.50    | 0.03%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                          | Pebblebrook Hotel Trust                                                                | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |       12025000 | PA      | $12325625.00  | 0.54%             | 2030-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          28889 | PA      | $232.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          93741 | NS      | $12833.14     | 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      | $101.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       70000000 | PA      | $69260294.60  | 3.01%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| byNordic Acquisition Corp.                                       | byNordic Acquisition Corp., Class A                                                    | CUSIP: 124420100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40443 | NS      | $509986.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       72556399 | PA      | $-1260174.76  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $640.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iris Acquisition Corp. II                                        | Iris Acquisition Corp. II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           6174 | OU      | $61740.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Stellar Bancorp, Inc.                                            | Stellar Bancorp, Inc.                                                                  | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |         211684 | NS      | $7749751.24   | 0.34%             |  |  |  | No            |                  1 | 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      | $0.00         | 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      | $-877.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Array Technologies, Inc.                                         | Array Technologies, Inc.                                                               | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |        5225000 | PA      | $6488796.88   | 0.28%             | 2031-07-01      | 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      | $19940.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                                        | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |       25275000 | PA      | $21281550.00  | 0.92%             | 2030-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Alps Group, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          45633 | NS      | $684.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1285548 | PA      | $-10358.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indigo Acquisition Corp.                                         | Indigo Acquisition Corp., Class B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          46585 | NS      | $232.93       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |        4150000 | PA      | $3844975.00   | 0.17%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                            | Spectrum Brands, Inc.                                                                  | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |        2045000 | PA      | $2038456.00   | 0.09%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc., Class A                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |        -304741 | NS      | $-4053055.30  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Capital Corp.                                     | American Water Capital Corp.                                                           | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |        5625000 | PA      | $5612625.00   | 0.24%             | 2026-06-15      | Fixed         | 3.62%                 | 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      | $279.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         577774 | PA      | $-4655.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Marblegate Capital Corp.                                                               | CUSIP: 56608R116<br>LEI: N/A                  | N/A              | DO               |  | US        |         237869 | NS      | $42816.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp.                                             | PAR Technology Corp.                                                                   | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |         -66307 | NS      | $-883872.31   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        8197465 | PA      | $26521.87     | 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      | $37698.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1964433 | PA      | $15829.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penguin Solutions, Inc.                                          | Penguin Solutions, Inc.                                                                | CUSIP: 83205YAE4<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | DBT              | CORP              | US        |        5297000 | PA      | $5310450.94   | 0.23%             | 2030-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JVCKenwood Corp.                                                 | JVCKenwood Corp.                                                                       | CUSIP: N/A<br>LEI: 529900GGYCEJXM5Y6961       | Long             | DBT              | CORP              | JP        |      350000000 | PA      | $2141945.75   | 0.09%             | 2030-12-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |         545136 | NS      | $42193526.40  | 1.83%             |  |  |  | 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      | $2013.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Concord Acquisition Corp. II                                                           | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DO               |  | US        |          95464 | NS      | $5603.74      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          43333 | PA      | $349.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         389998 | PA      | $-3142.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                             | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |        4225000 | PA      | $5860075.00   | 0.25%             | 2031-06-01      | Fixed         | 0.50%                 | 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      | $-4404.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-44303.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iris Acquisition Corp. II                                        | Iris Acquisition Corp. II, Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          49392 | NS      | $197.57       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      276632362 | PA      | $-3576793.01  | -0.16%            |  |  |  | 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      | $98461.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp.                                         | Quetta Acquisition Corp.                                                               | CUSIP: 74841A113<br>LEI: N/A                  | Long             |  | CORP              | US        |           1196 | NS      | $1770.08      | 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      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       62831274 | PA      | $2500570.68   | 0.11%             |  |  |  | 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      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       15468000 | PA      | $15368625.68  | 0.67%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | 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      |
| UWM Holdings Corp.                                               | UWM Holdings Corp., Class A                                                            | CUSIP: 91823B109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -223760 | NS      | $-810011.20   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JD.com, Inc.                                                     | JD.com, Inc.                                                                           | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |         -95156 | NS      | $-2813762.92  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile, Inc.                                            | AST SpaceMobile, Inc.                                                                  | CUSIP: 00217DAG5<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |        9625000 | PA      | $9259250.00   | 0.40%             | 2036-04-15      | Fixed         | 2.25%                 | 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      | $-734.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Polibeli Group Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         134606 | NS      | $12558.74     | 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      | $-641.48      | -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        |      370000000 | PA      | $3680066.79   | 0.16%             | 2028-09-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GSR IV Acquisition Corp.                                         | GSR IV Acquisition Corp., Class B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          92407 | NS      | $93.15        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                           | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |        1555000 | PA      | $1555172.61   | 0.07%             | 2026-12-15      | Fixed         | 5.25%                 | 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      | $6024.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tailwind 2.0 Acquisition Corp.                                   | Tailwind 2.0 Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11906 | OU      | $119060.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SLM Corp.                                                        | SLM Corp.                                                                              | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         400000 | PA      | $396312.75    | 0.02%             | 2026-11-02      | Fixed         | 3.12%                 | 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      | $9446.87      | 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      | $-6528.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc., Class A                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |         -17707 | NS      | $-5091824.92  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                                        | United States Steel Corp.                                                              | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |        9408000 | PA      | $9410050.94   | 0.41%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          14444 | PA      | $-116.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QDRO Acquisition Corp.                                           | QDRO Acquisition Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         481692 | OU      | $4778384.64   | 0.21%             |  |  |  | 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      |
| Bloom Energy Corp.                                               | Bloom Energy Corp., Class A                                                            | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |         -39521 | NS      | $-5354700.29  | -0.23%            |  |  |  | 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      |
| Penguin Solutions, Inc.                                          | Penguin Solutions, Inc.                                                                | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Short            | EC               | CORP              | US        |        -117711 | NS      | $-2071713.60  | -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      | $15.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PMV Consumer Acquisition Corp.                                                         | CUSIP: 693486110<br>LEI: N/A                  | N/A              | DO               |  | US        |         113066 | NS      | $45.23        | 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        |       33332263 | PA      | $-1257997.93  | -0.05%            |  |  |  | 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                                                              | S&P 500 E-Mini Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |             -3 | NC      | $24286.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       16118000 | PA      | $16003647.95  | 0.70%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $148550.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        7754877 | PA      | $958094.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Abony Acquisition Corp. I                                        | Abony Acquisition Corp. I                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |           9792 | OU      | $97920.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GigCapital9 Corp.                                                | GigCapital9 Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          13480 | OU      | $131260.15    | 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      | $19365.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex, Inc.                                                     | Vertex, Inc.                                                                           | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |        7771000 | PA      | $6725800.50   | 0.29%             | 2029-05-01      | Fixed         | 0.75%                 | 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      | $21358.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FutureTech II Acquisition Corp.                                                        | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DO               |  | US        |          38964 | NS      | $23.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                       | Sarepta Therapeutics, Inc.                                                             | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |         -80893 | NS      | $-1760231.68  | -0.08%            |  |  |  | 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      | $2893.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESH Acquisition Corp.                                            | ESH Acquisition Corp.                                                                  | CUSIP: 296424112<br>LEI: N/A                  | Long             |  | CORP              | US        |          97905 | NS      | $16643.85     | 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      | $673.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                             | EURO                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | N/A       |          24983 | OU      | $28876.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                   | Pound Sterling                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | GB        |        1446263 | OU      | $1914273.05   | 0.08%             |  |  |  | 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      | $11838.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Future Money Acquisition Corp.                                   | Future Money Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         109150 | OU      | $1089317.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd.                                                        | IREN Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Short            | EC               | CORP              | AU        |        -160239 | NS      | $-5492992.92  | -0.24%            |  |  |  | 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      | $24226.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qfin Holdings, Inc.                                              | Qfin Holdings, Inc.                                                                    | CUSIP: 88557WAA9<br>LEI: 836800R59NKEPDR6I240 | Long             | DBT              | CORP              | KY        |        3421000 | PA      | $2909212.04   | 0.13%             | 2030-04-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp. Ltd.                    | Bitcoin Infrastructure Acquisition Corp. Ltd., Class B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          80271 | NS      | $240.81       | 0.00%             |  |  |  | Yes           |                  3 | 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                                                              | HCM III Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          13945 | NS      | $20917.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4617000 | PA      | $4644618.89   | 0.20%             | 2030-01-15      | Fixed         | 6.00%                 | 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      | $17229.91     | 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      | $23243.05     | 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      | $-2204.68     | -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      | $13773.95     | 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      | $10087.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Software Corp.                                          | Progress Software Corp.                                                                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |         -47279 | NS      | $-1212706.35  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | DBT              | CORP              | AU        |        4000000 | PA      | $2710123.60   | 0.12%             | 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                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         101111 | PA      | $814.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GigCapital9 Corp.                                                | GigCapital9 Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | KY        |         704476 | OU      | $7072939.04   | 0.31%             |  |  |  | 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      |
| GSR IV Acquisition Corp.                                         | GSR IV Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          13307 | OU      | $132976.85    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         173332 | PA      | $-1396.68     | -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      | $-2530.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OceanFirst Financial Corp.                                       | OceanFirst Financial Corp.                                                             | CUSIP: 675234108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -86576 | NS      | $-1561831.04  | -0.07%            |  |  |  | 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      |
| Range Capital Acquisition Corp. II                               | Range Capital Acquisition Corp. II, Class B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          89808 | NS      | $269.42       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Skechers USA, Inc.                                               | Skechers USA, Inc., Class A                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |         542493 | NS      | $11880596.70  | 0.52%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Launchpad Cadenza Acquisition Corp. I                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          60505 | NS      | $90757.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GameStop Corp.                                                   | GameStop Corp., Class A                                                                | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |        -348277 | NS      | $-8024302.08  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                  | Blackstone Mortgage Trust, Inc.                                                        | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |        2435000 | PA      | $2393277.25   | 0.10%             | 2027-01-15      | Fixed         | 3.75%                 | 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      | $427.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |         -22863 | NS      | $-1435796.40  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BXP, Inc.                                                        | BXP, Inc.                                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               | CORP              | US        |         -48669 | NS      | $-2525921.10  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer