# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0002071691-26-004748
**Filing Date:** 2026-2
**Character Count:** 266181
**Document Hash:** fd57dcf8969755e416d350a2411e1f82
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004748.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-004748

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 26682617

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

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

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

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

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

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

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

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

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

**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:** $2561999586.40

**Total Liabilities:** $445735577.50

**Net Assets:** $2116264008.90

**Cash Not Reported:** $7070466.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -178.64729359 | **1-Year:** -3470.61745378 | **5-Year:** -18288.03855696 | **10-Year:** -191.89380059 | **30-Year:** 0.00000000

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

- **3-Month:** -79.90337338 | **1-Year:** -20775.09715270 | **5-Year:** -97777.40854805 | **10-Year:** -8095.70763733 | **30-Year:** -2795.75564605

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000070967 | 1.09%                | 0.31%                | 0.29%                |
| Class ID C000070968 | 1.09%                | 0.38%                | 0.32%                |
| Class ID C000145937 | 1.09%                | 0.31%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10236206.40             | $835839.02                                 |
| Month 2  | $2186111.05              | $898953.22                                 |
| Month 3  | $3468634.35              | $5660192.37                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |        Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | Abpro Holdings, Inc.                                                                   | CUSIP: 000847111<br>LEI: N/A                  | N/A              | DO               |  | US        |         172931 | NS      | $2836.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                                            | ADTRAN Holdings, Inc.                                                                  | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |        -562200 | NS      | $-4885518.00  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                                            | ADTRAN Holdings, Inc.                                                                  | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |        9015000 | PA      | $9655065.00   | 0.46%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AeroVironment, Inc.                                              | AeroVironment, Inc.                                                                    | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |          14939 | NS      | $3613594.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                              | AeroVironment, Inc.                                                                    | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Short            | DBT              | CORP              | US        |       -7194000 | PA      | $-7805490.00  | -0.37%            | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Aetherium Acquisition Corp.                                                            | CUSIP: 00809J119<br>LEI: N/A                  | N/A              | DO               |  | US        |         175712 | NS      | $5499.79      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alarm.com Holdings, Inc.                                         | Alarm.com Holdings, Inc.                                                               | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |         -38078 | NS      | $-1942739.56  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                                         | Alarm.com Holdings, Inc.                                                               | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |        7225000 | PA      | $6878200.00   | 0.33%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |         -34687 | NS      | $-5084420.46  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Alternus Clean Energy, Inc.                                                            | CUSIP: 02157G119<br>LEI: N/A                  | N/A              | DO               |  | US        |          84666 | NS      | $84.67        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | AltEnergy Acquisition Corp.                                                            | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DO               |  | US        |          61463 | NS      | $1364.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New America Acquisition I Corp.                                  | New America Acquisition I Corp.                                                        | CUSIP: 023634207<br>LEI: N/A                  | Long             |  |  | US        |          36045 | OU      | $375228.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambit Biosciences Corp.                                          | Ambit Biosciences Corp., CVR                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         146272 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.                     | American Axle & Manufacturing Holdings, Inc.                                           | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Short            | EC               | CORP              | US        |        -560196 | NS      | $-3590856.36  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Capital Corp.                                     | American Water Capital Corp.                                                           | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |        5625000 | PA      | $5601375.00   | 0.26%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                                   | American Water Works Co., Inc.                                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |           -982 | NS      | $-128151.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Aquaron Acquisition Corp.                                        | Aquaron Acquisition Corp.                                                              | CUSIP: 03842W113<br>LEI: N/A                  | Long             |  | CORP              | US        |          35605 | NS      | $8545.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Arogo Capital Acquisition Corp.                                                        | CUSIP: 042644112<br>LEI: N/A                  | N/A              | DO               |  | US        |          96774 | NS      | $2903.22      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Array Technologies, Inc.                                         | Array Technologies, Inc.                                                               | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |        -376756 | NS      | $-3473690.32  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies, Inc.                                         | Array Technologies, Inc.                                                               | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |        3600000 | PA      | $5193000.00   | 0.25%             | 2031-07-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Athena Technology Acquisition Corp. II                                                 | CUSIP: 04687C113<br>LEI: N/A                  | N/A              | DO               |  | US        |         319116 | NS      | $6382.32      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bitdeer Technologies Group                                       | Bitdeer Technologies Group                                                             | CUSIP: 09175RAE0<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |        3984000 | PA      | $3680020.80   | 0.17%             | 2031-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BlackLine, Inc.                                                  | BlackLine, Inc.                                                                        | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |         -42451 | NS      | $-2347115.79  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine, Inc.                                                  | BlackLine, Inc.                                                                        | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |        1700000 | PA      | $1679600.00   | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BlackLine, Inc.                                                  | BlackLine, Inc.                                                                        | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |        4500000 | PA      | $4741200.00   | 0.22%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp.                                               | Bloom Energy Corp., Class A                                                            | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |         -30878 | NS      | $-2682989.42  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                                               | Bloom Energy Corp.                                                                     | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |        9262000 | PA      | $8057940.00   | 0.38%             | 2030-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Black Elk Energy Escrow                                          | Black Elk Energy Escrow                                                                | CUSIP: N/A<br>LEI: 549300HX0ISXOOEMR657       | Long             | DBT              | CORP              | US        |        2833436 | PA      | $123254.47    | 0.01%             | 2015-12-01      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B-2                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      513897326 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B-4                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 40321771424070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-4                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 40321771424070 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SRH Total Return Fund, Inc.                                      | SRH Total Return Fund, Inc.                                                            | CUSIP: 101507101<br>LEI: 5493000XG0EMNJQ1SM17 | Long             |  | RF                | US        |          28233 | NS      | $523439.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                                        | Box, Inc., Class A                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |         -98876 | NS      | $-2957381.16  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                                        | Box, Inc.                                                                              | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |        8275000 | PA      | $8047437.50   | 0.38%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Broad Capital Acquisition Corp.                                  | Broad Capital Acquisition Corp.                                                        | CUSIP: 11125B110<br>LEI: N/A                  | Long             |  | CORP              | US        |          69739 | NS      | $13250.41     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| byNordic Acquisition Corp.                                       | byNordic Acquisition Corp., Class A                                                    | CUSIP: 124420100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          40443 | NS      | $495022.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | byNordic Acquisition Corp.                                                             | CUSIP: 124420118<br>LEI: N/A                  | N/A              | DO               |  | US        |          69207 | NS      | $4844.49      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CO2 Energy Transition Corp.                                      | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         127667 | NS      | $1313693.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M111<br>LEI: N/A                  | N/A              | DO               |  | US        |         127667 | NS      | $21575.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CO2 Energy Transition Corp.                                      | CO2 Energy Transition Corp.                                                            | CUSIP: 12664M129<br>LEI: N/A                  | Long             |  | CORP              | US        |         127667 | NS      | $24256.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Canna-Global Acquisition Corp.                                                         | CUSIP: 13767K119<br>LEI: N/A                  | N/A              | DO               |  | US        |         188580 | NS      | $18.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Southwest Corp.                                          | Capital Southwest Corp.                                                                | CUSIP: 140501107<br>LEI: 54930023YZ4YEJEDBO56 | Short            | EC               | CORP              | US        |         -16226 | NS      | $-359405.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital Southwest Corp.                                          | Capital Southwest Corp.                                                                | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |        1544000 | PA      | $1524700.00   | 0.07%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Clough Global Equity Fund                                        | Clough Global Equity Fund                                                              | CUSIP: 18914C100<br>LEI: 549300SI1THLT6A9J147 | Long             |  | RF                | US        |          10741 | NS      | $82276.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc., Class A                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |         -33431 | NS      | $-6590921.65  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare, Inc.                                                 | Cloudflare, Inc.                                                                       | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |       12000000 | PA      | $13044000.00  | 0.62%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc., Class A                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |         -51230 | NS      | $-11585152.20 | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |        4150000 | PA      | $4245450.00   | 0.20%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       23200000 | PA      | $20752400.00  | 0.98%             | 2032-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |        3725000 | PA      | $3719747.75   | 0.18%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CommScope Technologies LLC                                       | CommScope Technologies LLC                                                             | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       14925000 | PA      | $14891457.26  | 0.70%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                          | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |        7450000 | PA      | $7524799.56   | 0.36%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Concord Acquisition Corp. II                                                           | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DO               |  | US        |          95464 | NS      | $3885.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ConnectM Technology Solutions, Inc.                                                    | CUSIP: 207944117<br>LEI: N/A                  | N/A              | DO               |  | US        |          71392 | NS      | $728.20       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc., Class A                                                               | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Short            | EC               | CORP              | US        |         -16635 | NS      | $-1191232.35  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                        | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |        2270000 | PA      | $2147987.50   | 0.10%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                           | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |         -59626 | NS      | $-1514500.40  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                           | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |        9362000 | PA      | $7036479.20   | 0.33%             | 2030-09-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                                                     | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |         -71821 | NS      | $-4563506.34  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                               | Cytokinetics, Inc.                                                                     | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |        6300000 | PA      | $7840980.00   | 0.37%             | 2031-10-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | dMY Squared Technology Group, Inc.                                                     | CUSIP: 233276112<br>LEI: N/A                  | N/A              | DO               |  | US        |           6140 | NS      | $15964.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DevvStream Corp.                                                                       | CUSIP: 251936118<br>LEI: N/A                  | N/A              | DO               |  | CA        |          49375 | NS      | $493.75       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |         -31437 | NS      | $-2086473.69  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                           | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |       23208000 | PA      | $21339756.00  | 1.01%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                       | Digital Realty Trust, Inc.                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |         -21218 | NS      | $-3282636.78  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust LP                                          | Digital Realty Trust LP                                                                | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |       10782000 | PA      | $10932948.00  | 0.52%             | 2029-11-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| DigitalOcean Holdings, Inc.                                      | DigitalOcean Holdings, Inc.                                                            | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |        -287506 | NS      | $-13834788.72 | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                                      | DigitalOcean Holdings, Inc.                                                            | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |       13725000 | PA      | $19414012.50  | 0.92%             | 2030-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc., Class A                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |         -62193 | NS      | $-14085470.64 | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                                   | DoorDash, Inc.                                                                         | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |       28823000 | PA      | $30105623.50  | 1.42%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DraftKings Holdings, Inc.                                        | DraftKings Holdings, Inc.                                                              | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |       27059000 | PA      | $24718396.50  | 1.17%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DraftKings, Inc.                                                 | DraftKings, Inc., Class A                                                              | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |         -40863 | NS      | $-1408138.98  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp.                                            | ESH Acquisition Corp., Class A                                                         | CUSIP: 296424104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           8212 | NS      | $157506.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp.                                            | ESH Acquisition Corp.                                                                  | CUSIP: 296424112<br>LEI: N/A                  | Long             |  | CORP              | US        |          97905 | NS      | $20070.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Short            | EC               | CORP              | US        |         -98878 | NS      | $-7525604.58  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                                | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |       22800000 | PA      | $20790750.00  | 0.98%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Everest Consolidator Acquisition Corp.                                                 | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DO               |  | US        |          65508 | NS      | $727.14       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                   | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       19137000 | PA      | $23356708.50  | 1.10%             | 2031-04-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Short            | EC               | CORP              | US        |         -48334 | NS      | $-2106879.06  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                           | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       11550000 | PA      | $11515350.00  | 0.54%             | 2029-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FG Merger II Corp.                                               | FG Merger II Corp.                                                                     | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         179188 | NS      | $1799047.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Merger II Corp.                                               | FG Merger II Corp.                                                                     | CUSIP: 30334J128<br>LEI: N/A                  | Long             |  | CORP              | US        |         179188 | NS      | $98553.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Thunder Power Holdings, Inc.                                                           | CUSIP: 31561T110<br>LEI: N/A                  | N/A              | DO               |  | US        |          94079 | NS      | $1900.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | EC               | CORP              | US        |        -281420 | NS      | $-12599173.40 | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp.                                                                      | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       27625000 | PA      | $29724500.00  | 1.40%             | 2031-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Flaherty & Crumrine Total Return Fund                            | Flaherty & Crumrine Total Return Fund                                                  | CUSIP: 338479108<br>LEI: 254900OFZ9J1RLHWZQ22 | Long             |  | RF                | US        |          11477 | NS      | $200847.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flaherty & Crumrine Preferred and Income Fund                    | Flaherty & Crumrine Preferred and Income Fund                                          | CUSIP: 338480106<br>LEI: 254900LXRIT34GQY5I69 | Long             |  | RF                | US        |           9572 | NS      | $113619.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                                      | Fluor Corp.                                                                            | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |          60059 | NS      | $2380138.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                                      | Fluor Corp.                                                                            | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | DBT              | CORP              | US        |       -4325000 | PA      | $-4927040.00  | -0.23%            | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4745196 | PA      | $57297.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         154065 | PA      | $1860.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Four Leaf Acquisition Corp.                                                            | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DO               |  | US        |         111000 | NS      | $4440.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fox Corp.                                                        | Fox Corp., Class A                                                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               | CORP              | US        |         -53820 | NS      | $-3932627.40  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                        | Fox Corp., Class B                                                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |          53820 | NS      | $3494532.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4544912 | PA      | $-54878.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4621944 | PA      | $55809.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          46219 | PA      | $-558.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          30813 | PA      | $-372.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          15406 | PA      | $186.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          77032 | PA      | $-930.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          61626 | PA      | $744.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                   | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17687750 | PA      | $17902242.09  | 0.85%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4617000 | PA      | $4695295.09   | 0.22%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                             | Frontier Communications Parent, Inc.                                                   | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         493510 | NS      | $18787925.70  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV, Inc.                                                     | fuboTV, Inc.                                                                           | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3047000 | PA      | $3044257.70   | 0.14%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | FutureTech II Acquisition Corp.                                                        | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DO               |  | US        |          38964 | NS      | $1172.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gabelli Healthcare & WellnessRx Trust (The)                      | Gabelli Healthcare & WellnessRx Trust (The)                                            | CUSIP: 36246K103<br>LEI: 549300XULWZNLHFTG832 | Long             |  | RF                | US        |           7890 | NS      | $75980.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Digital Holdings LP                                       | Galaxy Digital Holdings LP                                                             | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6125000 | PA      | $4627437.50   | 0.22%             | 2031-05-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Digital, Inc.                                             | Galaxy Digital, Inc., Class A                                                          | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Short            | EC               | CORP              | US        |         -76897 | NS      | $-1719416.92  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                                   | GameStop Corp., Class A                                                                | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |        -335398 | NS      | $-6734791.84  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                                   | GameStop Corp.                                                                         | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |       15050000 | PA      | $14681275.00  | 0.69%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          30813 | PA      | $-372.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4190563 | PA      | $-50600.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4205969 | PA      | $50786.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          30813 | PA      | $-372.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          46219 | PA      | $-558.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          61626 | PA      | $-744.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         154065 | PA      | $1860.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                               | Getty Images, Inc.                                                                     | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |        4422000 | PA      | $4156724.79   | 0.20%             | 2028-03-01      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        2588289 | PA      | $31253.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        3836214 | PA      | $46321.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        3836214 | PA      | $-46321.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          15406 | PA      | $-186.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        2249346 | PA      | $27160.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          15406 | PA      | $-186.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          46219 | PA      | $-558.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        4329221 | PA      | $52274.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          15406 | PA      | $186.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          61626 | PA      | $-744.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         123252 | PA      | $-1488.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         138658 | PA      | $1674.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |         -24210 | NS      | $-1873854.00  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                  | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       10000000 | PA      | $8970000.00   | 0.42%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                 | Global Aircraft Leasing Co. Ltd.                                                       | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |        6000000 | PA      | $6222294.00   | 0.29%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Goal Acquisitions Corp.                                                                | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DO               |  | US        |          84630 | NS      | $8.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Goldenstone Acquisition Ltd.                                                           | CUSIP: 38136Y110<br>LEI: N/A                  | N/A              | DO               |  | US        |          32200 | NS      | $644.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldenstone Acquisition Ltd.                                     | Goldenstone Acquisition Ltd.                                                           | CUSIP: 38136Y128<br>LEI: N/A                  | Long             |  | CORP              | US        |          32200 | NS      | $2279.76      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |       11068327 | NS      | $11068326.79  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         138658 | PA      | $1674.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11493234 | PA      | $-138778.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11570266 | PA      | $139708.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          30813 | PA      | $-372.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          61626 | PA      | $-744.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          92439 | PA      | $1116.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          46219 | PA      | $-558.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         184878 | PA      | $-2232.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         154065 | PA      | $-1860.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         154065 | PA      | $1860.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc.                                                                          | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |         -91202 | NS      | $-1606067.22  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Groupon, Inc.                                                    | Groupon, Inc., Series UNRS                                                             | CUSIP: 399473AK3<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |        9300000 | PA      | $8184000.00   | 0.39%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-2                                                                   | CUSIP: N/A<br>LEI: 549300J9G10ZQTTAFU03       | Long             | EC               | CORP              | US        |      368190309 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        3127515 | PA      | $-37764.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          15406 | PA      | $-186.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        3204548 | PA      | $38694.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          15406 | PA      | $-186.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |          12671 | NS      | $2546997.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                                         | Guidewire Software, Inc.                                                               | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Short            | DBT              | CORP              | US        |       -5000000 | PA      | $-5497500.00  | -0.26%            | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          30813 | PA      | $-372.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          15406 | PA      | $-186.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |        -209496 | NS      | $-14099080.80 | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       13027000 | PA      | $13024394.60  | 0.62%             | 2031-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       13076000 | PA      | $13272140.00  | 0.63%             | 2032-11-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          30813 | PA      | $-372.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          30813 | PA      | $372.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        2911825 | PA      | $35159.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        2773166 | PA      | $-33485.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          30813 | PA      | $-372.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       11123479 | PA      | $-134313.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          46219 | PA      | $-558.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          30813 | PA      | $-372.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         154065 | PA      | $-1860.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          46248 | PA      | $-587.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          76741 | PA      | $-638.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          61373 | PA      | $-491.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herbalife Ltd.                                                   | Herbalife Ltd.                                                                         | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |         125000 | PA      | $134625.00    | 0.01%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                      | CUSIP: 428040DG1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |        1618000 | PA      | $1243837.50   | 0.06%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Global Holdings, Inc.                                      | Hertz Global Holdings, Inc.                                                            | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Short            | EC               | CORP              | US        |         -50144 | NS      | $-257740.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                                         | Hims & Hers Health, Inc.                                                               | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |        -129036 | NS      | $-4189798.92  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                                         | Hims & Hers Health, Inc.                                                               | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |       14709000 | PA      | $12642385.50  | 0.60%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | HWH International, Inc.                                                                | CUSIP: 44852G119<br>LEI: N/A                  | N/A              | DO               |  | US        |          52991 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IB Acquisition Corp.                                             | IB Acquisition Corp.                                                                   | CUSIP: 44934N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         114641 | NS      | $1203730.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IB Acquisition Corp.                                             | IB Acquisition Corp.                                                                   | CUSIP: 44934N116<br>LEI: N/A                  | Long             |  | CORP              | US        |          43870 | NS      | $3027.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IIP Operating Partnership LP                                     | IIP Operating Partnership LP                                                           | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15190000 | PA      | $14976607.84  | 0.71%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | iCoreConnect, Inc.                                                                     | CUSIP: 450958111<br>LEI: N/A                  | N/A              | DO               |  | US        |          57318 | NS      | $28.66        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                             | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |            423 | PA      | $414.54       | 0.00%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          26400 | NS      | $324984.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D112<br>LEI: N/A                  | N/A              | DO               |  | US        |          52177 | NS      | $2102.73      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd.                                                      | CUSIP: 45333D120<br>LEI: N/A                  | Long             |  | CORP              | US        |         112518 | NS      | $16548.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Integral Acquisition Corp. 1                                                           | CUSIP: 45827K119<br>LEI: N/A                  | N/A              | DO               |  | US        |          45553 | NS      | $683.30       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Integrated Rail and Resources Acquisition Corp.                                        | CUSIP: 45827R114<br>LEI: N/A                  | N/A              | DO               |  | US        |            862 | NS      | $637.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | InterPrivate III Financial Partners, Inc.                                              | CUSIP: 46064R114<br>LEI: N/A                  | N/A              | DO               |  | US        |          16500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CN Healthy Food Tech Group Corp.                                 | CN Healthy Food Tech Group Corp.                                                       | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |          12638 | NS      | $69635.38     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | CN Healthy Food Tech Group Corp.                                                       | CUSIP: 462837113<br>LEI: N/A                  | N/A              | DO               |  | US        |          55001 | NS      | $5005.09      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jazz Investments I Ltd.                                          | Jazz Investments I Ltd.                                                                | CUSIP: 472145AH4<br>LEI: N/A                  | Short            | DBT              | CORP              | BM        |       -2425000 | PA      | $-3227675.00  | -0.15%            | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                     | JD.com, Inc.                                                                           | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |         -89211 | NS      | $-2560355.70  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| JD.com, Inc.                                                     | JD.com, Inc.                                                                           | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |       11000000 | PA      | $10994500.00  | 0.52%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                                  | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |        -269273 | NS      | $-1225192.15  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                                  | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |        2275000 | PA      | $2201062.50   | 0.10%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Hancock Diversified Income Fund                             | John Hancock Diversified Income Fund                                                   | CUSIP: 47804L102<br>LEI: TXPTLN9B34V0S0MTR071 | Long             |  | RF                | US        |          19641 | NS      | $211140.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                   | LCI Industries                                                                         | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |        6050000 | PA      | $7154125.00   | 0.34%             | 2030-03-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LCI Industries                                                   | LCI Industries                                                                         | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |         -36754 | NS      | $-4459730.36  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |         -30964 | NS      | $-4412370.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       12015000 | PA      | $11804737.50  | 0.56%             | 2031-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Lucid Group, Inc.                                                | Lucid Group, Inc.                                                                      | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |          28872 | NS      | $305177.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                                                | Lucid Group, Inc.                                                                      | CUSIP: 549498AE3<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |        4006000 | PA      | $3026533.00   | 0.14%             | 2031-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc., Class A                                                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |        -280102 | NS      | $-5425575.74  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc.                                                                             | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |        9150000 | PA      | $10321200.00  | 0.49%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |          11826 | NS      | $1889794.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                              | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Short            | DBT              | CORP              | US        |       -2500000 | PA      | $-3188750.00  | -0.15%            | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                                        | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |       25275000 | PA      | $24744225.00  | 1.17%             | 2030-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Maquia Capital Acquisition Corp.                                                       | CUSIP: 56564V119<br>LEI: N/A                  | N/A              | DO               |  | US        |         113500 | NS      | $11.35        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Marblegate Capital Corp.                                                               | CUSIP: 56608R116<br>LEI: N/A                  | N/A              | DO               |  | US        |         251404 | NS      | $42393.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy, Inc.                                                   | Strategy, Inc., Class A                                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |         -27842 | NS      | $-4230591.90  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Strategy, Inc.                                                   | Strategy, Inc.                                                                         | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |        5125000 | PA      | $5665687.50   | 0.27%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Strategy, Inc.                                                   | Strategy, Inc.                                                                         | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |       16425000 | PA      | $13445505.00  | 0.64%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |         -13505 | NS      | $-860538.60   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                             | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |        5875000 | PA      | $5758087.50   | 0.27%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          10488 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A                                                                     | CUSIP: N/A<br>LEI: 5493004JFDUCV1UTK851       | Long             | EC               | CORP              | US        |          12969 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Short            | EC               | CORP              | JP        |        -108841 | NS      | $-3425844.92  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                         | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       22591000 | PA      | $21786760.40  | 1.03%             | 2030-09-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |       10925000 | PA      | $10701037.50  | 0.51%             | 2030-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |        3000000 | PA      | $2871000.00   | 0.14%             | 2032-09-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| New Germany Fund, Inc. (The)                                     | New Germany Fund, Inc. (The)                                                           | CUSIP: 644465106<br>LEI: 549300TPS2RTTJ8O3C08 | Long             |  | RF                | US        |          18093 | NS      | $206622.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Short            | EC               | CORP              | JP        |        -171006 | NS      | $-7386074.73  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Newbury Street Acquisition Corp.                                                       | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DO               |  | US        |          88000 | NS      | $8.80         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Northern Star Investment Corp. II                                                      | CUSIP: 66573W115<br>LEI: N/A                  | N/A              | DO               |  | US        |          16500 | NS      | $85.80        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Park24 Co. Ltd.                                                  | Park24 Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300LFG2WZWCWM4M68       | Short            | EC               | CORP              | JP        |         -87899 | NS      | $-1172226.22  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen S&P 500 Buy-Write Income Fund                             | Nuveen S&P 500 Buy-Write Income Fund                                                   | CUSIP: 6706ER101<br>LEI: 5493000J8QMCY5J7XP73 | Long             |  | RF                | US        |          69309 | NS      | $1018842.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Dow 30sm Dynamic Overwrite Fund                           | Nuveen Dow 30sm Dynamic Overwrite Fund                                                 | CUSIP: 67075F105<br>LEI: 549300CNS4Q1ZZUGS005 | Long             |  | RF                | US        |          47876 | NS      | $730587.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oddity Finance LLC                                               | Oddity Finance LLC                                                                     | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |        2350000 | PA      | $2023937.50   | 0.10%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |         -90791 | NS      | $-4916332.65  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                 | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       22495000 | PA      | $21280270.00  | 1.01%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PHP Ventures Acquisition Corp.                                                         | CUSIP: 69291C114<br>LEI: N/A                  | N/A              | DO               |  | US        |          14700 | NS      | $648.27       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PHP Ventures Acquisition Corp.                                   | PHP Ventures Acquisition Corp.                                                         | CUSIP: 69291C122<br>LEI: N/A                  | Long             |  | CORP              | US        |          29400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | PMV Consumer Acquisition Corp.                                                         | CUSIP: 693486110<br>LEI: N/A                  | N/A              | DO               |  | US        |         130861 | NS      | $52.34        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PPL Corp.                                                        | PPL Corp.                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |        -155902 | NS      | $-5459688.04  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL Capital Funding, Inc.                                        | PPL Capital Funding, Inc.                                                              | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |       17543000 | PA      | $17569826.23  | 0.83%             | 2030-12-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PagerDuty, Inc.                                                  | PagerDuty, Inc.                                                                        | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Short            | EC               | CORP              | US        |        -124588 | NS      | $-1633348.68  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty, Inc.                                                  | PagerDuty, Inc.                                                                        | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |        7924000 | PA      | $7531762.00   | 0.36%             | 2028-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Papaya Growth Opportunity Corp. I                                                      | CUSIP: 69882P110<br>LEI: N/A                  | N/A              | DO               |  | US        |         206644 | NS      | $2087.10      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aegean Marine Petroleum Network, Inc. Escrow                     | Aegean Marine Petroleum Network, Inc. Escrow                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        2375000 | PA      | $2375.00      | 0.00%             | 2022-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Baird Medical Investment Holdings Ltd.                           | Baird Medical Investment Holdings Ltd. Physically held shares                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          46529 | NS      | $63279.44     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Inception Growth Acquisition Ltd.                                | Inception Growth Acquisition Ltd., Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          33755 | NS      | $278478.75    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CID Holdco, Inc.                                                 | CID Holdco, Inc. Physically held shares                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          45000 | NS      | $20196.00     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |          14334 | NS      | $885841.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                          | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Short            | DBT              | CORP              | US        |       -3550000 | PA      | $-3649400.00  | -0.17%            | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                         | Patrick Industries, Inc.                                                               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |        -111705 | NS      | $-12112173.15 | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                         | Patrick Industries, Inc.                                                               | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |        7855000 | PA      | $13329935.00  | 0.63%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                          | Pebblebrook Hotel Trust                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |        -369928 | NS      | $-4187584.96  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                          | Pebblebrook Hotel Trust                                                                | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |        9800000 | PA      | $9510900.00   | 0.45%             | 2030-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Penguin Solutions, Inc.                                          | Penguin Solutions, Inc.                                                                | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Short            | EC               | CORP              | US        |        -125498 | NS      | $-2454740.88  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Core Pacific Pioneer Mutual                                      | Core Pacific Pioneer Mutual                                                            | CUSIP: 723ESC034<br>LEI: N/A                  | Long             |  | RF                | TW        |          18246 | NS      | $6623.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      345893173 | PA      | $1747275.30   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        1627600 | PA      | $305635.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       51058695 | PA      | $-2436964.58  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        1189738 | PA      | $2506.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       33883174 | PA      | $-594047.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       65858243 | PA      | $-2371449.93  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        7910381 | PA      | $53686.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        4905001 | PA      | $124661.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        2405471 | PA      | $18135.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      156678669 | PA      | $2289888.42   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |      295187222 | PA      | $-1812403.08  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       43782423 | PA      | $191903.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |     1279779469 | PA      | $6714622.84   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       70908259 | PA      | $558795.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        8952321 | PA      | $18034.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Basket Swap                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         462672 | PA      | $-9429.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Profusa, Inc.                                                                          | CUSIP: 74319X116<br>LEI: N/A                  | N/A              | DO               |  | US        |          35632 | NS      | $1247.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Software Corp.                                          | Progress Software Corp.                                                                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |         -50120 | NS      | $-2153155.20  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                          | Progress Software Corp.                                                                | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |         300000 | PA      | $297900.00    | 0.01%             | 2026-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp.                                          | Progress Software Corp.                                                                | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |        6550000 | PA      | $6618775.00   | 0.31%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |         485932 | NS      | $41066113.32  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                   | QUALCOMM, Inc.                                                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |         -23847 | NS      | $-4079029.35  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp.                                         | Quetta Acquisition Corp.                                                               | CUSIP: 74841A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          72851 | NS      | $826858.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp.                                         | Quetta Acquisition Corp.                                                               | CUSIP: 74841A113<br>LEI: N/A                  | Long             |  | CORP              | US        |           1196 | NS      | $2439.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Relativity Acquisition Corp.                                                           | CUSIP: 75944B114<br>LEI: N/A                  | N/A              | DO               |  | US        |          89748 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rio Tinto plc                                                    | Rio Tinto plc                                                                          | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |         448326 | NS      | $35879529.78  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                       | Sarepta Therapeutics, Inc.                                                             | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |         -55467 | NS      | $-1193649.84  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                       | Sarepta Therapeutics, Inc.                                                             | CUSIP: 803607AE0<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |        6400000 | PA      | $5123200.00   | 0.24%             | 2030-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc., Class A                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -92000 | NS      | $-5793240.00  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc.                                                                  | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         100000 | NS      | $8001000.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                                               | Skechers USA, Inc., Class A                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |         542493 | NS      | $11419477.65  | 0.54%             |  |  |  | No            |                  3 | On Loan: No      |
| Skyworks Solutions, Inc.                                         | Skyworks Solutions, Inc.                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |        -466780 | NS      | $-29598519.80 | -1.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                                          | Penguin Solutions, Inc.                                                                | CUSIP: 83205YAE4<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | DBT              | CORP              | US        |        5297000 | PA      | $5379103.50   | 0.25%             | 2030-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc., Class A                                                                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |        -519086 | NS      | $-4189024.02  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                             | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       23025000 | PA      | $20077800.00  | 0.95%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                            | Spectrum Brands, Inc.                                                                  | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |        2600000 | PA      | $2455700.00   | 0.12%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                                   | Spectrum Brands Holdings, Inc.                                                         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |          -7910 | NS      | $-467322.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Clean Energy Special Situations Corp.                                                  | CUSIP: 85205U115<br>LEI: N/A                  | N/A              | DO               |  | US        |          19002 | NS      | $1.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprott Focus Trust, Inc.                                         | Sprott Focus Trust, Inc.                                                               | CUSIP: 85208J109<br>LEI: 549300ZO564XGNG81814 | Long             |  | RF                | US        |          24390 | NS      | $211705.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-368.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-658.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1947.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2241.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $897.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-17897.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-44214.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-7.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $983.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $25544.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $816.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-4329.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $4070.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-214368.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-220164.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $3037.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1889.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1904.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-8303.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-34299.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-768.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $4316.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2228.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $896.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-45058.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $45643.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-51014.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1921.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-56496.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $666.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $3680.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-42027.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-939.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $3414.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-16548.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $419.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $8800.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-61.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-8188.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-20762.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-138.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-4405.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $6673.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-798.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-26.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1034.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-905.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $9096.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-364.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $8529.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1732.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-107.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-29475.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |        -151741 | NS      | $-4441459.07  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |       16042000 | PA      | $14256525.40  | 0.67%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer, Inc.                                       | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |        6150000 | PA      | $5184450.00   | 0.24%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $8039.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-40809.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1219.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-39227.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-39883.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1224.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $35252.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-116103.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-117506.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-6797.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $4080.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $75.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $263.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $7799.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $119.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-30757.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-34398.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-991.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-975.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $24478.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-25500.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-161.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-602.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-129.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-10668.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-500.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-10.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $9429.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-594.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-25.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-84.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-607.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $99.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-21932.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $189.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-9343.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-5658.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $285.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-8891.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $76.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-799.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-27988.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-850.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-26166.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $18788.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-19405.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $134.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2018.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-18011.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1948.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-12417.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $270.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1194.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-9498.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1842.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-133.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1799.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-57.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $221.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-10172.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-2280.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $0.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3202.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-286.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-7.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $527.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-16937.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-46.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1638.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $39.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-10098.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $112.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-15529.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-5745.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-72.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-11536.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $251.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-13471.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-207.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care, Inc.                                       | Tandem Diabetes Care, Inc.                                                             | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |         -14855 | NS      | $-326512.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                                       | Tandem Diabetes Care, Inc., Series 2024                                                | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |         828000 | PA      | $839902.50    | 0.04%             | 2029-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3494.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $44.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-5168.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1040.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2365.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1851.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $42.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-3904.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-206.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-320.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $283.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-476.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1450.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-722.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-1157.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $672.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $168.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $93.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $1144.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                              | Teck Resources Ltd., Class B                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |         836296 | NS      | $40050215.44  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2137.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $2003.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $63.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $35.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                      | TEGNA, Inc.                                                                            | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       12331000 | PA      | $12222415.56  | 0.58%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $211.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $275.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $146.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $136.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $154.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Templeton Emerging Markets Fund                                  | Templeton Emerging Markets Fund                                                        | CUSIP: 880191101<br>LEI: CZCIR4LW4R7Y5KBS5R36 | Long             |  | RF                | US        |          17346 | NS      | $295402.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-107.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $-954.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $16.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |              1 | NC      | $375.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qfin Holdings, Inc.                                              | Qfin Holdings, Inc.                                                                    | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Short            | EC               | CORP              | KY        |         -17350 | NS      | $-334334.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Qfin Holdings, Inc.                                              | Qfin Holdings, Inc.                                                                    | CUSIP: 88557WAA9<br>LEI: 836800R59NKEPDR6I240 | Long             | DBT              | CORP              | KY        |        2475000 | PA      | $2122312.50   | 0.10%             | 2030-04-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Tobira Therapeutics, Inc.                                        | Tobira Therapeutics, Inc., CVR                                                         | CUSIP: 888CVR990<br>LEI: 54930086LNMGJM5NB025 | Long             |  | CORP              | US        |          11880 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Trailblazer Merger Corp. I                                       | Trailblazer Merger Corp. I                                                             | CUSIP: 89278D125<br>LEI: N/A                  | Long             |  | CORP              | US        |         149105 | NS      | $36172.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                                            | TreeHouse Foods, Inc.                                                                  | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |        1190000 | PA      | $1181075.00   | 0.06%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                              | Trip.com Group Ltd.                                                                    | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | KY        |         -61560 | NS      | $-4426779.60  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd.                                              | Trip.com Group Ltd.                                                                    | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |        5655000 | PA      | $6952822.50   | 0.33%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 26 Capital Acquisition Corp.                                                           | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DO               |  | US        |          74200 | NS      | $482.30       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                                                   | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |      730023048 | NS      | $730023048.08 | 34.50%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       20393000 | PA      | $20352742.79  | 0.96%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       16118000 | PA      | $15868660.50  | 0.75%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       45345000 | PA      | $45345000.00  | 2.14%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       89476000 | PA      | $89424205.03  | 4.23%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       90000000 | PA      | $89884973.70  | 4.25%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       48104000 | PA      | $47976967.44  | 2.27%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       23020000 | PA      | $22943007.77  | 1.08%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       80000000 | PA      | $79456222.40  | 3.75%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       15066000 | PA      | $14901901.43  | 0.70%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       70734000 | PA      | $69866221.14  | 3.30%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       57034000 | PA      | $56262538.72  | 2.66%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       15468000 | PA      | $15238989.92  | 0.72%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        3423000 | PA      | $3367456.21   | 0.16%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                    | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       82674000 | PA      | $81217002.20  | 3.84%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                        | United States Steel Corp.                                                              | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |        9408000 | PA      | $9454635.46   | 0.45%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Holdings, Inc.                                           | Upstart Holdings, Inc.                                                                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |         -89901 | NS      | $-3931370.73  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings, Inc.                                           | Upstart Holdings, Inc.                                                                 | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |       10301000 | PA      | $8504505.60   | 0.40%             | 2032-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vishay Intertechnology, Inc.                                     | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |        -176642 | NS      | $-2559542.58  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                                     | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |       11383000 | PA      | $10216242.50  | 0.48%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |         -25719 | NS      | $-2712325.74  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                 | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       10650000 | PA      | $10788450.00  | 0.51%             | 2028-06-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Weibo Corp.                                                      | Weibo Corp.                                                                            | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Short            | EC               | CORP              | KY        |        -308932 | NS      | $-3157285.04  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Weibo Corp.                                                      | Weibo Corp.                                                                            | CUSIP: 948596AJ0<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |        5325000 | PA      | $6166350.00   | 0.29%             | 2030-12-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        7775000 | PA      | $-61614.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Welsbach Technology Metals Acquisition Corp.                     | Welsbach Technology Metals Acquisition Corp.                                           | CUSIP: 950415117<br>LEI: N/A                  | Long             |  | CORP              | US        |           9289 | NS      | $4644.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                                 | WisdomTree, Inc.                                                                       | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |        -503071 | NS      | $-6132435.49  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                                 | WisdomTree, Inc.                                                                       | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |        8142000 | PA      | $9765311.25   | 0.46%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Workiva, Inc.                                                    | Workiva, Inc.                                                                          | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |         -16850 | NS      | $-1453312.50  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Workiva, Inc.                                                    | Workiva, Inc.                                                                          | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |        4800000 | PA      | $4730400.00   | 0.22%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                 | WULF Compute LLC                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        7800000 | PA      | $8035937.75   | 0.38%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Focus Impact BH3 Acquisition Co.                                                       | CUSIP: 22677T110<br>LEI: N/A                  | N/A              | DO               |  | US        |          40816 | NS      | $4081.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Yotta Acquisition Corp.                                                                | CUSIP: 98741Y111<br>LEI: N/A                  | N/A              | DO               |  | US        |          68693 | NS      | $82.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yotta Acquisition Corp.                                          | Yotta Acquisition Corp.                                                                | CUSIP: 98741Y129<br>LEI: N/A                  | Long             |  | CORP              | US        |          68693 | NS      | $6869.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | ZyVersa Therapeutics, Inc.                                                             | CUSIP: 98987D110<br>LEI: N/A                  | N/A              | DO               |  | US        |          38655 | NS      | $0.39         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class A-3                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   292030544028 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEMC Ltd.                                                        | DEMC Ltd., Class B-3                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   489352292604 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Clean Energy Special Situations Corp.                            | Clean Energy Special Situations Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |          40212 | NS      | $34421.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gesher Acquisition Corp. II                                      | Gesher Acquisition Corp. II, Class B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          92583 | NS      | $416.62       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Gesher Acquisition Corp. II                                      | Gesher Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11573 | OU      | $115728.84    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tailwind 2.0 Acquisition Corp.                                   | Tailwind 2.0 Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11906 | OU      | $119060.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tailwind 2.0 Acquisition Corp.                                   | Tailwind 2.0 Acquisition Corp., Class B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          95248 | NS      | $380.99       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp., Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          14907 | NS      | $149.07       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          59627 | NS      | $220.62       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GSR IV Acquisition Corp.                                         | GSR IV Acquisition Corp., Class B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          92407 | NS      | $93.15        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GSR IV Acquisition Corp.                                         | GSR IV Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          13307 | OU      | $132976.85    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fact II Acquisition Corp.                                        | Fact II Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7453 | OU      | $74380.94     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Launch One Acquisition Corp.                                     | Launch One Acquisition Corp., Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          59069 | NS      | $236.28       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sim Acquisition Corp. I                                          | Sim Acquisition Corp. I, Class B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          43961 | NS      | $145.07       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voyager Acquisition Corp.                                        | Voyager Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          74993 | NS      | $299.97       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Gigcapital7 Corp.                                                | Gigcapital7 Corp., Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          68416 | NS      | $78678.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Range Capital Acquisition Corp. II                               | Range Capital Acquisition Corp. II, Class B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          89808 | NS      | $269.42       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Range Capital Acquisition Corp. II                               | Range Capital Acquisition Corp. II                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11226 | OU      | $112260.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Terrestrial Energy, Inc.                                         | Terrestrial Energy, Inc. Physically held shares                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          59069 | NS      | $360911.59    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SilverBox Corp. IV                                               | SilverBox Corp. IV, Class B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          68292 | NS      | $273.17       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Andretti Acquisition Corp. II                                    | Andretti Acquisition Corp. II, Class B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          77278 | NS      | $309.11       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Andretti Acquisition Corp. II                                    | Andretti Acquisition Corp. II                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           9660 | OU      | $96600.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Namib Minerals                                                   | Namib Minerals Physically held shares                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          18593 | NS      | $18778.93     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LaFayette Acquisition Corp.                                      | LaFayette Acquisition Corp., Class B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          48755 | NS      | $243.78       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LaFayette Acquisition Corp.                                      | LaFayette Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           6965 | OU      | $69406.23     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Plum Acquisition Corp. IV                                        | Plum Acquisition Corp. IV, Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          15672 | NS      | $156.72       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NewHold Investment Corp. III                                     | NewHold Investment Corp. III, Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          91354 | NS      | $338.01       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Plum Acquisition Corp. IV                                        | Plum Acquisition Corp. IV, Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          62688 | NS      | $188.06       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Stellar V Capital Corp.                                          | Stellar V Capital Corp., Class B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          78550 | NS      | $322.06       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kyivstar Group Ltd.                                              | Kyivstar Group Ltd. Physically held shares                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          58234 | NS      | $755877.32    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Launch Two Acquisition Corp.                                     | Launch Two Acquisition Corp., Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          65200 | NS      | $260.80       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Launch Two Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          81500 | NS      | $81500.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Newbury Street II Acquisition Corp.                              | Newbury Street II Acquisition Corp., Class B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          86566 | NS      | $346.26       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Newbury Street II Acquisition Corp.                              | Newbury Street II Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10821 | OU      | $108210.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Translational Development Acquisition Corp.                      | Translational Development Acquisition Corp., Class B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          60623 | NS      | $242.49       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NewHold Investment Corp. III                                     | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          11419 | OU      | $114188.86    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Plum Acquisition Corp. IV                                        | Plum Acquisition Corp. IV                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7836 | OU      | $78203.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Stellar V Capital Corp.                                          | Stellar V Capital Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7855 | OU      | $78550.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hennessy Capital Investment Corp. VII                            | Hennessy Capital Investment Corp. VII                                                  | CUSIP: N/A<br>LEI: 254900IVAA3Z8B5NQB50       | Long             |  |  | US        |          13060 | OU      | $130469.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hennessy Capital Investment Corp. VII                            | Hennessy Capital Investment Corp. VII, Class B                                         | CUSIP: N/A<br>LEI: 254900JWVO0IX2B4CG37       | Long             | EC               | CORP              | US        |          65300 | NS      | $130.60       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Safeguard Acquisition Corp.                                      | Safeguard Acquisition Corp., Class A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          90736 | OU      | $136104.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Leapfrog Acquisition Corp.                                       | Leapfrog Acquisition Corp., Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          72280 | NS      | $361.40       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Leapfrog Acquisition Corp.                                       | Leapfrog Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           9035 | OU      | $90350.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Activate Energy Acquisition Corp.                                | Activate Energy Acquisition Corp., Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          71880 | NS      | $215.64       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Activate Energy Acquisition Corp.                                | Activate Energy Acquisition Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8985 | OU      | $89850.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp. Ltd.                    | Bitcoin Infrastructure Acquisition Corp. Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          12041 | OU      | $120410.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp. Ltd.                    | Bitcoin Infrastructure Acquisition Corp. Ltd., Class B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          80271 | NS      | $240.81       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crane Harbor Acquisition Corp.                                   | Crane Harbor Acquisition Corp., Class B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          62544 | NS      | $312.72       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crane Harbor Acquisition Corp.                                   | Crane Harbor Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7818 | OU      | $78180.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| American Drive Acquisition Co.                                   | American Drive Acquisition Co., Class B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          87000 | NS      | $151380.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Launchpad Cadenza Acquisition Corp. I                            | Launchpad Cadenza Acquisition Corp. I, Class B                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          72606 | NS      | $290.42       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Launchpad Cadenza Acquisition Corp. I                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          60505 | NS      | $90757.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Silicon Valley Acquisition Corp.                                 | Silicon Valley Acquisition Corp., Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          72072 | NS      | $90090.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lightwave Acquisition Corp.                                      | Lightwave Acquisition Corp., Class B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          77130 | NS      | $308.52       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lightwave Acquisition Corp.                                      | Lightwave Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7713 | OU      | $77130.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cohen Circle Acquisition Corp. II                                | Cohen Circle Acquisition Corp. II, Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          39810 | NS      | $398.10       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cohen Circle Acquisition Corp. II                                | Cohen Circle Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7962 | OU      | $79620.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Indigo Acquisition Corp.                                         | Indigo Acquisition Corp., Class B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          46585 | NS      | $232.93       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Indigo Acquisition Corp.                                         | Indigo Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           6655 | OU      | $66317.08     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wen Acquisition Corp.                                            | Wen Acquisition Corp., Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          35744 | NS      | $142.98       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Wen Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          44680 | NS      | $44680.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Procap Financial, Inc.                                           | Procap Financial, Inc. Physically held shares                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          48800 | NS      | $172264.00    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Procap Financial, Inc.                                           | Procap Financial, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7320 | OU      | $28401.60     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Australian Dollar                                                | Australian Dollar                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |        1051696 | OU      | $701849.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SIM Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          54951 | NS      | $54951.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          93741 | NS      | $93741.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| M3-Brigade Acquisition VI Corp.                                  | M3-Brigade Acquisition VI Corp., Class B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          22579 | NS      | $67.87        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp. III Ltd.                    | CSLM Digital Asset Acquisition Corp. III Ltd., Class B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          54870 | NS      | $164.61       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp. III Ltd.                    | CSLM Digital Asset Acquisition Corp. III Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10974 | OU      | $109740.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | M3-Brigade Acquisition VI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          30105 | NS      | $45157.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Terrestrial Energy, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          73836 | NS      | $156532.32    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SilverBox Corp. IV                                               | SilverBox Corp. IV                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8537 | OU      | $85370.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HCM III Acquisition Corp.                                        | HCM III Acquisition Corp., Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          10459 | NS      | $31.38        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | HCM III Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          13945 | NS      | $20917.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GigCapital8 Corp.                                                | GigCapital8 Corp., Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         113287 | NS      | $2634.38      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GigCapital8 Corp.                                                | GigCapital8 Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          10024 | OU      | $97607.70     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EGH Acquisition Corp.                                            | EGH Acquisition Corp., Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          67296 | NS      | $201.89       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EGH Acquisition Corp.                                            | EGH Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8412 | OU      | $84120.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Axiom Intelligence Acquisition Corp. 1                           | Axiom Intelligence Acquisition Corp. 1, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          64144 | NS      | $256.58       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Axiom Intelligence Acquisition Corp. 1                           | Axiom Intelligence Acquisition Corp. 1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8018 | OU      | $80180.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Launch One Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |          73836 | NS      | $73836.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Bluerock Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | IE        |          75100 | NS      | $75100.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bluerock Acquisition Corp.                                       | Bluerock Acquisition Corp., Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          60080 | NS      | $180.24       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                              | Translational Development Acquisition Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          75779 | NS      | $75779.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Craneharbor Acquisition II                                       | Craneharbor Acquisition II                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          15120 | OU      | $151200.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crane Harbor Acquisition Corp. II                                | Crane Harbor Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          75600 | NS      | $378.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| New Providence Acquisition Corp. III                             | New Providence Acquisition Corp. III, Class B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          63992 | NS      | $191.98       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| New Providence Acquisition Corp. III                             | New Providence Acquisition Corp. III                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           7999 | OU      | $79990.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kochav Defense Acquisition Corp.                                 | Kochav Defense Acquisition Corp., Class B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         125127 | NS      | $375.38       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kochav Defense Acquisition Corp.                                 | Kochav Defense Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |          13903 | OU      | $139030.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| McKinley Acquisition Corp.                                       | McKinley Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | US        |           8213 | OU      | $82047.87     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| McKinley Acquisition Corp.                                       | McKinley Acquisition Corp., Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          65705 | NS      | $82.13        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Short            | EC               | CORP              | AU        |         -75875 | NS      | $-567198.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Mercer Park Opportunities Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         457730 | NS      | $91546.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mercer Park Opportunities Corp.                                  | Mercer Park Opportunities Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | KY        |         457730 | NS      | $22886.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | DBT              | CORP              | JP        |      950000000 | PA      | $9991860.32   | 0.47%             | 2031-03-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Park24 Co. Ltd.                                                  | Park24 Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300LFG2WZWCWM4M68       | Long             | DBT              | CORP              | JP        |      480000000 | PA      | $3186925.43   | 0.15%             | 2028-02-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                       | Telix Pharmaceuticals Ltd.                                                             | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | DBT              | CORP              | AU        |        4000000 | PA      | $2543938.20   | 0.12%             | 2029-07-30      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                             | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |        4225000 | PA      | $6561425.00   | 0.31%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd., Series 2028                                                          | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | DBT              | CORP              | JP        |      370000000 | PA      | $3466387.90   | 0.16%             | 2028-09-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd., Series 2030                                                          | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | DBT              | CORP              | JP        |      100000000 | PA      | $968781.92    | 0.05%             | 2030-09-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Real                                                   | Brazilian Real                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | BR        |         811041 | OU      | $148007.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd.                                                        | IREN Ltd., Series 33                                                                   | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |        5225000 | PA      | $4872312.50   | 0.23%             | 2033-06-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                                  | Canadian Dollar                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CA        |         559826 | OU      | $407873.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                      | Swiss Franc                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | CH        |         137838 | OU      | $174015.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                                     | Danish Krone                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | DK        |         704207 | OU      | $110800.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |             -2 | NC      | $4963.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | EURO                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | N/A       |         299455 | OU      | $351919.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -1626 | NC      | $588140.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Alps Group, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |          57411 | NS      | $717.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                      | Axalta Coating Systems Ltd.                                                            | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |         184823 | NS      | $5971631.13   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                                       | Bitdeer Technologies Group, Class A                                                    | CUSIP: N/A<br>LEI: 2549007M2KGWVJ9XFP20       | Short            | EC               | CORP              | KY        |        -172598 | NS      | $-1934823.58  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Corner Growth Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         110400 | NS      | $22080.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Avadel Pharmaceuticals plc                                       | Avadel Pharmaceuticals plc                                                             | CUSIP: N/A<br>LEI: 549300E27PTSG2RHC762       | Long             | EC               | CORP              | IE        |          39609 | NS      | $853573.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Generation Essentials Group (The)                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         151150 | NS      | $22672.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd.                                                   | Herbalife Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Short            | EC               | CORP              | KY        |          -4344 | NS      | $-55994.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                                         | Jazz Pharmaceuticals plc                                                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |          12359 | NS      | $2101030.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Kyivstar Group Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | BM        |          79516 | NS      | $302160.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayflower Acquisition Ltd.                                       | Mayflower Acquisition Ltd.                                                             | CUSIP: N/A<br>LEI: 213800ZU2B2KZ6D93T74       | Long             | EC               | CORP              | VG        |         910000 | NS      | $9555000.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Mayflower Acquisition Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | VG        |         910000 | NS      | $13650.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Namib Minerals                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         133826 | NS      | $9608.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                              | Norwegian Cruise Line Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |        -404134 | NS      | $-9020270.88  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Polibeli Group Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | KY        |         134606 | NS      | $12558.74     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pound Sterling                                                   | Pound Sterling                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | GB        |         887353 | OU      | $1196107.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                                 | Hong Kong Dollar                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | HK        |       13223716 | OU      | $1699116.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |             -2 | NC      | $11817.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                              | Yen                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | JP        |      140396710 | OU      | $896301.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oddity Tech Ltd.                                                 | Oddity Tech Ltd., Class A                                                              | CUSIP: N/A<br>LEI: 254900QH12XZS53G0V57       | Short            | EC               | CORP              | IL        |         -14044 | NS      | $-564287.92   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                                     | Wix.com Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Short            | EC               | CORP              | IL        |         -43742 | NS      | $-4544356.38  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                     | Mexican Peso                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | MX        |           4493 | OU      | $249.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co. NV (The)                                    | Magnum Ice Cream Co. NV (The)                                                          | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |         305663 | NS      | $4844758.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Terra Innovatum Global NV                                        | Terra Innovatum Global NV Physically held shares                                       | CUSIP: N/A<br>LEI: 529900QPG0ZHWQHK1O95       | Long             | EC               | CORP              | NL        |          49791 | NS      | $230034.42    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nebius Group NV                                                  | Nebius Group NV                                                                        | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Short            | EC               | CORP              | NL        |         -69515 | NS      | $-5818753.08  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                  | Norwegian Krone                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | NO        |        3625086 | OU      | $359631.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                                     | Wix.com Ltd.                                                                           | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |       17050000 | PA      | $15063675.00  | 0.71%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IREN Ltd.                                                        | IREN Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Short            | EC               | CORP              | AU        |        -166697 | NS      | $-6296145.69  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                    | Swedish Krona                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | SE        |        3751259 | OU      | $407457.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                 | Singapore Dollar                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | SG        |          20957 | OU      | $16303.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           -521 | NC      | $46448.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |             -1 | NC      | $845.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd.                                                  | MakeMyTrip Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Short            | EC               | CORP              | MU        |        -126240 | NS      | $-10366828.80 | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd.                                                        | IREN Ltd.                                                                              | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |        6150000 | PA      | $4554075.00   | 0.22%             | 2031-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IREN Ltd.                                                        | IREN Ltd.                                                                              | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |        1897000 | PA      | $1759467.50   | 0.08%             | 2032-06-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Rand                                                             | Rand                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | ZA        |              1 | OU      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** AQR Funds

**Signature:** Matthew Plastina

**Name of Signer:** Matthew Plastina

**Title:** Chief Financial Officer and Treasurer