# EDGAR Filing Document

**Accession Number:** 0001281790
**File Stem:** 0001162044-26-000191
**Filing Date:** 2026-2
**Character Count:** 141718
**Document Hash:** 2510068523acb220e8019319e7b4d678
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001162044-26-000191.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001162044-26-000191

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21532
- **FILM NUMBER:** 26698998

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Key Biscayne

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33149

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $108191998.40

**Total Liabilities:** $7770618.13

**Net Assets:** $100421380.27

**Cash Not Reported:** $2869488.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200195 | -1.24%               | 0.70%                | 0.17%                |
| Class ID C000200196 | -1.17%               | 0.68%                | 0.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $66932.64                | $-2815429.31                               |
| Month 2  | $-425311.09              | $3032677.08                                |
| Month 3  | $197889.70               | $-209364.41                                |

**Designated Index Information**

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

- **Index Identifier:** 500TR

### Schedule of Portfolio Investments

| Name                                                 | Title                                                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 51Job, Inc.                                          | 51Job, Inc. ADR                                                                                                 | CUSIP: 316827104<br>LEI: 52990088ZF32Q8YHCJ53 | Long             | EC               | CORP              | KY        |     15400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A SPAC Ii Acquistion Corp                            | A SPAC II Acquisition Corp.                                                                                     | CUSIP: G0543H125<br>LEI: N/A                  | Long             | EC               | CORP              | XX        |     15000 | NS      | $173850.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AFC Mortgage Loan Trust                              | AFC Home Equity Loan Trust Series 2000-02 Class 1A, 3.874%, (1 Month LIBOR USD + 0.790%) 6/25/2030              | CUSIP: 00105HEJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2381 | PA      | $2292.41      | 0.00%             | 2030-06-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                       | Air Products & Chemicals, Inc.                                                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2500 | NS      | $617550.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Air Products and Chemicals, Inc., January 16, 2026, Call @ $330.00                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -25 | NC      | $-5375.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Air Products and Chemicals, Inc., January 16, 2026, Put @ $330.00                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        25 | NC      | $211250.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Airship AI Holdings, Inc.                            | Airship AI Holdings, Inc. Warrant                                                                               | CUSIP: 008940116<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      6500 | NS      | $5200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                            | Akamai Technologies, Inc.                                                                                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      7000 | NS      | $610750.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Akamai Technologies, Inc., January 15, 2027, Call @ $75.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -70 | NC      | $-151900.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Akamai Technologies, Inc., January 15, 2027, Put @ $75.00                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        70 | NC      | $48650.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Astaldi Societa Per Azioni                           | Astaldi SpA SPF                                                                                                 | CUSIP: GSITC0445<br>LEI: 81560001F41A81948348 | Long             | EC               | CORP              | IT        |   1022580 | NS      | $40903.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| B2Gold Corp.                                         | B2Gold Corp.                                                                                                    | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |    695200 | NS      | $3135352.00   | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | B2Gold Corp., April 17, 2026, Call @ $4.50                                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |     -1000 | NC      | $-63000.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | B2Gold Corp., January 15, 2027, Call @ $3.50                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -900 | NC      | $-136800.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | B2Gold Corp., January 15, 2027, Call @ $4.00                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -750 | NC      | $-101250.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | B2Gold Corp., January 16, 2026, Call @ $4.00                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |     -3000 | NC      | $-162000.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BAB, Inc.                                            | BAB, Inc.                                                                                                       | CUSIP: 055183107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    479411 | NS      | $475096.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                               | BP PLC ADR                                                                                                      | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     95000 | NS      | $3299350.00   | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BP Plc., January 15, 2027, Call @ $40.00                                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -500 | NC      | $-86000.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BP Plc., January 21, 2028, Call @ $35.00                                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       250 | NC      | $110000.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BP Plc., January 21, 2028, Put @ $35.00                                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       700 | NC      | $439250.00    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | BP, plc., January 15, 2027, Call  @ $35.00                                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       250 | NC      | $82500.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BP, plc., January 15, 2027, Put  @ $32.00                                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       250 | NC      | $66750.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Barrick Gold Corp., December 18, 2026, Call @ $17.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-399000.00   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Barrick Gold Corp., January 16, 2026, Call @ $17.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -111 | NC      | $-301087.50   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Barrick Gold Corp., January 16, 2026, Put @ $17.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       400 | NC      | $800.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp.                                   | Barrick Gold Corp.                                                                                              | CUSIP: 06849F108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     26100 | NS      | $1136655.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Barrick Mining Corp., December 18, 2026, Put @ $17.00                                                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       150 | NC      | $1800.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                        | BioMarin Pharmaceutical Inc.                                                                                    | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     92456 | NS      | $5494660.08   | 5.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 15, 2027, Call @ $60.00                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -524 | NC      | $-495180.00   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 15, 2027, Put @ $60.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       320 | NC      | $256000.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 16, 2026, Call @ $70.00                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -190 | NC      | $-1330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., January 16, 2026, Put @ $70.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       190 | NC      | $198550.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Biomarin Pharmaceutical, Inc., May 16, 2026, Call @ $62.50                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -210 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blacksky Technology Inc                              | BlackSky Technology, Inc.                                                                                       | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $281250.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Blacksky Technology, Inc., May 15, 2026, Call @ $15.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-102000.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp.                            | Blueprint Medicines Corp. CVR                                                                                   | CUSIP: 096CVR048<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      4000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brand Engagement Network, Inc.                       | Brand Engagement Network, Inc. Warrant                                                                          | CUSIP: 104932116<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      2066 | NS      | $90.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property Preferred LP                     | Brookfield Property Partners LP 6.25% (Bermuda)                                                                 | CUSIP: G1624R107<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       722 | NS      | $11191.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD Cayman Investment                               | CFLD Cayman Investment, 2.500%, 01/31/2031                                                                      | CUSIP: N/A<br>LEI: 3003006ZC30FH27GHL08       | Long             | DBT              | CORP              | KY        |    239850 | PA      | $4797.00      | 0.00%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFI Holdings Group, Co., LTD.                       | CIFI Holdings Group, 0%, 06/30/2027                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    356680 | PA      | $21400.80     | 0.02%             | 2027-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Captivision, Inc.                                    | Captivision Inc.                                                                                                | CUSIP: G18932106<br>LEI: N/A                  | Short            | DE               | CORP              | XX        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Captivision, Inc.                                    | Captivision Inc. Warrants                                                                                       | CUSIP: G18932114<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      2000 | NS      | $25.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                        | Centene Corp Del                                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     10000 | NS      | $411500.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Centene Corp., June 18, 2026, Call @ $30.00                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $129000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Centene Corp., June 18, 2026, Call @ $40.00                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-127200.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Centene Corp., June 18, 2026, Put @ $25.00                                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-4300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Centene Corp., June 18, 2026, Put @ $30.00                                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $10000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., December 18, 2026, Put @ $155.00                                                                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        40 | NC      | $60900.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., January 15, 2027, Call @ $130.00                                                                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -190 | NC      | $-514425.00   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., January 15, 2027, Put @ $130.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       190 | NC      | $112100.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., June 18, 2026, Call @ $135.00                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-101050.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., June 18, 2026, Put @ $135.00                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $16250.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., September 18, 2026, Call @ $150.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-48700.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Chevron Corp., September 18, 2026, Put @ $150.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        40 | NC      | $42300.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                        | Chevron Corp.                                                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39000 | NS      | $5943990.00   | 5.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                  | Citigroup Mortgage Loan Trust, Inc. Series 2005-OPT1 Class M3, 3.789%, (1 Month LIBOR USD + 0.710%), 2/25/2035  | CUSIP: 17307GNT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36380 | PA      | $33577.90     | 0.03%             | 2035-02-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc.                                                                            | CUSIP: 18453H106<br>LEI: 54930076J6KDZL504O62 | Long             | EC               | CORP              | US        |     11249 | NS      | $24860.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc. Rights                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     11249 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                | Colgate-Palmolive Co.                                                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7000 | NS      | $553140.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Colgate-Palmolive, Co., January 16, 2026, Call @ $95.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -70 | NC      | $-350.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Colgate-Palmolive, Co., January 16, 2026, Put @ $95.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        70 | NC      | $109970.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                        | Comcast Corp.                                                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     20000 | NS      | $597800.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Comcast Corp., January 16, 2026, Call @ $30.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-12000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Computer Horizons Corp.                              | Computer Horizons Corp.                                                                                         | CUSIP: 205908304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                      | Confluent, Inc.                                                                                                 | CUSIP: 20717M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $302400.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Conwert Immobilien Invest SE                         | Conwert Immobilien Invest SE (Austria)                                                                          | CUSIP: N/A<br>LEI: 529900VN62L73X20JX85       | Long             | EC               | CORP              | AT        |     45000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CWALT, Inc., Alternative Loan Series 07-0A7 Class A3 | Countrywide Alternative Loan Series 07-0A7 Class A3, 0.5017%, (1 Month LIBOR USD + 0.300%) 05/25/2047           | CUSIP: 126680AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2047-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CWALT, Inc., Alternative Loan Series 07-0A7 Class A3 | Countrywide Asset-Backed Certificates Series 2007-11 Class 2M2, 3.404%, (1 Month LIBOR USD + 0.320%) 06/25/2047 | CUSIP: 23247LAH1<br>LEI: 549300H6I2066O1LC673 | Long             | DBT              | CORP              | US        |    426996 | PA      | $15601.75     | 0.01%             | 2047-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                          | Covestro AG                                                                                                     | CUSIP: 22304D207<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     10000 | NS      | $707476.10    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Co.                                  | Crescent Energy Co.                                                                                             | CUSIP: 44952J104<br>LEI: 549300WN2AGOX1011V72 | Long             | EC               | CORP              | US        |     90000 | NS      | $755100.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle International Corp.                     | Crown Castle International Corp.                                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     62000 | NS      | $5509940.00   | 5.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Call @ $97.50                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -180 | NC      | $-99000.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Call @ $85.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -110 | NC      | $-112750.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Call @ $87.50                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -110 | NC      | $-103950.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Put @ $85.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       110 | NC      | $85800.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Put @ $87.50                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       110 | NC      | $99000.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 15, 2027, Put @ $97.50                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       180 | NC      | $247500.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., January 16, 2026, Call @ $85.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-43000.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., September 18, 2026, Call @ $90.00                                                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-26480.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle, Inc., September 18, 2026, Put @ $90.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        40 | NC      | $30400.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DIH Holdings, Inc.                                   | DIH Holdings, Inc.                                                                                              | CUSIP: 23290B205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $0.53         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIH Holdings, Inc.                                   | DIH Holdings, Inc. Warrant                                                                                      | CUSIP: 23290B114<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |     30000 | NS      | $12.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                   | Devon Energy Corp.                                                                                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     33000 | NS      | $1208790.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Devon Energy Corp., January 15, 2027, Put @ $35.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       150 | NC      | $60000.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Devon Energy Corp., January 21,  2028, Put @ $35.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       180 | NC      | $108000.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | DiamondBack Energy, Inc., June 18, 2026, Call @ $140.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -75 | NC      | $-145125.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | DiamondBack Energy, Inc., June 18, 2026, Put @ $140.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        75 | NC      | $60750.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                             | Diamondback Energy, Inc.                                                                                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     20500 | NS      | $3081765.00   | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Diamondback Energy, Inc., September 18, 2026, Call @ $150.00                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -130 | NC      | $-217750.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Diamondback Energy, Inc., September 18, 2026, Put @ $150.00                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       130 | NC      | $206700.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                          | Digicel Group 0.5 Ltd. Private Placement Series 144 A 8.0%, 04/01/2025                                          | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     28351 | PA      | $5212.10      | 0.00%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                          | Digicel Group 0.5 Ltd. Private Placement Series 144A Conv. 7.00%, Perpetual                                     | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     88196 | PA      | $4674.39      | 0.00%             | 2050-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                    | Dollar Tree, Inc.                                                                                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     10000 | NS      | $1230100.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Dollar Tree, Inc., January 16, 2026, Call @ $105.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-185900.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Dollar Tree, Inc., January 16, 2026, Put @ $105.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $3000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emisphere Technologies, Inc.                         | Emisphere Technologies, Inc.                                                                                    | CUSIP: 291345106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $234300.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                        | Equinix                                                                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      2800 | NS      | $2145248.00   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., December 18, 2026, Call @ $700                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -10 | NC      | $-122500.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., December 18, 2026, Call @ $740                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -10 | NC      | $-99500.00    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., December 18, 2026, Put @ $700                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        10 | NC      | $48000.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., December 18, 2026, Put @ $740                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        10 | NC      | $64000.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., September 18, 2026, Call @ $720                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        -8 | NC      | $-77760.00    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Equinix, Inc., September 18, 2026, Put @ $720                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |         8 | NC      | $35480.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp.                                 | Exact Sciences Corp.                                                                                            | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      2500 | NS      | $253900.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Exide Technologies                                   | Exide Technologies                                                                                              | CUSIP: 302051404<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |      5926 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exide Technologies                                   | Exide Technologies                                                                                              | CUSIP: 302051305<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |      1777 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exide Technologies                                   | Exide Technologies, 11.000%, 4/30/2022                                                                          | CUSIP: 302051AY3<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    546810 | PA      | $0.00         | 0.00%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series B, 0.00%, (3 Month LIBOR USD + 0.1377%) Perpetual                       | CUSIP: 313400608<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     19000 | NS      | $349600.00    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series F, 5.00%, Perpetual                                                     | CUSIP: 313400863<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |      4500 | NS      | $89550.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series H, 5.10%, Perpetual                                                     | CUSIP: 313400855<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     55000 | NS      | $1157750.00   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series M, 0.00%, Perpetual                                                     | CUSIP: 313400780<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     10600 | NS      | $190800.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series Q, 0.00%, Perpetual                                                     | CUSIP: 313400756<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     42879 | NS      | $803981.25    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series S, 0.00%, (3 Month LIBOR USD + 0.50%) Perpetual                         | CUSIP: 313400715<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     25000 | NS      | $492750.00    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series H, 5.81%, Perpetual                                                      | CUSIP: 313586885<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |      5500 | NS      | $132000.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series I, 5.375%, Perpetual                                                     | CUSIP: 313586877<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |       700 | NS      | $16730.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series M, 4.75%, Perpetual                                                      | CUSIP: 313586836<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |      4440 | NS      | $96259.20     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series N, 5.50%, Perpetual                                                      | CUSIP: 313586828<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |       360 | NS      | $8658.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series T 8.25%, Perpetual                                                       | CUSIP: 313586737<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |     20000 | NS      | $274000.00    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | GNR Government National Mortgage Series 2019-108 Class NI, 4.00%, 08/20/2049                                    | CUSIP: 38381XZK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGA              | US        |     62455 | PA      | $10248.43     | 0.01%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                         | GSR Mortgage Loan Trust Series 2005-5F Class B2, 5.76%, 6/25/2035                                               | CUSIP: 36242D7Y3<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | DBT              | CORP              | US        |      1338 | PA      | $0.01         | 0.00%             | 2035-06-25      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust                                  | Goldman Sachs Tr Financial Square Government Fund - Institutional Class                                         | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10209458 | NS      | $10209457.67  | 9.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Greentown China Holdings Limited                     | Greentown China Holdings Limited                                                                                | CUSIP: 4100M1050<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20000 | NS      | $21762.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess ?, Inc.                                        | Guess?, Inc.                                                                                                    | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     10884 | NS      | $182307.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Guoco Group Ltd.                                     | Guoco Group Limited (Bermuda)                                                                                   | CUSIP: N/A<br>LEI: 3OIHUMDMI0Z4XVPQ8V78       | Long             | EC               | CORP              | BM        |     10000 | NS      | $90828.29     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hang Seng Bank Ltd                                   | Hang Seng Bank Ltd.                                                                                             | CUSIP: 001100009<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |     12000 | NS      | $236641.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hejun Shunze Investment Co.                          | Hejun Shunzie Investment, 11.500%, due 6/4/2022                                                                 | CUSIP: N/A<br>LEI: 2549003R8RQYIUTF0A45       | Long             | DBT              | CORP              | CN        |   5000000 | PA      | $50.00        | 0.00%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Helen Of Troy Limited                                | Helen of Troy, Ltd.                                                                                             | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5000 | NS      | $106250.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Helen of Troy, Ltd., January 16, 2026, Call @ $55.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-5750.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Helen of Troy, Ltd., January 16, 2026, Put @ $55.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $168250.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tim Hellas Telecommunications SA                     | Hellas Telecommunication Luxembourg II SCA (United Kingdom), 6.054%, (3 Month LIBOR USD + 5.750% ) 1/15/2015    | CUSIP: 88706QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $6250.00      | 0.01%             | 2039-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                   | Henry Schein, Inc.                                                                                              | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      8000 | NS      | $604640.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Henry Schein, Inc., January 16, 2026, Call @ $70.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -80 | NC      | $-48800.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                        | Honeywell International, Inc.                                                                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3000 | NS      | $585270.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Honeywell International, Inc., January 16, 2026, Call @ $210                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -30 | NC      | $-6000.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Honeywell International, Inc., January 16, 2026, Put @ $180.00                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -30 | NC      | $-3600.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Honeywell International, Inc., January 16, 2026, Put @ $210.00                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        30 | NC      | $12000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc.                                          | Humana Inc.                                                                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      9000 | NS      | $2305170.00   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Humana, Inc., January 16, 2026, Call @ $240.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-79200.00    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Humana, Inc., January 16, 2026, Call @ $260.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-35500.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Humana, Inc., January 16, 2026, Put @ $240.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        40 | NC      | $8800.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Humana, Inc., January 16, 2026, Put @ $260.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $45000.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Capital Group                               | Infinity Capital Group, 7.00%, 12/31/2049                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25000 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Investcorp Europe Acquisition Corp. I                | Investcorp Europe Acquisition Corp. I Class A Warrants, 11/23/2028                                              | CUSIP: G4923T113<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      3500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inyx, Inc.                                           | Inyx, Inc.                                                                                                      | CUSIP: 461868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167850 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group Plc                            | Janus Henderson Group PLC                                                                                       | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     10000 | NS      | $475700.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Jingrui Holdings, Ltd.                               | Jingrui Holdings, Ltd., 12.750%, 09/09/2023, Defaulted                                                          | CUSIP: N/A<br>LEI: 549300RXCFKI6KHCMP52       | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $6250.00      | 0.01%             | 2026-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kvh Industries, Inc.                                 | KVH Industries, Inc. Rights                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | KY        |    145009 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KWG Group Holdings, Ltd.                             | KWG Group Holdings, Ltd., 7.400%, 001/13/2027                                                                   | CUSIP: N/A<br>LEI: 549300LK82ZOM92E7H90       | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $100000.00    | 0.09%             | 2027-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 0.00% 12/31/2026                                                                     | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    100246 | PA      | $1253.08      | 0.00%             | 2026-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 0.00% 12/31/2028                                                                     | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    200493 | PA      | $1253.08      | 0.00%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 0.00% 12/31/2029                                                                     | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    200493 | PA      | $1253.08      | 0.00%             | 2029-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 0.00% 12/31/2030                                                                     | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    250617 | PA      | $933.55       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 0.00% 12/31/2031                                                                     | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    250617 | PA      | $939.81       | 0.00%             | 2031-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 0.00% 12/31/2032                                                                     | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    472803 | PA      | $4728.03      | 0.00%             | 2032-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 0.00% Ser A 12/31/2025                                                               | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |     75190 | PA      | $1503.80      | 0.00%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 0.00% Ser A 12/31/2027                                                               | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    125314 | PA      | $939.86       | 0.00%             | 2027-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 5.00% Ser A 12/28/2027                                                               | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    115322 | PA      | $2594.75      | 0.00%             | 2027-12-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 5.750% Ser D 12/28/2030                                                              | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    340175 | PA      | $5102.63      | 0.00%             | 2030-12-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 6.00% 12/28/2031                                                                     | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    512512 | PA      | $7687.68      | 0.01%             | 2031-12-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 6.250% Ser F 12/28/2032                                                              | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    422680 | PA      | $6058.37      | 0.01%             | 2032-12-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 6.250% Ser IAI 12/28/2028                                                            | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    168588 | PA      | $3287.47      | 0.00%             | 2028-12-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings, Ltd.                           | Kaisa group Holdings Ltd., 6.500% Ser IAI 12/28/2029                                                            | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |    282230 | PA      | $5139.41      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co.                            | Kansai Electric Power                                                                                           | CUSIP: 006483489<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     10000 | NS      | $156383.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Kenvue, Inc., September 18, 2026, Put @ $10.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -250 | NC      | $-18500.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Kenvue, Inc., September 18, 2026, Put @ $15.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       250 | NC      | $20750.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr. Pepper, Inc.                              | Keurig Dr. Pepper, Inc.                                                                                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     15000 | NS      | $420150.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Keurig Dr. Pepper, Inc., March 20, 2026, Call @ $28.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-21750.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                 | Kimberly Clark Corp.                                                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     47000 | NS      | $4741830.00   | 4.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Kimberly-Clark Corp., December 18, 2026, Call @ $100.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-40600.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Kimberly-Clark Corp., December 18, 2026, Call @ $105.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-34000.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Kimberly-Clark Corp., January 21, 2028, Call @ $110.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-104000.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Kimberly-Clark Corp., January 21, 2028, Put @ $100.00                                                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $290000.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Kimberly-Clark Corp., June 18, 2026, Call @ $105.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-29250.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Kimberly-Clark Corp., March 20, 2026, Call @ $105.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -140 | NC      | $-49000.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak AI, Inc.                                      | Kodiak AI, Inc.                                                                                                 | CUSIP: 500081104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3100 | NS      | $33852.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak AI, Inc.                                      | Kodiak AI, Inc. Warrants                                                                                        | CUSIP: 500081112<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      1550 | NS      | $2371.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                           | Lamb Weston Holdings, Inc.                                                                                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     55000 | NS      | $2303950.00   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Lamb Weston Holdings, Inc., January 16, 2026, Call @ $45.00                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-1900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Lamb Weston Holdings, Inc., January 16, 2026, Call @ $50.00                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -450 | NC      | $-2250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Lamb Weston Holdings, Inc., January 16, 2026, Put @ $50.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       450 | NC      | $351000.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon, Republic of (Lebanese Republic)             | Lebanese Republic Series GMTN (Lebanon) 6.15%, 6/19/2020                                                        | CUSIP: N/A<br>LEI: 529900QPC4K951KHL354       | Long             | DBT              | CORP              | LB        |   1000000 | PA      | $235095.25    | 0.22%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series LEHN 5.50%, 02/27/2020                                                    | CUSIP: 525ESCBV0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $10.00        | 0.00%             | 2040-02-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTN 8.75%, 2/14/2023                                                      | CUSIP: 525ESCIM3<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $20.00        | 0.00%             | 2043-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTN1 0.00%, (1 Month CPI YOY + 2.25%) 2/17/2015                           | CUSIP: 525ESC5G0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $11.00        | 0.00%             | 2039-07-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTNG 0.00% (1 Month CPI YOY + 2.25%), 07/08/2014                          | CUSIP: 525ESCAN9<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $13.00        | 0.00%             | 2039-02-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTNG 7.00%, 1/28/2020                                                     | CUSIP: 525ESCAI0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $10.00        | 0.00%             | 2040-01-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTNH, 8.250%, 9/23/2020                                                   | CUSIP: 525ESC059<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $10.00        | 0.00%             | 2040-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp.                              | Liberty Broadband Corp.                                                                                         | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      5000 | NS      | $243000.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                | Lockheed Martin Corp.                                                                                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2500 | NS      | $1209175.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Lockheed Martin Corp., December 18, 2026, Call @ $420.00                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -25 | NC      | $-218875.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Lockheed Martin Corp., December 18, 2026, Put @ $420.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        25 | NC      | $49250.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                    | Match Group, Inc.                                                                                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     31000 | NS      | $1000990.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Match Group, Inc., January 16, 2026, Call @ $30.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -310 | NC      | $-66650.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Match Group, Inc., January 16, 2026, Put @ $25.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -110 | NC      | $-2750.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Match Group, Inc., January 16, 2026, Put @ $30.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       310 | NC      | $3875.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                              | Molina Healthcare, Inc.                                                                                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      5000 | NS      | $867700.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Molina Healthcare, Inc., March 20, 2026, Call @ $150.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-157500.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Molina Healthcare, Inc., March 20, 2026, Put @ $140.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $7700.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NII Holdings, Inc.                                   | NII Holdings, Inc.                                                                                              | CUSIP: 62913F508<br>LEI: 5493008M1YG2GODK3P05 | Long             | EC               | CORP              | US        |     44529 | NS      | $22264.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Natures Miracle Holdings, Inc.                       | Natures Miracle Holdings, Inc.                                                                                  | CUSIP: 63903P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $20.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natures Miracle Holdings, Inc.                       | Natures Miracle Holdings, Inc. Warrant 3/8/2029                                                                 | CUSIP: 63903P118<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      2500 | NS      | $37.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Newmont Corp., December 18, 2026, Call @ $40.00                                                                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -420 | NC      | $-2562000.00  | -2.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Newmont Corp., December 18, 2026, Put @ $40.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       420 | NC      | $18480.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Newmont Corp., January 16, 2026, Put @ $30.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       300 | NC      | $15000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Newmont Corp., January 16, 2026, Call @ $50.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -275 | NC      | $-1387375.00  | -1.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp.                                        | Newmont Corp.                                                                                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     69500 | NS      | $6939575.00   | 6.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Neiman-Marcus Group Inc                              | Nwa Sen                                                                                                         | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       791 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                           | Occidental Petroleum Corp.                                                                                      | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     85000 | NS      | $3495200.00   | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., January 15, 2027, Put @ $35.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-23900.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., January 15, 2027, Put @ $45.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       310 | NC      | $217930.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., January 15, 2027, Put @ $47.50                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $86000.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Occidental Petroleum Corp., January 16, 2026, Call @ $52.50                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -80 | NC      | $-80.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Optinose, Inc.                                       | Optinose CVR                                                                                                    | CUSIP: 684CVR012<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |     60000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PS International Group Ltd.                          | PS International Group, Ltd.                                                                                    | CUSIP: G7308J113<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        63 | NS      | $307.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pratus Energy Services Ltd.                          | Paratus Energy Services Ltd. Series 144A (United Kingdom) 10.000%, 07/15/2026                                   | CUSIP: 81173JAC3<br>LEI: 549300XB7T5BX418QX67 | Long             | DBT              | CORP              | BM        |     46097 | PA      | $46154.62     | 0.04%             | 2026-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.               | Pershing Square Tontine Holdings, Ltd. ESCROW                                                                   | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrocorp, Inc.                                      | Petrocorp., Inc.                                                                                                | CUSIP: 71645N994<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66 Co.                                      | Phillips 66 Co.                                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     34000 | NS      | $4387360.00   | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Call @ $110.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -120 | NC      | $-322200.00   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Call @ $120.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-104500.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Put @ $100.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -80 | NC      | $-41600.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Put @ $110.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       120 | NC      | $91200.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Put @ $120.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $55750.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66 Co., January 15, 2027, Put @ $130.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        80 | NC      | $130400.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66, January 15, 2027, Call @ $125.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -90 | NC      | $-152100.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66, January 15, 2027, Call @ $130                                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -80 | NC      | $-122400.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Phillips 66, January 15, 2027, Put @ $125                                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        90 | NC      | $123300.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus N.V.                                          | Prosus N.V.                                                                                                     | CUSIP: 74365P108<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     33388 | NS      | $412675.68    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Sales Tax                                | Puerto Rico Commonwealth Restructured Series A1, 4.00%, 7/01/2037                                               | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | CORP              | US        |     17074 | PA      | $16551.54     | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax                                | Puerto Rico Commonwealth Restructured Series A1, 5.625%, 7/01/2029                                              | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | CORP              | US        |     24036 | PA      | $25467.82     | 0.02%             | 2029-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series CCC, 4.25%, 7/01/2021                                               | CUSIP: 74526QYF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6675.00      | 0.01%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series CCC, 4.25%, 7/01/2023                                               | CUSIP: 74526QYW6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6675.00      | 0.01%             | 2026-01-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series DDD, 3.50%, 7/01/2020                                               | CUSIP: 74526QZE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $50062.50     | 0.05%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series DDD, 3.625%, 7/01/2021                                              | CUSIP: 74526QZF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $20025.00     | 0.02%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series TT, 5.00%, 7/01/2020                                                | CUSIP: 74526QKN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $36712.50     | 0.03%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series WW, 5.50%, 7/01/2019                                                | CUSIP: 74526QUV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $10012.50     | 0.01%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Redsun Properties Group, Ltd.                        | Red Sun Properties Group, Inc., 7.30% due 1/13/2025                                                             | CUSIP: N/A<br>LEI: 549300TYWIIKAOK07L47       | Long             | DBT              | CORP              | KY        |   4400000 | PA      | $33000.00     | 0.03%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Redco Properties Group, Ltd.                         | Redco Properties Group, Ltd., 11.000%, 08/06/2023, Defaulted                                                    | CUSIP: N/A<br>LEI: 54930027GMI4T9YDMM54       | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $22500.00     | 0.02%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Regulus Therapeutics, Inc.                           | Regulus Therapeutics, Inc. CVR                                                                                  | CUSIP: 759CVR012<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |     60000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rongchangda Development                              | Rongchangda Development, 3.00%, 3/29/2028                                                                       | CUSIP: N/A<br>LEI: 549300ZND9XLR0EN3R16       | Long             | DBT              | CORP              | VG        |    249999 | PA      | $4374.98      | 0.00%             | 2028-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rongchangda Development                              | Rongchangda Development, 3.00%, 3/29/2028                                                                       | CUSIP: N/A<br>LEI: 549300ZND9XLR0EN3R16       | Long             | DBT              | CORP              | VG        |   1200001 | PA      | $19617.02     | 0.02%             | 2028-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ronshine China Holdings Limited                      | Ronshine China Holdings, Ltd., 7.35%, 12/15/2023, Defaulted                                                     | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $7300.00      | 0.01%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ronshine China Holdings Limited                      | Ronshine China Holdings, Ltd., 8.75%, 10/2/2022, Defaulted                                                      | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $22500.00     | 0.02%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ronshine China Holdings Limited                      | Ronshine Service Holding Co., Ltd                                                                               | CUSIP: 763681023<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    150000 | NS      | $2505.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                     | Royal Gold, Inc.                                                                                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     10000 | NS      | $2222900.00   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Royal Gold, Inc., December 18, 2026, Call @ $160.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -80 | NC      | $-588080.00   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Royal Gold, Inc., December 18, 2026, Call @ $180.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -20 | NC      | $-116000.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Royal Gold, Inc., December 18, 2026, Put @ $160.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        80 | NC      | $47600.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Royal Gold, Inc., December 18, 2026, Put @ $180.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $21100.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                   | SBI Holdings, Inc.                                                                                              | CUSIP: 012093969<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     20000 | NS      | $429975.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sacre-Coeur Minerals Ltd.                            | Sacre-Coeur Minerals Ltd. (Canada)                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |    109444 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                           | Scout24 SE                                                                                                      | CUSIP: BYT934000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      1500 | NS      | $150990.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seabridge Gold Inc                                   | Seabridge Gold Inc.                                                                                             | CUSIP: 811916105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    194200 | NS      | $5746378.00   | 5.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Seabridge Gold, Inc., February 20, 2026, Call @ $19.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -942 | NC      | $-1045620.00  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Seabridge Gold, Inc., January 15, 2027, Call @ $15.00                                                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |     -1000 | NC      | $-1688000.00  | -1.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill 2021 Ltd.                                   | Seadrill Limited                                                                                                | CUSIP: G7997W102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         2 | NS      | $69.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pratus Energy Services Ltd.                          | Seadrill New Finance Private Placement Series 144A (United Kingdom) 12.00%, 7/15/2025                           | CUSIP: 811ESCAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    128802 | PA      | $0.00         | 0.00%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Semantix, Inc.                                       | Semantix, Inc. Class A Warrants 08/04/2027                                                                      | CUSIP: G6332A114<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       375 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                               | Ses Sa 0.00% 01/14/2033                                                                                         | CUSIP: L8176HAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4675 | PA      | $0.00         | 0.00%             | 2033-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings, Ltd.                          | Shimao Group Holdings, Ltd. 2.000% 01/21/2034 Defaulted                                                         | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | CORP              | KY        |    683532 | PA      | $16470.33     | 0.02%             | 2034-01-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings, Ltd.                          | Shimao Group Holdings, Ltd. 2.000% 07/21/2032 Defaulted                                                         | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | CORP              | KY        |    455688 | PA      | $14809.86     | 0.01%             | 2032-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings, Ltd.                          | Shimao Group Holdings, Ltd. 2.000% 07/21/2033 Defaulted                                                         | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | CORP              | KY        |    683532 | PA      | $17088.30     | 0.02%             | 2033-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings, Ltd.                          | Shimao Group Holdings, Ltd. 5.000% 07/21/2031 Defaulted                                                         | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | CORP              | KY        |     33080 | PA      | $1091.64      | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings, Ltd.                          | Shimao Property Holdings Ltd.                                                                                   | CUSIP: G81043104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   2375656 | NS      | $58293.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino-Ocean Group Holding Limited                     | Sino Ocean Group Holdings LTD 1.00% Perpetual                                                                   | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | HK        |    857626 | PA      | $56148.77     | 0.05%             | 2050-12-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holding Limited                     | Sino Ocean Group Holdings LTD 3.00% 03/27/2033                                                                  | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | HK        |    585000 | PA      | $60840.00     | 0.06%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holding Limited                     | Sino Ocean Group Holdings LTD MCB 0.00% 03/27/2027                                                              | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | HK        |   2001128 | PA      | $13107.39     | 0.01%             | 2027-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Group Holding Limited                     | Sino-Ocean Group Holdings, Ltd.                                                                                 | CUSIP: Y8002N103<br>LEI: 529900OLNN3N4AB8ME83 | Long             | EC               | CORP              | HK        |   2000000 | NS      | $25950.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sohu.Com Limited                                     | Sohu.com Limited                                                                                                | CUSIP: 83410S108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29000 | NS      | $453560.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Matls Inc                          | Solstice Advanced Materials, Inc.                                                                               | CUSIP: 83443Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       750 | NS      | $36435.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                               | Southwest Airlines Co.                                                                                          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     15200 | NS      | $628216.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Airlines, Inc., January 15, 2027, Call @ $30.00                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-200250.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Airlines, Inc., January 15, 2027, Put @ $30.00                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       150 | NC      | $25500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Airlines, Inc., January 16, 2026, Call @ $25.00                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        -2 | NC      | $-3305.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Airlines, Inc., January 16, 2026, Put @ $25.00                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $400.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                      | Starbucks Corp.                                                                                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     40000 | NS      | $3368400.00   | 3.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., December 18, 2026, Call @ $105.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-45500.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., December 18, 2026, Put @ $105.00                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $237250.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., January 15, 2027, Call @ $95.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-75000.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., January 15, 2027, Put @ $95.00                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $168500.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., June 18, 2026, Call @ $90.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-109000.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Starbucks, Corp., June 18, 2026, Put @ $90.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $211600.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Environmental & Energy Resources Inc.      | Strategic Environmental & Energy Resources, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     43000 | NS      | $1169.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncar Technology Group, Inc.                        | SunCar Technology Group, Inc. Class A, Warrant 05/18/2028                                                       | CUSIP: G85727116<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       300 | NS      | $12.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Limited                         | Sunac China Hildings Limited                                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | EC               | CORP              | KY        |    300000 | NS      | $50488.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings, Ltd.                           | Sunac China Holdings, Ltd., 0.00%, 12/31/2049, Defaulted                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4295256 | PA      | $655842.64    | 0.61%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rapid7, Inc.                                         | Surgery Partners, Inc.                                                                                          | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     22000 | NS      | $339900.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO Co.                                             | TOYO Co Ltd Rights                                                                                              | CUSIP: G8976D107<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      1000 | NS      | $5860.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO Co.                                             | TOYO Co Ltd WTS                                                                                                 | CUSIP: G8976D115<br>LEI: N/A                  | Long             | DE               | CORP              | XX        |      5000 | NS      | $5000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Takashimaya Co., Ltd                                 | Takashimaya Co., Ltd.                                                                                           | CUSIP: 000008233<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     15000 | NS      | $156845.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Co.                                | The J. M. Smucker Co.                                                                                           | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4000 | NS      | $391240.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | The J.M. Smucker Co.,  January 16, 2026, Call @ $95.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-15800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | The J.M. Smucker Co.,  January 16, 2026, Put @ $95.00                                                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        40 | NC      | $2200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Times China Holdings Limited                         | Times China Holdings Ltd.                                                                                       | CUSIP: 8904A1004<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    500000 | NS      | $6551.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Times China Holdings Limited                         | Times China Holdings, Ltd., 0.00% 03/30/2027 Defaulted                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $13475.00     | 0.01%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                         | Times China Holdings, Ltd., 0.00% 03/30/2027 Defaulted                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    166175 | PA      | $3090.86      | 0.00%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Limited                         | Times China Holdings, Ltd., 4.20% 09/30/2032 Defaulted                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    900000 | PA      | $14877.00     | 0.01%             | 2032-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treehouse Foods, Inc.                                | TreeHouse Foods, Inc.                                                                                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    162000 | NS      | $3821580.00   | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Of America                             | U.S. Government Treasury Bill, 2.75%, 08/15/2032                                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1867109.38   | 1.74%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Of America                             | US Treasury Note 3.375%  5/15/2033                                                                              | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1925937.50   | 1.79%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Department Of The Treasury             | US Treasury Note 4.50%  11/15/2033                                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4137343.76   | 3.85%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USU Software AG                                      | USU Software AG                                                                                                 | CUSIP: 00A0BVU28<br>LEI: 391200W2QBWCAZN4SR55 | Long             | EC               | CORP              | DE        |      5000 | NS      | $50447.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                             | UnitedHealth Group, Inc.                                                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8000 | NS      | $2640880.00   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., January 15, 2027, Call @ $280.00                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -20 | NC      | $-154900.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., January 15, 2027, Put @ $280.00                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $48900.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., June 17, 2027, Call @ $270.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -20 | NC      | $-186350.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., June 17, 2027, Call @ $290.00                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -20 | NC      | $-161550.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., June 17, 2027, Put @ $270.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $49200.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., June 17, 2027, Put @ $290.00                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $64800.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., September 18, 2026, Call @ $280.00                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -20 | NC      | $-141500.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | UnitedHealth Group, Inc., September 18, 2026, Put @ $280.00                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $32400.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivendi Se                                           | Vivendi SE                                                                                                      | CUSIP: 92852T201<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |    150000 | NS      | $416368.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WeBuild SpA                                          | WeBuild SpA ADR                                                                                                 | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |     25935 | NS      | $104121.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Winn Dixie Stores, Inc.                              | Winn Dixie Stores, Inc. 8.875% 4/01/2008                                                                        | CUSIP: 9742809B7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $0.00         | 0.00%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co. Limited                    | Yuzhou Group Holdings Co. Limited 1.000%, 06/30/2034                                                            | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     49974 | PA      | $299.84       | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co. Limited                    | Yuzhou Group Holdings Co. Limited 4.000%, 06/30/2028                                                            | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     16483 | PA      | $473.89       | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co. Limited                    | Yuzhou Group Holdings Co. Limited 4.500%, 06/30/2029                                                            | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     28704 | PA      | $717.60       | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co. Limited                    | Yuzhou Group Holdings Co. Limited 5.000%, 06/30/2030                                                            | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     38313 | PA      | $957.83       | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co. Limited                    | Yuzhou Group Holdings Co. Limited 5.500%, 06/30/2031                                                            | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     53745 | PA      | $798.11       | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co. Limited                    | Yuzhou Group Holdings Co. Limited 6.000%, 06/30/2027                                                            | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |     14130 | PA      | $1428.20      | 0.00%             | 2027-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co. Limited                    | Yuzhou Group Holdings Co. Ltd                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     85189 | NS      | $2626.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhenro Properties Group, Ltd.                        | Zhenro Properties Group 14.724 PERP *Defaulted                                                                  | CUSIP: N/A<br>LEI: 549300I66TVJEL841P38       | Long             | DBT              | CORP              | KY        |   6000000 | PA      | $7500.00      | 0.01%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group, Ltd.                        | Zhenro Properties Group, 6.630%, 01/06/2026 *Defaulted                                                          | CUSIP: N/A<br>LEI: 549300I66TVJEL841P38       | Long             | DBT              | CORP              | KY        |    500000 | PA      | $1250.00      | 0.00%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IHeartmedia, Inc.                                    | iHeartMedia, Inc. Class A                                                                                       | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4610 | NS      | $19177.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

**Name of Applicant:** Frank Funds

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

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

**Title:** President and Treasurer