# EDGAR Filing Document

**Accession Number:** 0000899148
**File Stem:** 0001752724-23-045049
**Filing Date:** 2023-2
**Character Count:** 148837
**Document Hash:** 65a5b9ca7ccdd943ca1aed8e45f107d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045049.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045049

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RYDEX SERIES FUNDS
- **CENTRAL INDEX KEY:** 0000899148
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07584
- **FILM NUMBER:** 23680356

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RYDEX DYNAMIC FUNDS
- **DATE OF NAME CHANGE:** 20170712

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RYDEX SERIES FUNDS
- **DATE OF NAME CHANGE:** 20000229

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RYDEX SERIES TRUST
- **DATE OF NAME CHANGE:** 19930714

## Series and Classes Contracts Data

### Guggenheim Multi-Hedge Strategies Fund (Series ID: S000003763)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010438 | Class P             | RYMSX           |
| C000010439 | Class A             | RYMQX           |
| C000010440 | Class C             | RYMRX           |
| C000088407 | Institutional Class | RYIMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Rydex Series Funds

- **b. Investment Company Act file number:** 811-07584

- **c. CIK number of Registrant:** 0000899148

- **d. LEI of Registrant:** 5493004D62WV1EDNTU07

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

  - **Street Address 1:** 702 King Farm Blvd., Suite 200

  - **City:** Rockville

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

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

- **a. Name of Series:** Multi-Hedge Strategies Fund

- **b. EDGAR series identifier (if any):** S000003763

- **c. LEI of Series:** 549300XPBFY7BCNE0409

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $123475276.98

**Total Liabilities:** $270859.77

**Net Assets:** $123204417.21

**Amount of Assets Invested in Other Investment Companies:** $3077177.01

**Cash Not Reported:** $2177390.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 1675.19356830 | **5-Year:** 574.24419591 | **10-Year:** -11.80639750 | **30-Year:** 751.13860103

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

- **3-Month:** 0.00000000 | **1-Year:** 6.92391716 | **5-Year:** -391.92979440 | **10-Year:** -59.03940076 | **30-Year:** 17.83415411

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010438 | 1.34%                | -1.39%               | -1.04%               |
| Class ID C000010440 | 1.31%                | -1.45%               | -1.11%               |
| Class ID C000088407 | 1.38%                | -1.36%               | -1.03%               |
| Class ID C000010439 | 1.34%                | -1.40%               | -1.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-28468.62               | $721404.07                                 |
| Month 2  | $-1153111.45             | $255721.77                                 |
| Month 3  | $-17066.33               | $102636.67                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Chicago Mercantile Exchange                   | Japanese Yen Futures Contracts                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        46 | NC      | $163619.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Global Total Return and                | Lazard Global Total Return and Income Fund, Inc.                             | CUSIP: 52106W103<br>LEI: MZRC4RJENF0LPRIWFB85 | Long             | EC               | RF                | US        |       919 | NS      | $13454.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares JP Morgan USD Emerging                | iShares JP Morgan USD Emerging Markets Bond ETF                              | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Short            | EC               | RF                | US        |     -2715 | NS      | $-229661.85   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Preferred & Income Oppo                | Nuveen Preferred & Income Opportunities Fund                                 | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             | EC               | RF                | US        |      1693 | NS      | $12325.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures US Softs                          | Sugar #11 Futures Contracts                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $389.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New Jersey Quality Muni                | Nuveen New Jersey Quality Municipal Income Fund                              | CUSIP: 67069Y102<br>LEI: 5493006CFPL75HL16F31 | Long             | EC               | RF                | US        |     18604 | NS      | $210225.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabelli Dividend & Income Trus                | Gabelli Dividend & Income Trust                                              | CUSIP: 36242H104<br>LEI: 549300082N1MHBT8NI60 | Long             | EC               | RF                | US        |      9728 | NS      | $200494.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tekla Healthcare Opportunities                | Tekla Healthcare Opportunities Fund                                          | CUSIP: 879105104<br>LEI: 549300WT8EMZSV1XVW72 | Long             | EC               | RF                | US        |      1299 | NS      | $25733.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Select Preferre                | Cohen & Steers Select Preferred and Income Fund, Inc.                        | CUSIP: 19248Y107<br>LEI: OEZWCTDD06SJTYUH4E15 | Long             | EC               | RF                | US        |       394 | NS      | $7375.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Real Estate S                | Neuberger Berman Real Estate Securities Income Fund, Inc.                    | CUSIP: 64190A103<br>LEI: 549300WU72ZN21PNWQ56 | Long             | EC               | RF                | US        |       893 | NS      | $2795.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MBS ETF                               | iShares MBS ETF                                                              | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Short            | EC               | RF                | US        |      -119 | NS      | $-11037.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                         | LME Nickel Futures Contracts                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-15485.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Credit Strategies Incom                | Nuveen Credit Strategies Income Fund                                         | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             | EC               | RF                | US        |     31008 | NS      | $157830.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clough Global Opportunities Fu                | Clough Global Opportunities Fund                                             | CUSIP: 18914E106<br>LEI: 549300DTG68UBCNCPY15 | Long             | EC               | RF                | US        |      2377 | NS      | $12051.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Senior Income Trus                | Eaton Vance Senior Income Trust                                              | CUSIP: 27826S103<br>LEI: F34RFVU0FGX8OM0KE928 | Long             | EC               | RF                | US        |      2591 | NS      | $13654.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Resources & Commodit                | BlackRock Resources & Commodities Strategy Trust                             | CUSIP: 09257A108<br>LEI: 8DZAUY8151XS5PISSX42 | Long             | EC               | RF                | US        |     22276 | NS      | $222091.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Michigan Q                | BlackRock MuniYield Michigan Quality Fund, Inc.                              | CUSIP: 09254V105<br>LEI: J3H1DOS8Q2FL9RVLS329 | Long             | EC               | RF                | US        |      1795 | NS      | $19906.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General American Investors Co                 | General American Investors Company, Inc.                                     | CUSIP: 368802104<br>LEI: 254900MHIF9G7IS1T951 | Long             | EC               | RF                | US        |      5559 | NS      | $200957.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| John Hancock Tax-Advantaged Gl                | John Hancock Tax-Advantaged Global Shareholder Yield Fund                    | CUSIP: 41013P749<br>LEI: 549300KILC6GI1G1FO95 | Long             | EC               | RF                | US        |      3023 | NS      | $14994.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LHC Group Inc                                 | LHC Group, Inc.                                                              | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      9265 | NS      | $1498057.85   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS Government Markets Income                 | MFS Government Markets Income Trust                                          | CUSIP: 552939100<br>LEI: JW62H2NF5KGMYLA2ZL41 | Long             | EC               | RF                | US        |       532 | NS      | $1760.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMX Nordic Exchange Stockholm                 | OMX Stockholm 30 Index Futures Contracts                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |        64 | NC      | $-31635.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DWS Municipal Income Trust                    | DWS Municipal Income Trust                                                   | CUSIP: 233368109<br>LEI: TEL2CK71Z3LE1OCHIB43 | Long             | EC               | RF                | US        |      3062 | NS      | $26363.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS Multimarket Income Trust                  | MFS Multimarket Income Trust                                                 | CUSIP: 552737108<br>LEI: WJEDYZGROW7MJ1187O21 | Long             | EC               | RF                | US        |      4158 | NS      | $18752.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Mortgage and Income Fun                | Nuveen Mortgage and Income Fund                                              | CUSIP: 670735109<br>LEI: 07Q4EPZRU8XATVYVY545 | Long             | EC               | RF                | US        |       115 | NS      | $1860.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Energy and Resources                | BlackRock Energy and Resources Trust                                         | CUSIP: 09250U101<br>LEI: GG70RT52UUBWY2PJSI68 | Long             | EC               | RF                | US        |       969 | NS      | $12141.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Tactical Income Fund In                | Apollo Tactical Income Fund, Inc.                                            | CUSIP: 037638103<br>LEI: 549300JOTMM1DVBHF402 | Long             | EC               | RF                | US        |      1726 | NS      | $20919.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                | Tokyo Stock Price Index Futures Contracts                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        32 | NC      | $-217153.65   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Strategy Fund III                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |     79031 | NS      | $1901491.87   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Quality Municipal Incom                | Nuveen Quality Municipal Income Fund                                         | CUSIP: 67066V101<br>LEI: 549300RDIO25ZNWCOA97 | Long             | EC               | RF                | US        |      2279 | NS      | $26892.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Strategy Fund II                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |    269618 | NS      | $6481618.72   | 5.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                                    | Atlas Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     68634 | NS      | $1052845.56   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                       | Activision Blizzard, Inc.                                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     22496 | NS      | $1722068.80   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Mortgage Real Estate E                | iShares Mortgage Real Estate ETF                                             | CUSIP: 46435G342<br>LEI: 549300WLIJWYXGL2J018 | Short            | EC               | RF                | US        |      -239 | NS      | $-5422.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Ohio Quality Municipal                 | Nuveen Ohio Quality Municipal Income Fund                                    | CUSIP: 670980101<br>LEI: 549300YQTF12CXCN9E54 | Long             | EC               | RF                | US        |      1987 | NS      | $25215.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Income Opportunities Fund                 | KKR Income Opportunities Fund                                                | CUSIP: 48249T106<br>LEI: 549300H65GA67Q2C3B36 | Long             | EC               | RF                | US        |      1893 | NS      | $20841.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Enhanced Global Divi                | BlackRock Enhanced Global Dividend Trust                                     | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             | EC               | RF                | US        |      2713 | NS      | $25936.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Trade24                                   | SPI 200 Index Futures Contracts                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         4 | NC      | $-8502.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | Hard Red Winter Wheat Futures Contracts                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        11 | NC      | $-591.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                 | U.S. Treasury Bills                                                          | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11700000 | PA      | $11673786.85  | 9.48%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures US Softs                          | Cotton #2 Futures Contracts                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $9460.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                                 | ForgeRock, Inc.                                                              | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56557 | NS      | $1287802.89   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Intermediate Durat                | First Trust Intermediate Duration Preferred & Income Fund                    | CUSIP: 33718W103<br>LEI: 549300EOWPOFA6ZHR675 | Long             | EC               | RF                | US        |       808 | NS      | $13630.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New York Quality Munici                | Nuveen New York Quality Municipal Income Fund                                | CUSIP: 67066X107<br>LEI: 549300B795LQBEIHRS62 | Long             | EC               | RF                | US        |      5886 | NS      | $62980.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Managed Municipa                | Western Asset Managed Municipals Fund, Inc.                                  | CUSIP: 95766M105<br>LEI: 549300HVO8EY2T8K4F73 | Long             | EC               | RF                | US        |      2402 | NS      | $24188.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Municipal Value Fund In                | Nuveen Municipal Value Fund, Inc.                                            | CUSIP: 670928100<br>LEI: 549300TFLBQ7LJSP8B20 | Long             | EC               | RF                | US        |      1447 | NS      | $12444.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Tax-Advantaged Glo                | Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund                | CUSIP: 27828U106<br>LEI: 549300FJ9E7XXCLZCB95 | Long             | EC               | RF                | US        |       985 | NS      | $20625.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                   | GS Equity Market Neutral Custom Basket                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |         0 | NC      | $-328800.38   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Fund Inc/The                            | Korea Fund, Inc.                                                             | CUSIP: 500634209<br>LEI: 549300M4Y1IG0WPTKC03 | Long             | EC               | RF                | US        |      1748 | NS      | $36410.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Aberdeen Global Op                | First Trust Aberdeen Global Opportunity Income Fund                          | CUSIP: 337319107<br>LEI: 2HCZRZBY990FDYBUS727 | Long             | EC               | RF                | US        |      3974 | NS      | $23844.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | New Zealand Dollar Futures Contracts                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        81 | NC      | $-20329.78    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New York Municipal Valu                | Nuveen New York Municipal Value Fund                                         | CUSIP: 67062M105<br>LEI: 549300NZ3QOSIW1ZM615 | Long             | EC               | RF                | US        |      2177 | NS      | $17982.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Care Select Sector SPDR                | Health Care Select Sector SPDR Fund                                          | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Short            | EC               | RF                | US        |      -884 | NS      | $-120091.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Royce Global Value Trust Inc                  | Royce Global Value Trust, Inc.                                               | CUSIP: 78081T104<br>LEI: 254900MA25TE88EMIP63 | Long             | EC               | RF                | US        |      1623 | NS      | $14039.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clough Global Equity Fund                     | Clough Global Equity Fund                                                    | CUSIP: 18914C100<br>LEI: 549300SI1THLT6A9J147 | Long             | EC               | RF                | US        |      1129 | NS      | $7349.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock California Municipal                | BlackRock California Municipal Income Trust                                  | CUSIP: 09248E102<br>LEI: LE6236HQD6DXEGUHE217 | Long             | EC               | RF                | US        |     17560 | NS      | $190174.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Short Duration Credit O                | Nuveen Short Duration Credit Opportunities Fund                              | CUSIP: 67074X107<br>LEI: N0WOEFO1WOMLJYH1PV29 | Long             | EC               | RF                | US        |      1471 | NS      | $17446.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Emerging Market                | Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.                     | CUSIP: 617477104<br>LEI: 541YGIXZ6JJP4EZDJI96 | Long             | EC               | RF                | US        |     34929 | NS      | $153687.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe Commodities                | Low Sulphur Gas Oil Futures Contracts                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1798.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Euro FX Futures Contracts                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -2 | NC      | $-2025.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Emerging Markets                 | iShares MSCI Emerging Markets ETF                                            | CUSIP: 464287234<br>LEI: 549300BPYHDEDI59G670 | Short            | EC               | RF                | US        |     -3213 | NS      | $-121772.70   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Delaware Investments Dividend                 | Delaware Investments Dividend and Income Fund, Inc.                          | CUSIP: 245915103<br>LEI: M2GG85LT8NFXNQIB0573 | Long             | EC               | RF                | US        |      1772 | NS      | $14406.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aberdeen Total Dynamic Dividen                | Aberdeen Total Dynamic Dividend Fund                                         | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             | EC               | RF                | US        |     25611 | NS      | $199765.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Latin America 40 ETF                  | iShares Latin America 40 ETF                                                 | CUSIP: 464287390<br>LEI: 549300LU9LZBB8WGN795 | Short            | EC               | RF                | US        |     -1476 | NS      | $-33785.64    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Australian Dollar Futures Contracts                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -63 | NC      | $-26107.93    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Intermediate Mun                | Western Asset Intermediate Muni Fund, Inc.                                   | CUSIP: 958435109<br>LEI: 5493000MG5MROBD48K57 | Long             | EC               | RF                | US        |      6028 | NS      | $45752.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen California Municipal Va                | Nuveen California Municipal Value Fund, Inc.                                 | CUSIP: 67062C107<br>LEI: 549300TMONWV3LX8YU60 | Long             | EC               | RF                | US        |      2355 | NS      | $19899.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO New York Municipal Incom                | PIMCO New York Municipal Income Fund II                                      | CUSIP: 72200Y102<br>LEI: P1IBOVZHA4PI2PLT9Q65 | Long             | EC               | RF                | US        |       399 | NS      | $3172.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Select Sector SPDR Fund                | Energy Select Sector SPDR Fund                                               | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Short            | EC               | RF                | US        |      -223 | NS      | $-19505.81    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco High Income Trust II                  | Invesco High Income Trust II                                                 | CUSIP: 46131F101<br>LEI: NWTWTK5C3HWITJJQZG91 | Long             | EC               | RF                | US        |      1436 | NS      | $14733.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Strategic Municipal                | BNY Mellon Strategic Municipal Bond Fund, Inc.                               | CUSIP: 09662E109<br>LEI: 54930044KK4C1VDJ7M52 | Long             | EC               | RF                | US        |      4040 | NS      | $23351.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                  | Broadcom, Inc.                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |     -1798 | NS      | $-1005315.74  | -0.82%            |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                  | Ritchie Bros Auctioneers, Inc.                                               | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | US        |    -15002 | NS      | $-867565.66   | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Allspring Utilities and High I                | Allspring Utilities and High I                                               | CUSIP: 94987E109<br>LEI: 549300FUV7SPMTSLG229 | Long             | EC               | RF                | US        |      1344 | NS      | $15052.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Live Cattle Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       149 | NC      | $134636.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS Charter Income Trust                      | MFS Charter Income Trust                                                     | CUSIP: 552727109<br>LEI: 1LFFWFMKO22SVR346G33 | Long             | EC               | RF                | US        |       822 | NS      | $5055.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 7-10 Year Treasury Bon                | iShares 7-10 Year Treasury Bond ETF                                          | CUSIP: 464287440<br>LEI: 549300XS1PPZG92M8L16 | Short            | EC               | RF                | US        |       -52 | NS      | $-4980.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc                                  | Poshmark, Inc.                                                               | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35978 | NS      | $643286.64    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen AMT-Free Municipal Valu                | Nuveen AMT-Free Municipal Value Fund                                         | CUSIP: 670695105<br>LEI: 5493002K5IM2S29FUR04 | Long             | EC               | RF                | US        |      1456 | NS      | $19816.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Funds                          | First American Government Obligations Fund - Class X                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     25951 | NS      | $25950.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Risk-Managed Diver                | Eaton Vance Risk-Managed Diversified Equity Income Fund                      | CUSIP: 27829G106<br>LEI: 549300Y73VZSKBZ38790 | Long             | EC               | RF                | US        |      1617 | NS      | $12127.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Quality Income                 | Cohen & Steers Quality Income Realty Fund, Inc.                              | CUSIP: 19247L106<br>LEI: BOWRNZIYSSLA6IG2ST17 | Long             | EC               | RF                | US        |      1050 | NS      | $12075.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Emerging Markets High Div                | Voya Emerging Markets High Dividend Equity Fund                              | CUSIP: 92912P108<br>LEI: 549300MBU0OQHUKI2Y86 | Long             | EC               | RF                | US        |      9117 | NS      | $47043.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                   | GS Long/Short Equity Custom Basket                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |         0 | NC      | $468620.53    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                         | LME Lead Futures Contracts                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $11894.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Lean Hogs Futures Contracts                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        25 | NC      | $-3740.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Diversified Income & Co                | Virtus Diversified Income & Co.                                              | CUSIP: 92840N100<br>LEI: 5493008LTG04SBNLT367 | Long             | EC               | RF                | US        |       702 | NS      | $13029.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                         | BofA Securities, Inc.                                                        | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   8432419 | PA      | $8432418.60   | 6.84%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Floating Rate Income                | BlackRock Floating Rate Income Strategies Fund, Inc.                         | CUSIP: 09255X100<br>LEI: UZXE8UOGW61VMG5WLP57 | Long             | EC               | RF                | US        |      1193 | NS      | $13433.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                            | First Horizon Corp.                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     72786 | NS      | $1783257.00   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Source Capital Inc                            | Source Capital, Inc.                                                         | CUSIP: 836144105<br>LEI: 549300SKP40828EGYZ60 | Long             | EC               | RF                | US        |       380 | NS      | $14690.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I                | Atlas Air Worldwide Holdings, Inc.                                           | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     17470 | NS      | $1760976.00   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Georgia Quality Municip                | Nuveen Georgia Quality Municipal Income Fund                                 | CUSIP: 67072B107<br>LEI: 54930023QNPVRWXW1U13 | Long             | EC               | RF                | US        |      1532 | NS      | $15517.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Preferred and Income Fu                | Nuveen Preferred and Income Fund                                             | CUSIP: 67075T105<br>LEI: 549300ZD3SWJZH83IT20 | Long             | EC               | RF                | US        |       705 | NS      | $12471.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | U.S. Treasury Ultra Long Bond Futures Contracts                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        15 | NC      | $-12158.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MFS High Income Municipal Trus                | MFS High Income Municipal Trust                                              | CUSIP: 59318D104<br>LEI: 0G9TCUWY2FBUXSJY2691 | Long             | EC               | RF                | US        |      5954 | NS      | $20779.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New America High Income Fund I                | New America High Income Fund, Inc.                                           | CUSIP: 641876800<br>LEI: V5LSTDFQKWGSW30MQ381 | Long             | EC               | RF                | US        |      2413 | NS      | $15925.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Senior Floating-Ra                | Eaton Vance Senior Floating-Rate Trust                                       | CUSIP: 27828Q105<br>LEI: VJXUJZ1EC079NQ236240 | Long             | EC               | RF                | US        |      2161 | NS      | $23641.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen California AMT-Free Qua                | Nuveen California AMT-Free Quality Municipal Income Fund                     | CUSIP: 670651108<br>LEI: 5493005SR7RRUAG9VK19 | Long             | EC               | RF                | US        |      2185 | NS      | $26875.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF                | iShares Russell 1000 Value ETF                                               | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Short            | EC               | RF                | US        |     -3738 | NS      | $-566867.70   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Floating Rate Bond ETF                | iShares Floating Rate Bond ETF                                               | CUSIP: 46429B655<br>LEI: 549300G2T0MQ0NCEG317 | Short            | EC               | RF                | US        |     -9631 | NS      | $-484728.23   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Meff Renta Variable (Madrid)                  | IBEX 35 Index Futures Contracts                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |       -23 | NC      | $3500.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                         | iShares MSCI EAFE ETF                                                        | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Short            | EC               | RF                | US        |    -10625 | NS      | $-697425.00   | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Putnam Master Intermediate Inc                | Putnam Master Intermediate Income Trust                                      | CUSIP: 746909100<br>LEI: QYQERD8ESA0ALFI8LA12 | Long             | EC               | RF                | US        |      4916 | NS      | $15731.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Diversified High Incom                | Pioneer Diversified High Income Fund, Inc.                                   | CUSIP: 723653101<br>LEI: F6XC8RH66QIXRMU75G31 | Long             | EC               | RF                | US        |      1357 | NS      | $13678.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Select Income Fund                    | Insight Select Income Fund                                                   | CUSIP: 45781W109<br>LEI: 2138009UQXO3YKI55769 | Long             | EC               | RF                | US        |       921 | NS      | $13916.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Futures Exchange                         | CBOE Volatility Index Futures Contracts                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -282 | NC      | $2681.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | Soybean Meal Futures Contracts                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        44 | NC      | $82638.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | MS Equity Market Neutral Custom Basket                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |         0 | NC      | $2513675.07   | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                   | KnowBe4, Inc.                                                                | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42352 | NS      | $1049482.56   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                         | Euro - OATS Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        26 | NC      | $-21405.65    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Municipal Income 2                | Eaton Vance Municipal Income 2028 Term Trust                                 | CUSIP: 27829U105<br>LEI: 549300MBQTU3LRVTCH04 | Long             | EC               | RF                | US        |       343 | NS      | $6115.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myovant Sciences Ltd                          | Myovant Sciences Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     22007 | NS      | $593308.72    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures US Softs                          | Cocoa Futures Contracts                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        15 | NC      | $-6563.77     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Pennsylvania Value Mun                | Invesco Pennsylvania Value Municipal Income Trust                            | CUSIP: 46132K109<br>LEI: 549300S5KHBL3XISY922 | Long             | EC               | RF                | US        |     10755 | NS      | $105399.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Tru                | BlackRock Municipal Income Trust                                             | CUSIP: 09248F109<br>LEI: R3ITLLW1CUEQICP4XR90 | Long             | EC               | RF                | US        |      2599 | NS      | $26145.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman New York Muni                | Neuberger Berman New York Municipal Fund, Inc.                               | CUSIP: 64124K102<br>LEI: 549300QBK683OL6H5P21 | Long             | EC               | RF                | US        |      1434 | NS      | $13522.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Senior Income Trust                   | Invesco Senior Income Trust                                                  | CUSIP: 46131H107<br>LEI: 549300C38VE5Y5R75E56 | Long             | EC               | RF                | US        |     16932 | NS      | $64849.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Futures Exchange                         | CBOE Volatility Index Futures Contracts                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $-587.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| abrdn Japan Equity Fund Inc                   | abrdn Japan Equity Fund, Inc.                                                | CUSIP: 00306J109<br>LEI: 549300TENE1BGI09O157 | Long             | EC               | RF                | US        |      4570 | NS      | $24129.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance New York Municipal                | Eaton Vance New York Municipal Bond Fund                                     | CUSIP: 27827Y109<br>LEI: 5493003LD9U89XVQ7W91 | Long             | EC               | RF                | US        |     13027 | NS      | $117373.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma Inc                       | Oyster Point Pharma, Inc.                                                    | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31686 | NS      | $353932.62    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                          | 1Life Healthcare, Inc.                                                       | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85190 | NS      | $1423524.90   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Multi-Asset Income Fund                | Nuveen Multi-Asset Income Fund                                               | CUSIP: 670750108<br>LEI: 549300VLJPKC3DNIJ668 | Long             | EC               | RF                | US        |      1072 | NS      | $12317.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Municipal Partne                | Western Asset Municipal Partners Fund, Inc.                                  | CUSIP: 95766P108<br>LEI: 5493001Z97VQ69W5OH84 | Long             | EC               | RF                | US        |      3243 | NS      | $37748.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                   | GS Equity Market Neutral Custom Basket                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |         0 | NC      | $2492616.78   | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First Trust Dynamic Europe Equ                | First Trust Dynamic Europe Equity Income Fund                                | CUSIP: 33740D107<br>LEI: 549300YG1NBZKURU8L08 | Long             | EC               | RF                | US        |      7773 | NS      | $87679.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Municipal High Income                 | Pioneer Municipal High Income Fund Trust                                     | CUSIP: 723763108<br>LEI: 1SKUXW31ZFWF61CETQ82 | Long             | EC               | RF                | US        |      2025 | NS      | $17374.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Hancock Income Securities                | John Hancock Income Securities Trust                                         | CUSIP: 410123103<br>LEI: 549300RB36J7QSFLWG11 | Long             | EC               | RF                | US        |      1437 | NS      | $15304.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                    | VMware, Inc.                                                                 | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     14269 | NS      | $1751662.44   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabelli Healthcare & WellnessR                | Gabelli Healthcare & WellnessRx Trust                                        | CUSIP: 36246K103<br>LEI: 549300XULWZNLHFTG832 | Long             | EC               | RF                | US        |      7070 | NS      | $72679.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancroft Fund Ltd                             | Bancroft Fund Ltd.                                                           | CUSIP: 059695106<br>LEI: 5493000X4Y1FB4G26P45 | Long             | EC               | RF                | US        |      2399 | NS      | $39295.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon High Yield Strategi                | BNY Mellon High Yield Strategies Fund                                        | CUSIP: 09660L105<br>LEI: RH2DL1HWBBECVFYQNK56 | Long             | EC               | RF                | US        |     10331 | NS      | $22314.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM High Yield Bond Fund Inc                 | PGIM High Yield Bond Fund, Inc.                                              | CUSIP: 69346H100<br>LEI: P63V0W84H2Z3IOKHSM44 | Long             | EC               | RF                | US        |      2336 | NS      | $27728.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Real Estate ETF                  | iShares U.S. Real Estate ETF                                                 | CUSIP: 464287739<br>LEI: 549300SJWB2CPZFPT616 | Short            | EC               | RF                | US        |      -103 | NS      | $-8671.57     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Emerging Market                | Morgan Stanley Emerging Markets Debt Fund, Inc.                              | CUSIP: 61744H105<br>LEI: 879N34XPZOOCKFD26737 | Long             | EC               | RF                | US        |      6273 | NS      | $41025.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                     | TEGNA, Inc.                                                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     75374 | NS      | $1597175.06   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Municipal Income Fund I                | Nuveen Municipal Income Fund, Inc.                                           | CUSIP: 67062J102<br>LEI: 549300B7KLL5KV0GQO76 | Long             | EC               | RF                | US        |      1566 | NS      | $14720.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AVEO Pharmaceuticals Inc                      | AVEO Pharmaceuticals, Inc.                                                   | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               | CORP              | US        |     33807 | NS      | $505414.65    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                       | Tower Semiconductor Ltd.                                                     | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | US        |     22123 | NS      | $955713.60    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Global High Income Fund                | Nuveen Global High Income Fund                                               | CUSIP: 67075G103<br>LEI: 549300I4IAH7O6ZZEH53 | Long             | EC               | RF                | US        |      1737 | NS      | $19541.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Live Cattle Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -123 | NC      | $-117036.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                         | Euro - Bund Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        33 | NC      | $-83483.61    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | Barclays Capital, Inc.                                                       | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |   8406303 | PA      | $8406303.13   | 6.82%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                  | Gasoline RBOB Futures Contracts                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        31 | NC      | $287532.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                   | Columbia Banking System, Inc.                                                | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8710 | NS      | $-262432.30   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Futures Exchange                         | CBOE Volatility Index Futures Contracts                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        79 | NC      | $-17737.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Trade24                                   | Australian Government 10 Year Bond Futures Contracts                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       169 | NC      | $-233005.57   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext Derivatives Amsterdam                | Amsterdam Index Futures Contracts                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | NL        |        10 | NC      | $-61079.62    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Municipal Bond Fun                | Eaton Vance Municipal Bond Fund                                              | CUSIP: 27827X101<br>LEI: 5493006Q4EBOXVQBQD12 | Long             | EC               | RF                | US        |      2605 | NS      | $27065.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp                     | Professional Holding Corp.                                                   | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |     21815 | NS      | $605148.10    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS Municipal Income Trust                    | MFS Municipal Income Trust                                                   | CUSIP: 552738106<br>LEI: GV4WN51HRTKYT6CV5890 | Long             | EC               | RF                | US        |     17431 | NS      | $90292.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Pennsylvan                | BlackRock MuniYield Pennsylvania Quality Fund                                | CUSIP: 09255G107<br>LEI: O1KCIUJBK2RN0MOX1Z59 | Long             | EC               | RF                | US        |      1676 | NS      | $18452.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fu                | BlackRock MuniYield Quality Fund, Inc.                                       | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             | EC               | RF                | US        |      2268 | NS      | $26308.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Russell 2000 Index Mini Futures Contracts                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        29 | NC      | $-7425.87     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                         | Euro STOXX 50 Index Futures Contracts                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        92 | NC      | $-64380.70    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock New York Municipal I                | BlackRock New York Municipal Income Trust                                    | CUSIP: 09248L106<br>LEI: PJKTUMDJPIZ89SB71052 | Long             | EC               | RF                | US        |      4698 | NS      | $47308.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | Soybean Futures Contracts                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        27 | NC      | $38963.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Limited Duratio                | Cohen & Steers Limited Duration Preferred and Income Fund, Inc.              | CUSIP: 19248C105<br>LEI: FB4GVFNX9R92BO4AY061 | Long             | EC               | RF                | US        |      1387 | NS      | $26380.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                    | MasTec, Inc.                                                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         1 | NS      | $85.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flaherty & Crumrine Dynamic Pr                | Flaherty & Crumrine Dynamic Preferred and Income Fund, Inc.                  | CUSIP: 33848W106<br>LEI: 254900BPH613QBWQO237 | Long             | EC               | RF                | US        |      1369 | NS      | $25613.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext Derivatives Paris                    | CAC 40 10 Euro Index Futures Contracts                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        20 | NC      | $-32887.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                   | iRobot Corp.                                                                 | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     12316 | NS      | $592769.08    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Fund In                | BlackRock MuniHoldings Fund, Inc.                                            | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             | EC               | RF                | US        |      2108 | NS      | $25591.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                       | Lantheus Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |     42000 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Convertible & Income Fu                | Virtus Convertible & Income Fund                                             | CUSIP: 92838X102<br>LEI: 549300WT3ICVH2Z06O49 | Long             | EC               | RF                | US        |     23867 | NS      | $81147.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Select Maturities Munic                | Nuveen Select Maturities Municipal Fund                                      | CUSIP: 67061T101<br>LEI: 5493004ODX60CHWL4U41 | Long             | EC               | RF                | US        |      1778 | NS      | $16108.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                | Seacoast Banking Corporation of Florida                                      | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Short            | EC               | CORP              | US        |    -19435 | NS      | $-606177.65   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Virginia Municipal B                | BlackRock Virginia Municipal Bond Trust                                      | CUSIP: 092481100<br>LEI: 4IZPPYU1X29MB3106N40 | Long             | EC               | RF                | US        |        60 | NS      | $679.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodity Exchange, Inc.                      | Silver Futures Contracts                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $3188.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal 2030 Targe                | BlackRock Municipal 2030 Target Term Trust                                   | CUSIP: 09257P105<br>LEI: 549300TDIJ2J8F6X3N04 | Long             | EC               | RF                | US        |      1234 | NS      | $26271.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe Financials                 | Long Gilt Futures Contracts                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        29 | NC      | $-68167.27    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | Dow Jones Industrial Average Index Mini Futures Contracts                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        21 | NC      | $-9153.08     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Tax-Advantaged Glo                | Eaton Vance Tax-Advantaged Global Dividend Income Fund                       | CUSIP: 27828S101<br>LEI: 549300P9NBK8GZ8QI277 | Long             | EC               | RF                | US        |      1693 | NS      | $25564.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                  | NY Harbor ULSD Futures Contracts                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-6909.13     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI All Country Asia                 | iShares MSCI All Country Asia ex Japan ETF                                   | CUSIP: 464288182<br>LEI: 549300EQSX1KKO1KLL54 | Short            | EC               | RF                | US        |      -396 | NS      | $-25656.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DTF Tax-Free Income 2028 Term                 | DTF Tax-Free Income 2028 Term Fund, Inc.                                     | CUSIP: 23334J107<br>LEI: 549300UTPMUSB8BKGI82 | Long             | EC               | RF                | US        |      1339 | NS      | $14608.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Focus Trust Inc                        | Sprott Focus Trust, Inc.                                                     | CUSIP: 85208J109<br>LEI: 549300ZO564XGNG81814 | Long             | EC               | RF                | US        |      1722 | NS      | $13725.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares National Muni Bond ETF                | iShares National Muni Bond ETF                                               | CUSIP: 464288414<br>LEI: 549300H21FUYFQW9N157 | Short            | EC               | RF                | US        |     -3663 | NS      | $-386519.76   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset High Yield Defin                | Western Asset High Yield Defined Opportunity Fund, Inc.                      | CUSIP: 95768B107<br>LEI: 549300MT3R4UXA0DZF65 | Long             | EC               | RF                | US        |       531 | NS      | $6626.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                  | Gasoline RBOB Futures Contracts                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -31 | NC      | $-236635.65   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                     | Cowen, Inc.                                                                  | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     36423 | NS      | $1406656.26   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx $ Investment Gra                | iShares iBoxx $ Investment Grade Corporate Bond ETF                          | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Short            | EC               | RF                | US        |     -3724 | NS      | $-392621.32   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Municipal Bond Infr                | BNY Mellon Municipal Bond Infrastructure Fund, Inc.                          | CUSIP: 09662W109<br>LEI: 5493003OUY2BKGFZ2414 | Long             | EC               | RF                | US        |       733 | NS      | $7703.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Municipal Income T                | Eaton Vance Municipal Income Trust                                           | CUSIP: 27826U108<br>LEI: 549300DINBO2K1M6KL63 | Long             | EC               | RF                | US        |      1388 | NS      | $13699.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings New Jer                | BlackRock MuniHoldings New Jersey Quality Fund, Inc.                         | CUSIP: 09254X101<br>LEI: FDX8Y56FK6PN1WE5XX39 | Long             | EC               | RF                | US        |      2307 | NS      | $25538.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodity Exchange, Inc.                      | Gold 100 oz. Futures Contracts                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-37778.87    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Municipal Credit Income                | Nuveen Municipal Credit Income Fund                                          | CUSIP: 67070X101<br>LEI: 54930078DL3R0VSYW338 | Long             | EC               | RF                | US        |      2177 | NS      | $26298.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance California Municip                | Eaton Vance California Municipal Bond Fund                                   | CUSIP: 27828A100<br>LEI: 549300FJGD8HWP11TO17 | Long             | EC               | RF                | US        |     19501 | NS      | $168488.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe Commodities                | Brent Crude Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3241.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Strategic Municipal                | BNY Mellon Strategic Municipals, Inc.                                        | CUSIP: 05588W108<br>LEI: 549300FH0LKMOBY7N332 | Long             | EC               | RF                | US        |      3277 | NS      | $20022.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tortoise Power and Energy Infr                | Tortoise Power and Energy Infrastructure Fund, Inc.                          | CUSIP: 89147X104<br>LEI: 549300O8GKMVVEB04345 | Long             | EC               | RF                | US        |      3298 | NS      | $42082.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Municipal High Income                 | Pioneer Municipal High Income Advantage Fund, Inc.                           | CUSIP: 723762100<br>LEI: UE8ZNXHQH48NNA19I459 | Long             | EC               | RF                | US        |      2081 | NS      | $16856.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Hancock Investors Trust                  | John Hancock Investors Trust                                                 | CUSIP: 410142103<br>LEI: 5493007QBXBOZDX6R464 | Long             | EC               | RF                | US        |       148 | NS      | $1855.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core High Dividend ETF                | iShares Core High Dividend ETF                                               | CUSIP: 46429B663<br>LEI: 549300M7WVLJWAVPDO86 | Short            | EC               | RF                | US        |     -1108 | NS      | $-115497.92   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Allspring Income Opportunities                | Allspring Income Opportunities                                               | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             | EC               | RF                | US        |      1219 | NS      | $7789.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Premier Bond Fun                | Western Asset Premier Bond Fund                                              | CUSIP: 957664105<br>LEI: 5493007UP8PFRNTX0546 | Long             | EC               | RF                | US        |      1352 | NS      | $14385.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| London Metal Exchange                         | LME Zinc Futures Contracts                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $30657.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Templeton Global Income Fund                  | Templeton Global Income Fund                                                 | CUSIP: 880198106<br>LEI: QU1AAXOSV5K4OVMXJP19 | Long             | EC               | RF                | US        |      2344 | NS      | $10149.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                            | Unity Software, Inc.                                                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |         0 | NS      | $4.13         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                              | Evo Payments, Inc.                                                           | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     19215 | NS      | $650235.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Futures Exchange                         | CBOE Volatility Index Futures Contracts                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        61 | NC      | $783.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| abrdn Global Dynamic Dividend                 | abrdn Global Dynamic Dividend                                                | CUSIP: 00302M106<br>LEI: 2549008871AD4OJQWG76 | Long             | EC               | RF                | US        |      1453 | NS      | $13745.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                            | Signify Health, Inc.                                                         | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42716 | NS      | $1224240.56   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Agency Bond ETF                       | iShares Agency Bond ETF                                                      | CUSIP: 464288166<br>LEI: 54930076RN5EDP4FSR30 | Short            | EC               | RF                | US        |      -104 | NS      | $-11068.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Municipal Trust                       | Invesco Municipal Trust                                                      | CUSIP: 46131J103<br>LEI: GKS5Y4B1VKHV66WSPK53 | Long             | EC               | RF                | US        |      1435 | NS      | $14206.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares TIPS Bond ETF                         | iShares TIPS Bond ETF                                                        | CUSIP: 464287176<br>LEI: 549300EHD1VQKMRQ0829 | Short            | EC               | RF                | US        |     -2532 | NS      | $-269506.08   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Enhanced Government                 | BlackRock Enhanced Government Fund, Inc.                                     | CUSIP: 09255K108<br>LEI: NL5N0CUZJSJCO40JHD64 | Long             | EC               | RF                | US        |       311 | NS      | $3010.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                        | Maxar Technologies, Inc.                                                     | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      4608 | NS      | $238417.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                  | Natural Gas Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -26 | NC      | $340413.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Universal Trust                      | Franklin Universal Trust                                                     | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |      2519 | NS      | $16952.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Minnesota Quality Munic                | Nuveen Minnesota Quality Municipal Income Fund                               | CUSIP: 670734102<br>LEI: 549300G7ZQTM08LLEK41 | Long             | EC               | RF                | US        |      1365 | NS      | $15356.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Nuveen Bloomberg Municipa                | SPDR Nuveen Bloomberg Municipal Bond ETF                                     | CUSIP: 78468R721<br>LEI: 54930090LRDSZWQ4P385 | Short            | EC               | RF                | US        |    -14769 | NS      | $-673761.78   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Templeton Emerging Markets Inc                | Templeton Emerging Markets Income Fund                                       | CUSIP: 880192109<br>LEI: HM42X4Y58XQ0M2JYZW07 | Long             | EC               | RF                | US        |      1571 | NS      | $8624.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Fund Inc                  | BlackRock MuniYield Fund, Inc.                                               | CUSIP: 09253W104<br>LEI: AVXF9RZVI4EDWXACOH81 | Long             | EC               | RF                | US        |      3341 | NS      | $34779.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Real Estate Income F                | Principal Real Estate Income Fund                                            | CUSIP: 74255X104<br>LEI: 549300HK3LIJEGLGMK36 | Long             | EC               | RF                | US        |      2444 | NS      | $25295.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Live Cattle Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        66 | NC      | $51692.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniAssets Fund Inc                 | BlackRock MuniAssets Fund, Inc.                                              | CUSIP: 09254J102<br>LEI: UJYLDIG1NIEEIV3PO802 | Long             | EC               | RF                | US        |      2540 | NS      | $27482.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Missouri Quality Munici                | Nuveen Missouri Quality Municipal Income Fund                                | CUSIP: 67060Q108<br>LEI: 549300D4075OL0O76470 | Long             | EC               | RF                | US        |       431 | NS      | $4503.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New York Select Tax-Fre                | Nuveen New York Select Tax-Free Income Portfolio                             | CUSIP: 67063V104<br>LEI: 549300O6PCT8Y389MD53 | Long             | EC               | RF                | US        |       796 | NS      | $9225.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                            | Energy Transfer, LP                                                          | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |         0 | NS      | $5.58         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS Intermediate Income Trust                 | MFS Intermediate Income Trust                                                | CUSIP: 55273C107<br>LEI: WGVMPY7PP3OZCAPKRD65 | Long             | EC               | RF                | US        |      2256 | NS      | $6226.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delaware Investments National                 | Delaware Investments National Municipal Income Fund                          | CUSIP: 24610T108<br>LEI: NIC7ULNUGCUI836YP119 | Long             | EC               | RF                | US        |       356 | NS      | $3691.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Cattle Feeder Futures Contracts                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-45860.88    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                         | Euro - 30 year Bond Futures Contracts                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         9 | NC      | $-34276.57    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Herzfeld Caribbean Basin Fund                 | Herzfeld Caribbean Basin Fund, Inc.                                          | CUSIP: 42804T106<br>LEI: 549300ML0K6PRXPULR11 | Long             | EC               | RF                | US        |      5192 | NS      | $19210.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Fun                | BlackRock Municipal Income Fund, Inc.                                        | CUSIP: 09253X102<br>LEI: W7IEW9KTXVCYG8ZQQV11 | Long             | EC               | RF                | US        |      2312 | NS      | $26194.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco California Value Munic                | Invesco California Value Municipal Income Trust                              | CUSIP: 46132H106<br>LEI: 0O4FOPVOK8KA2I2US555 | Long             | EC               | RF                | US        |      2733 | NS      | $25908.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Senior Loan ETF                       | Invesco Senior Loan ETF                                                      | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Short            | EC               | RF                | US        |    -33083 | NS      | $-679193.99   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                       | Meridian Bioscience, Inc.                                                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     43177 | NS      | $1433908.17   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                             | Canadian Government 10 Year Bond Futures Contracts                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -63 | NC      | $181655.76    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen California Quality Muni                | Nuveen California Quality Municipal Income Fund                              | CUSIP: 67066Y105<br>LEI: 549300ZT6V9X5U9BHR46 | Long             | EC               | RF                | US        |      2389 | NS      | $26446.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman California Mu                | Neuberger Berman California Municipal Fund, Inc.                             | CUSIP: 64123C101<br>LEI: 5493003VDAWQHC3PB533 | Long             | EC               | RF                | US        |      3684 | NS      | $41626.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Mortgage Opportu                | Western Asset Mortgage Opportunity Fund, Inc.                                | CUSIP: 95790B109<br>LEI: 549300COBGR840ANRS47 | Long             | EC               | RF                | US        |       524 | NS      | $5643.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                         | Euro - BTP Italian Government Bond Futures Contracts                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        49 | NC      | $-106882.71   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | U.S. Treasury 10 Year Note Futures Contracts                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $26899.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tekla Healthcare Investors                    | Tekla Healthcare Investors                                                   | CUSIP: 87911J103<br>LEI: 549300SNASESIFOS6V75 | Long             | EC               | RF                | US        |      1408 | NS      | $25344.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg Convertible Sec                | SPDR Bloomberg Convertible Securities ETF                                    | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Short            | EC               | RF                | US        |     -5473 | NS      | $-352132.82   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fu                | BlackRock MuniYield Quality Fund II, Inc.                                    | CUSIP: 09254G108<br>LEI: PRQP520S3DVB025IWS24 | Long             | EC               | RF                | US        |      1952 | NS      | $19949.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Massachusetts Quality M                | Nuveen Massachusetts Quality Municipal Income Fund                           | CUSIP: 67061E104<br>LEI: 549300RK5RSCWBBL2616 | Long             | EC               | RF                | US        |      1536 | NS      | $16235.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                           | Spirit Airlines, Inc.                                                        | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     59579 | NS      | $1160598.92   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | NASDAQ-100 Index Mini Futures Contracts                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8 | NC      | $211.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen AMT-Free Quality Munici                | Nuveen AMT-Free Quality Municipal Income Fund                                | CUSIP: 670657105<br>LEI: 549300OTYQOOXS64NI63 | Long             | EC               | RF                | US        |      2336 | NS      | $26560.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller/Howard High Dividend Fu                | Miller/Howard High Dividend Fund                                             | CUSIP: 600379101<br>LEI: 549300ZCY8ROSDMUUZ28 | Long             | EC               | RF                | US        |      1554 | NS      | $16239.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Municipal High I                | Western Asset Municipal High Income Fund, Inc.                               | CUSIP: 95766N103<br>LEI: 549300V8S0EC6SV7H926 | Long             | EC               | RF                | US        |       691 | NS      | $4408.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                      | iShares Russell 2000 Index ETF                                               | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Short            | EC               | RF                | US        |     -1106 | NS      | $-192842.16   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                  | NY Harbor ULSD Futures Contracts                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        24 | NC      | $13708.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Premier Munic                | Federated Hermes Premier Municipal Income Fund                               | CUSIP: 31423P108<br>LEI: C0TUI5ZPEIY028NN4Q23 | Long             | EC               | RF                | US        |      1732 | NS      | $18186.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Enhanced Internation                | BlackRock Enhanced International Dividend Trust                              | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             | EC               | RF                | US        |      5145 | NS      | $25827.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |      3841 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Multi-Market Income Fun                | Nuveen Multi-Market Income Fund                                              | CUSIP: 67075J107<br>LEI: G7V8IS406QV705LBK003 | Long             | EC               | RF                | US        |       343 | NS      | $2013.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | Soybean Oil Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        21 | NC      | $16065.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | MS Long/Short Equity Custom Basket                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |         0 | NC      | $99764.87     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AllianceBernstein National Mun                | AllianceBernstein National Municipal Income Fund, Inc.                       | CUSIP: 01864U106<br>LEI: MNYPOOOZYY8V01GEIT28 | Long             | EC               | RF                | US        |      1306 | NS      | $13686.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Investment Grade                | Western Asset Investment Grade Defined Opportunity Trust, Inc.               | CUSIP: 95790A101<br>LEI: 549300V54JNCB3KS3P74 | Long             | EC               | RF                | US        |       297 | NS      | $4835.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Global High Yield Fund In                | PGIM Global High Yield Fund, Inc.                                            | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             | EC               | RF                | US        |      2381 | NS      | $25810.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tekla Life Sciences Investors                 | Tekla Life Sciences Investors                                                | CUSIP: 87911K100<br>LEI: 5493007BYZPSOVVS0M04 | Long             | EC               | RF                | US        |      9173 | NS      | $130348.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Senior Floating Rate Fu                | Apollo Senior Floating Rate Fund, Inc.                                       | CUSIP: 037636107<br>LEI: 5493005XHGCCBXT5YQ39 | Long             | EC               | RF                | US        |      2169 | NS      | $26765.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Enhanced Equity In                | First Trust Enhanced Equity Income Fund                                      | CUSIP: 337318109<br>LEI: 549300FW1TTV8W8GAV91 | Long             | EC               | RF                | US        |      1214 | NS      | $19132.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Arizona Quality Municip                | Nuveen Arizona Quality Municipal Income Fund                                 | CUSIP: 67061W104<br>LEI: 549300DWXOLUWN2P0B05 | Long             | EC               | RF                | US        |       218 | NS      | $2432.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Canadian Dollar Futures Contracts                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        20 | NC      | $-727.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Biotech ETF                          | SPDR S&P Biotech ETF                                                         | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Short            | EC               | RF                | US        |      -778 | NS      | $-64574.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Gabelli Global Utility & Incom                | Gabelli Global Utility & Income Trust                                        | CUSIP: 36242L105<br>LEI: 549300Y9IKVB1DQ6Z097 | Long             | EC               | RF                | US        |       939 | NS      | $13221.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodity Exchange, Inc.                      | Copper Futures Contracts                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-11601.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | U.S. Treasury Long Bond Futures Contracts                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        19 | NC      | $-10220.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                             | S&P/TSX 60 IX Index Futures Contracts                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        -6 | NC      | $15241.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Dow 30sm Dynamic Overwr                | Nuveen Dow 30sm Dynamic Overwrite Fund                                       | CUSIP: 67075F105<br>LEI: 549300CNS4Q1ZZUGS005 | Long             | EC               | RF                | US        |       652 | NS      | $10112.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delaware Ivy High Income Oppor                | Delaware Ivy High Income Opportunities Fund                                  | CUSIP: 246107106<br>LEI: 549300C130E3EJZ8ZQ39 | Long             | EC               | RF                | US        |       411 | NS      | $4504.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Virginia Quality Munici                | Nuveen Virginia Quality Municipal Income Fund                                | CUSIP: 67064R102<br>LEI: 549300VVSBWT8OW8JS28 | Long             | EC               | RF                | US        |       291 | NS      | $3247.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab U.S. Aggregate Bond ETF                | Schwab U.S. Aggregate Bond ETF                                               | CUSIP: 808524839<br>LEI: N/A                  | Short            | EC               | RF                | US        |     -8039 | NS      | $-366980.35   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| High Income Securities Fund                   | High Income Securities Fund                                                  | CUSIP: 42968F108<br>LEI: 25RM533JWPQG19PQ1G87 | Long             | EC               | RF                | US        |       655 | NS      | $4257.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                         | LME Primary Aluminum Futures Contracts                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $20531.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS Investment Grade Municipal                | MFS Investment Grade Municipal Trust                                         | CUSIP: 59318B108<br>LEI: TQV30XJRB3S7V50XRW52 | Long             | EC               | RF                | US        |      4271 | NS      | $30409.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertical Capital Income Fund                  | Vertical Capital Income Fund                                                 | CUSIP: 92535C104<br>LEI: 549300LVMWHJGZNVXZ22 | Long             | EC               | RF                | US        |       118 | NS      | $1027.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                 | U.S. Treasury Bills                                                          | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6894000 | PA      | $6884137.23   | 5.59%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Ultra Short Duration Fund - Institutional Class                   | CUSIP: 40169J523<br>LEI: N/A                  | Long             | EC               | RF                | US        |    674462 | NS      | $6501817.00   | 5.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Utilities Infrastruc                | BlackRock Utilities Infrastructure & Power Opportunities Trust               | CUSIP: 09248D104<br>LEI: XL2HP568CJRFGPERYJ89 | Long             | EC               | RF                | US        |       426 | NS      | $8848.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Real Asset Income and G                | Nuveen Real Asset Income and Growth Fund                                     | CUSIP: 67074Y105<br>LEI: RQLXTE3CBG56EZF1BQ60 | Long             | EC               | RF                | US        |     14256 | NS      | $166795.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| abrdn Emerging Markets Equity                 | abrdn Emerging Markets Equity                                                | CUSIP: 00301W105<br>LEI: 549300MSYUW07RYUZD27 | Long             | EC               | RF                | US        |     12674 | NS      | $65271.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS Strategic Municipal Income                | DWS Strategic Municipal Income Trust                                         | CUSIP: 23342Q101<br>LEI: HW9ZECORLBPA6LHYL567 | Long             | EC               | RF                | US        |      7413 | NS      | $60564.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniVest Fund II Inc                | BlackRock MuniVest Fund II, Inc.                                             | CUSIP: 09253T101<br>LEI: TC1SINW7C50S8NN8GU32 | Long             | EC               | RF                | US        |      1980 | NS      | $20691.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                         | DAX Index Futures Contracts                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         4 | NC      | $-12357.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Clough Global Dividend and Inc                | Clough Global Dividend and Income Fund                                       | CUSIP: 18913Y103<br>LEI: 5493001GFY6TW0CYCT15 | Long             | EC               | RF                | US        |       406 | NS      | $2598.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                  | Altra Industrial Motion Corp.                                                | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     15492 | NS      | $925647.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Tru                | BlackRock Municipal Income Trust II                                          | CUSIP: 09249N101<br>LEI: 17UVWS2OK706BUPLKK60 | Long             | EC               | RF                | US        |      2512 | NS      | $25948.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Inflation-Linked                | Western Asset Inflation-Linked Opportunities & Income Fund                   | CUSIP: 95766R104<br>LEI: 549300Z3DNF4FJBJ4A87 | Long             | EC               | RF                | US        |     23546 | NS      | $214974.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Preferred & Income Sec                | iShares Preferred & Income Securities ETF                                    | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Short            | EC               | RF                | US        |     -2137 | NS      | $-65242.61    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                            | STORE Capital Corp.                                                          | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     49255 | NS      | $1579115.30   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri-Continental Corp                          | Tri-Continental Corp.                                                        | CUSIP: 895436103<br>LEI: 6QVMFZKY1QSOOIHD7Y77 | Long             | EC               | RF                | US        |      1926 | NS      | $49375.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings New Yor                | BlackRock MuniHoldings New York Quality Fund, Inc.                           | CUSIP: 09255C106<br>LEI: YP1D2S6Y4JY0A7W3DV93 | Long             | EC               | RF                | US        |      8614 | NS      | $88465.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Wireless Inc                           | Sierra Wireless, Inc.                                                        | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | US        |     34898 | NS      | $1011693.02   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Nuveen Bloomberg High Yie                | SPDR Nuveen Bloomberg High Yield Municipal Bond ETF                          | CUSIP: 78464A284<br>LEI: 54930036TY0W1EQHEK50 | Short            | EC               | RF                | US        |     -6205 | NS      | $-303858.85   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures US Softs                          | Sugar #11 Futures Contracts                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       204 | NC      | $268655.37    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LMP Capital and Income Fund In                | LMP Capital and Income Fund, Inc.                                            | CUSIP: 50208A102<br>LEI: 549300YJH1GYGXCCQ467 | Long             | EC               | RF                | US        |      1532 | NS      | $18445.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fu                | BlackRock MuniYield Quality Fund III, Inc.                                   | CUSIP: 09254E103<br>LEI: UB5J2GS6Q51M6A2L8886 | Long             | EC               | RF                | US        |      2413 | NS      | $27049.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                         | Vivint Smart Home, Inc.                                                      | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57576 | NS      | $685154.40    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                  | Natural Gas Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $-53637.85    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Tax Managed Global                | Eaton Vance Tax Managed Global Buy Write Opportunities Fund                  | CUSIP: 27829C105<br>LEI: 549300YMO6N2TLCMXO54 | Long             | EC               | RF                | US        |      1588 | NS      | $12322.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance California Municip                | Eaton Vance California Municipal Income Trust                                | CUSIP: 27826F101<br>LEI: 5493000EWT76UUJKIW67 | Long             | EC               | RF                | US        |      4544 | NS      | $45349.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Preferred & Income Secu                | Nuveen Preferred & Income Securities Fund                                    | CUSIP: 67072C105<br>LEI: 1V4KW82TOLZ6S7J7N128 | Long             | EC               | RF                | US        |      3784 | NS      | $25731.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BrandywineGLOBAL Global Income                | BrandywineGLOBAL Global Income Opportunities Fund, Inc.                      | CUSIP: 10537L104<br>LEI: 549300P4CDQCJBGI0833 | Long             | EC               | RF                | US        |      2134 | NS      | $17392.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe Financials                 | FTSE 100 Index Futures Contracts                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        87 | NC      | $60818.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Asset Global Corporate                | Western Asset Global Corporate Defined Opportunity Fund, Inc.                | CUSIP: 95790C107<br>LEI: 5493006E69SZBMSGUS66 | Long             | EC               | RF                | US        |       346 | NS      | $4418.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx High Yield Corpo                | iShares iBoxx High Yield Corporate Bond ETF                                  | CUSIP: 464288513<br>LEI: N/A                  | Short            | EC               | RF                | US        |    -17563 | NS      | $-1293163.69  | -1.05%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Growth ET                | iShares Russell 1000 Growth ETF                                              | CUSIP: 464287614<br>LEI: 549300H1KWQVEKI25E14 | Short            | EC               | RF                | US        |      -162 | NS      | $-34706.88    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                          | Umpqua Holdings Corp.                                                        | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     14485 | NS      | $258557.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Floating Rate Income Op                | Nuveen Floating Rate Income Opportunity Fund                                 | CUSIP: 6706EN100<br>LEI: 6TG15UBKG3HMZ9US3I68 | Long             | EC               | RF                | US        |      4509 | NS      | $35215.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Investment Quality M                | Blackrock Investment Quality Municipal Trust, Inc.                           | CUSIP: 09247D105<br>LEI: HIQUII1IK2OOB2XHIJ72 | Long             | EC               | RF                | US        |       816 | NS      | $9514.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SRH Total Return Fund Inc                     | SRH Total Return Fund, Inc.                                                  | CUSIP: 101507101<br>LEI: 5493000XG0EMNJQ1SM17 | Long             | EC               | RF                | US        |     14426 | NS      | $183210.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Delaware Enhanced Global Divid                | Delaware Enhanced Global Dividend & Income Fund                              | CUSIP: 246060107<br>LEI: A2NJVV301U26XNED1002 | Long             | EC               | RF                | US        |       201 | NS      | $1567.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | Swiss Franc Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -157 | NC      | $-137941.65   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc                   | MoneyGram International, Inc.                                                | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |    144299 | NS      | $1571416.11   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Investment Grade                | Western Asset Investment Grade Income Fund, Inc.                             | CUSIP: 95766T100<br>LEI: 549300W1ZCJRJ5Y1E041 | Long             | EC               | RF                | US        |       176 | NS      | $2038.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Convertible & Income Fu                | Virtus Convertible & Income Fund II                                          | CUSIP: 92838U108<br>LEI: 549300VQWKOKLGOGUQ16 | Long             | EC               | RF                | US        |     72607 | NS      | $209108.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Total Return Fund Inc                  | Virtus Total Return Fund, Inc.                                               | CUSIP: 92835W107<br>LEI: 549300KKRHI4GF7RNQ81 | Long             | EC               | RF                | US        |      2046 | NS      | $13401.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royce Micro-Cap Trust Inc                     | Royce Micro-Capital Trust, Inc.                                              | CUSIP: 780915104<br>LEI: 254900D3WFIV4SD8EF19 | Long             | EC               | RF                | US        |      5939 | NS      | $51547.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Emerging Markets                | Western Asset Emerging Markets Debt Fund, Inc.                               | CUSIP: 95766A101<br>LEI: 549300F68574RU1BKP84 | Long             | EC               | RF                | US        |     19323 | NS      | $176032.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Value Municipal Income                | Invesco Value Municipal Income Trust                                         | CUSIP: 46132P108<br>LEI: X075VJ33QQP2G2NTOV20 | Long             | EC               | RF                | US        |      2199 | NS      | $26497.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Qua                | BlackRock Municipal Income Quality Trust                                     | CUSIP: 092479104<br>LEI: ZQ1Z8W71OQGQTC6ZJ410 | Long             | EC               | RF                | US        |       707 | NS      | $8024.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Municipal Fun                | Neuberger Berman Municipal Fund, Inc.                                        | CUSIP: 64124P101<br>LEI: 549300IIZWX8QVUHXO20 | Long             | EC               | RF                | US        |      1276 | NS      | $13295.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck High Yield Muni ETF                    | VanEck High Yield Muni ETF                                                   | CUSIP: 92189H409<br>LEI: 549300UT41BWOPGYSE94 | Short            | EC               | RF                | US        |      -824 | NS      | $-41653.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Special Opportunities Fund Inc                | Special Opportunities Fund, Inc.                                             | CUSIP: 84741T104<br>LEI: 549300DGAJTGM6R4HK03 | Long             | EC               | RF                | US        |       214 | NS      | $2439.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield New York Q                | BlackRock MuniYield New York Quality Fund, Inc.                              | CUSIP: 09255E102<br>LEI: 158AYFGDRFUGVL3TD012 | Long             | EC               | RF                | US        |      8395 | NS      | $82271.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Global Real Estate Income                | CBRE Global Real Estate Income Fund                                          | CUSIP: 12504G100<br>LEI: 549300HYEBBK5ZZO6F11 | Long             | EC               | RF                | US        |      2143 | NS      | $12279.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Floating Rate Income Fu                | Nuveen Floating Rate Income Fund/Closed-end Fund                             | CUSIP: 67072T108<br>LEI: HJXCPP3KYE3BVU373P27 | Long             | EC               | RF                | US        |      3176 | NS      | $25153.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Utilities Select Sector SPDR F                | Utilities Select Sector SPDR Fund                                            | CUSIP: 81369Y886<br>LEI: 549300ERQDM80PRYUH21 | Short            | EC               | RF                | US        |      -356 | NS      | $-25098.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                   | GS Long/Short Equity Custom Basket                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |         0 | NC      | $121541.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Futures Exchange                         | CBOE Volatility Index Futures Contracts                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       275 | NC      | $-100933.27   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                  | Natural Gas Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        24 | NC      | $-88265.49    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures US Softs                          | Coffee 'C' Futures Contracts                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -7 | NC      | $-6406.42     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Pennsylvania Quality Mu                | Nuveen Pennsylvania Quality Municipal Income Fund                            | CUSIP: 670972108<br>LEI: 5493000C1CS4Q000GF67 | Long             | EC               | RF                | US        |     13601 | NS      | $151379.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Templeton Emerging Markets Fun                | Templeton Emerging Markets Fund/United States                                | CUSIP: 880191101<br>LEI: CZCIR4LW4R7Y5KBS5R36 | Long             | EC               | RF                | US        |      4826 | NS      | $55112.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | Wheat Futures Contracts                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $11450.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| abrdn Australia Equity Fund In                | abrdn Australia Equity Fund In                                               | CUSIP: 003011103<br>LEI: 5493003SC25JJLM4UH12 | Long             | EC               | RF                | US        |      3046 | NS      | $13371.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Helvetia Fund Inc/The                   | Swiss Helvetia Fund, Inc.                                                    | CUSIP: 870875101<br>LEI: 549300HQZ0XPGTS5Q724 | Long             | EC               | RF                | US        |      3504 | NS      | $26490.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Ltd Duration Income T                | Franklin Limited Duration Income Trust                                       | CUSIP: 35472T101<br>LEI: P58SM14RY02PYB0IA680 | Long             | EC               | RF                | US        |      7795 | NS      | $48406.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | British Pound Futures Contracts                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        76 | NC      | $-77147.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Bond Fund                             | Invesco Bond Fund                                                            | CUSIP: 46132L107<br>LEI: MN4XNOJY2YRWNLRTWX16 | Long             | EC               | RF                | US        |       931 | NS      | $14598.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie/First Trust Global I                | Macquarie/First Trust Global Infrastructure/Utilities Dividend & Income Fund | CUSIP: 55607W100<br>LEI: 549300JL3ROR79GLM190 | Long             | EC               | RF                | US        |      1627 | NS      | $13162.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saba Capital Income & Opportun                | Saba Capital Income & Opportunities Fund                                     | CUSIP: 78518H202<br>LEI: 549300MGSUUJ7E55N746 | Long             | EC               | RF                | US        |      3144 | NS      | $23925.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | MS Long/Short Equity Custom Basket                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |         0 | NC      | $460888.73    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Imago Biosciences Inc                         | Imago Biosciences, Inc.                                                      | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9635 | NS      | $346378.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Infrastructure Industrial                | Voya Infrastructure Industrials and Materials Fund                           | CUSIP: 92912X101<br>LEI: CDDOXZNDBE7I8PJXIJ33 | Long             | EC               | RF                | US        |     10190 | NS      | $93442.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer High Income Fund Inc                  | Pioneer High Income Fund, Inc.                                               | CUSIP: 72369H106<br>LEI: GRH7C46DLKO4V5KVBT29 | Long             | EC               | RF                | US        |      2038 | NS      | $13247.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS High Yield Municipal Trust                | MFS High Yield Municipal Trust                                               | CUSIP: 59318E102<br>LEI: A8WLLLHJKX1MW5QPZU93 | Long             | EC               | RF                | US        |     24751 | NS      | $77470.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                   | South Jersey Industries, Inc.                                                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     45446 | NS      | $1614696.38   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| New Germany Fund Inc/The                      | New Germany Fund, Inc.                                                       | CUSIP: 644465106<br>LEI: 549300TPS2RTTJ8O3C08 | Long             | EC               | RF                | US        |      1732 | NS      | $13665.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabelli Global Small and Mid C                | Gabelli Global Small and Mid Capital Value Trust                             | CUSIP: 36249W104<br>LEI: 54930027RS7HE8UD3187 | Long             | EC               | RF                | US        |      1453 | NS      | $16302.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellsworth Growth and Income Fu                | Ellsworth Growth and Income Fund Ltd.                                        | CUSIP: 289074106<br>LEI: 549300GYFOXHCDQTI772 | Long             | EC               | RF                | US        |      8244 | NS      | $65787.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Highland Global Allocation Fun                | Highland Global Allocation Fund                                              | CUSIP: 43010T104<br>LEI: 549300Y627XJ58WI3L10 | Long             | EC               | RF                | US        |       442 | NS      | $4163.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                  | WTI Crude Futures Contracts                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-7092.55     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                       | IAA, Inc.                                                                    | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     25847 | NS      | $1033880.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexion Pharmaceuticals, Inc.                 | Alexion Pharmaceuticals, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |     34843 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Neuberger Berman MLP & Energy                 | Neuberger Berman MLP & Energy Income Fund, Inc.                              | CUSIP: 64129H104<br>LEI: 549300P5ICT7WWGP8224 | Long             | EC               | RF                | US        |       685 | NS      | $4562.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Gold Miners ETF/USA                    | VanEck Gold Miners ETF                                                       | CUSIP: 92189F106<br>LEI: 54930031TORTKAM9TJ98 | Short            | EC               | RF                | US        |      -210 | NS      | $-6018.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | Corn Futures Contracts                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        42 | NC      | $32487.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Quality                | BlackRock MuniHoldings Quality Fund II, Inc.                                 | CUSIP: 09254C107<br>LEI: V04K6JK5YHD4O5SHSC34 | Long             | EC               | RF                | US        |      2175 | NS      | $21641.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen AMT-Free Municipal Cred                | Nuveen AMT-Free Municipal Credit Income Fund                                 | CUSIP: 67071L106<br>LEI: 549300LBMO1C0IG71T03 | Long             | EC               | RF                | US        |      2150 | NS      | $26101.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | S&P 500 Index Mini Futures Contracts                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        16 | NC      | $-7495.49     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barings Global Short Duration                 | Barings Global Short Duration High Yield Fund                                | CUSIP: 06760L100<br>LEI: 549300WWIZCL845OP089 | Long             | EC               | RF                | US        |      1779 | NS      | $22557.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS Special Value Trust                       | MFS Special Value Trust                                                      | CUSIP: 55274E102<br>LEI: BU0CC6CZ0VASCUHSKS68 | Long             | EC               | RF                | US        |        79 | NS      | $330.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Tax-Managed Global                | Eaton Vance Tax-Managed Global Diversified Equity Income Fund                | CUSIP: 27829F108<br>LEI: 5493002EIY4NK3I3E865 | Long             | EC               | RF                | US        |      1653 | NS      | $12480.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Fund Inc/The                           | Mexico Fund, Inc.                                                            | CUSIP: 592835102<br>LEI: N/A                  | Long             | EC               | RF                | US        |      3985 | NS      | $58738.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Securities Corp                       | Central Securities Corp.                                                     | CUSIP: 155123102<br>LEI: 549300D87MQ4TEVRK235 | Long             | EC               | RF                | US        |        26 | NS      | $864.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                      | Horizon Therapeutics plc                                                     | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | US        |      5990 | NS      | $681662.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance National Municipal                | Eaton Vance National Municipal Opportunities Trust                           | CUSIP: 27829L105<br>LEI: 54930084Z1GHZMB5XL81 | Long             | EC               | RF                | US        |      1403 | NS      | $23051.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | J.P. Morgan Securities LLC                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |  21924288 | PA      | $21924288.34  | 17.80%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen Real Estate Income Fund                | Nuveen Real Estate Income Fund                                               | CUSIP: 67071B108<br>LEI: LXJVVL0330BRT3R7PH61 | Long             | EC               | RF                | US        |       723 | NS      | $5465.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC           | MS Equity Market Neutral Custom Basket                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |         0 | NC      | $-308620.44   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Asset High Income Oppo                | Western Asset High Income Opportunity Fund, Inc.                             | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             | EC               | RF                | US        |      5627 | NS      | $22226.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Quality Municipal Inco                | Invesco Quality Municipal Income Trust                                       | CUSIP: 46133G107<br>LEI: WLEGDSEH0E242WVNUY02 | Long             | EC               | RF                | US        |      2728 | NS      | $25697.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Trust for Investment G                | Invesco Trust for Investment Grade New York Municipals                       | CUSIP: 46131T101<br>LEI: FNS6N81D3V131ZZWNT79 | Long             | EC               | RF                | US        |      3495 | NS      | $35299.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Highland Income Fund                          | Highland Income Fund                                                         | CUSIP: 43010E404<br>LEI: 254900CMUE9FRYL2UR80 | Long             | EC               | RF                | US        |      1191 | NS      | $12267.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Califor                | BlackRock MuniHoldings California Quality Fund, Inc.                         | CUSIP: 09254L107<br>LEI: NKJSRCJXMS5PZYPXY795 | Long             | EC               | RF                | US        |      2431 | NS      | $26108.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust High Income Long/S                | First Trust High Income Long/Short Fund                                      | CUSIP: 33738E109<br>LEI: JUEVI6DHENZLPUBV7E49 | Long             | EC               | RF                | US        |      1215 | NS      | $13911.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adams Diversified Equity Fund                 | Adams Diversified Equity Fund, Inc.                                          | CUSIP: 006212104<br>LEI: 5493005W7G81BNPP7M23 | Long             | EC               | RF                | US        |     13729 | NS      | $199619.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                        | SPDR S&P 500 ETF Trust                                                       | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |     -1480 | NS      | $-565996.40   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniVest Fund Inc                   | BlackRock MuniVest Fund, Inc.                                                | CUSIP: 09253R105<br>LEI: 68LQJ5NLUNQI2T9OLL41 | Long             | EC               | RF                | US        |      2026 | NS      | $14202.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Putnam Premier Income Trust                   | Putnam Premier Income Trust                                                  | CUSIP: 746853100<br>LEI: G5048SOHSFOQHNEL1E85 | Long             | EC               | RF                | US        |      5844 | NS      | $21213.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Long-Term Municipal                 | BlackRock Long-Term Municipal Advantage Trust                                | CUSIP: 09250B103<br>LEI: G3XW7SJTEWPATVFP0M68 | Long             | EC               | RF                | US        |       824 | NS      | $7745.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New York AMT-Free Quali                | Nuveen New York AMT-Free Quality Municipal Income Fund                       | CUSIP: 670656107<br>LEI: 549300V4X2BF3UXSCQ58 | Long             | EC               | RF                | US        |      5803 | NS      | $59538.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Floating-Rate Inco                | Eaton Vance Floating-Rate Income Trust                                       | CUSIP: 278279104<br>LEI: HQOIMOIFYDO5NKVU2640 | Long             | EC               | RF                | US        |      2190 | NS      | $24287.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Inflation - Link                | Western Asset Inflation - Linked Securities & Income Fund                    | CUSIP: 95766Q106<br>LEI: 549300BKG7Y2MQAORR48 | Long             | EC               | RF                | US        |      9460 | NS      | $81450.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Borsa Italiana (IDEM)                         | FTSE MIB Index Futures Contracts                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         9 | NC      | $-17634.29    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Voya Asia Pacific High Dividen                | Voya Asia Pacific High Dividend Equity Income Fund                           | CUSIP: 92912J102<br>LEI: 549300GNK7F1VWTNPE94 | Long             | EC               | RF                | US        |      8037 | NS      | $49266.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Global Infrastructur                | Macquarie Global Infrastructure Total Return Fund, Inc.                      | CUSIP: 55608D101<br>LEI: NUJZT0OFFYGJKMCIDQ69 | Long             | EC               | RF                | US        |       291 | NS      | $6611.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Global High Inco                | Western Asset Global High Income Fund, Inc.                                  | CUSIP: 95766B109<br>LEI: 549300JWVV1XIQ66WD13 | Long             | EC               | RF                | US        |       384 | NS      | $2611.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Municipal Income In                | BNY Mellon Municipal Income, Inc.                                            | CUSIP: 05589T104<br>LEI: 549300BKYDDROJTY1E24 | Long             | EC               | RF                | US        |      2800 | NS      | $17528.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flaherty & Crumrine Total Retu                | Flaherty & Crumrine Total Return Fund, Inc.                                  | CUSIP: 338479108<br>LEI: 254900OFZ9J1RLHWZQ22 | Long             | EC               | RF                | US        |      1102 | NS      | $17400.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Floating Rate Fund Inc                | Pioneer Floating Rate Fund, Inc.                                             | CUSIP: 72369J102<br>LEI: 5493002P921ISFUETH70 | Long             | EC               | RF                | US        |      1582 | NS      | $13874.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Income Trust Inc                    | BlackRock Income Trust, Inc.                                                 | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             | EC               | RF                | US        |      1142 | NS      | $14092.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Equity Fund Inc/The                  | European Equity Fund, Inc.                                                   | CUSIP: 298768102<br>LEI: 5493008XBHSH29XH9329 | Long             | EC               | RF                | US        |      2079 | NS      | $15592.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Rydex Series Funds

**Signature:** Jim Howley

**Name of Signer:** Jim Howley

**Title:** CFO