# EDGAR Filing Document

**Accession Number:** 0000826020
**File Stem:** 0001049169-26-000840
**Filing Date:** 2026-3
**Character Count:** 571350
**Document Hash:** 335618b0432b24c86f775c1fe809c13e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001049169-26-000840.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001049169-26-000840

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Saba Capital Income & Opportunities Fund
- **CENTRAL INDEX KEY:** 0000826020

**ORGANIZATION NAME:**
- **EIN:** 956874587
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1030

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05410
- **FILM NUMBER:** 26796568

**BUSINESS ADDRESS:**
- **STREET 1:** 405 LEXINGTON AVENUE
- **STREET 2:** 58TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10174
- **BUSINESS PHONE:** 212-542-3610

**MAIL ADDRESS:**
- **STREET 1:** 405 LEXINGTON AVENUE, 58TH FLOOR
- **STREET 2:** C/O SABA CAPITAL MANAGEMENT, L.P.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10174

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Voya PRIME RATE TRUST
- **DATE OF NAME CHANGE:** 20140421

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING PRIME RATE TRUST
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM AMERICA PRIME RATE TRUST
- **DATE OF NAME CHANGE:** 19960518

## Nport-Ex

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **CORPORATE BONDS - 12.71%** |  |  |
| **Communications - 2.74%** |  |  |
| Altice France Holding S.A., 6.875%, 07/15/2032<sup>(b)</sup> | $1007623 | $984453 |
| Clear Channel Outdoor Holdings, 7.500%, 06/01/2029<sup>(b)</sup> | 2229000 | 2209058 |
| CSC Holdings LLC, 3.375%, 02/15/2031<sup>(b)</sup> | 559000 | 333661 |
| DISH Network Corp., 11.750%, 11/15/2027<sup>(b)</sup> | 3401000 | 3520226 |
| Level 3 Financing Inc., 3.875%, 10/15/2030<sup>(b)</sup> | 3706600 | 3412931 |
| Level 3 Financing Inc., 8.500%, 01/15/2036<sup>(b)(f)</sup> | 695000 | 712643 |
|  |  | **11172972** |
| **Consumer Discretionary - 5.37%** |  |  |
| 1261229 B.C. Ltd., 10.000%, 04/15/2032<sup>(b)</sup> | 3045000 | 3128324 |
| Adtalem Global Education, Inc., 5.500%, 03/01/2028<sup>(b)</sup> | 4195000 | 4192196 |
| Bath and Body Works Inc., 7.600%, 07/15/2037<sup>(b)</sup> | 2684000 | 2676658 |
| Community Health Systems, Inc., 6.875%, 04/15/2029<sup>(b)</sup> | 344000 | 316740 |
| Community Health Systems, Inc., 9.750%, 01/15/2034<sup>(b)</sup> | 3308000 | 3451426 |
| RR Donnelley & Sons Co., 10.870%, 08/01/2029<sup>(b)</sup> | 3126000 | 3214536 |
| RRD PARENT INC, 12.000%, 02/04/2030<sup>(b)</sup> | 303000 | 360001 |
| Selina Hospitality, 6.000%, 11/01/2029<sup>(f)</sup> | 4981328 | 44782 |
| Six Flags Entertainment Corporation, 7.250%, 05/15/2031<sup>(b)</sup> | 1875000 | 1852365 |
| Staples Inc., 10.750%, 09/01/2029<sup>(b)</sup> | 2705000 | 2660270 |
|  |  | **21897298** |
| **Energy - 0.22%** |  |  |
| 1261229 B.C. Ltd., 10.000%, 04/15/2032<sup>(b)</sup> | 925000 | 899963 |
|  |  | **899963** |
| **Financials - 2.85%** |  |  |
| Compass Group Diversified Holdings LLC, 5.250%, 04/15/2029<sup>(b)</sup> | 2524017 | 2355373 |
| Morgan Stanley, 3.978% (Variable Rate), 04/30/2030<sup>(i)</sup> | 25000 | 21354 |
| Morgan Stanley, 5.304% (Variable Rate), 07/31/2030<sup>(i)</sup> | 80000 | 73515 |
| Morgan Stanley, 4.641% (Variable Rate), 10/30/2030<sup>(i)</sup> | 80000 | 69258 |
| Morgan Stanley, 2.604% (Variable Rate), 09/26/2033<sup>(i)</sup> | 428000 | 312859 |
| Morgan Stanley, 2.652% (Variable Rate), 10/31/2033<sup>(i)</sup> | 266000 | 193148 |
| Morgan Stanley, 2.652% (Variable Rate), 02/28/2034<sup>(i)</sup> | 478000 | 350069 |
| Morgan Stanley, 2.652% (Variable Rate), 03/31/2034<sup>(i)</sup> | 302000 | 226323 |
| Morgan Stanley, 2.652% (Variable Rate), 04/30/2034<sup>(i)</sup> | 66000 | 48387 |
| Morgan Stanley, 2.652% (Variable Rate), 05/30/2034<sup>(i)</sup> | 89000 | 60243 |
| Morgan Stanley, 3.315% (Variable Rate), 06/30/2034<sup>(i)</sup> | 460000 | 318086 |
| Morgan Stanley, 2.652% (Variable Rate), 07/31/2034<sup>(i)</sup> | 25000 | 18699 |
| Morgan Stanley, 3.315% (Variable Rate), 08/29/2034<sup>(i)</sup> | 171000 | 126831 |
| Morgan Stanley, 3.315% (Variable Rate), 09/30/2034<sup>(i)</sup> | 88000 | 66071 |
| Morgan Stanley, 4.641% (Variable Rate), 09/30/2034<sup>(i)</sup> | 231000 | 167449 |
| Morgan Stanley, 3.633% (Variable Rate), 10/08/2034<sup>(i)</sup> | 32000 | 23456 |
| Morgan Stanley, 4.641% (Variable Rate), 10/31/2034<sup>(i)</sup> | 357000 | 285248 |
| Morgan Stanley, 3.315% (Variable Rate), 10/31/2034<sup>(i)</sup> | 284000 | 213510 |
| Morgan Stanley, 4.641% (Variable Rate), 11/28/2034<sup>(i)</sup> | 231000 | 177654 |
| Morgan Stanley, 3.315% (Variable Rate), 11/28/2034<sup>(i)</sup> | 25000 | 18778 |
| Morgan Stanley, 5.304% (Variable Rate), 01/30/2035<sup>(i)</sup> | 69000 | 55037 |
| Morgan Stanley, 3.315% (Variable Rate), 01/30/2035<sup>(i)</sup> | 175000 | 128003 |
| Morgan Stanley, 3.226% (Variable Rate), 02/27/2035<sup>(i)</sup> | 36000 | 26132 |
| Morgan Stanley, 3.978% (Variable Rate), 03/31/2035<sup>(i)</sup> | 641000 | 466715 |
| Morgan Stanley, 6.630% (Variable Rate), 02/29/2036<sup>(i)</sup> | 61000 | 48355 |
| Morgan Stanley, 6.630% (Variable Rate), 04/28/2036<sup>(i)</sup> | $10000 | $8277 |

---

Quarterly Report \| January 31, 2026 1

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| Morgan Stanley, 6.630% (Variable Rate), 06/30/2036<sup>(i)</sup> | $40000 | $32738 |
| Morgan Stanley, 9.000% (Variable Rate), 08/31/2036<sup>(i)</sup> | 2289000 | 2027903 |
| Morgan Stanley, 9.000% (Variable Rate), 09/30/2036<sup>(i)</sup> | 40000 | 34457 |
| Morgan Stanley, 9.000% (Variable Rate), 11/29/2036<sup>(f)(i)</sup> | 103000 | 92560 |
| Morgan Stanley, 9.000% (Variable Rate), 01/31/2037<sup>(f)(i)</sup> | 224000 | 196100 |
| Morgan Stanley, 9.000% (Variable Rate), 03/31/2037<sup>(f)(i)</sup> | 747000 | 641197 |
| Morgan Stanley, 9.000% (Variable Rate), 04/28/2037<sup>(f)(i)</sup> | 40000 | 34457 |
| Morgan Stanley, 9.000% (Variable Rate), 05/31/2037<sup>(f)(i)</sup> | 25000 | 21879 |
| Morgan Stanley, 9.000% (Variable Rate), 08/31/2037<sup>(f)(i)</sup> | 58000 | 49963 |
| Procap Financial Inc., 0.000%,12/05/2028<sup>(b)</sup> | 2200000 | 2134000 |
| UBS Group AG, 5.304% (Variable Rate), 07/31/2030<sup>(i)</sup> | 10000 | 8567 |
| UBS Group AG, 5.304% (Variable Rate), 10/30/2030<sup>(i)</sup> | 420000 | 366050 |
| UBS Group AG, 7.742% (Variable Rate), 01/29/2031<sup>(i)</sup> | 67000 | 56774 |
| UBS Group AG, 9.291% (Variable Rate), 04/29/2031<sup>(i)</sup> | 58000 | 51579 |
|  |  | **11607054** |
| **Health Care - 0.19%** |  |  |
| CHS/Community Health Systems Inc., 6.125%, 04/01/2030<sup>(b)</sup> | 933000 | 770588 |
|  |  | **770588** |
| **Industrials - 0.61%** |  |  |
| LABL Inc., 8.625%, 10/01/2031<sup>(b)(f)</sup> | 5374000 | 2473719 |
|  |  | **2473719** |
| **Real Estate - 0.73%** |  |  |
| China Evergrande Group, 8.250%, 03/23/2022<sup>(a)(e)(f)</sup> | 7985000 | 111431 |
| China Evergrande Group, 9.500%, 04/11/2022<sup>(a)(e)(f)</sup> | 3205000 | 45729 |
| China Evergrande Group, 11.500%, 01/22/2023<sup>(a)(e)(f)</sup> | 6500000 | 91101 |
| China Evergrande Group, 10.000%, 04/11/2023<sup>(a)(e)(f)</sup> | 11180001 | 157204 |
| China Evergrande Group, 7.500%, 06/28/2023<sup>(a)(e)(f)</sup> | 16029001 | 225738 |
| China Evergrande Group, 12.000%, 01/22/2024<sup>(a)(e)(f)</sup> | 8094001 | 114983 |
| China Evergrande Group, 9.500%, 03/29/2024<sup>(a)(e)(f)</sup> | 13321001 | 190660 |
| China Evergrande Group, 10.500%, 04/11/2024<sup>(a)(e)(f)</sup> | 17000001 | 241788 |
| China Evergrande Group, 8.750%, 06/28/2025<sup>(a)(e)(f)</sup> | 127633001 | 1804819 |
|  |  | **2983453** |
| **TOTAL CORPORATE BONDS** |  | **51805047** |
| (Cost $70,891,927) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **SENIOR LOANS - 9.54%** |  |  |
| **Communications - 0.51%** |  |  |
| Gogo Intermediate Holdings LLC, Initial Term Loan, TSFR6M + 3.750%, 04/30/2028 | 2328254 | 2076220 |
|  |  | **2076220** |
| **Consumer Discretionary - 3.94%** |  |  |
| AMC Entertainment, Term Loan, TSFR1M + 9.000%, 01/04/2029 | 4134414 | 4115541 |
| J Crew Group LLC, Initial Term Loan, TSFR3M + 6.000%, 09/26/2031 | 10314184 | 8249181 |
| NPC International, Inc., Second Lien Term Loan, 3M US L + 7.500%, 04/18/2025<sup>(j)</sup> | 605000 |  |
| Vortex Opco LLC, Term Loan, TSFR3M + 6.250%, 4/30/2030 | 3436000 | 3686828 |
|  |  | **16051550** |
| **Consumer Staples - 0.36%** |  |  |
| Moran Foods LLC, First Lien A&R 2023 FLFO PIK Term Loan, TSFR3M + 11.954%, 06/30/2026<sup>(i)(j)</sup> | 581260 |  |
| Moran Foods LLC, First Lien A&R 2023 FLSO PIK Term Loan, TSFR3M + 11.954%, 06/30/2026<sup>(i)</sup> | 1071772 | 777035 |
| Moran Foods LLC, First Lien Term Loan, TSFR3M + 7.250%, 06/30/2026 | 927417 | 672378 |
|  |  | **1449413** |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **Health Care - 3.61%** |  |  |
| 1261229 B.C. Ltd., Term Loan, SOFR1M + 6.250%, 10/08/2030 | $2076392 | $2029673 |
| Canopy Growth Corporation, Term Loan, SOFR1M + 6.25%, 01/31/2031 | 13213166 | 12225733 |
| ModivCare Inc., Term Loan, TSFR3M + 4.750%, 07/01/2031 | 480685 | 461458 |
|  |  | **14716864** |
| **Industrials - 0.38%** |  |  |
| Multi-Color Corp., Term Loan, TSFR1M + 5.000%, 10/29/2028 | 3374694 | 1559834 |
|  |  | **1559834** |
| **Information Technology - 0.73%** |  |  |
| X Corp., Term B3 Loan, 9.500%, 10/29/2029 | 2869780 | 2975244 |
|  |  | **2975244** |
| **Materials - 0.01%** |  |  |
| CPC Acquisition Corp., Second Lien Term Loan, TSFR3M + 7.750%, 12/29/2028 | 175000 | 51624 |
|  |  | **51624** |
| **TOTAL SENIOR LOANS** |  | **38880749** |
| (Cost $44,050,505) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **CONVERTIBLE CORPORATE BONDS - 1.47%** |  |  |
| **Communications - 0.34%** |  |  |
| Trump Media & Technology Group Corp., 0.000%, 05/29/2028<sup>(b)(f)</sup> | 1462000 | 1404790 |
|  |  | **1404790** |
| **Financials - 1.13%** |  |  |
| BSTR Holdings Inc., 1.000%, 07/15/2030<sup>(c)</sup> | 1540 | 1428658 |
| MI7 Founders, LLC, 1.000%, 07/01/2030<sup>(c)</sup> | 3081950 | 3163622 |
|  |  | **4592280** |
| **TOTAL CONVERTIBLE CORPORATE BONDS** |  | **5997070** |
| (Cost $5,875,842) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **MORTGAGE-BACKED SECURITIES - 1.70%** |  |  |
| **Federal National Mortgage Association (FNMA) - 1.70%** |  |  |
| FNMA, Series 427, Class C20, 2.000%, 02/25/2051 | 6334808 | 826149 |
| FNMA, Series 437, Class C8, 2.500%, 06/25/2052 | 5236428 | 814449 |
| FNMA, Series 428, Class C15, 3.000%, 07/25/2052 | 2043040 | 361001 |
| FNMA, Series 429, Class C5, 3.000%, 10/25/2052 | 7489952 | 1376044 |
| FNMA, Series 5441, Class SA, 0.767%, 08/25/2054 | 20814341 | 582469 |
| FNMA, Series 5468, Class SB, 0.617%, 11/25/2054 | 9333226 | 273640 |
| FNMA, Series 5518, Class SC, 0.997%, 03/25/2055 | 8739400 | 288406 |
| FNMA, Series 25-44, Class SA, 0.817%, 06/25/2055 | 19972692 | 711196 |
| FNMA, Series 5557, Class SC, 0.867%, 07/25/2055 | 14803493 | 576075 |
| FNMA, Series 5575, Class SB, 0.967%, 09/25/2055 | 17414896 | 828691 |
| FNMA, Series 25-107, Class HS, 1.133%, 12/25/2055 | 5786820 | 273401 |
| **TOTAL MORTGAGE-BACKED SECURITIES** |  | **6911521** |
| (Cost $7,547,962) |  |  |

---

Quarterly Report \| January 31, 2026 3

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **COMMON STOCK - 16.90%** |  |  |
| **Commercial Services - 0.01%** |  |  |
| Travelport LLC<sup>(f)</sup> | 69 | $36225 |
|  |  | **36225** |
| **Communications - 2.86%** |  |  |
| Altice France LUXCO 3<sup>(f)</sup> | 5984 | 86050 |
| Altice USA, Inc.<sup>(f)</sup> | 271667 | 415651 |
| Bumble, Inc.<sup>(f)</sup> | 1068650 | 3579978 |
| Meta Platforms, Inc. | 733 | 525194 |
| Netflix, Inc.<sup>(f)</sup> | 2778 | 231935 |
| Snap Inc.<sup>(f)</sup> | 99084 | 686652 |
| Telephone and Data Systems Inc.<sup>(f)</sup> | 16346 | 737695 |
| Trump Media & Technology Group<sup>(f)</sup> | 52814 | 674963 |
| Weibo Corp.<sup>(f)(g)</sup> | 446546 | 4724457 |
|  |  | **11662575** |
| **Consumer Discretionary - 1.57%** |  |  |
| 24 Hour Fitness Worldwide<sup>(f)</sup> | 306005 | 2142 |
| Arbe Robotics, Ltd.<sup>(f)</sup> | 108864 | 133903 |
| Avax One Technology Ltd.<sup>(f)</sup> | 378404 | 306810 |
| Capri Holdings Ltd.<sup>(f)</sup> | 22875 | 516289 |
| Chipotle Mexican Grill, Inc.<sup>(f)</sup> | 21133 | 821440 |
| Dave & Buster's Entertainment, Inc.<sup>(f)(g)</sup> | 56569 | 1061800 |
| Empery Digital Inc.<sup>(f)</sup> | 54589 | 268032 |
| Everyware Global<sup>(c)(f)(j)</sup> | 43777 |  |
| Evolution AB<sup>(b)(f)</sup> | 31166 | 2024434 |
| Next.e.GO N.V.<sup>(f)</sup> | 5788 | 1 |
| Polestar Automotive Holding UK<sup>(f)</sup> | 3889 | 58841 |
| Six Flags Entertainment Corp.<sup>(f)</sup> | 26075 | 469611 |
| Vera Bradley Inc.<sup>(f)</sup> | 59039 | 141694 |
| Winnebago Industries, Inc.<sup>(g)</sup> | 12884 | 591504 |
|  |  | **6396501** |
| **Consumer Staples - 0.00%<sup>(d)</sup>** |  |  |
| Benson Hill, Inc.<sup>(f)(j)</sup> | 3906 |  |
| Moran Foods LLC<sup>(c)(f)(j)</sup> | 3699885 | - |
|  |  | - |
| **Energy - 0.04%** |  |  |
| Granite Ridge Resources, Inc. | 33264 | 166985 |
|  |  | **166985** |
| **Financials - 7.06%** |  |  |
| Allfunds Group plc<sup>(f)</sup> | 342549 | 3317361 |
| Cannae Holdings, Inc. | 390845 | 5632076 |
| Compass Diversified Holdings<sup>(f)</sup> | 81001 | 532177 |
| Etoro Group Ltd.<sup>(f)</sup> | 42359 | 1245355 |
| EXOR NV<sup>(f)</sup> | 180336 | 14770951 |
| PagSeguro Digital, Ltd.<sup>(g)</sup> | 277770 | 3124912 |
| Procap Financial Inc.<sup>(f)</sup> | 42346 | 106288 |
| Procap Financial. Inc. Founder Shares<sup>(c)(f)</sup> | 25579 | 27370 |
| Symphony International Holdings Ltd.<sup>(f)</sup> | 31566 | 13984 |
| VEF AB<sup>(f)</sup> | 56831 | 13334 |
|  |  | **28783808** |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **Health Care - 0.89%** |  |  |
| AirSculpt Technologies Inc.<sup>(f)</sup> | 62675 | $186145 |
| Alps Group Inc.<sup>(f)</sup> | 452 | 438 |
| Community Health Systems Inc<sup>(f)</sup> | 125299 | 402210 |
| Compass Pathways plc<sup>(f)</sup> | 61188 | 409348 |
| Ethzilla Corp.<sup>(f)</sup> | 107343 | 460501 |
| Hyperliquid Strategies Inc.<sup>(f)</sup> | 115070 | 522417 |
| Kindly MD Inc.<sup>(f)</sup> | 967321 | 342528 |
| ModivCare Inc.<sup>(f)</sup> | 83072 | 706112 |
| Sharps Technology Inc.<sup>(f)</sup> | 294334 | 609271 |
|  |  | **3638970** |
| **Industrials - 1.63%** |  |  |
| Babcock & Wilcox Enterprises Inc.<sup>(f)</sup> | 106430 | 1025985 |
| CEA Industries Inc.<sup>(f)</sup> | 236157 | 1178423 |
| The GEO Group, Inc.<sup>(f)</sup> | 17887 | 285834 |
| Vertical Aerospace Ltd.<sup>(f)</sup> | 791382 | 3727409 |
| Voyager Technologies Inc.<sup>(f)</sup> | 14320 | 437190 |
|  |  | **6654841** |
| **Information Technology - 0.41%** |  |  |
| GDS Holdings Ltd.<sup>(f)</sup> | 23289 | 1040785 |
| JFrog Ltd.<sup>(f)</sup> | 4230 | 231804 |
| Oracle Corp. | 1368 | 225145 |
| Sabre Corp<sup>(f)</sup> | 140597 | 182776 |
|  |  | **1680510** |
| **Materials - 0.93%** |  |  |
| ASP Isotopes Inc.<sup>(f)</sup> | 61270 | 388452 |
| Covia Energy LLC<sup>(f)</sup> | 169353 | 3387060 |
| Evolution Metals & Technologies Corp.<sup>(f)</sup> | 1787 | 12027 |
|  |  | **3787539** |
| **Real Estate - 0.65%** |  |  |
| CBRE Group Inc.<sup>(f)(g)</sup> | 3064 | 521891 |
| Compass Inc.<sup>(f)</sup> | 50619 | 633762 |
| Star Holdings<sup>(f)</sup> | 188548 | 1474453 |
|  |  | **2630106** |
| **Technology - 0.85%** |  |  |
| CommScope Holding Company, Inc.<sup>(f)</sup> | 27916 | 502488 |
| Descartes Systems Group, Inc.<sup>(f)</sup> | 2743 | 204926 |
| Fusemachines Inc.<sup>(f)</sup> | 4363 | 6895 |
| IREN Ltd.<sup>(f)</sup> | 12860 | 691150 |
| TON Strategy Co<sup>(f)</sup> | 176968 | 461889 |
| Vertex, Inc.<sup>(f)</sup> | 76981 | 1428016 |
| xTAO Inc.<sup>(f)</sup> | 321038 | 160521 |
|  |  | **3455885** |
| **TOTAL COMMON STOCK** |  | **68893945** |
| (Cost $74,282,709) |  |  |

---

Quarterly Report \| January 31, 2026 5

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **CLOSED END FUNDS - 11.07%** | | |
| **Alternative - 0.92%** | | |
| Regal Partners Global Investment Ltd.<sup>(f)</sup> | 1903723 | $3261116 |
| Destra Multi-Alternative Fund<sup>(f)</sup> | 56768 | 508641 |
|  |  | **3769757** |
| **Equity - 6.19%** |  |  |
| abrdn Life Sciences Investors | 17547 | 297597 |
| Argo Investments Ltd.<sup>(f)</sup> | 90437 | 572450 |
| ASA Gold and Precious Metals Ltd. | 163658 | 10562487 |
| Australian United Investment Company Ltd.<sup>(f)</sup> | 5375 | 43043 |
| BB Biotech AG<sup>(f)</sup> | 1622 | 97251 |
| BlackRock Science & Technology Trust II | 3199 | 71594 |
| Bluerock Private Real Estate Fund | 189934 | 3149106 |
| Direxion Daily Robotics Artificial Intelligence & Automation Index Bull 2X Shares | 27386 | 736582 |
| Diversified United Investment Ltd.<sup>(f)</sup> | 55728 | 214986 |
| Future Generation Global Ltd. | 11911 | 12690 |
| HBM Healthcare Investments AG<sup>(f)</sup> | 1855 | 575901 |
| Hearts and Minds Investments, Ltd.<sup>(f)</sup> | 1084819 | 2371998 |
| Japan Smaller Capitalization Fund, Inc. | 2631 | 30151 |
| Neuberger Berman MLP & Energy Income Fund, Inc. | 2710 | 25447 |
| Neuberger Berman Next Generation Connectivity Fund, Inc. | 160944 | 2314375 |
| Pengana International Equities, Ltd. | 4101590 | 3655861 |
| Taiwan Fund, Inc. | 3223 | 185677 |
| Voya Emerging Markets High Dividend Equity Fund | 45666 | 313725 |
|  |  | **25230921** |
| **Fixed Income - 1.41%** |  |  |
| BNY Mellon Strategic Municipal Bond Fund, Inc. | 190 | 1176 |
| Ellsworth Growth and Income Fund, Ltd. | 85672 | 1065761 |
| Federated Hermes Premier Municipal Income Fund | 1567 | 17598 |
| MFS High Income Municipal Trust | 733 | 2772 |
| PIMCO Dynamic Income Strategy Fund | 230572 | 4648312 |
|  |  | **5735619** |
| **Mixed Allocation - 1.57%** |  |  |
| Pershing Square Holdings Ltd. | 102700 | 6398210 |
|  |  | **6398210** |
| **Private Equity - 0.98%** |  |  |
| Syncona Ltd.<sup>(f)</sup> | 2970623 | 3995734 |
|  |  | **3995734** |
| **TOTAL CLOSED END FUNDS** |  | **45130241** |
| (Cost $28,066,629) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **INVESTMENT TRUSTS - 2.12%** |  |  |
| **Equity - 2.12%** |  |  |
| BlackRock Smaller Companies Trust PLC | 71210 | 1336874 |
| Herald Investment Trust PLC<sup>(f)</sup> | 2610 | 90534 |
| Schroder British Opportunities Trust PLC<sup>(f)</sup> | 1453746 | 1412349 |
| Schroder UK Mid Cap Fund PLC | 570790 | 5779676 |
|  |  | **8619433** |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **Mixed Allocation - 0.00%<sup>(d)</sup>** |  |  |
| abrdn Diversified Income and Growth Trust PLC | 7080 | $2684 |
|  |  | **2684** |
| **TOTAL INVESTMENT TRUSTS** |  | **8622117** |
| (Cost $6,246,815) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **PREFERRED STOCK - 1.56%** |  |  |
| **Consumer Discretionary - 0.77%** |  |  |
| 24 Hour Fitness Worldwide, Inc.<sup>(f)</sup> | 407959 | 2856 |
| G-ILS Transportation Ltd. Preferred B-3<sup>(c)(f)</sup> | 1332 | 1458800 |
| HAAT Delivery Ltd. Preferred Seed-1<sup>(c)(f)</sup> | 64188 | 1686392 |
|  |  | **3148048** |
| **Health Care - 0.15%** |  |  |
| Integrity Labs, Inc.<sup>(c)(f)</sup> | 608976 | 592655 |
|  |  | **592655** |
| **Technology - 0.64%** |  |  |
| Strategy Inc. Cumulative Preferred Series A | 15686 | 1576726 |
| Xtend Reality Expansion Ltd. Preferred B-2<sup>(c)(f)</sup> | 775774 | 1037132 |
|  |  | **2613858** |
| **TOTAL PREFERRED STOCK** |  | **6354561** |
| (Cost $6,433,728) |  |  |

---

---

| | |
|:---|:---|
| | **Fair Value** |
| **PARTICIPATION AGREEMENT - 0.29%** |  |
| PK Funding 2023 LLC<sup>(c)</sup> | 1182369 |
| **TOTAL PARTICIPATION AGREEMENT** | **1182369** |
| (Cost $1,175,101) |  |

---

---

| | |
|:---|:---|
| | **Fair Value** |
| **PRIVATE FUNDS - 21.67%** |  |
| Alternative Capital Investments Fund III LP, Special Class Interests KLINGER<sup>(f)</sup> | 947760 |
| Alternative Capital Investments Fund III LP, Special Class Interests MILBERG<sup>(f)</sup> | 4410294 |
| Alternative Capital Investments Fund III LP, Special Class Interests PANNOX<sup>(f)</sup> | 1454890 |
| Alternative Capital Investments Fund III LP, Special Class Interests PROVIDER<sup>(f)</sup> | 6690235 |
| Alternative Capital Investments Fund III LP, Special Class Interests VGASA<sup>(f)</sup> | 2124161 |
| Alternative Capital Investments Fund III LP, Standard Class Interests<sup>(f)</sup> | 485669 |
| New Holland Special Opportunities Aggregator LP, Class M Interests<sup>(f)(h)</sup> | 2016095 |
| New Holland Special Opportunities Aggregator LP, Class Y-6 Interests<sup>(f)(h)</sup> | 369381 |
| New Holland Special Opportunities Aggregator LP, Class Y-7 Interests<sup>(f)(h)</sup> | 8237499 |
| Stone Ridge Opportunities Fund Feeder LP<sup>(f)</sup> | 61563795 |
| **TOTAL PRIVATE FUNDS** | **88299779** |
| (Cost $51,536,880) |  |

---

Quarterly Report \| January 31, 2026 7

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **UNIT TRUST - 4.77%** |  |  |
| **Specialty - 4.77%** |  |  |
| Grayscale Ethereum Classic Trust<sup>(f)(g)</sup> | 3726735 | $19453544 |
| **TOTAL UNIT TRUST** |  | **19453544** |
| (Cost $32,653,812) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **SPECIAL PURPOSE ACQUISITION COMPANIES - 6.97%** |  |  |
| 1RT Acquisition Corp.<sup>(f)</sup> | 44903 | 458460 |
| Activate Energy Sponsors LLC, Class A<sup>(f)</sup> | 135564 | 407 |
| Activate Energy Sponsors LLC, Class B<sup>(f)</sup> | 16945 | 157080 |
| AI Infrastructure Acquisition Corp.<sup>(f)</sup> | 12121 | 121210 |
| American Exceptionalism Acquisition Corp. A<sup>(f)</sup> | 14373 | 166727 |
| Aldabra 4 LOV Sponsor Partnership, Class A<sup>(f)</sup> | 120329 | 361 |
| Aldabra 4 LOV Sponsor Partnership, Class B<sup>(f)</sup> | 100274 | 150411 |
| Apex Treasury Corp.<sup>(f)</sup> | 21359 | 213163 |
| Art Technology Acquisition Corp.<sup>(f)</sup> | 12610 | 126100 |
| Art Technology Sponsor, LLC, Class A<sup>(f)</sup> | 125568 | 1256 |
| Art Technology Sponsor, LLC, Class B<sup>(f)</sup> | 25114 | 251140 |
| Axiom Intelligence Holdings 1 LLC, Class A<sup>(c)(f)</sup> | 142090 | 282759 |
| Axiom Intelligence Holdings 1 LLC, Class B<sup>(c)(f)</sup> | 17761 | 39252 |
| Bain Capital GSS Investment Corp.<sup>(f)</sup> | 52732 | 535757 |
| Bengochea SPAC Sponsors II LLC, Class A<sup>(c)(f)(j)</sup> | 172589 |  |
| Bengochea SPAC Sponsors II LLC, Class B<sup>(c)(f)</sup> | 21574 | 201717 |
| Berto Acquisition Corp.<sup>(f)</sup> | 48761 | 497850 |
| Bitcoin Infrastructure Acquisition Corp Ltd.<sup>(f)</sup> | 9337 | 93557 |
| Bleichroeder Acquisition Corp. II<sup>(f)</sup> | 10447 | 103739 |
| Blue Holdings, Class A<sup>(c)(f)</sup> | 177613 | 561257 |
| Blue Holdings, Class B<sup>(c)(f)</sup> | 17761 | 61986 |
| BTC Development Corp.<sup>(f)</sup> | 30758 | 310656 |
| Cal Redwood Acquisition Corp., Class A<sup>(c)(f)</sup> | 175375 | 533140 |
| Cal Redwood Acquisition Corp., Class B<sup>(c)(f)</sup> | 21922 | 74535 |
| Cantor Equity Partners Inc.<sup>(c)(f)</sup> | 77018 | 797136 |
| Cantor Equity Partners II Inc.<sup>(f)</sup> | 36274 | 450523 |
| Cantor Equity Partners III Inc.<sup>(f)</sup> | 61275 | 626843 |
| Cantor Equity Partners IV Inc<sup>(f)</sup> | 23439 | 245406 |
| Cantor Equity Partners V Inc.<sup>(f)</sup> | 26771 | 274403 |
| Chenghe Investment III LLC, Class A Unit<sup>(c)(f)(j)</sup> | 173916 | 118263 |
| Chenghe Investment III LLC, Class B Unit<sup>(c)(f)</sup> | 21740 | 16740 |
| Churchill Capital Corp XI<sup>(f)</sup> | 8426 | 86788 |
| Cohen Circle Sponsor II, LLC, Class A<sup>(c)(f)</sup> | 44405 | 121226 |
| Cohen Circle Sponsor II, LLC, Class B<sup>(c)(f)</sup> | 8881 | 26110 |
| Crane Harbor Acquisition Corp. II<sup>(f)</sup> | 18951 | 189510 |
| Crane Harbor Sponsor II LLC, Class A<sup>(f)</sup> | 63063 | 315 |
| Crane Harbor Sponsor II LLC, Class B<sup>(f)</sup> | 12613 | 126130 |
| Deezer SA<sup>(f)</sup> | 8179 | 10858 |
| Digital Asset Acquisition Corp.<sup>(f)</sup> | 92769 | 948099 |
| EGH Sponsor LLC, Class A<sup>(c)(f)</sup> | 76184 | 184365 |
| EGH Sponsor LLC, Class B<sup>(c)(f)</sup> | 9523 | 25426 |
| Ether Reserve LLC<sup>(c)(f)</sup> | 77018 | 784044 |
| Evolution Global Acquisition Corp.<sup>(f)</sup> | 23808 | 239985 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| FG Imperii Acquisition Corp.<sup>(f)</sup> | 21543 | $215215 |
| FIGX Acquisition Partners LLC Class A<sup>(c)(f)</sup> | 112488 | 114738 |
| FIGX Acquisition Partners LLC Class B<sup>(c)(f)</sup> | 14061 | 16311 |
| FutureCrest Acquisition Corp.<sup>(f)</sup> | 28974 | 298142 |
| Gerresheimer AG<sup>(f)</sup> | 100854 | 3026947 |
| GP-Act III Acquisition Corp., Class A<sup>(c)(f)</sup> | 30730 | 56543 |
| Graf Global Corp., Class A<sup>(c)(f)(g)</sup> | 20960 | 40453 |
| Hall Chadwick Acquisition Corp.<sup>(f)</sup> | 55633 | 557443 |
| Hall Chadwock Acquisition Corp., Class A<sup>(f)</sup> | 135564 | 542 |
| Hall Chadwock Acquisition Corp., Class B<sup>(f)</sup> | 16945 | 157250 |
| HCM III Acquisition Corp.<sup>(f)</sup> | 54942 | 560408 |
| HCM Investor Holdings III, LLC, Class A<sup>(c)(f)</sup> | 134835 | 250793 |
| HCM Investor Holdings III, LLC, Class B<sup>(c)(f)</sup> | 179780 | 84497 |
| Insight Digital Partners II<sup>(f)</sup> | 20986 | 208601 |
| KRAKacquisition Corp.<sup>(f)</sup> | 15164 | 153687 |
| Lafayette Digital Acquisition Corp. I, Class A<sup>(f)</sup> | 105412 | 316 |
| Lafayette Digital Acquisition Corp. I, Class B<sup>(f)</sup> | 21082 | 210820 |
| Launchpad Cadenza Acquisition Corp. I, Class A<sup>(f)</sup> | 100902 | 404 |
| Launchpad Cadenza Acquisition Corp. I, Class B<sup>(f)</sup> | 84084 | 126126 |
| Leapfrog Acquisition Corp.<sup>(f)</sup> | 8520 | 85882 |
| LeapFrog Partners LLC, Class A<sup>(f)</sup> | 124341 | 622 |
| LeapFrog Partners LLC, Class B<sup>(f)</sup> | 15543 | 155430 |
| Legato Merger Corp. IV<sup>(f)</sup> | 7855 | 78786 |
| LightWave Founders LLC, Class A<sup>(c)(f)</sup> | 208140 | 183163 |
| LightWave Founders LLC, Class B<sup>(c)(f)</sup> | 20814 | 20190 |
| M3 Brigade Sponsor VI LLC, Class A Unit<sup>(c)(f)(j)</sup> | 111012 | 150976 |
| M3 Brigade Sponsor VI LLC, Class B Unit<sup>(c)(f)</sup> | 148016 | 50325 |
| M3 Brigade Acquisition V Corp.<sup>(f)</sup> | 3 | 32 |
| M Evo Global Acquisition Corp. II<sup>(f)</sup> | 12568 | 126183 |
| MI7 Founders, LLC, Class A<sup>(c)(f)</sup> | 308194 | 2471716 |
| Muzero Acquisition Corp.<sup>(f)</sup> | 6284 | 62840 |
| NewHold Investment Corp III, Class A<sup>(c)(f)</sup> | 87582 | 162027 |
| NewHold Investment Corp III, Class B<sup>(c)(f)</sup> | 10948 | 22334 |
| New Providence Holdings III, LLC<sup>(c)(f)</sup> | 20816 | 46836 |
| Nogin, Inc.<sup>(f)(j)</sup> | 11264 | 451 |
| OneIM Acquisition Corp.<sup>(f)</sup> | 131070 | 1323807 |
| OTG Acquisition Corp. I<sup>(f)</sup> | 8784 | 88543 |
| Oxley Bridge Holdings LLC, Class A<sup>(c)(f)</sup> | 166107 | 146174 |
| Oxley Bridge Holdings LLC, Class B<sup>(c)(f)</sup> | 207633 | 43603 |
| Oyster Enterprises II LLC, Class A<sup>(c)(f)</sup> | 175809 | 334037 |
| Oyster Enterprises II LLC, Class B<sup>(c)(f)</sup> | 21976 | 46589 |
| Perimeter Acquisition Corp. I<sup>(f)</sup> | 129735 | 1346649 |
| Petit Monts LLC, Class A<sup>(f)</sup> | 96696 | 168251 |
| Pioneer Acquisition 1 Sponsor Holdco LLC, Class A<sup>(c)(f)</sup> | 177613 | 163404 |
| Pioneer Acquisition 1 Sponsor Holdco LLC, Class B<sup>(c)(f)</sup> | 222016 | 46623 |
| ProCap Acquisition Corp.<sup>(f)</sup> | 35757 | 365079 |
| Range Capital Acquisition Corp. II<sup>(f)</sup> | 38969 | 389300 |
| Range Capital Acquisition Sponsor II, LLC, Class A Unit<sup>(c)(f)</sup> | 93280 | 106339 |
| Range Capital Acquisition Sponsor II, LLC, Class B Unit<sup>(c)(f)</sup> | 11660 | 15041 |
| Real Asset Acquisition Corp.<sup>(f)</sup> | 99345 | 1033188 |
| Renatus Tactical Acquisition Corp. I<sup>(f)(j)</sup> | 10674 | 114212 |
| Republic Digital Acquisition Company<sup>(f)</sup> | 85056 | 875226 |
| Rice Acquisition Corp. 3<sup>(f)</sup> | 16671 | 173378 |

---

Quarterly Report \| January 31, 2026 9

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Soulpower Acquisition Sponsor LLC, Class A<sup>(c)(f)</sup> | 156445 | $270650 |
| Soulpower Acquisition Sponsor LLC, Class B<sup>(c)(f)</sup> | 19556 | 37548 |
| Space Asset Acquisition Corp.<sup>(f)</sup> | 25138 | 256145 |
| Spring Valley Acquisition Corp.<sup>(f)</sup> | 11180 | 120520 |
| Titan Acquisition Sponsor Holdco, LLC, Class A<sup>(c)(f)</sup> | 93906 | 127712 |
| Trailblazer Acquisition Corp.<sup>(f)</sup> | 46052 | 465586 |
| VO Sponsor II, LLC Class A<sup>(c)(f)</sup> | 93906 | 151189 |
| VO Sponsor II, LLC Class B<sup>(c)(f)</sup> | 1174 | 20894 |
| Wen Sponsor LLC, Class A<sup>(c)(f)</sup> | 163709 | 199725 |
| Wen Sponsor LLC, Class B<sup>(c)(f)</sup> | 204636 | 59344 |
| **TOTAL SPECIAL PURPOSE ACQUISITION COMPANIES** |  | **28400475** |
| (Cost $29,678,702) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **DIGITAL ASSET TREASURY COMPANY - 0.25%** |  |  |
| SeeQC, Inc.<sup>(f)</sup> | 200910 | 1004550 |
| **TOTAL DIGITAL ASSET TREASURY COMPANY** |  | **1004550** |
| (Cost $1,004,550) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Contracts** | **Fair Value** |
| **WARRANTS - 1.43%** |  |  |
| 1RT Acquisition Corp., Expires 06/20/2031, Strike Price $11.50<sup>(f)</sup> | 11592 | 7535 |
| A SPAC II Acquisition Corp., Expires 05/03/2027, Strike Price $11.50<sup>(f)</sup> | 34421 | 1069 |
| Abpro Holdings Inc., Expires 11/12/2029, Strike Price $11.50<sup>(f)</sup> | 80774 | 1066 |
| AEYE Health, Inc., Expires 4.5 years after issuance, Strike Price $2.88<sup>(f)(j)</sup> | 6 |  |
| AirJoule Technologies Corp., Expires 03/15/2029, Strike Price $11.50<sup>(f)</sup> | 37175 | 28253 |
| Airship AI Holdings Inc., Expires 12/31/2028, Strike Price $11.50<sup>(f)</sup> | 5153 | 5617 |
| AleAnna Inc., Expires 12/13/2026, Strike Price $11.50<sup>(f)</sup> | 132 | 36 |
| ALPS Group Inc., Expires 10/31/2030, Strike Price $11.50<sup>(f)</sup> | 14771 | 1013 |
| Allurion Technologies Inc., Expires 08/01/2030, Strike Price $8.10<sup>(f)</sup> | 16492 | 327 |
| Alternus Clean Energy Inc., Expires 02/24/2028, Strike Price $11.50<sup>(f)</sup> | 49587 | 1983 |
| Alussa Energy Acquisition Corp., Expires 04/10/2026, Strike Price $11.50<sup>(f)</sup> | 2597 | 1328 |
| Apex Treasury Corp., Expires 10/31/2032, Strike Price $11.50<sup>(f)</sup> | 16019 | 5126 |
| Armada Acquisition Corp. II, Expires 05/20/2030, Strike Price $11.50<sup>(f)</sup> | 109500 | 91980 |
| Arverne Group SA, Expires 09/20/2028, Strike Price $11.50<sup>(f)</sup> | 33822 | 2005 |
| Aspire Biopharma Holdings Inc., Expires 02/18/2030, Strike Price $11.50<sup>(f)</sup> | 70545 | 2391 |
| Athena Technology Acquisition Corp. II, Expires 10/17/2028, Strike Price $11.50<sup>(f)</sup> | 36968 | 1874 |
| Aura FAT Projects Acquisition Corp., Expires 06/02/2027, Strike Price $11.50<sup>(f)</sup> | 58439 | 1683 |
| Bain Capital GSS Investment Corp., Expires 01/01/2028, Strike Price $11.50<sup>(f)</sup> | 10546 | 8964 |
| Baird Medical Investment Holdings Ltd., Expires 10/02/2029, Strike Price $11.50<sup>(f)</sup> | 22349 | 1229 |
| BenevolentAI, Expires 06/30/2026, Strike Price $11.50<sup>(f)(j)</sup> | 7014 | 83 |
| Benson Hill Inc., Expires 03/25/2027, Strike Price $3.90<sup>(c)(f)(j)</sup> | 187607 | 13872 |
| Berto Acquisition Corp., Expires 05/01/2030, Strike Price $11.50<sup>(f)</sup> | 57960 | 20866 |
| Bitcoin Depot Inc., Expires 07/03/2028, Strike Price $11.50<sup>(f)</sup> | 84714 | 4176 |
| BitFuFu Inc., Expires 06/07/2028, Strike Price $11.50<sup>(f)</sup> | 29947 | 6738 |
| Blaize Holdings Inc., Expires 12/18/2026, Strike Price $11.50<sup>(f)</sup> | 12241 | 4499 |
| Bleichroeder Acquisition Corp. II, Expires 01/28/2032, Strike Price $11.50<sup>(f)</sup> | 3482 | 2037 |
| Blue Gold Ltd, Expires 06/26/2030, Strike Price $11.50<sup>(f)</sup> | 31463 | 10647 |
| Borealis Foods Inc., Expires 08/26/2026, Strike Price $11.50<sup>(f)</sup> | 20287 | 1065 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Contracts** | **Fair Value** |
| Brand Engagement Network Inc., Expires 03/14/2029, Strike Price $11.50<sup>(f)</sup> | 25249 | $6481 |
| BTC Development Corp., Expires 08/19/2030, Strike Price $11.50<sup>(f)</sup> | 7689 | 5195 |
| Cactus Acquisition Corp. 1, Ltd., Expires 10/29/2026, Strike Price $11.50<sup>(f)</sup> | 21180 | 1676 |
| Canna-Global Acquisition Corp., Expires 02/09/2028, Strike Price $11.50<sup>(f)</sup> | 154766 | 774 |
| Canopy Growth Corp., Expires 01/08/2031, Strike Price $1.30<sup>(f)(j)</sup> | 1524596 |  |
| Capitalworks Emerging Markets Acquisition Corp., Expires 04/27/2028, Strike Price $11.50<sup>(f)</sup> | 69120 | 878 |
| Captivision Inc., Expires 11/16/2028, Strike Price $11.50<sup>(f)</sup> | 43794 | 2536 |
| Cardio Diagnostics Holdings, Inc., Expires 12/01/2026, Strike Price $11.50<sup>(f)</sup> | 19933 | 341 |
| Carmell Therapeutics Corp., Expires 07/12/2028, Strike Price $11.50<sup>(f)</sup> | 3816 | 20 |
| CARTESIAN GROWTH Corp. II, Expires 07/12/2028, Strike Price $11.50<sup>(f)</sup> | 5984 | 898 |
| Cartica Acquisition Corp., Expires 04/30/2028, Strike Price $11.50<sup>(f)</sup> | 74354 | 275 |
| CEA Industries, Inc., Expires 3 years after initial business combination, Stike Price $15.15<sup>(c)(f)</sup> | 30423 | 52632 |
| CERo Therapeutics Holdings Inc., Expires 02/14/2029, Strike Price $11.50<sup>(f)</sup> | 21939 | 161 |
| Chain Bridge I, Expires 12/31/2028, Strike Price $11.50<sup>(f)</sup> | 33367 | 3448 |
| Chenghe Acquisition I Co., Expires 04/22/2027, Strike Price $11.50<sup>(f)(j)</sup> | 400 | 23 |
| Chenghe Acquisition I Co., Expires 01/25/2028, Strike Price $11.50<sup>(f)</sup> | 37849 | 2649 |
| CID Holdco Inc., Expires 11/17/2026, Strike Price $11.50<sup>(f)</sup> | 94845 | 6070 |
| Classover Holdings Inc., Expires 05/26/2028, Strike Price $0.10<sup>(f)</sup> | 30413 | 511 |
| ClimateRock, Expires 06/01/2027, Strike Price $11.50<sup>(f)</sup> | 11778 | 569 |
| Cohen Circle Acquisition Corp., Expires 05/23/2030, Strike Price $11.50<sup>(f)</sup> | 10868 | 9020 |
| Concord Acquisition Corp. II, Expires 12/31/2028, Strike Price $11.50<sup>(f)</sup> | 25741 | 1296 |
| Conduit Pharmaceuticals Inc., Expires 02/03/2027, Strike Price $11.50<sup>(f)</sup> | 51468 | 324 |
| Corner Growth Acquisition Corp., Expires 12/31/2027, Strike Price $11.50<sup>(f)(j)</sup> | 41045 | 8619 |
| Critical Metals Corp., Expires 06/06/2028, Strike Price $11.50<sup>(f)</sup> | 198 | 1228 |
| Critical Metals Corp., Expires 02/07/2029, Strike Price $7.00<sup>(c)(f)</sup> | 50528 | 209186 |
| Currenc Group Inc., Expires 05/19/2027, Strike Price $11.50<sup>(f)</sup> | 55058 | 446 |
| D Boral ARC Acquisition I Corp., Expires 05/06/2030, Strike Price $11.50<sup>(f)</sup> | 19724 | 17357 |
| Deezer SA, Expires 06/07/2027, Strike Price $11.50<sup>(f)</sup> | 95238 | 56 |
| Digital Asset Acquisition Corp., Expires 04/01/2030, Strike Price $11.50<sup>(f)</sup> | 61301 | 26972 |
| DIH Holdings US Inc., Expires 02/07/2028, Strike Price $11.50<sup>(f)</sup> | 63578 | 13 |
| Dynamix Corp., Expires 10/25/2029, Strike Price $11.50<sup>(f)</sup> | 49549 | 53017 |
| Dynamix Corp. III, Expires 11/19/2030, Strike Price $11.50<sup>(f)</sup> | 9344 | 3084 |
| Engene Holdings Inc., Expires 08/28/2028, Strike Price $11.50<sup>(f)</sup> | 4017 | 11047 |
| EQV Ventures Acquisition Corp., Expires 06/30/2031, Strike Price $11.50<sup>(f)</sup> | 20197 | 9695 |
| EQV Ventures Acquisition Corp., Expires 07/01/2031, Strike Price $11.50<sup>(f)</sup> | 37448 | 18275 |
| Everest Consolidator Acquisition Corp., Expires 07/19/2028, Strike Price $11.50<sup>(f)</sup> | 50492 | 15 |
| Evolution Global Acquisition Corp., Expires 10/22/2030, Strike Price $11.50<sup>(f)</sup> | 11904 | 5952 |
| Fact II Acquisition Corp., Expires 11/26/2031, Strike Price $11.50<sup>(f)</sup> | 29805 | 13138 |
| flyExclusive Inc., Expires 05/28/2028, Strike Price $11.50<sup>(f)</sup> | 21911 | 8764 |
| Four Leaf Acquisition Corp., Expires 05/12/2028, Strike Price $11.50<sup>(f)</sup> | 3750 | 112 |
| FTAC Emerald Acquisition Corp., Expires 08/22/2028, Strike Price $11.50<sup>(f)</sup> | 18690 | 2858 |
| Fusemachines Inc., Expires 10/22/2030, Strike Price $11.50<sup>(f)</sup> | 38488 | 3443 |
| FutureCrest Acquisition Corp., Expires 11/05/2030, Strike Price $11.50<sup>(f)</sup> | 7243 | 6338 |
| FutureTech II Acquisition Corp., Expires 02/16/2027, Strike Price $11.50<sup>(f)</sup> | 48383 | 1451 |
| GCL Global Holdings Ltd., Expires 05/01/2028, Strike Price $11.50<sup>(f)</sup> | 19704 | 835 |
| GCT Semiconductor Holding Inc., Expires 12/31/2028, Strike Price $11.50<sup>(f)</sup> | 54452 | 6834 |
| Genesis Growth Tech Acquisition Corp., Expires 05/19/2028, Strike Price $11.50<sup>(f)(j)</sup> | 6030 |  |
| GigCapital7 Corp., Expires 09/11/2029, Strike Price $11.50<sup>(f)</sup> | 6 | 3 |
| Gores Holdings X Inc., Expires 05/02/2030, Strike Price $11.50<sup>(f)</sup> | 6723 | 5656 |
| GP-Act III Acquisition Corp., Class B Warrants, Expires 5 years after initial business combination, Strike Price $11.50<sup>(c)(f)</sup> | 38411 | 10755 |
| Graphjet Technology, Expires 11/16/2026, Strike Price $11.50<sup>(f)(j)</sup> | 45714 | 1509 |
| Graf Global Corp, Expires with the closing of initial business combination, Strike Price $11.50<sup>(c)(f)(g)</sup> | 26200 | 9170 |
| GP-Act III Acquisition Corp., Expires 12/31/2027, Strike Price $11.50<sup>(f)</sup> | 42413 | 11129 |
| HCM III Acquisition Corp., Expires 07/31/2030, Strike Price $11.50<sup>(f)</sup> | 19285 | 11745 |

---

Quarterly Report \| January 31, 2026 11

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Contracts** | **Fair Value** |
| Healthcare AI Acquisition Corp., Expires 12/14/2026, Strike Price $11.50<sup>(f)</sup> | 18681 | $247 |
| HHG Capital Corp., Expires 12/31/2027, Strike Price $11.50<sup>(f)(j)</sup> | 17425 | 99 |
| HNR Acquisition Corp., Expires 11/15/2028, Strike Price $11.50<sup>(f)</sup> | 44874 | 1965 |
| Holdco Nuvo Group DG Ltd., Expires 05/01/2029, Strike Price $11.50<sup>(f)</sup> | 63179 | 32 |
| Hwh International Inc., Expires 02/02/2027, Strike Price $11.50<sup>(f)(j)</sup> | 13297 | 641 |
| iCoreConnect Inc., Expires 05/15/2028, Strike Price $11.50<sup>(f)</sup> | 1112 | 1 |
| Inception Growth Acquisition, Ltd., Expires 10/15/2026, Strike Price $11.50<sup>(f)</sup> | 2402 | 139 |
| Insight Digital Partners II, Expires 12/31/2030, Strike Price $11.50<sup>(f)</sup> | 10502 | 3364 |
| Integrated Wellness Acquisition Corp., Expires 10/31/2028, Strike Price $11.50<sup>(f)</sup> | 1475 | 125 |
| Investcorp Europe Acquisition Corp. I, Expires 11/23/2028, Strike Price $11.50<sup>(f)</sup> | 24645 | 2 |
| Investcorp India Acquisition Corp., Expires 06/28/2027, Strike Price $11.50<sup>(f)</sup> | 37472 | 1199 |
| Israel Acquisitions Corp., Expires 02/28/2028, Strike Price $11.50<sup>(f)</sup> | 35717 | 4465 |
| IX Acquisition Corp., Expires 11/24/2026, Strike Price $11.50<sup>(f)</sup> | 112 | 13 |
| Jaws Mustang Acquisition Corp., Expires 01/30/2026, Strike Price $11.50<sup>(f)</sup> | 19820 | 991 |
| Launch Two Acquisition Corp., Expires 10/09/2029, Strike Price $11.50<sup>(f)</sup> | 2140 | 618 |
| LeddarTech Holdings Inc., Expires 12/21/2028, Strike Price $11.50<sup>(f)</sup> | 21521 | 30 |
| Lifezone Metals Ltd., Expires 07/05/2028, Strike Price $11.50<sup>(f)</sup> | 41153 | 29165 |
| Lightwave Acquisition Corp., Expires 06/24/2030, Strike Price $11.50<sup>(f)</sup> | 24442 | 7577 |
| Liminatus Pharma Inc., Expires 04/30/2030, Strike Price $11.50<sup>(f)</sup> | 27683 | 970 |
| Live Oak Acquisition Corp. V, Expires 02/20/2030, Strike Price $11.50<sup>(f)</sup> | 15182 | 26568 |
| Melar Acquisition Corp I, Expires 6/10/2029, Strike Price $11.50<sup>(f)</sup> | 42372 | 7199 |
| Mercer Park Opportunities Corp., Expires 08/29/2029, Strike Price $11.50<sup>(f)</sup> | 21163 | 7090 |
| Metal Sky Star Acquisition Corp., Expires 04/01/2027, Strike Price $11.50<sup>(f)</sup> | 40420 | 550 |
| MI7 Founders, LLC, Class A, Expires 5 years after closing, Strike Price $11.50<sup>(c)(f)</sup> | 308194 | 237309 |
| MI7 Founders, LLC, Class Z, Expires 5 years after closing, Strike Price $11.50<sup>(c)(f)</sup> | 102783 | 71948 |
| Mountain & Co. I Acquisition Corp., Expires 09/30/2026, Strike Price $11.50<sup>(f)(j)</sup> | 62660 | 811 |
| Murano Global BV, Expires 03/30/2029, Strike Price $11.50<sup>(f)</sup> | 10493 | 683 |
| Nemo Enterprises Inc., Expires 2/10/2035, Strike Price $1,000.00<sup>(f)(j)</sup> | 84 |  |
| New Providence Acquisition Corp. III, Expires 04/24/2030, Strike Price $11.50<sup>(f)</sup> | 12247 | 6246 |
| New Horizon Aircraft Ltd., Expires 04/03/2028, Strike Price $11.50<sup>(f)</sup> | 11690 | 4179 |
| NewGenIvf Group Ltd., Expires 06/26/2028, Strike Price $11.50<sup>(f)(j)</sup> | 1 |  |
| New Providence Holdings III, LLC, Expires with the closing of initial business combination, Strike Price $11.50<sup>(c)(f)</sup> | 166532 | 343056 |
| NewHold Investment Corp II-A., Expires 04/17/2030, Strike Price $11.50<sup>(f)</sup> | 4085 | 1772 |
| Nogin, Inc., Expires 08/26/2027 Strike Price $11.50<sup>(f)(j)</sup> | 8372 | 72 |
| Nvni Group Ltd., Expires 11/01/2028, Strike Price $11.50<sup>(f)</sup> | 15665 | 904 |
| OSR Holdings Inc, Expires 02/29/2028, Strike Price $11.50<sup>(f)</sup> | 14638 | 878 |
| OTG Acquisition Corp. I, Expires 10/22/2030, Strike Price $11.50<sup>(f)</sup> | 7321 | 3038 |
| Papaya Growth Opportunity Corp. I, Expires 12/31/2028, Strike Price $11.50<sup>(f)</sup> | 76584 | 774 |
| Pearl Holdings Acquisition Corp., Expires 12/15/2026, Strike Price $11.50<sup>(f)(j)</sup> | 18484 | 637 |
| Perimeter Acquisition Corp. I, Expires 05/13/2030, Strike Price $11.50<sup>(f)</sup> | 64869 | 55139 |
| Pinstripes Holdings Inc., Expires 09/30/2028, Strike Price $11.50<sup>(f)</sup> | 45560 | 248 |
| Plum Acquisition Corp IV, Expires 08/19/2029, Strike Price $11.50<sup>(f)</sup> | 8108 | 3811 |
| Pono Capital Two, Inc., Expires 10/17/2029, Strike Price $11.50<sup>(f)</sup> | 9738 | 2697 |
| ProCap Acquisition Corp., Expires 05/13/2030, Strike Price $11.50<sup>(f)</sup> | 40267 | 15454 |
| Procap Financial Inc., Expires 05/16/2030, Strike Price $11.50 | 1918 | 1074 |
| Procap Financial Inc., Expires 12/31/2030, Strike Price $11.50<sup>(f)</sup> | 12790 |  |
| Profusa Inc., Expires 08/02/2027, Strike Price $11.50<sup>(f)</sup> | 19197 | 538 |
| Psyence Biomedical Ltd., Expires 01/25/2029, Strike Price $11.50<sup>(f)</sup> | 30398 | 644 |
| QT Imaging Holdings Inc., Expires 12/31/2028, Strike Price $11.50<sup>(f)</sup> | 3954 | 518 |
| Range Capital Acquisition Corp. II, Expires 09/16/2030, Strike Price $11.50<sup>(f)</sup> | 26203 | 8779 |
| Real Asset Acquisition Corp., Expires 04/24/2030, Strike Price $11.50<sup>(f)</sup> | 160469 | 80892 |
| Real Messenger Corp., Expires 11/19/2029, Strike Price $11.50<sup>(f)</sup> | 31088 | 1321 |
| Relativity Acquisition Corp., Expires 02/11/2027, Strike Price $11.50<sup>(f)(j)</sup> | 45142 | 2126 |
| Renatus Tactical Acquisition Corp. I, Expires 05/15/2030, Strike Price $11.50<sup>(f)</sup> | 6969 | 5924 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Contracts** | **Fair Value** |
| Republic Digital Acquisition Co, Expires 05/01/2030, Strike Price $11.50<sup>(f)</sup> | 125310 | $71427 |
| Rice Acquisition Corp. 3, Expires 09/29/2031, Strike Price $11.50<sup>(f)</sup> | 20790 | 20292 |
| Rithm Acquisition Corp., Expires 12/30/2075, Strike Price $0.10<sup>(f)</sup> | 3070 | 2409 |
| Roadzen Inc., Expires 11/30/2028, Strike Price $11.50<sup>(f)</sup> | 55430 | 10061 |
| Roman DBDR Acquisition Corp II., Expires 10/31/2031, Strike Price $11.50<sup>(f)</sup> | 25605 | 19360 |
| Ross Acquisition Corp. II, Expires 02/12/2026, Strike Price $11.50<sup>(f)(j)</sup> | 28225 | 2546 |
| RRD Parent Inc., Expires 02/09/2035, Strike Price $0.01<sup>(f)</sup> | 19 | 136800 |
| Scage Future, Expires 06/30/2027, Strike Price $0.10<sup>(f)</sup> | 71462 | 3966 |
| Semnur Pharmaceuticals Inc., Expires 09/23/2030, Strike Price $11.50<sup>(f)</sup> | 27621 | 2915 |
| SharonAI Holdings Inc., Expires 12/16/2030, Strike Price $575.00<sup>(f)</sup> | 48884 | 24 |
| Sharps Technology Inc., Pre Funded Warrant, Expires 03/20/2026, Strike Price $0.00<sup>(f)</sup> | 59833 | 112486 |
| Sharps Technology Inc., Stapled Warrant, Expires 11/30/2028, Strike Price $9.75<sup>(f)</sup> | 236960 | 49762 |
| SIM Acquisition Corp. I, Expires0 6/01/2031, Strike Price $11.50<sup>(f)</sup> | 15808 | 4584 |
| SMX Security Matters PLC, Expires 03/07/2028, Strike Price $18,975.00<sup>(f)</sup> | 36580 | 2045 |
| Solidion Technology Inc., Expires 11/16/2026, Strike Price $11.50<sup>(f)(j)</sup> | 29262 | 3804 |
| Spectaire Holdings Inc., Expires 10/17/2028, Strike Price $11.50<sup>(f)(j)</sup> | 58258 |  |
| Spree Acquisition Corp. 1 Ltd., Expires 12/22/2028, Strike Price $11.50<sup>(f)</sup> | 20337 | 2 |
| Spring Valley Acquisition Corp. II, Expires 02/25/2026, Strike Price $11.50<sup>(f)</sup> | 13573 | 14117 |
| Spring Valley Acquisition Corp., Expires 09/30/2030, Strike Price $11.50<sup>(f)</sup> | 4908 | 7362 |
| SpringBig Holdings, Inc., Expires 06/14/2027, Strike Price $11.50<sup>(f)</sup> | 24279 | 50 |
| Syntec Optics Holdings Inc., Expires 11/08/2026, Strike Price $11.50<sup>(f)</sup> | 27378 | 26010 |
| Target Global Acquisition I Corp., Expires 12/31/2027, Strike Price $11.50<sup>(f)</sup> | 18073 | 192 |
| Technology & Telecommunication Acquisition Corp., Expires 02/15/2027, Strike Price $11.50<sup>(f)</sup> | 52993 | 1150 |
| Terrestrial Energy Inc., Expires 10/10/2029, Strike Price $11.50<sup>(f)</sup> | 6084 | 25188 |
| Titan Acquisition Sponsor Holdco, LLC, Expires 5 years after initial business combination, Strike Price $11.50<sup>(c)(f)</sup> | 117383 | 35215 |
| TLGY Acquisition Corp., Expires 01/14/2028, Strike Price $11.50<sup>(f)</sup> | 65630 | 70913 |
| TNL Mediagene, Expires 06/14/2028, Strike Price $11.50<sup>(f)</sup> | 16257 | 258 |
| Toyo Co Ltd., Expires 01/10/2029, Strike Price $11.50<sup>(f)</sup> | 23266 | 25593 |
| Trailblazer Acquisition Corp., Expires 07/24/2030, Strike Price $11.50<sup>(f)</sup> | 15350 | 7368 |
| Uinta Infrastructure Group C, Expires 01/09/2031, Strike Price $11.50<sup>(f)</sup> | 48608 | 27707 |
| United Homes Group, Inc., Expires 01/28/2028, Strike Price $11.50<sup>(f)</sup> | 6505 | 2082 |
| Valuence Merger Corp. I, Expires 03/01/2027, Strike Price $11.50<sup>(f)</sup> | 60778 | 2438 |
| Vast Solar Pty Ltd., Expires 07/01/2028, Strike Price $11.50<sup>(f)</sup> | 87846 | 45 |
| Volato Group Inc., Expires 12/03/2028, Strike Price $11.50<sup>(f)</sup> | 20757 | 229 |
| Verde Clean Fuels, Inc., Expires 12/31/2027, Strike Price $11.50<sup>(f)</sup> | 327 | 14 |
| Vertical Aerospace, Ltd. Class A Warrants, Expires 01/22/2030, Strike Price $11.50<sup>(c)(f)</sup> | 484471 | 1700493 |
| Vertical Aerospace, Ltd. Class B Warrants, Expires 01/22/2030, Strike Price $11.50<sup>(c)(f)</sup> | 484471 | 1598754 |
| VSee Health, Inc., Expires 11/04/2028, Strike Price $11.50<sup>(f)</sup> | 17198 | 771 |
| Wen Acquisition Corp., Expires 05/15/2031, Strike Price $11.50<sup>(f)</sup> | 120297 | 50526 |
| Western Acquisition Ventures Corp., Expires 01/12/2027, Strike Price $11.50<sup>(f)</sup> | 29980 | 956 |
| Willow Lane Acquisition Corp., Expires 10/31/2031, Strike Price $11.50<sup>(f)</sup> | 8944 | 32021 |
| Yotta Acquisition Corp., Expires 03/15/2027, Strike Price $11.50<sup>(f)</sup> | 47369 | 58 |
| Youlife Group Inc, Expires 07/10/2030, Strike Price $11.50<sup>(f)</sup> | 5841 | 702 |
| Zapata Computing Holdings Inc., Expires 03/23/2028, Strike Price $11.50<sup>(f)</sup> | 24523 | 6867 |
| Zapp Electric Vehicles Group L, Expires 03/03/2028, Strike Price $230.00<sup>(f)</sup> | 11642 | 45 |
| Zeo Energy Corp., Expires 03/14/2029, Strike Price $11.50<sup>(f)</sup> | 61117 | 3057 |
| Zoomcar Holdings Inc., Expires 07/01/2028, Strike Price $11.50<sup>(f)</sup> | 71433 | 572 |
| ZOOZ Strategy Ltd., Expires 04/05/2029, Strike Price $11.50<sup>(f)</sup> | 24349 | 1072 |
| ZyVersa Therapeutics Inc., Expires 12/12/2027, Strike Price $4,025.00<sup>(f)</sup> | 7099 | 498 |
| **TOTAL WARRANTS** |  | **5811269** |
| (Cost $2,699,483) |  |  |

---

Quarterly Report \| January 31, 2026 13

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Contracts** | **Fair Value** |
| **RIGHTS - 0.03%** |  |  |
| A SPAC II Acquisition Corp., Expires 12/31/2049<sup>(f)</sup> | 68843 | $7122 |
| AI Infrastructure Acquisition Corp., Expires 12/01/2075<sup>(f)</sup> | 12121 | 3273 |
| Broad Capital Acquisition Corp., Expires 03/02/2072<sup>(f)(j)</sup> | 53360 | $10138 |
| ClimateRock, Expires 06/01/2027<sup>(f)</sup> | 23557 | 4065 |
| Crane Harbor Acquisition Corp., Expires 05/19/2075<sup>(f)</sup> | 5965 | 5130 |
| Crane Harbor Acquisition Corp. II, Expires 05/19/2075<sup>(f)</sup> | 18951 | 4558 |
| Hall Chadwick Acquisition Corp., Expires 01/27/2076<sup>(f)</sup> | 55633 | 14465 |
| Hennessy Capital Investment Corp. VII, Expires 12/30/2075<sup>(f)</sup> | 14189 | 3973 |
| Inception Growth Acquisition, Ltd., Expires 01/21/2072<sup>(f)</sup> | 7394 | 1996 |
| Inflection Point Acquisition Corp. III, Expires 06/16/2075<sup>(f)</sup> | 107378 | $40804 |
| K&F Growth Acquisition Corp. II, Expires 12/30/2075<sup>(f)</sup> | 8118 | 1299 |
| Mountain Crest Acquisition Corp. V, Expires 12/31/2049<sup>(f)</sup> | 8917 | 1116 |
| Mountain Lake Acquisition Corp., Expires 12/31/2025<sup>(f)</sup> | 18813 | $3951 |
| Spring Valley Acquisition Corp. II, Expires 10/12/2027<sup>(f)</sup> | 27147 | 17629 |
| Yotta Acquisition Corp., Expires 12/31/2049<sup>(f)</sup> | 29452 | 2946 |
| **TOTAL RIGHTS** |  | **122465** |
| (Cost $111,419) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Contracts** | **Fair Value** |
| **OPTIONS - 1.78%<sup>(k)</sup>** |  |  |
| **Put Option Contracts - 1.78%** |  |  |
| iShares Bitcoin Trust ETF, Expires 01/15/2027, Strike Price $15.00<sup>(f)</sup> | 200 | 8200 |
| iShares Bitcoin Trust ETF, Expires 06/18/2027, Strike Price $45.00<sup>(f)</sup> | 198 | 75240 |
| Russell 2000 Index, Expires 04/17/2026, Strike Price $2,590<sup>(f)</sup> | 55 | 484000 |
| Russell 2000 Index, Expires 04/17/2026, Strike Price $2,630<sup>(f)</sup> | 42 | 414666 |
| Russell 2000 Index, Expires 04/17/2026, Strike Price $2,650<sup>(f)</sup> | 42 | 443352 |
| Russell 2000 Index, Expires 04/17/2026, Strike Price $2,660<sup>(f)</sup> | 11 | 127270 |
| Russell 2000 Index, Expires 04/17/2026, Strike Price $2,660<sup>(f)</sup> | 66 | 667458 |
| S&P 500 Index, Expires 04/17/2026, Strike Price $6,755<sup>(f)</sup> | 80 | 971200 |
| S&P 500 Index, Expires 04/17/2026, Strike Price $6,760<sup>(f)</sup> | 29 | 355975 |
| S&P 500 Index, Expires 04/17/2026, Strike Price $6,825<sup>(f)</sup> | 110 | 1521850 |
| S&P 500 Index, Expires 04/17/2026, Strike Price $6,830<sup>(f)</sup> | 153 | 1939520 |
| S&P 500 Index, Expires 04/17/2026, Strike Price $6,980<sup>(f)</sup> | 15 | 263998 |
|  |  | 7272729 |
| **TOTAL OPTIONS** |  | **7272729** |
| (Premiums paid $7,163,515) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **MONEY MARKET FUNDS - 2.26%** |  |  |
| BNY Mellon U.S. Treasury Fund, 7 Day Yield, 3.200%<sup>(g)(h)</sup> | 5000283 | 5000283 |
| JPMorgan US Treasury Plus Money Market Fund, 7 Day Yield, 3.630% | 4205987 | 4205987 |
| **TOTAL MONEY MARKET FUNDS** |  | **9206270** |
| (Cost $9,206,270) |  |  |
| Total Investments in Securities - 96.52% |  | **393348701** |
| (Cost $378,625,849) |  |  |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **INVESTMENT IN AFFILIATED FUND** | **Shares** | **Fair Value** |
| Saba Capital Income & Opportunities Fund II<sup>(f)</sup> | 79692 | $648692 |
| Total Investment in Affiliated Fund - 0.16% |  | **648692** |
| (Cost $664,219) |  |  |
| Other Assets in Excess of Liabilities - 3.33% |  | 13553959 |
| **NET ASSETS - 100.00%** |  | $**407551352** |

---

*Amounts above are shown as a percentage of net assets as of January 31, 2026.*

**SCHEDULE OF SECURITIES SOLD SHORT**

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **CORPORATE BONDS - (5.87%)** |  |  |
| **Consumer Discretionary - (3.16%)** |  |  |
| Biocon Biologics Global PLC, 6.670%, 10/09/2029<sup>(b)</sup> | $(1431000) | (1452828) |
| Biocon Biologics Global PLC, 6.670%, 10/09/2029<sup>(e)</sup> | (5250000) | (5330081) |
| Star Parent Inc., 9.000%, 10/01/2030<sup>(b)(f)</sup> | (5738000) | (6088213) |
|  |  | **(12871122)** |
| **Financials - (0.49%)** |  |  |
| Global Auto HO/AAG FH UK, 8.750%, 01/15/2032<sup>(b)(f)</sup> | (2082000) | (2015521) |
|  |  | **(2015521)** |
| **Industrials - (1.59%)** |  |  |
| Icahn Enterprises LP/Icahn Enterprises Finance Corporation, 4.375%, 02/01/2029 | (696000) | (615188) |
| Icahn Enterprises LP/Icahn Enterprises Finance Corporation, 5.250%, 05/15/2027 | (5908000) | (5848222) |
|  |  | **(6463410)** |
| **Real Estate - (0.63%)** |  |  |
| CPI Property Group SA, 1.750%, 01/14/2030<sup>(e)(f)</sup> | (2462000) | (2553693) |
|  |  | **(2553693)** |
| **TOTAL CORPORATE BONDS** |  | **(23903746)** |
| (Proceeds $22,916,676) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **SOVEREIGN DEBT OBLIGATIONS - (23.88%)** |  |  |
| **Sovereign - (23.88%)** |  |  |
| US TREASURY N/B, 3.500%, 01/31/2028<sup>(f)</sup> | (35153000) | (35131029) |
| US TREASURY N/B, 4.000%, 11/15/2035 | (28381000) | (27802294) |
| US TREASURY N/B, 3.625%, 12/31/2030 | (34679999) | (34409063) |
| **TOTAL SOVEREIGN DEBT OBLIGATIONS** |  | **(97342386)** |
| (Proceeds $97,755,690) |  |  |

---

Quarterly Report \| January 31, 2026 15

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **COMMON STOCK - (9.83%)** |  |  |
| **Communications - (1.50%)** |  |  |
| Alphabet Inc., Class A Common Shares | (2223) | $(751374) |
| Alphabet Inc., Class C Common Shares | (3943) | (1334824) |
| Cogent Communications Holdings Inc. | (933) | (22672) |
| Delivery Hero SE<sup>(b)(f)</sup> | (1096) | (30582) |
| DoorDash, Inc.<sup>(f)</sup> | (228) | (46653) |
| Formula One Group<sup>(f)</sup> | (1062) | (92415) |
| Live Nation Entertainment Inc.<sup>(f)</sup> | (145) | (21090) |
| Meta Platforms, Inc. | (402) | (288033) |
| Netflix, Inc.<sup>(f)</sup> | (959) | (80067) |
| Reddit Inc.<sup>(f)</sup> | (327) | (58948) |
| ROBLOX Corp.<sup>(f)</sup> | (374) | (24594) |
| Spotify Technology SA.<sup>(f)</sup> | (138) | (69048) |
| Uber Technologies Inc.<sup>(f)</sup> | (837) | (67002) |
| Universal Music Group NV<sup>(f)</sup> | (125731) | (3082059) |
| Zillow Group, Inc.<sup>(f)</sup> | (2578) | (162491) |
|  |  | **(6131852)** |
| **Consumer Discretionary - (3.18%)** |  |  |
| Alibaba Group Holding, Ltd.<sup>(f)</sup> | (221) | (37473) |
| Amazon.com, Inc.<sup>(f)</sup> | (2560) | (612608) |
| Booking Holdings Inc.<sup>(f)</sup> | (13) | (65024) |
| Chewy Inc.<sup>(f)</sup> | (829) | (24132) |
| Chipotle Mexican Grill, Inc.<sup>(f)</sup> | (10992) | (427259) |
| Coupang Inc.<sup>(f)</sup> | (1820) | (36691) |
| DraftKings Inc.<sup>(f)</sup> | (929) | (25557) |
| Ferrari N.V.<sup>(f)</sup> | (74) | (24655) |
| Ferrari NV<sup>(f)</sup> | (20782) | (6917233) |
| Hilton Worldwide Holdings Inc. | (2644) | (789260) |
| MercadoLibre, Inc.<sup>(f)</sup> | (34) | (73025) |
| Moncler SpA<sup>(f)</sup> | (1771) | (102885) |
| NIKE Inc. | (9243) | (571310) |
| Restaurant Brands International Inc. | (11326) | (758729) |
| Stellantis NV<sup>(f)</sup> | (254176) | (2501213) |
|  |  | **(12967054)** |
| **Consumer Staples - (0.03%)** |  |  |
| Heineken Holding NV<sup>(f)</sup> | (230) | (16985) |
| Oddity Tech Ltd.<sup>(f)</sup> | (1770) | (58127) |
| The Clorox Company | (296) | (33386) |
|  |  | **(108498)** |
| **Energy - (0.25%)** |  |  |
| Enbridge, Inc. | (2777) | (135561) |
| Energy Transfer LP | (10064) | (185681) |
| Enterprise Products Partners LP | (4770) | (158316) |
| Hess Midstream LP | (957) | (33945) |
| MPLX LP | (3818) | (213426) |
| NexGen Energy Ltd.<sup>(f)</sup> | (13833) | (173798) |
| TC Energy Corp. | (1365) | (80036) |
| Western Midstream Partners LP<sup>(f)</sup> | (1078) | (44694) |
|  |  | **(1025457)** |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **Financials - (0.59%)** |  |  |
| Adyen NV<sup>(b)(f)</sup> | (16) | $(23772) |
| Affirm Holdings Inc.<sup>(f)</sup> | (332) | (20020) |
| Allfunds Group PLC<sup>(f)</sup> | (687) | (6653) |
| Aon PLC | (111) | (38810) |
| Bank of America Corp.<sup>(f)</sup> | (27) | (1436) |
| Block Inc.<sup>(f)</sup> | (1201) | (72576) |
| Brookfield Corp. | (27558) | (1255267) |
| CME Group Inc. | (245) | (70820) |
| Corpay Inc.<sup>(f)</sup> | (124) | (39014) |
| Intercontinental Exchange, Inc. | (1037) | (180210) |
| MasterCard Inc. | (271) | (146012) |
| MSCI Inc. | (151) | (91992) |
| Robinhood Markets Inc.<sup>(f)</sup> | (1280) | (127334) |
| The Progressive Corporation | (343) | (71344) |
| Tradeweb Markets Inc. | (1328) | (136877) |
| Visa Inc. | (82) | (26390) |
| Webster Financial Corp. | (1212) | (79713) |
|  |  | **(2388240)** |
| **Health Care - (0.93%)** |  |  |
| AbbVie Inc. | (202) | (45048) |
| Agios Pharmaceuticals Inc.<sup>(f)</sup> | (1073) | (29443) |
| Alcon Inc.<sup>(f)</sup> | (424) | (34236) |
| Alnylam Pharmaceuticals, Inc.<sup>(f)</sup> | (135) | (45638) |
| Ambu A/S | (4150) | (56055) |
| Avidity Biosciences Inc. | (898) | (65168) |
| Danaher Corp. | (201) | (43997) |
| Denali Therapeutics Inc.<sup>(f)</sup> | (759) | (16501) |
| GE HealthCare Technologies Inc. | (500) | (39485) |
| Genmab A/S<sup>(f)</sup> | (102) | (32735) |
| Guardant Health Inc.<sup>(f)</sup> | (28) | (3193) |
| Harmony Biosciences Holdings Inc.<sup>(f)</sup> | (1493) | (54524) |
| HealthStream Inc. | (1026) | (22870) |
| Hyperliquid Strategies Inc.<sup>(f)</sup> | (135) | (612) |
| Illumina, Inc.<sup>(f)</sup> | (7) | (1014) |
| Incyte Corp.<sup>(f)</sup> | (444) | (44431) |
| Insmed Inc.<sup>(f)</sup> | (146) | (22903) |
| Insulet Corp.<sup>(f)</sup> | (66) | (16883) |
| Intuitive Surgical Inc.<sup>(f)</sup> | (50) | (25211) |
| Ionis Pharmaceuticals Inc.<sup>(f)</sup> | (2139) | (176831) |
| Koninklijke Philips NV<sup>(f)</sup> | (73102) | (2090906) |
| Medpace Holdings Inc.<sup>(f)</sup> | (91) | (53006) |
| Mineralys Therapeutics Inc.<sup>(f)</sup> | (1914) | (59123) |
| Moderna, Inc.<sup>(f)</sup> | (646) | (28469) |
| Natera Inc.<sup>(f)</sup> | (86) | (19878) |
| Neurocrine Biosciences Inc.<sup>(f)</sup> | (640) | (87078) |
| Novo Nordisk A/S<sup>(f)</sup> | (810) | (4860) |
| PACIRA BIOSCIENCES INC.<sup>(f)</sup> | (202) | (4149) |
| RaySearch Laboratories AB<sup>(f)</sup> | (787) | (16805) |
| Recordati Industria Chimica e Farmaceutica SpA | (1408) | (77340) |
| Repligen Corp.<sup>(f)</sup> | (265) | (39583) |
| Revolution Medicines Inc.<sup>(f)</sup> | (1951) | (189149) |
| Scholar Rock Holding Corp.<sup>(f)</sup> | (1019) | (45182) |
| Sharps Technology Inc. | (22279) | (46118) |
| SI-BONE Inc.<sup>(f)</sup> | (310) | (5140) |

---

Quarterly Report \| January 31, 2026 17

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Tandem Diabetes Care Inc.<sup>(f)</sup> | (57) | $(1134) |
| Thermo Fisher Scientific Inc. | (23) | (13308) |
| Travere Therapeutics Inc.<sup>(f)</sup> | (1484) | (46138) |
| Vertex Pharmaceuticals Inc.<sup>(f)</sup> | (342) | (160706) |
| Zymeworks Inc.<sup>(f)</sup> | (803) | (18092) |
|  |  | **(3782942)** |
| **Industrials - (1.19%)** |  |  |
| Aalberts Industries NV.<sup>(f)</sup> | (1032) | (39708) |
| Advanced Drainage Systems Inc. | (258) | (39226) |
| Alfa Laval AB<sup>(f)</sup> | (1127) | (65463) |
| Alight, Inc.<sup>(f)</sup> | (261319) | (399818) |
| AMETEK Inc. | (304) | (68090) |
| Atkore Inc. | (682) | (47365) |
| Atlas Copco AB<sup>(f)</sup> | (2162) | (44599) |
| Canadian Pacific Kansas City Ltd. | (7252) | (539114) |
| CEA Industries Inc. | (4706) | (23483) |
| Clarivate PLC<sup>(f)</sup> | (35761) | (94767) |
| Clean Harbors Inc.<sup>(f)</sup> | (158) | (41066) |
| CNH Industrial NV<sup>(f)</sup> | (150801) | (1622619) |
| Deere & Co. | (148) | (78144) |
| Epiroc AB<sup>(f)</sup> | (2129) | (59681) |
| Equifax Inc. | (234) | (47128) |
| Exponent Inc. | (561) | (40319) |
| Geberit AG<sup>(f)</sup> | (130) | (99150) |
| Generac Holdings, Inc.<sup>(f)</sup> | (131) | (22013) |
| Graco Inc. | (1112) | (97111) |
| HEICO Corp. | (240) | (79418) |
| IDEX Corp.<sup>(f)</sup> | (272) | (54006) |
| Iveco Group NV<sup>(f)</sup> | (26563) | (594151) |
| Leonardo DRS Inc. | (358) | (14699) |
| nVent Electric plc | (374) | (41985) |
| Paycom Software Inc. | (176) | (23716) |
| Pentair plc | (307) | (32349) |
| Prysmian S.p.A<sup>(f)</sup> | (338) | (40245) |
| Rational AG<sup>(f)</sup> | (151) | (121086) |
| Rollins Inc. | (1517) | (96087) |
| SGS SA<sup>(f)</sup> | (288) | (34573) |
| Verisk Analytics Inc. | (375) | (81548) |
| Vertiv Holdings Co | (188) | (35002) |
| Vicor Corp.<sup>(f)</sup> | (216) | (34057) |
| Waste Connections Inc. | (193) | (32288) |
| Xylem Inc. | (347) | (47841) |
|  |  | **(4831915)** |
| **Information Technology - (0.50%)** |  |  |
| Accenture PLC | (136) | (35855) |
| Adobe Inc.<sup>(f)</sup> | (143) | (41935) |
| Amphenol Corp. | (818) | (117857) |
| AppLovin Corp.<sup>(f)</sup> | (78) | (36903) |
| Arlo Technologies Inc.<sup>(f)</sup> | (1195) | (15165) |
| Astera Labs Inc.<sup>(f)</sup> | (89) | (13405) |
| Atlassian Corp.<sup>(f)</sup> | (386) | (45617) |
| Aurora Innovation Inc.<sup>(f)</sup> | (3449) | (14486) |
| AvePoint Inc.<sup>(f)</sup> | (2269) | (26388) |
| Bentley Systems Inc. | (630) | (22126) |
| Broadcom Inc. | (930) | (308109) |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Celestica Inc.<sup>(f)</sup> | (599) | $(168313) |
| CEVA Inc.<sup>(f)</sup> | (1040) | (21934) |
| Ciena Corp.<sup>(f)</sup> | (216) | (54391) |
| Coherent Corp.<sup>(f)</sup> | (136) | (28856) |
| Corning Inc. | (397) | (40990) |
| Credo Technology Group Holding Ltd.<sup>(f)</sup> | (241) | (30192) |
| CyberArk Software Ltd.<sup>(f)</sup> | (52) | (22403) |
| Globant SA<sup>(f)</sup> | (235) | (15717) |
| Harmonic Inc.<sup>(f)</sup> | (2545) | (24737) |
| Hewlett Packard Enterprise Co<sup>(f)</sup> | (2035) | (43793) |
| JFrog Ltd.<sup>(f)</sup> | (909) | (49813) |
| Kulicke & Soffa Industries Inc. | (248) | (14218) |
| Littelfuse Inc. | (153) | (49535) |
| Marvell Technology Inc. | (72) | (5682) |
| Micron Technology Inc. | (251) | (104135) |
| monday.com Ltd.<sup>(f)</sup> | (216) | (24786) |
| Nemetschek SE<sup>(f)</sup> | (660) | (57854) |
| Oracle Corp. | (280) | (46082) |
| PTC Inc.<sup>(f)</sup> | (221) | (34505) |
| Pure Storage Inc.<sup>(f)</sup> | (88) | (6120) |
| Qualys Inc.<sup>(f)</sup> | (646) | (85207) |
| Radware Ltd.<sup>(f)</sup> | (791) | (19103) |
| Red Violet Inc.<sup>(f)</sup> | (671) | (30517) |
| Samsara Inc.<sup>(f)</sup> | (46) | (1290) |
| Seagate Technology Holdings PLC | (192) | (78276) |
| Super Micro Computer Inc.<sup>(f)</sup> | (739) | (21512) |
| Synopsys Inc.<sup>(f)</sup> | (227) | (105581) |
| Trimble Inc.<sup>(f)</sup> | (608) | (41101) |
| Veeco Instruments Inc.<sup>(f)</sup> | (562) | (17551) |
| VeriSign Inc. | (486) | (118696) |
|  |  | **(2040736)** |
| **Materials - (0.64%)** |  |  |
| Agnico Eagle Mines Ltd. | (1183) | (224923) |
| Alamos Gold Inc. | (8157) | (302282) |
| Ashland Inc. | (633) | (38714) |
| B2Gold Corp. | (16076) | (78276) |
| Critical Metals Corp.<sup>(f)</sup> | (40391) | (531949) |
| Discovery Silver Corp.<sup>(f)</sup> | (40370) | (284026) |
| DSM-Firmenich AG<sup>(f)</sup> | (1327) | (104130) |
| Freeport-McMoRan Inc. | (1668) | (100464) |
| GoGold Resources Inc.<sup>(f)</sup> | (20515) | (48061) |
| Orla Mining Ltd. | (47371) | (714574) |
| Teck Resources Ltd.<sup>(f)</sup> | (3390) | (182246) |
|  |  | **(2609645)** |
| **Real Estate - (0.29%)** |  |  |
| CoStar Group Inc.<sup>(f)</sup> | (494) | (30381) |
| Crown Castle Inc. | (80) | (6945) |
| Iron Mountain Inc. | (947) | (87156) |
| Prologis Inc. | (40) | (5222) |
| The Howard Hughes Corporation<sup>(f)</sup> | (13012) | (1062560) |
|  |  | **(1192264)** |

---

Quarterly Report \| January 31, 2026 19

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **Technology - (0.71%)** |  |  |
| Advanced Micro Devices, Inc.<sup>(f)</sup> | (355) | $(83803) |
| Arista Networks, Inc.<sup>(f)</sup> | (298) | (42239) |
| ASML Holding NV<sup>(f)</sup> | (93) | (134005) |
| BE Semiconductor Industries NV<sup>(f)</sup> | (287) | (55962) |
| Cloudflare, Inc.<sup>(f)</sup> | (306) | (54269) |
| Descartes Systems Group, Inc.<sup>(f)</sup> | (177) | (13219) |
| Doximity Inc.<sup>(f)</sup> | (780) | (29227) |
| Fabrinet.<sup>(f)</sup> | (237) | (115997) |
| Fair Isaac Corp.<sup>(f)</sup> | (33) | (48285) |
| HMS Networks AB<sup>(f)</sup> | (1179) | (53103) |
| Inficon Holding AG<sup>(f)</sup> | (97) | (15308) |
| Intuit Inc. | (14) | (6985) |
| KLA CORP. | (56) | (79965) |
| Lam Research Corp.<sup>(f)</sup> | (510) | (118832) |
| Lumentum Holdings Inc.<sup>(f)</sup> | (222) | (86988) |
| Melexis NV<sup>(f)</sup> | (400) | (30227) |
| Microsoft Corp. | (1191) | (512475) |
| Monolithic Power Systems Inc. | (54) | (60704) |
| nLight Inc.<sup>(f)</sup> | (876) | (39954) |
| Nordic Semiconductor ASA<sup>(f)</sup> | (4924) | (66263) |
| NVIDIA Corp. | (2763) | (528092) |
| Pegasystems Inc. | (656) | (28661) |
| Reply SpA<sup>(f)</sup> | (340) | (44493) |
| ServiceNow, Inc.<sup>(f)</sup> | (345) | (40368) |
| Shopify, Inc.<sup>(f)</sup> | (187) | (24537) |
| Snowflake Inc.<sup>(f)</sup> | (326) | (62820) |
| SPS Commerce Inc.<sup>(f)</sup> | (240) | (21422) |
| Taiwan Semiconductor Manufacturing Co., Ltd. | (1424) | (470717) |
| Varonis Systems Inc.<sup>(f)</sup> | (420) | (12533) |
|  |  | **(2881453)** |
| **Utilities - (0.02%)** |  |  |
| Clearway Energy Inc. | (25) | (904) |
| Northland Power Inc. | (2194) | (30244) |
| Ormat Technologies Inc. | (521) | (65094) |
|  |  | **(96242)** |
| **TOTAL COMMON STOCK** |  | **(40056298)** |
| (Proceeds $40,644,847) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **CLOSED END FUNDS - (0.00%)<sup>(d)</sup>** |  |  |
| **Fixed Income - (0.00%)<sup>(d)</sup>** |  |  |
| Nuveen Municipal High Income Opportunity Fund | (431) | (4491) |
|  |  | **(4491)** |
| **TOTAL CLOSED END FUNDS** |  | **(4491)** |
| (Proceeds $4,510) |  |  |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **EXCHANGE TRADED FUNDS - (11.89%)** |  |  |
| **Alternative - (3.51%)** |  |  |
| Grayscale Bitcoin Mini Trust B<sup>(f)(g)</sup> | (54060) | $(2004545) |
| Grayscale Bitcoin Trust<sup>(f)(g)</sup> | (188176) | (12301065) |
|  |  | **(14305610)** |
| **Equity - (7.41%)** |  |  |
| iShares Biotechnology ETF | (30980) | (5341881) |
| iShares Global Infrastructure ETF | (906) | (58355) |
| iShares MSCI ACWI ETF | (54660) | (7953030) |
| iShares MSCI India ETF<sup>(f)</sup> | (10620) | (549479) |
| State Street Communication Services Select Sector SPDR ETF | (9166) | (1100653) |
| State Street Energy Select Sector SPDR ETF | (64) | (3267) |
| VanEck Gold Miners ETF | (79049) | (7446417) |
| VanEck Vectors Junior Gold Miners ETF<sup>(f)</sup> | (11321) | (1404824) |
| Vanguard FTSE Developed Markets ETF | (21896) | (1449515) |
| Vanguard FTSE Emerging Markets ETF | (48956) | (2764545) |
| Vanguard Information Technology ETF | (480) | (359002) |
| Vanguard Total Stock Market ETF | (5180) | (1764154) |
|  |  | **(30195122)** |
| **Real Estate - (0.97%)** |  |  |
| Vanguard Real Estate ETF | (43384) | (3939267) |
|  |  | **(3939267)** |
| **TOTAL EXCHANGE TRADED FUNDS** |  | **(48439999)** |
| (Proceeds $47,011,279) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **PREFERRED STOCK - (0.04%)** |  |  |
| **Technology - (0.04%)** |  |  |
| Strategy Inc. Non-Cumulative Preferred Series A<sup>(f)</sup> | (2522) | (183703) |
|  |  | **(183703)** |
| **TOTAL PREFERRED STOCK** |  | **(183703)** |
| (Proceeds $194,437) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Contracts** | **Fair Value** |
| **WARRANTS - 0.00%<sup>(d)</sup>** |  |  |
| Engene Holdings Inc., Expires 08/28/2028, Strike Price $11.50<sup>(f)</sup> | (1115) | (3066) |
| **TOTAL WARRANTS** |  | **(3066)** |
| (Proceeds $3,038) |  |  |
| Total Securities Sold Short - (51.51%) |  | $(209933689) |
| (Proceeds $208,530,477) |  |  |

---

Quarterly Report \| January 31, 2026 21

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

 

*<sup>(a)</sup>* *Security is in default as of year-end and is therefore non-income producing.*

*<sup>(b)</sup>* *Security exempt from registration under Rule 144A of the Securities Act of 1933 (the "Securities Act"). Total market value of Rule 144A securities amounts to $35,477,439, which represented approximately 8.71% of net assets as of January 31, 2026. Such securities may normally be sold to qualified institutional buyers in transactions exempt from registration.*

*<sup>(c)</sup>* *Level 3 assets valued using significant unobservable inputs as a result of unavailable quoted prices from an active market or the unavailability of other significant observable inputs.*

*<sup>(d)</sup>* *Amount represents less than 0.005% of net assets.*

*<sup>(e)</sup>* *Securities were originally issued pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. As of January 31, 2026, the aggregate market value of those securities was -$4,900,321, which represents approximately -1.20% of net assets.*

*<sup>(f)</sup>* *Non-income producing security.*

*<sup>(g)</sup>* *A portion or all of the security is owned by BRW SPV I, a wholly-owned subsidiary of the Fund.*

*<sup>(h)</sup>* *A portion or all of the security is owned by BRW SPV II, a wholly-owned subsidiary of the Fund.*

*<sup>(i)</sup>* *The security is a floating rate note which has an annual interest rate, reset monthly, that is calculated by taking the product of a leverage multiplier and (USISDA30 - USISDA02).*

*<sup>(j)</sup>* *At January 31, 2026, the value of these investments amounted to $0, representing 0.0% of the net assets of the Fund.*

*<sup>(k)</sup>* *At January 31, 2026, all options held by the Fund are exchange traded listed options.*

**Investment Abbreviations:**

ESTRON - Euro Short-Term Rate

OBFR - United States Overnight Bank Funding Rate

RBACOR - RBA Interbank Overnight Cash Rate

SOFR - Secured Overnight Financing Rate

SONIA - Sterling Over Night Index Average

**Reference Rates:**

ESTRON - Euro Short-Term Rate as of January 31, 2026 was 1.926%

OBFR - United States Overnight Bank Funding Rate as of January 31, 2026 was 3.630%

SOFR - Secured Overnight Financing Rate as of January 31, 2026 was 3.676%

TSFR1M - CME Term SOFR 1 Month as of January 31, 2026 was 3.669%

TSFR3M - CME Term SOFR 3 Month as of January 31, 2026 was 3.660%

TSFR6M - CME Term SOFR 6 Month as of January 31, 2026 was 3.616%

SONIA - Sterling Overnight Index Average as of January 31, 2026 was 3.725%

**Counterparty Abbreviations:**

JPM - JPMorgan Chase Bank, N.A.

GSI - Goldman Sachs International

MSCS - Morgan Stanley Capital Services

BARC - Barclays Bank PLC

MSCO – Morgan Stanley & Company

**Currency Abbreviations:**

AUD - Australian Dollar

CAD - Canadian Dollar

CHF - Swiss Franc

DKK - Danish Krone

EUR - Eurozone Currency

GBP - Great British Pound

JPY - Japanese Yen

NOK - Norwegian Krone

SEK - Swedish Krona

USD - United States Dollar

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

**SIMPLE AGREEMENT FOR FUTURE EQUITY (SAFE) CONTRACTS**

---

| | | |
|:---|:---|:---|
| | **Cost** | **Fair Value** |
| AEYE Health Inc.<sup>(a)</sup> | $1293010 | $1628971 |
| BeeHero Ltd.<sup>(a)</sup> | 321840 | 374622 |
| Nemo Enterprises, Inc.<sup>(a)</sup> | 84210 | 84210 |
| Quantalx Neuroscience Ltd.<sup>(a)</sup> | 3000000 | 3639821 |
| Real View Imaging Ltd.<sup>(a)</sup> | 2250000 | 2246438 |
|  | $6949060 | $7974062 |

---

*<sup>(a)</sup>* *Level 3 assets valued using significant unobservable inputs as a result of unavailable quoted prices from an active market or the unavailability of other significant observable inputs.*

**FORWARD FOREIGN CURRENCY CONTRACTS**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement <br> Date** | **Fund<br> Receiving** | **Value** | **Fund<br> Delivering** | **Cost** | **Unrealized<br> Appreciation** |
| JPM | 02/09/2026 | CAD | $734589 | USD | $726113 | $8476 |
| JPM | 03/20/2026 | GBP | 6503097 | USD | 6381178 | 121919 |
|  |  |  |  |  |  | $130395 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement<br> Date** | **Fund**<br> **Receiving** | **Value** | **Fund**<br> **Delivering** | **Cost** | **Unrealized**<br> **Depreciation** |
| JPM | 03/20/2026 | GBP | $684135 | USD | $689251 | $(5116) |
| JPM | 04/02/2026 | USD | 9950555 | AUD | 10339013 | (388458) |
| JPM | 04/02/2026 | USD | 1148978 | CHF | 1171816 | (22838) |
| JPM | 03/20/2026 | USD | 27410145 | EUR | 27547312 | (137167) |
| JPM | 03/20/2026 | USD | 14990070 | GBP | 15290414 | (300344) |
| JPM | 04/02/2026 | USD | 681357 | JPY | 688283 | (6926) |
| JPM | 04/02/2026 | USD | 2996444 | SEK | 3096763 | (100319) |
|  |  |  |  |  |  | $(961168) |
|  |  |  |  |  |  | $(830773) |

---

**FUTURES CONTRACTS**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Maturity<br> Date** | **Notional<br> Amount** | **Unrealized**<br> **Depreciation** |
| **Long Position Contracts** |  |  |  |  |
| AUD/USD Futures Mar 26 | 140 | 03/16/2026 | $9293522 | $467278 |
| GBP/USD Futures Mar 26 | 57 | 03/16/2026 | 4744736 | 134821 |
|  |  |  |  | $602099 |

---

Quarterly Report \| January 31, 2026 23

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

**FUTURES CONTRACTS**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Maturity<br> Date** | **Notional<br> Amount** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Short Position Contracts** |  |  |  |  |
| CAD/USD Futures Mar 26 | (91) | 03/17/2026 | $6591468 | $(117962) |
| EUR/GBP Futures Mar 26 | (10) | 03/16/2026 | 1468849 | 16296 |
| FTSE 250 Index FUT Mar 26 | (137) | 03/20/2026 | 8119622 | (415755) |
| LONG GILT FUTURE Mar 26 | (43) | 03/27/2026 | 5180745 | 5334 |
| US 5YR NOTE (CBT) Mar 26 | (82) | 03/31/2026 | 8999592 | 67357 |
| US 10YR NOTE (CBT) Mar 26 | (5) | 03/20/2026 | 566206 | 7065 |
|  |  |  |  | $(437665) |
|  |  |  |  | $164434 |

---

**TO BE ANNOUNCED (TBA) MORTGAGE-BACKED SECURITIES (MBS) FORWARD CONTRACTS**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | **Description** | **Maturity<br> Date** | **Notional<br> Amount** | **Net Unrealized<br> Appreciation/<br> (Depreciation)** |
| MSCO | FNCL 5.5 3/26 TBA MSFTA | 03/10/2026 | $176941000 | $(20735) |
|  |  |  |  | $(20735) |

---

**SINGLE NAME CREDIT DEFAULT SWAP CONTRACTS (CENTRALLY CLEARED)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Buy/Sell<br> Protection<sup>(a)</sup>** | **Reference Obligations** | **Annual<br> Payment<br> Rate<br> Received<br> (Paid)** | **Currency** | **Maturity<br> Date** | **Notional**<br> **Amount<sup>(b)</sup>** | **Fair Value** | **Upfront<br> Premiums<br> Received/(Paid)** | **Unrealized**<br> **Appreciation** |
| Sell | CSC Holdings Ltd. | 5.00% | USD | 06/20/2028 | $800000 | $(282091) | $298000 | $15909 |
| Sell | Oracle Corp. | 1.00% | USD | 12/20/2030 | 3513000 | (79435) | 64984 | (14451) |
| Buy | RR Donnelley & Sons Co. | (5.00)% | USD | 06/20/2029 | 3578000 | (108566) | 346648 | 238082 |
| Buy | UnitedHealth Group Inc. | (1.00)% | USD | 06/20/2028 | 263000 | (3903) | 5056 | 1153 |
|  |  |  |  |  |  | $(473995) | $714688 | $240693 |

---

**INDEX CREDIT DEFAULT SWAP CONTRACTS (CENTRALLY CLEARED)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Buy/Sell<br> Protection<sup>(a)</sup>** | **Reference Obligations** | **Annual<br> Payment<br> Rate<br> Received<br> (Paid)** | **Currency** | **Maturity<br> Date** | **Notional**<br> **Amount<sup>(b)</sup>** | **Fair Value** | **Upfront<br> Premiums<br> Received/(Paid)** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Buy | Markit CDX High Yield Index, Series 43 | (5.00)% | USD | 12/20/2029 | $136790610 | $(11571452) | $9571268 | $(2000184) |
| Sell | Markit CDX High Yield Index, Series 44 | 5.00% | USD | 06/20/2030 | 146317050 | 13434604 | (10787016) | 2647588 |
| Sell | Markit CDX High Yield Index, Series 45 | 5.00% | USD | 12/20/2030 | 12533400 | 1121833 | (869191) | 252642 |
| Buy | Markit iTraxx Europe Subordinated Financials Index, Series 39 | (1.00)% | USD | 06/20/2028 | 45000000 | (866944) | (2626045) | (3492989) |
|  |  |  |  |  |  | $2118041 | $(4710984) | $(2592943) |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

**SINGLE NAME CREDIT DEFAULT SWAP CONTRACTS (OVER THE COUNTER)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Buy/Sell<br> Protection<sup>(a)</sup>** | **Counterparty** | **Reference Obligations** | **Annual<br> Payment <br> Rate<br> Received<br> (Paid)** | **Currency** | **Maturity<br> Date** | **Notional**<br> **Amount<sup>(b)</sup>** | **Fair Value** | **Upfront<br> Premiums<br> Received/(Paid)** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| Sell | GSI | Bristol-Myers Squibb Company | 1.00% | USD | 12/20/2027 | $1548000 | $26015 | $(41614) | $(15599) |
| Sell | MSCS | Bristol-Myers Squibb Company | 1.00% | USD | 12/20/2027 | 10000000 | 168056 | (257109) | (89053) |
| Sell | MSCS | Bristol-Myers Squibb Company | 1.00% | USD | 06/20/2029 | 14307000 | 370321 | (449191) | (78870) |
| Sell | GSI | Cigna Holding Co. | 1.00% | USD | 12/20/2030 | 2908000 | 64713 | (55721) | 8992 |
| Sell | MSCS2 | Cigna Holding Co. | 1.00% | USD | 12/20/2030 | 2357000 | 52451 | (44352) | 8099 |
| Sell | BARC | CommScope Holding Company, Inc. | 5.00% | USD | 06/20/2027 | 5375000 | 388684 | (168130) | 220554 |
| Buy | BARC | CommScope Holding Company, Inc. | (5.00)% | USD | 06/20/2030 | 5375000 | (1033468) | 103925 | (929543) |
| Sell | MSCS | Google | 1.00% | USD | 12/20/2030 | 624000 | 18838 | (18083) | 755 |
| Sell | GSI | Google, LLC | 1.00% | USD | 12/20/2030 | 27155000 | 819796 | (789736) | 30060 |
| Sell | BARC | International Business Machines Corporation | 1.00% | USD | 12/20/2028 | 3675000 | 84651 | (81859) | 2792 |
| Sell | GSI | Meta Platforms, Inc. | 1.00% | USD | 12/20/2030 | 276000 | 5664 | (6404) | (740) |
| Sell | BARC | Meta Platforms, Inc. | 1.00% | USD | 12/20/2030 | 5394000 | 110692 | (99538) | 11154 |
| Sell | MSCS2 | Meta Platforms, Inc. | 1.00% | USD | 12/20/2030 | 9747000 | 200022 | (178840) | 21182 |
| Sell | BARC | NextEra Energy Capital Holdings, Inc. | 1.00% | USD | 06/20/2028 | 4306000 | 72098 | (22659) | 49439 |
| Sell | GSI | NVIDIA Corp. | 1.00% | USD | 12/20/2030 | 2567000 | 72833 | (68912) | 3921 |
| Sell | GSI | Oracle Corp. | 1.00% | USD | 12/20/2030 | 19927000 | (450581) | 119471 | (331110) |
| Sell | BARC | Oracle Corp. | 1.00% | USD | 12/20/2030 | 7034000 | (20869) | 34647 | 13778 |
| Sell | GSI | Pfizer Inc. | 1.00% | USD | 12/20/2027 | 9152000 | 156104 | (228364) | (72260) |
| Sell | MSCS | Pfizer Inc. | 1.00% | USD | 12/20/2027 | 7325000 | 124941 | (178314) | (53373) |
| Sell | GSI | Pfizer, Inc. | 1.00% | USD | 12/20/2028 | 15802000 | 368298 | (438142) | (69844) |
| Buy | BARC | Unisys Corporation | (5.00)% | USD | 06/20/2028 | 286000 | (15881) | (38292) | (54173) |
| Sell | MSCS | UnitedHealth Group Incorporated | 1.00% | USD | 12/20/2027 | 11190000 | 166062 | (246111) | (80049) |
| Sell | MSCS | Verizon Communications Inc. | 1.00% | USD | 12/20/2027 | 7000000 | 94892 | 4885 | 99777 |
| Sell | MSCS | Verizon Communications Inc. | 1.00% | USD | 06/20/2028 | 3181000 | 49750 | (2900) | 46850 |
|  |  |  |  |  |  |  | $1894082 | $(3151343) | $(1257261) |

---

*<sup>(a)</sup>* *If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.*

*<sup>(b)</sup>* *The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. Notional amounts are presented in the currency indicated in the table.*

**TOTAL RETURN SWAP CONTRACTS<sup>(a)</sup>**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Obligations** | **Currency** | **Notional**<br> **Amount<sup>(b)</sup>** | **Termination**<br> **Date** | **Financing**<br> **Rate Index** | **Financing<br> Rate Spread<br> Paid/(Received)<br> by Fund** | **Value** | **Unrealized<br> Appreciation/ <br> (Depreciation)** |
| **Long Position Contracts** | **Long Position Contracts** |  | |  |  |  | | |
| JPM | abrdn Diversified Income and Growth Trust PLC | GBP | 127488 | 10/15/2026 | SONIA | 35 bps | $127950 | $462 |
| JPM | abrdn Asia Focus PLC | GBP | 82757 | 10/15/2026 | SONIA | 35 bps | 77762 | (4995) |
| JPM | abrdn Diversified Income and Growth Trust PLC | GBP | 465601 | 10/15/2026 | SONIA | 35 bps | 467409 | 1808 |
| JPM | abrdn New India Investment Trust PLC | EUR | 840870 | 10/15/2026 | SONIA | 35 bps | 837801 | (3069) |
| JPM | abrdn UK Smaller Cos Growth Trust PLC | GBP | 871643 | 10/15/2026 | SONIA | 35 bps | 994043 | 122400 |
| JPM | Aquila European Renewables PLC | EUR | 35897 | 01/15/2027 | ESTRON | 40 bps | 26412 | (9485) |
| JPM | Baillie Gifford UK Growth Trust PLC | GBP | 4992043 | 10/15/2026 | SONIA | 35 bps | 4968042 | (24001) |
| JPM | Baker Steel Resources Trust, Ltd. | GBP | 407083 | 10/15/2026 | SONIA | 35 bps | 464553 | 57470 |
| JPM | BB Biotech AG | CHF | 1168761 | 10/15/2026 | SARON | 35 bps | 1126238 | (42523) |
| JPM | BlackRock Smaller Companies Trust PLC | GBP | 1450768 | 10/15/2026 | SONIA | 35 bps | 1496582 | 45814 |
| JPM | Blackrock Throgmorton Trust PLC | GBP | 1454094 | 10/15/2026 | SONIA | 35 bps | 1506845 | 52751 |

---

Quarterly Report \| January 31, 2026 25

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

**TOTAL RETURN SWAP CONTRACTS<sup>(a)</sup>**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Obligations** | **Currency** | **Notional**<br> **Amount<sup>(b)</sup>** | **Termination**<br> **Date** | **Financing**<br> **Rate Index** | **Financing<br> Rate Spread<br> Paid/(Received)<br> by Fund** | **Value** | **Unrealized<br> Appreciation/ <br> (Depreciation)** |
| **Long Position Contracts** | **Long Position Contracts** |  |  |  |  |  |  |  |
| JPM | Brown Advisory US Smaller Companies PLC | GBP | 320352 | 10/15/2026 | SONIA | 35 bps | $312968 | $(7384) |
| JPM | Cannae Holdings, Inc. | USD | 104958 | 10/15/2026 | OBFR | 35 bps | 92959 | (11999) |
| JPM | Compass Diversified Holdings | USD | 128390 | 10/15/2026 | OBFR | 35 bps | 156497 | 28107 |
| JPM | Derwent London PLC | GBP | 66407 | 03/15/2027 | SONIA | 35 bps | 67748 | 1341 |
| JPM | Ecofin Global Utilities/Infrastructure Trust | GBP | 101133 | 10/15/2026 | SONIA | 35 bps | 103294 | 2161 |
| JPM | Edenred SE | EUR | 5892636 | 10/15/2026 | ESTRON | 35 bps | 5882648 | (9988) |
| JPM | GCP Infrastructure Investments, Ltd. | GBP | 149826 | 01/15/2027 | SONIA | 35 bps | 153935 | 4109 |
| JPM | GEO Group, Inc. | USD | 544376 | 10/15/2026 | OBFR | 35 bps | 504297 | (40079) |
| JPM | Global Opportunities Trust PLC | GBP | 1128 | 10/15/2026 | SONIA | 35 bps | 1115 | (13) |
| JPM | Grainger PLC | GBP | 290811 | 01/15/2027 | SONIA | 35 bps | 292015 | 1204 |
| JPM | Gresham House Energy Storage Fund PLC | GBP | 154666 | 10/15/2026 | SONIA | 35 bps | 148558 | (6108) |
| JPM | HarbourVest Global Private Equity, Ltd. | GBP | 2052350 | 10/15/2026 | SONIA | 35 bps | 2046302 | (6048) |
| JPM | HBM Healthcare Investments AG | CHF | 740850 | 10/15/2026 | SARON | 35 bps | 763107 | 22257 |
| JPM | Henderson Smaller Companies Inv Trust PLC | GBP | 1143783 | 10/15/2026 | SONIA | 35 bps | 1195189 | 51406 |
| JPM | Herald Investment Trust PLC | GBP | 2442240 | 10/15/2026 | SONIA | 35 bps | 2395001 | (47239) |
| JPM | Impax Environmental Markets PLC | GBP | 1712396 | 10/15/2026 | SONIA | 35 bps | 1742140 | 29744 |
| JPM | Invesco Perpetual UK Smaller Cos Inv Trust PLC | USD | 1585 | 10/15/2026 | SONIA | 35 bps | 1627 | 42 |
| JPM | IP Group PLC | GBP | 3202495 | 10/15/2026 | SONIA | 35 bps | 3303212 | 100717 |
| JPM | Life Science Reit PLC | GBP | 128265 | 01/15/2027 | SONIA | 35 bps | 144676 | 16411 |
| JPM | Mercantile Investment Trust PLC | GBP | 4879490 | 10/15/2026 | SONIA | 35 bps | 4981922 | 102432 |
| JPM | Molten Ventures PLC | GBP | 2344172 | 10/15/2026 | SONIA | 35 bps | 2309867 | (34305) |
| JPM | Pantheon International PLC | GBP | 1674440 | 10/15/2026 | SONIA | 35 bps | 1644105 | (30335) |
| JPM | Partners Group Private Equity, Ltd. | EUR | 802724 | 10/15/2026 | ESTRON | 40 bps | 783520 | (19204) |
| JPM | Patria Private Equity Trust PLC | GBP | 25678 | 01/15/2027 | SONIA | 35 bps | 25231 | (447) |
| JPM | Pengana International Equities, Ltd. | AUD | 268708 | 10/15/2026 | RBACOR | 45 bps | 260565 | (8143) |
| JPM | Polar Capital Technology Trust PLC | GBP | 2612865 | 10/15/2026 | SONIA | 35 bps | 2677513 | 64648 |
| JPM | Regal Partners Global Investments, Ltd. | AUD | 785399 | 10/15/2026 | RBACOR | 45 bps | 801694 | 16295 |
| JPM | RIT Capital Partners PLC | GBP | 2071729 | 10/15/2026 | SONIA | 35 bps | 2048398 | (23331) |
| JPM | River & Mercantile UK Micro Cap Inv Co Ltd . | GBP | 1351301 | 10/15/2026 | SONIA | 35 bps | 1508148 | 156847 |
| JPM | RM Infrastructure Income PLC | GBP | 420962 | 10/15/2026 | SONIA | 35 bps | 414280 | (6682) |
| JPM | Schroder AsiaPacific Fund PLC | GBP | 6145 | 10/15/2026 | SONIA | 35 bps | 6181 | 36 |
| JPM | Schroder UK Mid Cap Fund PLC | GBP | 127530 | 10/15/2026 | SONIA | 35 bps | 130349 | 2819 |
| JPM | Schroders Capital Global | GBP | 10924 | 10/15/2026 | SONIA | 35 bps | 10552 | (372) |
| JPM | Scottish Oriental Smaller Companies Trust PLC | GBP | 126435 | 10/15/2026 | SONIA | 35 bps | 125516 | (919) |
| JPM | SDCL Efficiency Income Trust PLC | GBP | 5435803 | 10/15/2026 | SONIA | 35 bps | 5266924 | (168879) |
| JPM | Smithson Investment Trust PLC | GBP | 2471492 | 10/15/2026 | SONIA | 35 bps | 2364446 | (107046) |
| JPM | Snap, Inc. | USD | 2523110 | 10/15/2026 | OBFR | 35 bps | 2213310 | (309800) |
| JPM | Syncona, Ltd. | GBP | 1393662 | 10/15/2026 | SONIA | 35 bps | 1374092 | (19570) |
| JPM | The Gore Street Energy Storage Fund PLC | GBP | 1365186 | 10/15/2026 | SONIA | 35 bps | 1383049 | 17863 |
| JPM | The Renewables Infrastructure Group, Ltd. | GBP | 682337 | 01/15/2027 | SONIA | 35 bps | 680323 | (2014) |
| JPM | Uber Technologies, Inc. | USD | 1004118 | 10/15/2026 | OBFR | 35 bps | 949553 | (54565) |
| JPM | Utilico Emerging Markets Trust PLC | GBP | 103880 | 10/15/2026 | SONIA | 35 bps | 107616 | 3736 |
| JPM | VEF AB | SEK | 36747 | 10/15/2026 | STIBOR | 35 bps | 35721 | (1026) |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

**TOTAL RETURN SWAP CONTRACTS<sup>(a)</sup>**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Obligations** | **Currency** | **Notional**<br> **Amount<sup>(b)</sup>** | **Termination**<br> **Date** | **Financing**<br> **Rate Index** | **Financing<br> Rate Spread<br> Paid/(Received)<br> by Fund** | **Value** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long Position Contracts** | **Long Position Contracts** |  |  |  |  |  |  |  |
| JPM | Vertex, Inc. | USD | 35061 | 10/15/2026 | OBFR | 35 bps | $33353 | $(1708) |
| JPM | Vietnam Enterprise Investments, Ltd. | GBP | 94673 | 10/15/2026 | SONIA | 35 bps | 90096 | (4577) |
| JPM | Vivendi SE | EUR | 2410482 | 01/15/2027 | ESTRON | 35 bps | 2368228 | (42254) |
| JPM | VPC Specialty Lending Investments PLC | GBP | 282029 | 10/15/2026 | SONIA | 35 bps | 274365 | (7664) |
| JPM | Weibo Corp. | USD | 176090 | 10/15/2026 | OBFR | 35 bps | 167841 | (8249) |
| JPM | Workspace Group PLC | GBP | 3257131 | 10/15/2026 | SONIA | 35 bps | 3390487 | 133356 |
| **Total Long Position Contracts** | **Total Long Position Contracts** |  |  |  |  |  | $69828170 | $(27785) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Obligations** | **Currency** | **Notional**<br> **Amount<sup>(b)</sup>** | **Termination**<br> **Date** | **Financing**<br> **Rate Index** | **Financing<br> Rate Spread<br> Paid/(Received)<br> by Fund** | **Value** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Short Position Contracts** | **Short Position Contracts** |  |  |  |  |  |  |  |
| JPM | 3i Group PLC | GBP | (137850) | 10/15/2026 | SONIA | (30) bps | $(150811) | $(12961) |
| JPM | 4imprint Group PLC | GBP | (498622) | 10/15/2026 | SONIA | (30) bps | (478115) | 20507 |
| JPM | AddTech AB | SEK | (42448) | 02/15/2027 | STIBOR | (35) bps | (38817) | 3631 |
| JPM | AIA Group, Ltd. | HKD | (74848) | 11/16/2026 | HONIA | (40) bps | (80125) | (5277) |
| JPM | Air Liquide SA | EUR | (55610) | 02/15/2027 | ESTRON | (30) bps | (55603) | 7 |
| JPM | Airbus SE | EUR | (66037) | 02/15/2027 | ESTRON | (30) bps | (58000) | 8037 |
| JPM | AJ Bell PLC | GBP | (255748) | 10/15/2026 | SONIA | (30) bps | (263022) | (7274) |
| JPM | Alfa Financial Software Holdings PLC | GBP | (66320) | 10/15/2026 | SONIA | (30) bps | (67100) | (780) |
| JPM | Argenx SE | EUR | (214810) | 11/16/2026 | ESTRON | (30) bps | (216906) | (2096) |
| JPM | Ashtead Group PLC | GBP | (142260) | 10/15/2026 | SONIA | (30) bps | (123843) | 18417 |
| JPM | Ashtead Technology Holdings plc | GBP | (29719) | 10/15/2026 | SONIA | (315) bps | (36954) | (7235) |
| JPM | Auction Technology Group PLC | GBP | (1579) | 10/15/2026 | SONIA | (30) bps | (1539) | 40 |
| JPM | Auto Trader Group PLC | GBP | (229726) | 10/15/2026 | SONIA | (30) bps | (215543) | 14183 |
| JPM | Avon Technologies PLC | GBP | (65819) | 02/15/2027 | SONIA | (30) bps | (58130) | 7689 |
| JPM | Babcock International Group PLC | GBP | (375700) | 10/15/2026 | SONIA | (30) bps | (358941) | 16759 |
| JPM | Balfour Beatty PLC | GBP | (135171) | 10/15/2026 | SONIA | (30) bps | (135646) | (475) |
| JPM | Intermediate Capital Group PLC | GBP | (248395) | 10/15/2026 | SONIA | (30) bps | (222526) | 25869 |
| JPM | Beazley PLC | GBP | (84111) | 10/15/2026 | SONIA | (30) bps | (116430) | (32319) |
| JPM | Bellway PLC | GBP | (198538) | 10/15/2026 | SONIA | (30) bps | (197231) | 1307 |
| JPM | Bloomsbury Publishing PLC | GBP | (113935) | 10/15/2026 | SONIA | (30) bps | (116754) | (2819) |
| JPM | Bodycote PLC | GBP | (220103) | 10/15/2026 | SONIA | (30) bps | (221739) | (1636) |
| JPM | Breedon Group PLC | GBP | (42177) | 02/15/2027 | SONIA | (30) bps | (43205) | (1028) |
| JPM | Bunzl PLC | GBP | (72568) | 10/15/2026 | SONIA | (30) bps | (72497) | 71 |
| JPM | Bytes Technology Group PLC | GBP | (14964) | 10/15/2026 | SONIA | (55) bps | (13686) | 1278 |
| JPM | Cairn Homes PLC | GBP | (48145) | 10/15/2026 | SONIA | (30) bps | (48359) | (214) |
| JPM | CaixaBank SA | EUR | (172391) | 02/15/2027 | ESTRON | (30) bps | (179219) | (6828) |
| JPM | Card Factory PLC | GBP | (479) | 10/15/2026 | SONIA | (30) bps | (497) | (18) |
| JPM | Central Asia Metals PLC | GBP | (3024) | 10/15/2026 | SONIA | (30) bps | (3522) | (498) |
| JPM | Chemring Group PLC | GBP | (374326) | 10/15/2026 | SONIA | (30) bps | (339894) | 34432 |
| JPM | Clarkson PLC | GBP | (93811) | 10/15/2026 | SONIA | (30) bps | (94715) | (904) |
| JPM | Cohort PLC | GBP | (47390) | 02/15/2027 | SONIA | (200) bps | (47889) | (499) |
| JPM | Compass Group PLC | GBP | (18491) | 10/15/2026 | SONIA | (30) bps | (17477) | 1014 |

---

Quarterly Report \| January 31, 2026 27

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

**TOTAL RETURN SWAP CONTRACTS<sup>(a)</sup>**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Obligations** | **Currency** | **Notional**<br> **Amount<sup>(b)</sup>** | **Termination**<br> **Date** | **Financing**<br> **Rate Index** | **Financing<br> Rate Spread<br> Paid/(Received)<br> by Fund** | **Value** | **Unrealized<br> Appreciation/ <br> (Depreciation)** |
| **Short Position Contracts** | **Short Position Contracts** |  |  |  |  |  |  |  |
| JPM | Computacenter PLC | GBP | (232863) | 10/15/2026 | SONIA | (30) bps | $(245088) | $(12225) |
| JPM | Conduit Holdings, Ltd. | GBP | (2377) | 10/15/2026 | SONIA | (30) bps | (2484) | (107) |
| JPM | Costain Group PLC | GBP | (44930) | 02/15/2027 | SONIA | (30) bps | (49580) | (4650) |
| JPM | Craneware PLC | GBP | (74290) | 10/15/2026 | SONIA | (30) bps | (63034) | 11256 |
| JPM | Cranswick PLC | GBP | (391558) | 10/15/2026 | SONIA | (30) bps | (419470) | (27912) |
| JPM | Crest Nicholson Holdings PLC | GBP | (51815) | 10/15/2026 | SONIA | (30) bps | (57101) | (5286) |
| JPM | Croda International PLC | GBP | (57100) | 11/16/2026 | SONIA | (30) bps | (57374) | (274) |
| JPM | CVS Group PLC | GBP | (81691) | 10/15/2026 | SONIA | (30) bps | (79381) | 2310 |
| JPM | DFS Furniture PLC | GBP | (42712) | 11/16/2026 | SONIA | (30) bps | (45980) | (3268) |
| JPM | Diageo PLC | GBP | (55102) | 10/15/2026 | SONIA | (30) bps | (55482) | (380) |
| JPM | Diploma PLC | GBP | (443442) | 10/15/2026 | SONIA | (30) bps | (421270) | 22172 |
| JPM | DiscoverIE Group PLC | GBP | (168363) | 10/15/2026 | SONIA | (30) bps | (179700) | (11337) |
| JPM | Dunelm Group PLC | GBP | (304525) | 10/15/2026 | SONIA | (30) bps | (241529) | 62996 |
| JPM | Elementis PLC | GBP | (73137) | 10/15/2026 | SONIA | (30) bps | (70351) | 2786 |
| JPM | Entain PLC | GBP | (66907) | 02/15/2027 | SONIA | (30) bps | (55756) | 11151 |
| JPM | Eurofins Scientific SE | EUR | (50877) | 10/15/2026 | ESTRON | (30) bps | (47412) | 3465 |
| JPM | Everplay Group PLC | GBP | (50722) | 02/15/2027 | SONIA | (30) bps | (50110) | 612 |
| JPM | Experian PLC | GBP | (232555) | 10/15/2026 | SONIA | (30) bps | (192204) | 40351 |
| JPM | Forterra PLC | GBP | (37435) | 10/15/2026 | SONIA | (30) bps | (37478) | (43) |
| JPM | Future PLC | GBP | (49373) | 10/15/2026 | SONIA | (30) bps | (51022) | (1649) |
| JPM | Games Workshop Group PLC | GBP | (785239) | 10/15/2026 | SONIA | (30) bps | (717873) | 67366 |
| JPM | Gamma Communications PLC | GBP | (6675) | 10/15/2026 | SONIA | (30) bps | (6617) | 58 |
| JPM | GB Group PLC | GBP | (92603) | 10/15/2026 | SONIA | (30) bps | (93775) | (1172) |
| JPM | Genuit Group PLC | GBP | (19128) | 11/16/2026 | SONIA | (30) bps | (19782) | (654) |
| JPM | Genus PLC | GBP | (335638) | 10/15/2026 | SONIA | (30) bps | (421717) | (86079) |
| JPM | GlobalData PLC | GBP | (32144) | 10/15/2026 | SONIA | (30) bps | (28875) | 3269 |
| JPM | Grafton Group PLC | GBP | (219032) | 10/15/2026 | SONIA | (30) bps | (220399) | (1367) |
| JPM | Great Portland Estates PLC | GBP | (44696) | 02/15/2027 | SONIA | (30) bps | (51120) | (6424) |
| JPM | Greencore Group PLC | GBP | (137937) | 02/15/2027 | SONIA | (30) bps | (153883) | (15946) |
| JPM | Halma PLC | GBP | (235998) | 10/15/2026 | SONIA | (30) bps | (230153) | 5845 |
| JPM | Helical PLC | GBP | (32965) | 10/15/2026 | SONIA | (30) bps | (34093) | (1128) |
| JPM | Hermes International SCA | EUR | (2653) | 10/15/2026 | ESTRON | (30) bps | (2405) | 248 |
| JPM | Hill & Smith PLC | GBP | (188288) | 10/15/2026 | SONIA | (30) bps | (183756) | 4532 |
| JPM | Hilton Food Group PLC | GBP | (20724) | 10/15/2026 | SONIA | (30) bps | (19737) | 987 |
| JPM | Hollywood Bowl Group PLC | GBP | (83967) | 10/15/2026 | SONIA | (30) bps | (78652) | 5315 |
| JPM | Howden Joinery Group PLC | GBP | (233900) | 10/15/2026 | SONIA | (30) bps | (234742) | (842) |
| JPM | Hunting PLC | GBP | (49121) | 10/15/2026 | SONIA | (30) bps | (54620) | (5499) |
| JPM | IG Group Holdings PLC | GBP | (283585) | 10/15/2026 | SONIA | (30) bps | (293799) | (10214) |
| JPM | IMI PLC | GBP | (118720) | 10/15/2026 | SONIA | (30) bps | (125059) | (6339) |
| JPM | Impax Asset Management Group PLC | GBP | (1418) | 10/15/2026 | SONIA | (30) bps | (1567) | (149) |
| JPM | Inchcape PLC | GBP | (384965) | 10/15/2026 | SONIA | (30) bps | (400412) | (15447) |
| JPM | IntegraFin Holdings PLC | GBP | (304591) | 10/15/2026 | SONIA | (30) bps | (314431) | (9840) |
| JPM | Intesa Sanpaolo SpA | EUR | (42453) | 02/15/2027 | ESTRON | (30) bps | (42282) | 171 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

**TOTAL RETURN SWAP CONTRACTS<sup>(a)</sup>**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Obligations** | **Currency** | **Notional**<br> **Amount<sup>(b)</sup>** | **Termination**<br> **Date** | **Financing**<br> **Rate Index** | **Financing<br> Rate Spread<br> Paid/(Received)<br> by Fund** | **Value** | **Unrealized<br> Appreciation/ <br> (Depreciation)** |
| **Short Position Contracts** | **Short Position Contracts** |  |  |  |  |  |  |  |
| JPM | Ithaca Energy PLC | GBP | (59874) | 11/16/2026 | SONIA | (30) bps | $(64664) | $(4790) |
| JPM | JET2 PLC | GBP | (71144) | 10/15/2026 | SONIA | (30) bps | (67333) | 3811 |
| JPM | Johnson Service Group PLC | GBP | (18742) | 10/15/2026 | SONIA | (30) bps | (19462) | (720) |
| JPM | JTC PLC | GBP | (37916) | 10/15/2026 | SONIA | (30) bps | (38033) | (117) |
| JPM | Judges Scientific PLC | GBP | (30739) | 10/15/2026 | SONIA | (1565) bps | (27216) | 3523 |
| JPM | Just Group PLC | GBP | (409647) | 10/15/2026 | SONIA | (85) bps | (408701) | 946 |
| JPM | Kainos Group PLC | GBP | (150290) | 10/15/2026 | SONIA | (30) bps | (133262) | 17028 |
| JPM | Keller Group PLC | GBP | (47941) | 11/16/2026 | SONIA | (30) bps | (50992) | (3051) |
| JPM | Kering SA | EUR | (14296) | 10/15/2026 | ESTRON | (30) bps | (12211) | 2085 |
| JPM | Kingspan Group PLC | EUR | (45248) | 02/15/2027 | ESTRON | (30) bps | (46611) | (1363) |
| JPM | Lancashire Holdings, Ltd. | GBP | (175364) | 10/15/2026 | SONIA | (30) bps | (181249) | (5885) |
| JPM | Legal & General Group PLC | GBP | (193865) | 10/15/2026 | SONIA | (30) bps | (196911) | (3046) |
| JPM | London Stock Exchange Group PLC | GBP | (6017) | 10/15/2026 | SONIA | (30) bps | (5446) | 571 |
| JPM | LondonMetric Property PLC | GBP | (136764) | 10/15/2026 | SONIA | (30) bps | (139485) | (2721) |
| JPM | Luceco PLC | GBP | (59242) | 10/15/2026 | SONIA | (30) bps | (71565) | (12323) |
| JPM | Man Group PLC | GBP | (94583) | 10/15/2026 | SONIA | (30) bps | (96643) | (2060) |
| JPM | ME Group International PLC | GBP | (88732) | 10/15/2026 | SONIA | (30) bps | (86243) | 2489 |
| JPM | Mears Group PLC | GBP | (14149) | 11/16/2026 | SONIA | (30) bps | (14814) | (665) |
| JPM | Mitie Group PLC | GBP | (212327) | 10/15/2026 | SONIA | (30) bps | (214116) | (1789) |
| JPM | MONY Group PLC | GBP | (137963) | 10/15/2026 | SONIA | (30) bps | (137300) | 663 |
| JPM | Moonpig Group PLC | GBP | (256075) | 10/15/2026 | SONIA | (30) bps | (265354) | (9279) |
| JPM | Morgan Advanced Materials PLC | GBP | (1032) | 10/15/2026 | SONIA | (30) bps | (1034) | (2) |
| JPM | Morgan Sindall Group PLC | GBP | (258024) | 10/15/2026 | SONIA | (30) bps | (262822) | (4798) |
| JPM | Mortgage Advice Bureau Holdings, Ltd. | GBP | (50517) | 10/15/2026 | SONIA | (30) bps | (56290) | (5773) |
| JPM | National Grid PLC | GBP | (20614) | 10/15/2026 | SONIA | (30) bps | (22061) | (1447) |
| JPM | NatWest Group PLC | GBP | (68162) | 02/15/2027 | SONIA | (30) bps | (72108) | (3946) |
| JPM | Next Fifteen Communications | GBP | (105) | 10/15/2026 | SONIA | (215) bps | (106) | (1) |
| JPM | Novonesis Novozymes B | DKK | (58244) | 02/15/2027 | CIBOR | (35) bps | (53628) | 4616 |
| JPM | On the Beach Group PLC | GBP | (65295) | 10/15/2026 | SONIA | (30) bps | (65594) | (299) |
| JPM | OSB Group PLC | GBP | (191514) | 10/15/2026 | SONIA | (30) bps | (189037) | 2477 |
| JPM | Oxford Instruments PLC | GBP | (216957) | 10/15/2026 | SONIA | (30) bps | (248021) | (31064) |
| JPM | Pagegroup PLC | GBP | (29488) | 10/15/2026 | SONIA | (30) bps | (29036) | 452 |
| JPM | Pan African Resources PLC | GBP | (381843) | 02/15/2027 | SONIA | (30) bps | (403838) | (21995) |
| JPM | Paragon Banking Group PLC | GBP | (373257) | 10/15/2026 | SONIA | (30) bps | (377079) | (3822) |
| JPM | PayPoint PLC | GBP | (70102) | 10/15/2026 | SONIA | (30) bps | (81050) | (10948) |
| JPM | Pets at Home Group PLC | GBP | (42379) | 11/16/2026 | SONIA | (30) bps | (44374) | (1995) |
| JPM | Plus500, Ltd. | GBP | (116275) | 10/15/2026 | SONIA | (30) bps | (128263) | (11988) |
| JPM | Polar Capital Holdings PLC | GBP | (30412) | 11/16/2026 | SONIA | (30) bps | (32210) | (1798) |
| JPM | Polestar Automotive Holding UK PLC | USD | (351515) | 10/15/2026 | OBFR | (900) bps | (504621) | (153106) |
| JPM | Pollen Street Group, Ltd. | GBP | (111751) | 10/15/2026 | SONIA | (30) bps | (111508) | 243 |
| JPM | Porvair PLC | GBP | (69998) | 10/15/2026 | SONIA | (30) bps | (68076) | 1922 |
| JPM | Premier Foods PLC | GBP | (144393) | 10/15/2026 | SONIA | (30) bps | (162271) | (17878) |
| JPM | Prudential PLC | GBP | (185011) | 10/15/2026 | SONIA | (30) bps | (190792) | (5781) |
| JPM | QinetiQ Group PLC | GBP | (226012) | 10/15/2026 | SONIA | (30) bps | (225562) | 450 |
| JPM | Reach PLC | GBP | (62) | 10/15/2026 | SONIA | (30) bps | (71) | (9) |

---

Quarterly Report \| January 31, 2026 29

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2026 (Unaudited)

**TOTAL RETURN SWAP CONTRACTS<sup>(a)</sup>**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Obligations** | **Currency** | **Notional**<br> **Amount<sup>(b)</sup>** | **Termination**<br> **Date** | **Financing**<br> **Rate Index** | **Financing**<br> **Rate Spread<br> Paid/(Received)<br> by Fund** | **Value** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Short Position Contracts** | **Short Position Contracts** |  | |  |  |  | | |
| JPM | RELX PLC | GBP | (64890) | 10/15/2026 | SONIA | (30) bps | $(53570) | $11320 |
| JPM | Renishaw PLC | GBP | (202240) | 10/15/2026 | SONIA | (30) bps | (211420) | (9180) |
| JPM | Rightmove PLC | GBP | (105589) | 10/15/2026 | SONIA | (30) bps | (101287) | 4302 |
| JPM | Rotork PLC | GBP | (149932) | 10/15/2026 | SONIA | (30) bps | (158257) | (8325) |
| JPM | Sabre Insurance Group PLC | GBP | (36871) | 11/16/2026 | SONIA | (30) bps | (36701) | 170 |
| JPM | Safestore Holdings PLC | GBP | (153613) | 11/16/2026 | SONIA | (30) bps | (165522) | (11909) |
| JPM | Samsung Electronics Co., Ltd. | USD | (141154) | 10/15/2026 | OBFR | (105) bps | (167994) | (26840) |
| JPM | Sanofi SA | EUR | (47520) | 02/15/2027 | ESTRON | (30) bps | (46752) | 768 |
| JPM | SAP SE | EUR | (53133) | 10/15/2026 | ESTRON | (30) bps | (42457) | 10676 |
| JPM | Savills PLC | GBP | (44297) | 10/15/2026 | SONIA | (30) bps | (46907) | (2610) |
| JPM | Schneider Electric SE | EUR | (160544) | 10/15/2026 | ESTRON | (30) bps | (163136) | (2592) |
| JPM | Scout24 SE | EUR | (7712) | 10/15/2026 | ESTRON | (30) bps | (7472) | 240 |
| JPM | Senior PLC | GBP | (2343) | 10/15/2026 | SONIA | (30) bps | (2501) | (158) |
| JPM | Serco Group PLC | GBP | (333252) | 10/15/2026 | SONIA | (30) bps | (344269) | (11017) |
| JPM | Shaftesbury Capital PLC | GBP | (38896) | 02/15/2027 | SONIA | (30) bps | (39224) | (328) |
| JPM | Siemens Energy AG | EUR | (53306) | 02/15/2027 | ESTRON | (30) bps | (59113) | (5807) |
| JPM | SigmaRoc PLC | GBP | (312926) | 10/15/2026 | SONIA | (120) bps | (341070) | (28144) |
| JPM | Sirius Real Estate, Ltd. | GBP | (116116) | 10/15/2026 | SONIA | (30) bps | (115062) | 1054 |
| JPM | Softcat PLC | GBP | (284488) | 10/15/2026 | SONIA | (30) bps | (278071) | 6417 |
| JPM | Spirax Group PLC | GBP | (209737) | 10/15/2026 | SONIA | (30) bps | (217211) | (7474) |
| JPM | Spire Healthcare Group PLC | GBP | (39999) | 10/15/2026 | SONIA | (30) bps | (44735) | (4736) |
| JPM | SSP Group PLC | GBP | (79660) | 10/15/2026 | SONIA | (30) bps | (76767) | 2893 |
| JPM | St James's Place PLC | GBP | (293264) | 10/15/2026 | SONIA | (30) bps | (308592) | (15328) |
| JPM | TBC Bank Group PLC | GBP | (30789) | 11/16/2026 | SONIA | (30) bps | (33381) | (2592) |
| JPM | Telecom Plus PLC | GBP | (303800) | 10/15/2026 | SONIA | (30) bps | (297545) | 6255 |
| JPM | Tencent Holdings, Ltd. | HKD | (70525) | 11/16/2026 | HONIA | (40) bps | (68108) | 2417 |
| JPM | Trainline PLC | GBP | (90996) | 10/15/2026 | SONIA | (30) bps | (86349) | 4647 |
| JPM | Trustpilot Group PLC | GBP | (119497) | 10/15/2026 | SONIA | (30) bps | (104716) | 14781 |
| JPM | Universal Music Group NV | EUR | (764938) | 01/15/2027 | ESTRON | (30) bps | (715464) | 49474 |
| JPM | Veolia Environnement SA | EUR | (60153) | 11/16/2026 | ESTRON | (30) bps | (64300) | (4147) |
| JPM | Vesuvius PLC | GBP | (25155) | 10/15/2026 | SONIA | (30) bps | (27885) | (2730) |
| JPM | Victrex PLC | GBP | (46920) | 10/15/2026 | SONIA | (30) bps | (44738) | 2182 |
| JPM | Volex PLC | GBP | (66389) | 02/15/2027 | SONIA | (90) bps | (67771) | (1382) |
| JPM | Volution Group PLC | GBP | (559362) | 10/15/2026 | SONIA | (30) bps | (555040) | 4322 |
| JPM | Watches of Switzerland Group PLC | GBP | (156288) | 10/15/2026 | SONIA | (30) bps | (171831) | (15543) |
| JPM | WH Smith PLC | GBP | (30758) | 10/15/2026 | SONIA | (30) bps | (33731) | (2973) |
| JPM | Wilmington PLC | GBP | (29512) | 02/15/2027 | SONIA | (180) bps | (29812) | (300) |
| JPM | Wise PLC | GBP | (279394) | 10/15/2026 | SONIA | (30) bps | (320716) | (41322) |
| JPM | XPS Pensions Group PLC | GBP | (196149) | 10/15/2026 | SONIA | (30) bps | (201987) | (5838) |
| JPM | YouGov PLC | GBP | (36187) | 10/15/2026 | SONIA | (30) bps | (35666) | 521 |
| JPM | Young & Co's Brewery PLC | GBP | (54791) | 02/15/2027 | SONIA | (115) bps | (56627) | (1836) |
| JPM | Zigup PLC | GBP | (40869) | 11/16/2026 | SONIA | (30) bps | (41743) | (874) |
| **Total Short Position Contracts** | **Total Short Position Contracts** |  |  |  |  |  | $(21818853) | $(287690) |

---

*All Reference Obligations shown above for Total Return Swap Contracts are closed end funds and common stock.*

** 

*<sup>(a)</sup>* *The Fund receives monthly payments based on any positive monthly return of the Reference Obligation. The Fund makes payments on any negative monthly return of such Reference Obligation.*

*<sup>(b)</sup>* *Notional amounts are presented in U.S. dollar equivalent.*

Saba Capital Income & Opportunities Fund Notes to Consolidated Financial Statements

January 31, 2026 (Unaudited)

The following table summarizes the valuation of the Fund's financial instruments in accordance with the fair value hierarchy levels as of January 31, 2026. Refer to the Consolidated Schedule of Investments for additional details.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities, at Fair Value** | **Level 1 - Quoted Prices** | **Level 2 - Significant<br> Observable Inputs** | **Level 3 - Significant<br> Unobservable Inputs** | **Total** |
| Corporate Bonds | $- | $51805047 | $- | $51805047 |
| Senior Loans |  | 38880749 |  | 38880749 |
| Convertible Corporate Bonds |  | 1404790 | 4592280 | 5997070 |
| Mortgage-Backed Securities |  | 6911521 |  | 6911521 |
| Common Stock\*\* | 64685211 | 4181364 | 27370 | 68893945 |
| Closed End Funds | 45130241 |  |  | 45130241 |
| Investment Trusts | 8622117 |  |  | 8622117 |
| Preferred Stock | 1576725 | 2857 | 4774979 | 6354561 |
| Participation Agreements\*\* |  |  | 1182369 | 1182369 |
| Private Funds\* |  |  |  | 88299779 |
| Unit Trust | 19453544 |  |  | 19453544 |
| Special Purpose Acquisition Companies\*\* | 17625884 |  | 10774591 | 28400475 |
| Digital Asset Treasury Companies\*\* |  |  | 1004550 | 1004550 |
| Warrants\*\* | 1377824 | 2679 | 4430766 | 5811269 |
| Rights | 122465 |  |  | 122465 |
| Options\*\*\* | 7272729 |  |  | 7272729 |
| Money Market Funds | 9206270 | - | - | 9206270 |
| Total | $175073010 | $103189007 | $26786905 | $393348701 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investment in Affiliated Fund, at Fair Value** | **Level 1 - Quoted Prices** | **Level 2 - Significant<br> Observable Inputs** | **Level 3 - Significant<br> Unobservable Inputs** | **Total** |
| Closed End Fund | $648692 | $- | $- | $648692 |
| Total | $648692 | $- | $- | $648692 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securities Sold Short, at Fair Value** | **Level 1 - Quoted Prices** | **Level 2 - Significant Observable Inputs** | **Level 3 - Significant Unobservable Inputs** | **Total** |
| Corporate Bonds | $- | $23903746 | $- | $23903746 |
| Sovereign Debt Obligations |  | 97342386 |  | 97342386 |
| Common Stock | 40056298 |  |  | 40056298 |
| Closed End Funds | 4491 |  |  | 4491 |
| Exchange Traded Funds | 48439999 |  |  | 48439999 |
| Preferred Stock | 183703 |  |  | 183703 |
| Warrants | 3066 | - | - | 3066 |
| Total | $88687557 | $121246132 | $- | $209933689 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Derivative Contracts, at Fair Value** | **Level 1 - Quoted Prices** | **Level 2 - Significant<br> Observable Inputs** | **Level 3 - Significant<br> Unobservable Inputs** | **Total** |
| **Assets** |  |  |  |  |
| Simple Agreement For Future Equity Contracts | $- | $- | $7974062 | $7974062 |
| Forward Foreign Currency Contracts |  | 130395 |  | 130395 |
| Futures Contracts | 698151 |  |  | 698151 |
| Centrally Cleared Credit Default Swaps |  | 14556437 |  | 14556437 |
| Over-the-Counter Credit Default Swaps |  | 3414881 |  | 3414881 |
| Total Return Swaps | - | 1598082 | - | 1598082 |
| Total Assets | $698151 | $19699795 | $7974062 | $28372008 |
| **Liabilities** |  |  |  |  |
| Forward Foreign Currency Contracts | $- | $961168 | $- | $961168 |
| Futures Contracts | 533717 |  |  | 533717 |
| TBA MBS Forward Contracts |  | 20735 |  | 20735 |
| Centrally Cleared Credit Default Swaps |  | 12912391 |  | 12912391 |
| Over-the-Counter Credit Default Swaps |  | 1520799 |  | 1520799 |
| Total Return Swaps | - | 1913557 | - | 1913557 |
| Total Liabilities | $533717 | $17328650 | $- | $17862367 |

---

 

*\** *The Fund held Level 3 investments that are priced at $0.*

*\*\** *In accordance with ASC 820-10, investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Consolidated Schedule of Investments and Consolidated Statement of Assets and Liabilities.*

*\*\*\** *All options held by the Fund are exchange traded listed options.*

Semi-Annual Report \| January 31, 2026 31

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Saba Capital Income & Opportunities Fund

- **b. Investment Company Act file number:** 811-05410

- **c. CIK number of Registrant:** 0000826020

- **d. LEI of Registrant:** 549300MGSUUJ7E55N746

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

  - **Street Address 1:** 405 Lexington Avenue 58th Floor

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10174

  - **Telephone number:** 212-542-4644

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

- **a. Name of Series:** Saba Capital Income & Opportunities Fund

- **c. LEI of Series:** 549300MGSUUJ7E55N746

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $908706410.93

**Total Liabilities:** $501566726.15

**Net Assets:** $407139684.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 11781.57156901 | **5-Year:** 42014.86955999 | **10-Year:** 1308.74313500 | **30-Year:** 43739.00000000

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

- **3-Month:** 252.86726800 | **1-Year:** 1999.99503419 | **5-Year:** 24191.13762719 | **10-Year:** 2287.16867900 | **30-Year:** 145.53210800

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.69%               | -1.32%               | -2.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $489668.48               | $-2592732.68                               |
| Month 2  | $2740340.22              | $-4488717.31                               |
| Month 3  | $615451.03               | $-617037.38                                |

**Designated Index Information**

- **Index Name:** Markit iBoxx USD Liquid High Yield Index

- **Index Identifier:** IBOXHY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Global Auto Ho/aag Fh Uk                                                         | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                       | CUSIP: 00033GAB1<br>LEI: 98450091563BF7M9DC47 | Short            | DBT              | CORP              | GB        |  -2082000 | PA      | $-2015520.70  | -0.50%            | 2032-01-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Adtalem Global Education                                                         | Adtalem Global Education, Inc.                                                   | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $4192195.64   | 1.03%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Aleanna Inc                                                                      | AleAnna, Inc.                                                                    | CUSIP: 01444V111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       132 | NC      | $35.96        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allurion Technologies Inc                                                        | Allurion Technologies, Inc.                                                      | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16492 | NC      | $326.54       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice France Sa                                                                 | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1007623 | PA      | $984452.71    | 0.24%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: CAD 02/09/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $734589.00    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Hwh International Inc                                                            | Hwh International, Inc.                                                          | CUSIP: 02115M117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13297 | NC      | $640.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: EUR 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-15715866.00 | -3.86%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: EUR 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-5464322.00  | -1.34%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: EUR 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-5939481.00  | -1.46%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: EUR 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-427643.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: GBP 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-4891565.00  | -1.20%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: GBP 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $5545308.00   | 1.36%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: GBP 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-5473079.00  | -1.34%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: GBP 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-820962.00   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: GBP 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-4104809.00  | -1.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: GBP 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $957789.00    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: GBP 03/20/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $684135.00    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Moran Foods Llc                                                                  | Moran Foods LLC                                                                  | CUSIP: 61647DAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    927417 | PA      | $672377.64    | 0.17%             | 2026-06-30      | Floating      | 11.02%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Rmmc Ln Trs:bndmjp1                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1508148.49   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: AUD 04/02/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-9642783.00  | -2.37%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: AUD 04/02/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-696230.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: CHF 04/02/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1171816.00  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: JPY 04/02/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-688283.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Contracts: SEK 04/02/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3096763.00  | -0.76%            |  |  |  | No            | 2                  | On Loan: No      |
| Athena Technology Acquisition Corp Ii                                            | Athena Technology Acquisition Corp. II                                           | CUSIP: 04687C113<br>LEI: 5493008CK2CE7TGDP465 | N/A              | DE               | CORP              | US        |     36968 | NC      | $1874.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                   | FNCL 5.5 3/26 TBA CFD MSFTA                                                      | CUSIP: TRF052631<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-20777.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| 1261229 Bc Ltd                                                                   | 1261229 BC, Ltd.                                                                 | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2076392 | PA      | $2029672.93   | 0.50%             | 2030-10-08      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| Pinstripes Holdings Inc                                                          | Pinstripes Holdings, Inc.                                                        | CUSIP: 06690B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45560 | NC      | $248.30       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Gftu Ln Trs:b00mz44                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-220398.60   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Biocon Biologics Global                                                          | Biocon Biologics Global PLC                                                      | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Short            | DBT              | CORP              | GB        |  -1431000 | PA      | $-1452827.90  | -0.36%            | 2029-10-09      | Fixed         | 6.67%                 | Yes           | 2                  | On Loan: No      |
| Borealis Foods Inc                                                               | Borealis Foods, Inc.                                                             | CUSIP: 09973D113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20287 | NC      | $1065.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brand Engagement Network Inc                                                     | Brand Engagement Network, Inc.                                                   | CUSIP: 104932116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25249 | NC      | $6481.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Iem Ln Trs:3123249                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1742139.54   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Uem Ln Trs:bd45s96                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $107616.26    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Smithson Investment Trust PLC TRS                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2364446.14   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Emg Ln Trs:bj1dlw9                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-96642.77    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Vsvs Ln Trs:b82yxw8                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-27885.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chs/community Health Sys                                                         | CHS/Community Health Systems, Inc.                                               | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    344000 | PA      | $316740.41    | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Chs/community Health Sys                                                         | CHS/Community Health Systems, Inc.                                               | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    933000 | PA      | $770588.49    | 0.19%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Chs/community Health Sys                                                         | CHS/Community Health Systems, Inc.                                               | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3308000 | PA      | $3451425.95   | 0.85%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Csc Holdings Llc                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    559000 | PA      | $333660.84    | 0.08%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Scp Ln Trs:0610841                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $130348.79    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Brsc Ln Trs:0643610                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1496582.20   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Smwh Ln Trs:b2pdgw1                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-33731.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Cvsg Ln Trs:b286382                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-79381.13    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Bby Ln Trs:0096162                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-135646.42   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Dscv Ln Trs:0005588                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-179700.28   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Bmy Ln Trs:3314775                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-116753.96   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Bwy Ln Trs:0090498                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-197230.63   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ckn Ln Trs:0201836                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-94715.18    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ccc Ln Trs:bv9fp30                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-245088.27   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Chg Ln Trs:b45c9x4                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-339893.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Dplm Ln Trs:0182663                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-421270.10   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Basc Ln Trs:0346340                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $312967.94    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Gaw Ln Trs:0371847                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-717872.63   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Hsl Ln Trs:0906506                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1195188.90   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Htg Ln Trs:0447889                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-54620.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Imi Ln Trs:bglp8l2                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-125059.29   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Icp Ln Trs:byt1dj1                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-222525.69   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ipu Ln Trs:b1fl3c7                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1626.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Rch Ln Trs:0903994                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-70.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Inch Ln Trs:b61tvq0                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-400412.47   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Page Ln Trs:3023231                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-29036.10    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Mgam Ln Trs:0602729                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1034.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Mgns Ln Trs:0808561                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-262821.80   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Oxig Ln Trs:0665045                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-248020.76   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Tep Ln Trs:0879471                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-297545.19   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Pct Ln Trs:0422002                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2677513.46   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| Cardio Diagnostics Holdings Inc                                                  | Cardio Diagnostics Holdings, Inc.                                                | CUSIP: 14159C111<br>LEI: 529900E3UWQ6LHYRCK14 | N/A              | DE               | CORP              | US        |     19933 | NC      | $340.85       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Longevity Health Holdings Inc                                                    | Longevity Health Holdings, Inc.                                                  | CUSIP: 142922111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3816 | NC      | $20.42        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ker Fp Trs:5505072                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-12211.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Baker Steel Resources Trust, Ltd. TRS                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $464553.03    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| X Corp                                                                           | X Corp.                                                                          | CUSIP: 90184NAK4<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |   2869780 | PA      | $2975244.42   | 0.73%             | 2029-10-29      | Floating      | 9.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Atg Ln Trs:bmvqdz6                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1539.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cid Holdco Inc                                                                   | CID Holdco, Inc.                                                                 | CUSIP: 171756117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     94845 | NC      | $6070.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ausc Ln Trs:0295958                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $504931.17    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Snr Ln Trs:0795823                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-2500.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Caml Ln Trs:b67kbv2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-3522.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Nfc Ln Trs:3002605                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-105.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Gns Ln Trs:0207458                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-421716.73   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Four Ln Trs:0664097                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-478114.97   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Futr Ln Trs:byzn904                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-51022.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Classover Holdings Inc                                                           | Classover Holdings, Inc.                                                         | CUSIP: 182744110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30413 | NC      | $510.94       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alternus Clean Energy Inc                                                        | Alternus Clean Energy, Inc.                                                      | CUSIP: 184493112<br>LEI: 5299005X49W08265VY11 | N/A              | DE               | CORP              | US        |     49587 | NC      | $1983.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                             | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2209058.03   | 0.54%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Att Ln Trs:bng2m15                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $837801.18    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Crst Ln Trs:b8vzxt9                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-57101.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Aberdeen Diversified Income and Growth Trust PLC                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $127950.04    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Baillie Gifford UK Growth Trust PLC                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $4968042.49   | 1.22%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Mercantile Investment Trust PLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $4992979.50   | 1.23%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Herald Investment Trust PLC                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2395001.09   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Smsn Li Trs:4942818                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-167994.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Compass Group Diversifie                                                         | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   2524017 | PA      | $2355372.53   | 0.58%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Concord Acquisition Corp Ii                                                      | Concord Acquisition Corp. II                                                     | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25741 | NC      | $1296.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cdt Equity Inc                                                                   | CDT Equity, Inc.                                                                 | CUSIP: 20678X114<br>LEI: 8945004VIUFZVV38UL77 | N/A              | DE               | CORP              | US        |     51468 | NC      | $324.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Ag                                                                 | UBS AG/London                                                                    | CUSIP: 22546VH58<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     10000 | PA      | $8567.41      | 0.00%             | 2030-07-31      | Variable      | 13.30%                | No            | 2                  | On Loan: No      |
| Ubs Ag London                                                                    | UBS AG/London                                                                    | CUSIP: 22546VNQ5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    420000 | PA      | $366049.78    | 0.09%             | 2030-10-30      | Variable      | 7.43%                 | No            | 2                  | On Loan: No      |
| Ubs Ag London                                                                    | UBS AG/London                                                                    | CUSIP: 22546VTV8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     67000 | PA      | $56774.26     | 0.01%             | 2031-01-29      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Ubs Ag London                                                                    | UBS AG/London                                                                    | CUSIP: 22548Q2R5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     58000 | PA      | $51578.85     | 0.01%             | 2031-04-29      | Variable      | 10.59%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Card Ln Trs:bly2f70                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-497.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dih Holdings Us Inc                                                              | DIH Holdings US, Inc.                                                            | CUSIP: 23290B114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63578 | NC      | $12.72        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Sspg Ln Trs:bgbn7c0                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-76766.66    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Vortex Opco Llc                                                                  | Vortex Opco LLC                                                                  | CUSIP: G9158TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   3436000 | PA      | $3686828.00   | 0.91%             | 2030-04-30      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | MIO ESCROW                                                                       | CUSIP: 723ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22790 | NS      | $4102.20      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | MAV ESCROW                                                                       | CUSIP: 723ESC026<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $432.45       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | MHI ESCROW                                                                       | CUSIP: 723ESC034<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108304 | NS      | $40072.48     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Anni Ln Trs:0604877                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $87549.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Qq/ Ln Trs:b0wmwd0                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-225562.12   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Trump Media & Technology                                                         | Trump Media & Technology Group Corp.                                             | CUSIP: 25400QAA3<br>LEI: 6488S3A83U2SRQ48O215 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1404789.60   | 0.35%             | 2028-05-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ipx Ln Trs:0490526                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1566.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dish Network Corp                                                                | DISH Network Corp.                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3401000 | PA      | $3520226.14   | 0.86%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Gama Ln Trs:bqs10j5                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-6617.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rr Donnelley & Sons Co                                                           | RR Donnelley & Sons Co.                                                          | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   3126000 | PA      | $3214536.14   | 0.79%             | 2029-08-01      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| Novo Nordisk A/s                                                                 | Novo Nordisk A/S                                                                 | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | N/A              | DE               | CORP              | DK        |      -810 | NC      | $-4860.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyperliquid Strategies Inc                                                       | Hyperliquid Strategies, Inc.                                                     | CUSIP: N/A<br>LEI: 98450073FF7E1B63N260       | N/A              | DE               | CORP              | US        |      -674 | NC      | $-0.01        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Supp Ln Trs:bvg1cf2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $10551.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Knos Ln Trs:bz0d672                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-133261.72   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Fold Holdings Inc                                                                | Fold Holdings, Inc.                                                              | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18690 | NC      | $2857.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Engene Holdings Inc                                                              | Engene Holdings, Inc.                                                            | CUSIP: 29286M113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4017 | NC      | $11046.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Engene Holdings Inc                                                              | Engene Holdings, Inc.                                                            | CUSIP: 29286M113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     -1115 | NC      | $-3066.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv G24 Gr Trs:byt9340                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         1 | NC      | $-7472.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Everest Consolidator Acquisition Corp                                            | Everest Consolidator Acquisition Corp.                                           | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     50492 | NC      | $15.15        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EVERYWARE GLOBAL                                                                 | Everyware Global                                                                 | CUSIP: 300439205<br>LEI: 549300CPPOE32YM1QQ27 | Long             | EC               | CORP              | US        |     43777 | NS      | $0.04         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWCN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19972692 | PA      | $711195.62    | 0.17%             | 2055-06-25      | Floating      | 1.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BYEA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5786820 | PA      | $273400.62    | 0.07%             | 2055-12-25      | Floating      | 1.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HF2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20814341 | PA      | $582468.52    | 0.14%             | 2054-08-25      | Floating      | 1.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHBT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9333226 | PA      | $273639.91    | 0.07%             | 2054-11-25      | Floating      | 1.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HK4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8739400 | PA      | $288406.31    | 0.07%             | 2055-03-25      | Floating      | 1.48%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLZ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14803493 | PA      | $576074.95    | 0.14%             | 2055-07-25      | Floating      | 1.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HN3H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17414896 | PA      | $828691.31    | 0.20%             | 2055-09-25      | Floating      | 1.45%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                  | FNMA, Series 427, Class C20                                                      | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6372748 | PA      | $826149.06    | 0.20%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                  | FNMA, Series 428, Class C15                                                      | CUSIP: 31423YJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2059995 | PA      | $361000.97    | 0.09%             | 2052-07-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                  | FNMA, Series 429, Class C5                                                       | CUSIP: 31423YVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7544449 | PA      | $1376044.19   | 0.34%             | 2052-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                  | FNMA, Series 437, Class C8                                                       | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5236604 | PA      | $814448.51    | 0.20%             | 2052-06-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Flyexclusive Inc                                                                 | flyExclusive, Inc.                                                               | CUSIP: 343928115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21911 | NC      | $8764.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Four Leaf Acquisition Corp                                                       | Four Leaf Acquisition Corp.                                                      | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3750 | NC      | $112.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fusemachines Inc                                                                 | Fusemachines, Inc.                                                               | CUSIP: 36118R111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     38488 | NC      | $3442.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Futuretech Ii Acquisition Corp                                                   | FutureTech II Acquisition Corp.                                                  | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48383 | NC      | $1451.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gct Semiconductor Holding Inc                                                    | GCT Semiconductor Holding, Inc.                                                  | CUSIP: 36170N115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     54452 | NC      | $6833.73      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Bowl Ln Trs:bd0nvk6                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-78652.28    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Egl Ln Trs:bd3v464                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $103300.35    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | M3 Brigade Sponsor VI Class A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    111012 | NS      | $150976.32    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | M3 Brigade Sponsor VI Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    148016 | NS      | $50325.44     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Eon Resources Inc                                                                | EON Resources, Inc.                                                              | CUSIP: 40472A128<br>LEI: 254900A4Y0IPOJDRUY39 | N/A              | DE               | CORP              | US        |     44874 | NC      | $1965.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                    | Britol-Myers Squibb                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $26015.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gogo Intermediate Holdin                                                         | Gogo Intermediate Holdings LLC                                                   | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |   2328254 | PA      | $2076220.50   | 0.51%             | 2028-04-28      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Expn Ln Trs:b19nlv4                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-192204.46   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Icoreconnect Inc                                                                 | iCoreConnect, Inc.                                                               | CUSIP: 450958111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1112 | NC      | $0.56         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Icahn Enterprises/fin                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                           | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Short            | DBT              | CORP              | US        |  -5908000 | PA      | $-5848222.27  | -1.44%            | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises/fin                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                           | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Short            | DBT              | CORP              | US        |   -696000 | PA      | $-615188.07   | -0.15%            | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Pia At Trs:byw6809                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |         1 | NC      | $260565.38    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoomcar Holdings Inc                                                             | Zoomcar Holdings, Inc.                                                           | CUSIP: 45784G119<br>LEI: 549300U6QXNGB66F1K14 | N/A              | DE               | CORP              | US        |     71433 | NC      | $571.46       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Uinta Infrastructure Group Corp                                                  | Uinta Infrastructure Group Corp.                                                 | CUSIP: 45836M114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48608 | NC      | $27706.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                   | Britol-Myers Squibb                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $168055.59    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                    | Pfizer, Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $156103.99    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Pfizer, Inc.                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $124941.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                                 | iShares Bitcoin Trust ETF                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $8200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | iShares Bitcoin Trust ETF                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       198 | NC      | $75240.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Labl Inc                                                                         | LABL, Inc.                                                                       | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   5374000 | PA      | $2473719.38   | 0.61%             | 2031-10-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Wosg Ln Trs:bjdqq87                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-171830.60   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Markit iTraxx Europe Subordinated Financials Series 39                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-481635.57   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Markit iTraxx Europe Subordinated Financials Series 39                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-385308.47   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Leddartech Holdings Inc                                                          | LeddarTech Holdings, Inc.                                                        | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21521 | NC      | $30.13        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing, Inc.                                                          | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3706600 | PA      | $3412930.90   | 0.84%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing, Inc.                                                          | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    695000 | PA      | $712643.20    | 0.18%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | UnitedHealth Group, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $166061.54    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                            | Bath & Body Works, Inc.                                                          | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2684000 | PA      | $2676657.92   | 0.66%             | 2037-07-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Liminatus Pharma Inc                                                             | Liminatus Pharma, Inc.                                                           | CUSIP: 53271X116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27683 | NC      | $970.29       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                         | Unisys Corp. CDS USD 5Y 6/28                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-15881.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Wise Ln Trs:bl9yr75                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-320716.26   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                                         | International Business Machines CDS USD 5Y 12/2028                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $84650.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| J.Crew                                                                           | J.Crew 9/24 TLB 1L                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10314184 | PA      | $8249181.01   | 2.03%             | 2031-09-17      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                                 | S&P 500 INDEX-SPX US 04/17/26 P6825                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       110 | NC      | $1521850.00   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Strategy Inc                                                                     | Strategy, Inc.                                                                   | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EP               | CORP              | US        |     -2522 | NS      | $-183702.48   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | S&P 500 INDEX-SPX US 04/17/26 P6980                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        49 | NC      | $923993.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | S&P 500 INDEX-SPX US 04/17/26 P6830                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       152 | NC      | $1939520.00   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | S&P 500 INDEX-SPX US 04/17/26 P6760                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        29 | NC      | $355975.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | Russell 2000 Index/Old-RUT US 03/20/26 P2570                                     | CUSIP: 5ZL99VDW5<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        13 | NC      | $84500.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | Russell 2000 Index/Old-RUT US 04/17/26 P2650                                     | CUSIP: 5ZL99VM62<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        42 | NC      | $443352.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | Russell 2000 Index/Old-RUT US 04/17/26 P2660                                     | CUSIP: 5ZL99VM70<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        36 | NC      | $416520.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | Russell 2000 Index/Old-RUT US 04/17/26 P2620                                     | CUSIP: 5ZL99VMR6<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        66 | NC      | $667458.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | Russell 2000 Index/Old-RUT US 04/17/26 P2630                                     | CUSIP: 5ZL99VMS4<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        42 | NC      | $414666.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                                 | Russell 2000 Index/Old-RUT US 04/17/26 P2590                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        44 | NC      | $387200.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Modivcare Inc                                                                    | ModivCare, Inc.                                                                  | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |   1902693 | PA      | $752752.83    | 0.18%             | 2031-07-01      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Psny Trs:731105201                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $351515.29    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Airjoule Technologies Corp                                                       | AirJoule Technologies Corp.                                                      | CUSIP: 612160119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37175 | NC      | $28253.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QDL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    428000 | PA      | $312859.44    | 0.08%             | 2033-09-26      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QDN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    266000 | PA      | $193147.60    | 0.05%             | 2033-10-31      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QDZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    478000 | PA      | $350069.04    | 0.09%             | 2034-02-28      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QED2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    276000 | PA      | $207222.37    | 0.05%             | 2034-03-31      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QEE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19101.44     | 0.00%             | 2034-03-31      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QEF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     66000 | PA      | $48387.03     | 0.01%             | 2034-04-30      | Variable      | 6.37%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QEG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     89000 | PA      | $60243.49     | 0.01%             | 2034-05-30      | Variable      | 3.18%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QEH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $318085.72    | 0.08%             | 2034-06-30      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QEL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18698.66     | 0.00%             | 2034-07-31      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QEP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    161000 | PA      | $119573.09    | 0.03%             | 2034-08-29      | Variable      | 3.84%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QES9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7258.00      | 0.00%             | 2034-08-29      | Variable      | 3.84%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QEW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     88000 | PA      | $66070.90     | 0.02%             | 2034-09-30      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $167448.64    | 0.04%             | 2034-09-30      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $23455.50     | 0.01%             | 2034-10-08      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFE9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    357000 | PA      | $285247.89    | 0.07%             | 2034-10-31      | Variable      | 11.28%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFF6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    103000 | PA      | $77613.66     | 0.02%             | 2034-10-31      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFG4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    181000 | PA      | $135895.83    | 0.03%             | 2034-10-31      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFJ8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $177653.58    | 0.04%             | 2034-11-28      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFL3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18778.09     | 0.00%             | 2034-11-28      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFP4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     69000 | PA      | $55037.24     | 0.01%             | 2035-01-30      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFQ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $128003.19    | 0.03%             | 2035-01-30      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFS8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     36000 | PA      | $26131.89     | 0.01%             | 2035-02-27      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFU3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    527000 | PA      | $381122.82    | 0.09%             | 2035-03-31      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFV1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    114000 | PA      | $85591.85     | 0.02%             | 2035-03-31      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QFZ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21354.12     | 0.01%             | 2030-04-30      | Variable      | 9.55%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QGR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73514.75     | 0.02%             | 2030-07-31      | Variable      | 12.73%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QHW7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69258.35     | 0.02%             | 2030-10-30      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61760QJN5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $48354.94     | 0.01%             | 2036-02-29      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YAA9<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8276.59      | 0.00%             | 2036-04-28      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YAE1<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32738.35     | 0.01%             | 2036-06-30      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YAM3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $2027902.93   | 0.50%             | 2036-08-31      | Variable      | 15.92%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YAP6<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34457.07     | 0.01%             | 2036-09-30      | Variable      | 15.92%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YAV3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    103000 | PA      | $92560.35     | 0.02%             | 2036-11-29      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YAZ4<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    224000 | PA      | $196100.35    | 0.05%             | 2037-01-31      | Variable      | 18.00%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YBC4<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    747000 | PA      | $641197.46    | 0.16%             | 2037-03-31      | Variable      | 18.00%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YBH3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34457.07     | 0.01%             | 2037-04-28      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YBJ9<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21879.02     | 0.01%             | 2037-05-31      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                           | Morgan Stanley Finance LLC                                                       | CUSIP: 61766YBW0<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49962.75     | 0.01%             | 2037-08-31      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Moss Creek Resources Hld                                                         | Moss Creek Resources Holdings, Inc.                                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    925000 | PA      | $899962.75    | 0.22%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Mountain Crest Acquisition Corp V                                                | Mountain Crest Acquisition Corp. V                                               | CUSIP: 62404B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8917 | NC      | $1115.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Dnlm Ln Trs:b1ckq73                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-241528.88   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| New Horizon Aircraft Ltd                                                         | New Horizon Aircraft, Ltd.                                                       | CUSIP: 64550A115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11690 | NC      | $4179.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nogin Inc                                                                        | Nogin, Inc.                                                                      | CUSIP: 65528N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8372 | NC      | $72.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Solidion Technology Inc                                                          | Solidion Technology, Inc.                                                        | CUSIP: 67022R111<br>LEI: 529900AIFRB6J51X8T59 | N/A              | DE               | CORP              | US        |     29262 | NC      | $3804.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                         | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $72097.74     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Verizon Wireless                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $49750.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                                 | S&P 500 INDEX-SPX US 04/17/26 P6755                                              | CUSIP: 680993F80<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        80 | NC      | $971200.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| 1261229 Bc Ltd                                                                   | 1261229 BC, Ltd.                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3045000 | PA      | $3128323.99   | 0.77%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Osr Holdings Inc                                                                 | OSR Holdings, Inc.                                                               | CUSIP: 68840D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14638 | NC      | $878.28       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Cre Ln Trs:bn133n2                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-2484.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Byit Ln Trs:bmh18q1                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-13686.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cero Therapeutics Holdings Inc                                                   | CERo Therapeutics Holdings, Inc.                                                 | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21939 | NC      | $161.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sbc Medical Group Holdings Inc                                                   | SBC Medical Group Holdings, Inc.                                                 | CUSIP: 73245B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9738 | NC      | $2697.43      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspire Biopharma Holdings Inc                                                    | Aspire Biopharma Holdings, Inc.                                                  | CUSIP: 738920115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     70545 | NC      | $2391.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Procap Financial Inc                                                             | Procap Financial, Inc.                                                           | CUSIP: 74277PAA3<br>LEI: 529900QQ65IVMAFGA795 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2134000.00   | 0.52%             | 2028-12-05      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Profusa Inc                                                                      | Profusa, Inc.                                                                    | CUSIP: 74319X116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19197 | NC      | $538.48       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Volato Group Inc                                                                 | Volato Group, Inc.                                                               | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20757 | NC      | $228.33       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Psyence Biomedical Ltd                                                           | Psyence Biomedical, Ltd.                                                         | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30398 | NC      | $644.44       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Qt Imaging Holdings Inc                                                          | QT Imaging Holdings, Inc.                                                        | CUSIP: 746962117<br>LEI: 549300EQ1NNV387FGF92 | N/A              | DE               | CORP              | US        |      3954 | NC      | $517.97       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rrd Parent Inc                                                                   | RRD Parent, Inc.                                                                 | CUSIP: 74983T110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        19 | NC      | $136800.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Rrd Parent Inc                                                                   | RRD Parent, Inc.                                                                 | CUSIP: 74983TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $360001.30    | 0.09%             | 9999-12-31      | Fixed         | 13.00%                | Yes           | 2                  | On Loan: No      |
| Sharonai Holdings Inc                                                            | SharonAI Holdings, Inc.                                                          | CUSIP: 778920116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48884 | NC      | $24.44        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Selina Hospitality Plc                                                           | Selina Hospitality PLC                                                           | CUSIP: 81635BAE8<br>LEI: 549300BAEIWO0QPTC061 | Long             | DBT              | CORP              | GB        |   4981328 | PA      | $44782.14     | 0.01%             | 2029-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Semnur Pharmaceuticals Inc                                                       | Semnur Pharmaceuticals, Inc.                                                     | CUSIP: 81686G113<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               | CORP              | US        |     27621 | NC      | $2915.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Six Flags Entertainme                                                            | Six Flags Entertainment Corp.                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1852365.38   | 0.45%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Santander Ahorro Diario 1 Fi                                                     | Santander Ahorro Diario 1 FI                                                     | CUSIP: 000847111<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |     80774 | NC      | $1066.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spectaire Holdings Inc                                                           | Spectaire Holdings, Inc.                                                         | CUSIP: 84753T117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58258 | NC      | $0.06         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Staples Inc                                                                      | Staples, Inc.                                                                    | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2660269.58   | 0.65%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| Star Parent Inc                                                                  | Star Parent, Inc.                                                                | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Short            | DBT              | CORP              | US        |  -5738000 | PA      | $-6088213.09  | -1.50%            | 2030-10-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Syntec Optics Holdings Inc                                                       | Syntec Optics Holdings, Inc.                                                     | CUSIP: 87169M113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27378 | NC      | $26009.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Terrestrial Energy Inc                                                           | Terrestrial Energy, Inc.                                                         | CUSIP: 881454110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6084 | NC      | $25187.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                   | Verizon CDS USD 4Y 12/27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $94891.97     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Yamadai Corp                                                                     | Yamadai Corp.                                                                    | CUSIP: 008940116<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |      5153 | NC      | $5616.77      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amc Entertainment Hldgs                                                          | AMC Entertainment Holdings, Inc.                                                 | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   4134414 | PA      | $4115540.86   | 1.01%             | 2029-01-04      | Floating      | 10.68%                | No            | 2                  | On Loan: No      |
| Moran Foods Llc                                                                  | Moran Foods 10/23 2023 FLFO PIK TL                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    581260 | PA      | $0.00         | 0.00%             | 2026-12-31      | Floating      | 15.02%                | No            | 2                  | On Loan: No      |
| Moran Foods Llc                                                                  | Moran Foods 10/23 2023 FLSO PIK TL2                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1071772 | PA      | $777034.61    | 0.19%             | 2026-12-31      | Floating      | 15.02%                | No            | 2                  | On Loan: No      |
| United Homes Group Inc                                                           | United Homes Group, Inc.                                                         | CUSIP: 91060H116<br>LEI: 549300HWN3ECTEH7I380 | N/A              | DE               | CORP              | US        |      6505 | NC      | $2081.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Us Treasury N/b                                                                  | U.S. Treasury Note                                                               | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -35153000 | PA      | $-35131029.38 | -8.63%            | 2028-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Us Treasury N/b                                                                  | U.S. Treasury Note                                                               | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -28381000 | PA      | $-27802294.38 | -6.83%            | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Us Treasury N/b                                                                  | U.S. Treasury Note                                                               | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -34680000 | PA      | $-34409062.50 | -8.45%            | 2030-12-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ModivCare Inc                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52283 | PA      | $51760.51     | 0.01%             | 2026-02-22      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Verde Clean Fuels Inc                                                            | Verde Clean Fuels, Inc.                                                          | CUSIP: 923372114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       327 | NC      | $13.11        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CPC Acquisition Corp.                                                            | CPC Acquisition Corp.                                                            | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    175000 | PA      | $51625.00     | 0.01%             | 2028-12-29      | Floating      | 11.68%                | No            | 2                  | On Loan: No      |
| Blaize Holdings Inc                                                              | Blaize Holdings Inc                                                              | CUSIP: 092915115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12241 | NC      | $4498.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vsee Health Inc                                                                  | VSee Health, Inc.                                                                | CUSIP: 92919Y110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17198 | NC      | $770.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Labl Inc                                                                         | Multi-Color Corp.                                                                | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   3374694 | PA      | $1559834.13   | 0.38%             | 2028-10-30      | Floating      | 13.67%                | No            | 2                  | On Loan: No      |
| NPC International, Inc.                                                          | NPC International, Inc.                                                          | CUSIP: 62936DAS9<br>LEI: 549300VENVGR7A6TZR37 | Long             | LON              | CORP              | US        |    605000 | PA      | $0.01         | 0.00%             | 2025-04-18      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                                                    | 24 Hour Fitness Worldwide                                                        | CUSIP: 942CXZ002<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    306005 | NS      | $2142.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                                                    | 24 Hour Fitness Worldwide, Inc.                                                  | CUSIP: 942DLY907<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    407959 | NS      | $2855.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Covia Holdings Corp                                                              | Covia Equity                                                                     | CUSIP: 942EFH909<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169353 | NS      | $3387060.00   | 0.83%             |  |  |  | No            | 2                  | On Loan: No      |
| Cycurion Inc                                                                     | Cycurion, Inc.                                                                   | CUSIP: 95758L115<br>LEI: 5493003I8CYRIJL4WQ06 | N/A              | DE               | CORP              | US        |     29980 | NC      | $954.86       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yotta Acquisition Corp                                                           | Yotta Acquisition Corp.                                                          | CUSIP: 98741Y111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     47369 | NC      | $56.84        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yotta Acquisition Corp                                                           | Yotta Acquisition Corp.                                                          | CUSIP: 98741Y129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29452 | NC      | $2945.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zapata Computing Holdings Inc                                                    | Zapata Computing Holdings, Inc.                                                  | CUSIP: 98906V118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24523 | NC      | $6866.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zeo Energy Corp                                                                  | Zeo Energy Corp.                                                                 | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61117 | NC      | $3055.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aalberts Nv                                                                      | Aalberts NV                                                                      | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Short            | EC               | CORP              | NL        |     -1032 | NS      | $-39707.83    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Abbvie Inc                                                                       | AbbVie, Inc.                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Short            | EC               | CORP              | US        |      -202 | NS      | $-45048.02    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ALTERNATIVE CAPITAL INVESTMENTS FUND III                                         | ALTERNATIVE CAPITAL INVESTMENTS FUND III LP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       330 | NS      | $485669.26    | 0.12%             |  |  |  | No            | N/A                | On Loan: No      |
| Accenture Plc                                                                    | Accenture PLC                                                                    | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Short            | EC               | CORP              | IE        |      -136 | NS      | $-35855.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Activariable Sa De Cv Fondo De Inversion De Renta Variable                       | Activariable SA de CV Fondo de Inversion de Renta Variable                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    135564 | NS      | $406.69       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Activariable Sa De Cv Fondo De Inversion De Renta Variable                       | Activariable SA de CV Fondo de Inversion de Renta Variable                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16945 | NS      | $157080.15    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Ishares Msci Acwi Etf                                                            | iShares MSCI ACWI ETF                                                            | CUSIP: 464288257<br>LEI: 549300KZ2WFTI4GQ7M77 | Short            | EC               | RF                | US        |    -54660 | NS      | $-7953030.00  | -1.95%            |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                                                        | Adobe, Inc.                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |      -143 | NS      | $-41934.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                      | AUD $ Currency Fut                                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       140 | NC      | $9760800.00   | 2.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Abrdn Diversified Income And Growth Plc                                          | Abrdn Diversified Income and Growth PLC                                          | CUSIP: G5487A101<br>LEI: 2138003QINEGCHYGW702 | Long             | EC               | CORP              | GB        |      7080 | NS      | $2683.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Adyen Nv                                                                         | Adyen NV                                                                         | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Short            | EC               | CORP              | NL        |       -16 | NS      | $-23771.56    | -0.01%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                                           | Agnico Eagle Mines, Ltd.                                                         | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Short            | EC               | CORP              | CA        |     -1183 | NS      | $-224923.34   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| American Exceptionalism Acquisition Corp A                                       | American Exceptionalism Acquisition Corp. A                                      | CUSIP: G0273J101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14373 | NS      | $166726.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AEYE HEALTH INC                                                                  | AEYE HEALTH INC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1000 | NS      | $1311672.00   | 0.32%             |  |  |  | No            | 3                  | On Loan: No      |
| AEYE HEALTH INC                                                                  | AEYE Health, Inc. SAFE                                                           | CUSIP: AEYESAFE2<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $317299.48    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| AEYE HEALTH INC                                                                  | AEYE Health, Inc. Warrants 2                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         6 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings Inc                                                              | Affirm Holdings, Inc.                                                            | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -332 | NS      | $-20019.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alamos Gold Inc                                                                  | Alamos Gold, Inc.                                                                | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Short            | EC               | CORP              | CA        |     -8157 | NS      | $-302281.95   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Agios Pharmaceuticals Inc                                                        | Agios Pharmaceuticals, Inc.                                                      | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Short            | EC               | CORP              | US        |     -1073 | NS      | $-29443.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Alternative Capital Inv Fund III LP 2 KLINGER                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    872943 | NS      | $947761.20    | 0.23%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                                              | Alternative Capital Inv Fund III LP 2 MILBERG                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4364709 | NS      | $4410294.02   | 1.08%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                                              | Alternative Capital Inv Fund III LP 2 PANNOX                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1454890 | NS      | $1454890.00   | 0.36%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                                              | Alternative Capital Inv Fund III LP 2 PROVIDER                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2909810 | NS      | $6690235.15   | 1.64%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                                              | Alternative Capital Inv Fund III LP 2 VGASA                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2124161 | NS      | $2124161.00   | 0.52%             |  |  |  | No            | N/A                | On Loan: No      |
| Ai Infrastructure Acquisition Corp                                               | AI Infrastructure Acquisition Corp.                                              | CUSIP: G01336109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12121 | NS      | $121210.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Airsculpt Technologies Inc                                                       | AirSculpt Technologies, Inc.                                                     | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62675 | NS      | $186144.75    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Astera Labs Inc                                                                  | Astera Labs, Inc.                                                                | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Short            | EC               | CORP              | US        |       -89 | NS      | $-13405.18    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alcon Ag                                                                         | Alcon AG                                                                         | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Short            | EC               | CORP              | CH        |      -424 | NS      | $-34235.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Aldabra 4 LOV Sponsor Partnership Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    100274 | NS      | $150411.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Aldabra 4 LOV Sponsor Partnership Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    120329 | NS      | $360.99       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Alfa Laval Ab                                                                    | Alfa Laval AB                                                                    | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Short            | EC               | CORP              | SE        |     -1127 | NS      | $-65462.79    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                                                       | Alight, Inc.                                                                     | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Short            | EC               | CORP              | US        |   -261319 | NS      | $-399818.07   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Allfunds Group Plc                                                               | Allfunds Group PLC                                                               | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               | CORP              | GB        |    342549 | NS      | $3317361.08   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Allfunds Group Plc                                                               | Allfunds Group PLC                                                               | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Short            | EC               | CORP              | GB        |      -687 | NS      | $-6653.14     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                      | Alnylam Pharmaceuticals, Inc.                                                    | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |      -135 | NS      | $-45638.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CEA Industries, Inc warrants                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     30423 | NC      | $52631.79     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Alps Group Inc                                                                   | Alps Group, Inc.                                                                 | CUSIP: G0231P108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       452 | NS      | $438.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cal Redwood SPAC Sponsor Equity                                                  | Cal Redwood SPAC Sponsor Equity Class A                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    175375 | NS      | $533140.00    | 0.13%             |  |  |  | No            | 3                  | On Loan: No      |
| Cal Redwood SPAC Sponsor Equity                                                  | Cal Redwood SPAC Sponsor Equity Class B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21922 | NS      | $74534.80     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | ALTICE FRANCE LUXCO 3 SHARES                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5984 | NS      | $86049.92     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ambu A/s                                                                         | Ambu A/S                                                                         | CUSIP: N/A<br>LEI: 5299008W2A69WX355710       | Short            | EC               | CORP              | DK        |     -4150 | NS      | $-56054.82    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                                                       | Advanced Micro Devices, Inc.                                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |      -354 | NS      | $-83802.42    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ametek Inc                                                                       | AMETEK, Inc.                                                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Short            | EC               | CORP              | US        |      -304 | NS      | $-68089.92    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | American Drive Acquisition                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     96696 | NS      | $168251.04    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com, Inc.                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | EC               | CORP              | US        |     -2560 | NS      | $-612608.00   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Arista Networks Inc                                                              | Arista Networks, Inc.                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               | CORP              | US        |      -298 | NS      | $-42238.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Aon Plc                                                                          | Aon PLC                                                                          | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Short            | EC               | CORP              | IE        |      -111 | NS      | $-38810.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                                                    | Amphenol Corp.                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               | CORP              | US        |      -818 | NS      | $-117857.44   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Applovin Corp                                                                    | AppLovin Corp.                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |       -78 | NS      | $-36902.58    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Apex Treasury Corp                                                               | Apex Treasury Corp.                                                              | CUSIP: G04104108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     21359 | NS      | $213162.82    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbe Robotics Ltd                                                                | Arbe Robotics, Ltd.                                                              | CUSIP: M1R95N100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    108864 | NS      | $133902.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Argo Investments Ltd                                                             | Argo Investments, Ltd.                                                           | CUSIP: Q05016102<br>LEI: 2138005T2FZP3AUV6X26 | Long             | EC               | CORP              | AU        |     90437 | NS      | $572449.85    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Arlo Technologies Inc                                                            | Arlo Technologies, Inc.                                                          | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Short            | EC               | CORP              | US        |     -1195 | NS      | $-15164.55    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Art Technology Acquisition Corp                                                  | Art Technology Acquisition Corp.                                                 | CUSIP: G0579E129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12610 | NS      | $126100.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Art Technology Sponsor, LLC CLASS A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    125568 | NS      | $1255.68      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Art Technology Sponsor, LLC CLASS B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25114 | NS      | $251140.00    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| Asa Gold And Precious Metals Ltd                                                 | ASA Gold and Precious Metals, Ltd.                                               | CUSIP: G3156P103<br>LEI: 254900VOUR4617HGCL14 | Long             | EC               | RF                | US        |    163658 | NS      | $10562487.32  | 2.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashland Inc                                                                      | Ashland, Inc.                                                                    | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Short            | EC               | CORP              | US        |      -633 | NS      | $-38714.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Asml Holding Nv                                                                  | ASML Holding NV                                                                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |       -93 | NS      | $-134005.19   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Asp Isotopes Inc                                                                 | ASP Isotopes, Inc.                                                               | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Long             | EC               | CORP              | US        |     61270 | NS      | $388451.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Copco AB                                                                   | Atlas Copco AB                                                                   | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Short            | EC               | CORP              | SE        |     -2162 | NS      | $-44599.21    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                                                       | Atkore, Inc.                                                                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Short            | EC               | CORP              | US        |      -682 | NS      | $-47364.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Australian United Investment Co Ltd/fund                                         | Australian United Investment Co., Ltd.                                           | CUSIP: Q11176114<br>LEI: 254900GUHAKLG0ECG757 | Long             | EC               | CORP              | AU        |      5375 | NS      | $43043.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Innovation Inc                                                            | Aurora Innovation, Inc.                                                          | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Short            | EC               | CORP              | US        |     -3449 | NS      | $-14485.80    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc.                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |      -930 | NS      | $-308109.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Avepoint Inc                                                                     | AvePoint, Inc.                                                                   | CUSIP: 053604104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2269 | NS      | $-26388.47    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Avax One Technology Ltd                                                          | Avax One Technology, Ltd.                                                        | CUSIP: 05353F108<br>LEI: 529900AYPDSKXK102L59 | Long             | EC               | CORP              | CA        |    369234 | NS      | $299374.93    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Axiom Intelligence Holdings 1 LLC                                                | Axiom Intelligence Holdings 1 LLC Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    142090 | NS      | $282759.10    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Axiom Intelligence Holdings 1 LLC                                                | Axiom Intelligence Holdings 1 LLC Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17761 | NS      | $39251.81     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding, Ltd.                                                      | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | CN        |      -221 | NS      | $-37472.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank Of America Corp                                                             | Bank of America Corp.                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | EC               | CORP              | US        |       -27 | NS      | $-1436.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bleichroeder Acquisition Corp Ii                                                 | Bleichroeder Acquisition Corp. II                                                | CUSIP: G1170E104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10447 | NS      | $103738.71    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Gss Investment Corp                                                 | Bain Capital GSS Investment Corp.                                                | CUSIP: G0R78B106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     52732 | NS      | $535757.12    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                           | CUSIP: AM9155384<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   7985000 | PA      | $111431.47    | 0.03%             | 2026-03-23      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Btc Development Corp                                                             | BTC Development Corp.                                                            | CUSIP: G0701G109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30758 | NS      | $310655.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BEEHERO LTD                                                                      | BEEHERO LTD                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       322 | NS      | $374621.76    | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| Be Semiconductor Industries Nv                                                   | BE Semiconductor Industries NV                                                   | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Short            | EC               | CORP              | NL        |      -287 | NS      | $-55962.33    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Benson Hill Inc                                                                  | Benson Hill, Inc.                                                                | CUSIP: 082490202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3906 | NS      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BENSON HILL INC                                                                  | Benson Hill Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    187607 | NC      | $13872.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bb Biotech Ag                                                                    | BB Biotech AG                                                                    | CUSIP: H0676C173<br>LEI: 391200MBZQNPFHIVKO34 | Long             | EC               | CORP              | CH        |      1729 | NS      | $103666.19    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp Ltd                                      | Bitcoin Infrastructure Acquisition Corp., Ltd.                                   | CUSIP: G1143H127<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9337 | NS      | $93556.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings, Inc.                                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Short            | EC               | CORP              | US        |       -13 | NS      | $-65023.92    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Trailblazer Acquisition Corp                                                     | Trailblazer Acquisition Corp.                                                    | CUSIP: G9009S103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     46052 | NS      | $465585.72    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Bumble Inc                                                                       | Bumble, Inc.                                                                     | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1068650 | NS      | $3579977.50   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Arverne Group Sa                                                                 | Arverne Group SA                                                                 | CUSIP: N/A<br>LEI: 894500FOM6WHY0KFW309       | N/A              | DE               | CORP              | FR        |     33822 | NC      | $2004.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Corp                                                                  | Brookfield Corp.                                                                 | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |    -27558 | NS      | $-1255289.68  | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Corp                                                                  | Brookfield Corp.                                                                 | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |         0 | NS      | $22.78        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cea Industries Inc                                                               | CEA Industries, Inc.                                                             | CUSIP: 86887P309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235816 | NS      | $1176721.84   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Cea Industries Inc                                                               | CEA Industries, Inc.                                                             | CUSIP: 86887P309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4706 | NS      | $-23482.94    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Deezer Sa                                                                        | Deezer SA                                                                        | CUSIP: N/A<br>LEI: 969500LM904RGABQUN96       | N/A              | DE               | CORP              | FR        |     95238 | NC      | $56.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Selina Hospitality Plc                                                           | Selina Hospitality PLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    218500 | NC      | $0.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cpi Property Group Sa                                                            | CPI Property Group SA                                                            | CUSIP: BT3966533<br>LEI: 222100CO2ZOTEPGJO223 | Short            | DBT              | CORP              | LU        |  -2462000 | PA      | $-2553693.98  | -0.63%            | 2030-01-14      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                      | GBP Currency Future                                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |        57 | NC      | $4879556.25   | 1.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluerock Private Real Estate Fund                                                | Bluerock Private Real Estate Fund                                                | CUSIP: 09631P102<br>LEI: 549300DVMSW84SP6UG83 | Long             | EC               | RF                | US        |    189934 | NS      | $3149105.72   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | BR.OP BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1100000 | NS      | $1100000.00   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Broad Capital Acquisition Corp                                                   | Broad Capital Acquisition Corp.                                                  | CUSIP: 11125B110<br>LEI: 549300LQ2W8Q2EETCL11 | N/A              | DE               | CORP              | US        |     53360 | NC      | $10138.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Procap Financial Inc                                                             | Procap Financial, Inc.                                                           | CUSIP: 74277P105<br>LEI: 529900QQ65IVMAFGA795 | Long             | EC               | CORP              | US        |     42346 | NS      | $106288.46    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Procap Financial                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25579 | NS      | $27369.53     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Blackrock Smaller Cos Trust Plc                                                  | BlackRock Smaller Cos. Trust PLC                                                 | CUSIP: G1314X109<br>LEI: 549300MS535KC2WH4082 | Long             | EC               | CORP              | GB        |     71210 | NS      | $1336874.43   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackrock Science And Technology Term Trust                                      | BlackRock Science and Technology Term Trust                                      | CUSIP: 09260K101<br>LEI: 549300NQ3IL1NKVC9M67 | Long             | EC               | RF                | US        |      3199 | NS      | $71593.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                                                              | Bentley Systems, Inc.                                                            | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |      -630 | NS      | $-22125.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Grayscale Bitcoin Mini Trust Etf                                                 | Grayscale Bitcoin Mini Trust ETF                                                 | CUSIP: 389930207<br>LEI: 529900WHTNX5LZCNWB27 | Short            | EC               | RF                | US        |    -54060 | NS      | $-2004544.80  | -0.49%            |  |  |  | No            | 1                  | On Loan: No      |
| Bitcoin Depot Inc                                                                | Bitcoin Depot, Inc.                                                              | CUSIP: 09174P113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     84714 | NC      | $4176.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| B2gold Corp                                                                      | B2Gold Corp.                                                                     | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Short            | EC               | CORP              | CA        |    -16076 | NS      | $-78275.53    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Strategy Inc.                                                                    | STRATEGY 10.000%, SERIES A.                                                      | CUSIP: 594972846<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     15686 | NS      | $1576725.34   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                                                 | Babcock & Wilcox Enterprises, Inc.                                               | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |    106430 | NS      | $1025985.20   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                           | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |  16029000 | PA      | $225738.01    | 0.06%             | 2023-06-28      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                           | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        | 127633000 | PA      | $1804819.96   | 0.44%             | 2025-06-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Cantor Equity Partners Iii Inc                                                   | Cantor Equity Partners III, Inc.                                                 | CUSIP: G1828A108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     61275 | NS      | $626843.25    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cbre Group Inc                                                                   | CBRE Group, Inc.                                                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3064 | NS      | $521891.12    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                                                 | Crown Castle, Inc.                                                               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |       -80 | NS      | $-6944.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cogent Communications Holdings Inc                                               | Cogent Communications Holdings, Inc.                                             | CUSIP: 19239V302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -933 | NS      | $-22671.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp Xi                                                        | Churchill Capital Corp. XI                                                       | CUSIP: G2131A124<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8426 | NS      | $86787.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                      | CAD $ Currency Fut                                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -91 | NC      | $-6709430.00  | -1.65%            |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Equity Partners Iv Inc                                                    | Cantor Equity Partners IV, Inc.                                                  | CUSIP: G1828E100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23439 | NS      | $245406.33    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Equity Partners Ii Inc                                                    | Cantor Equity Partners II, Inc.                                                  | CUSIP: G1827P106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36274 | NS      | $450523.08    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Equity Partners V Inc                                                     | Cantor Equity Partners V, Inc.                                                   | CUSIP: G1828S109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26771 | NS      | $274402.75    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ceva Inc                                                                         | CEVA, Inc.                                                                       | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Short            | EC               | CORP              | US        |     -1040 | NS      | $-21933.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Chenghe Investment III LLC Class A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    173916 | NS      | $118262.88    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Chenghe Investment III LLC Class B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21740 | NS      | $16739.80     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Chewy Inc                                                                        | Chewy, Inc.                                                                      | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Short            | EC               | CORP              | US        |      -829 | NS      | $-24132.19    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ciena Corp                                                                       | Ciena Corp.                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |      -216 | NS      | $-54390.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                    | Cigna Holding Co. CDS USD 12/30                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $64712.88     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Cigna Holding Co. CDS USD 12/30                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $52451.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Clean Harbors Inc                                                                | Clean Harbors, Inc.                                                              | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Short            | EC               | CORP              | US        |      -158 | NS      | $-41065.78    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Celestica Inc                                                                    | Celestica, Inc.                                                                  | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Short            | EC               | CORP              | CA        |      -599 | NS      | $-168313.01   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Clarivate Plc                                                                    | Clarivate PLC                                                                    | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Short            | EC               | CORP              | JE        |    -35761 | NS      | $-94766.65    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Clorox Co/the                                                                    | Clorox Co.                                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |      -296 | NS      | $-33385.84    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Capitalworks Emerging Markets Acquisition Corp                                   | Capitalworks Emerging Markets Acquisition Corp.                                  | CUSIP: G1889L126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     69120 | NC      | $877.82       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cme Group Inc                                                                    | CME Group, Inc.                                                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Short            | EC               | CORP              | US        |      -245 | NS      | $-70819.70    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                                       | Chipotle Mexican Grill, Inc.                                                     | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Short            | EC               | CORP              | US        |    -10992 | NS      | $-427259.04   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                                       | Chipotle Mexican Grill, Inc.                                                     | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     21133 | NS      | $821439.71    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Pathways Plc                                                             | Compass Pathways PLC                                                             | CUSIP: 20451W101<br>LEI: 213800N7CUZIC6QSTZ31 | Long             | EC               | CORP              | GB        |     61188 | NS      | $409347.72    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Canna-global Acquisition Corp                                                    | Canna-Global Acquisition Corp.                                                   | CUSIP: 13767K119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    154766 | NC      | $773.83       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cnh Industrial Nv                                                                | CNH Industrial NV                                                                | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Short            | EC               | CORP              | NL        |   -150801 | NS      | $-1622618.76  | -0.40%            |  |  |  | No            | 1                  | On Loan: No      |
| Cannae Holdings Inc                                                              | Cannae Holdings, Inc.                                                            | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |    390845 | NS      | $5632076.45   | 1.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Diversified Holdings                                                     | Compass Diversified Holdings                                                     | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     81001 | NS      | $532176.57    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                                                                    | Coherent Corp.                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |      -136 | NS      | $-28856.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                         | CommScope CDS USD 06/20/2027                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $388684.22    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                                         | CommScope CDS USD 06/20/2030                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1033468.06  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| Compass Inc                                                                      | Compass, Inc.                                                                    | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     50620 | NS      | $633762.40    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Corner Growth Acquisition Corp                                                   | Corner Growth Acquisition Corp.                                                  | CUSIP: G2425N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     41045 | NC      | $8619.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                                                 | Canadian Pacific Kansas City, Ltd.                                               | CUSIP: 13646K108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |     -7252 | NS      | $-539113.68   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Corpay Inc                                                                       | Corpay, Inc.                                                                     | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Short            | EC               | CORP              | US        |      -124 | NS      | $-39014.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Coupang Inc                                                                      | Coupang, Inc.                                                                    | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Short            | EC               | CORP              | US        |     -1820 | NS      | $-36691.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                                                               | Capri Holdings, Ltd.                                                             | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     22875 | NS      | $516288.75    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp Ii                                                 | Crane Harbor Acquisition Corp. II                                                | CUSIP: G25014104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18951 | NS      | $189510.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Credo Technology Group Holding Ltd                                               | Credo Technology Group Holding, Ltd.                                             | CUSIP: G25457105<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |      -241 | NS      | $-30192.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Critical Metals Corp                                                             | Critical Metals Corp.                                                            | CUSIP: G2662B103<br>LEI: 984500158752F66VAE27 | Short            | EC               | CORP              | VG        |    -40391 | NS      | $-531949.47   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Critical Metals Corp                                                             | Critical Metals Corp. Warrants                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     50528 | NC      | $209185.92    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Costar Group Inc                                                                 | CoStar Group, Inc.                                                               | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |      -494 | NS      | $-30381.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                                                              | Clearway Energy, Inc.                                                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |       -25 | NS      | $-903.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mfs High Income Municipal Trust                                                  | MFS High Income Municipal Trust                                                  | CUSIP: 59318D104<br>LEI: 0G9TCUWY2FBUXSJY2691 | Long             | EC               | RF                | US        |       733 | NS      | $2770.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                    | MARKIT CDX HY S44 5Y 6/30 ICE                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $13434603.92  | 3.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Cyberark Software Ltd                                                            | CyberArk Software, Ltd.                                                          | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Short            | EC               | CORP              | IL        |       -52 | NS      | $-22403.16    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Community Health Systems Inc                                                     | Community Health Systems, Inc.                                                   | CUSIP: 203668108<br>LEI: 549300BQWM4WENQ3YW73 | Long             | EC               | CORP              | US        |    125299 | NS      | $402209.79    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Asset Acquisition Corp                                                   | Digital Asset Acquisition Corp.                                                  | CUSIP: G2868C103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     92769 | NS      | $948099.18    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Doordash Inc                                                                     | DoorDash, Inc.                                                                   | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |      -228 | NS      | $-46653.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                                                       | Deere & Co.                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |      -148 | NS      | $-78144.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Deezer Sa                                                                        | Deezer SA                                                                        | CUSIP: N/A<br>LEI: 969500LM904RGABQUN96       | Long             | EC               | CORP              | FR        |      8179 | NS      | $10858.41     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Delivery Hero Se                                                                 | Delivery Hero SE                                                                 | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |     -1096 | NS      | $-30581.94    | -0.01%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Danaher Corp                                                                     | Danaher Corp.                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |      -201 | NS      | $-43996.89    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Trump Media & Technology Group Corp                                              | Trump Media & Technology Group Corp.                                             | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Long             | EC               | CORP              | US        |     52814 | NS      | $674962.92    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Draftkings Inc                                                                   | DraftKings, Inc.                                                                 | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |      -929 | NS      | $-25556.79    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Destra Multi-alternative Fund                                                    | Destra Multi-Alternative Fund                                                    | CUSIP: 25065A502<br>LEI: 549300SP0KUS5HR5P569 | Long             | EC               | RF                | US        |     56768 | NS      | $508641.28    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Denali Therapeutics Inc                                                          | Denali Therapeutics, Inc.                                                        | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Short            | EC               | CORP              | US        |      -759 | NS      | $-16500.66    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Doximity Inc                                                                     | Doximity, Inc.                                                                   | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -780 | NS      | $-29226.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BNY Mellon U.S. Treasury Fund                                                    | BNY Mellon U.S. Treasury Fund                                                    | CUSIP: G1206E136<br>LEI: N/A                  | Long             | STIV             | RF                | IE        |   4631311 | NS      | $4631310.76   | 1.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Leonardo Drs Inc                                                                 | Leonardo DRS, Inc.                                                               | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Short            | EC               | CORP              | US        |      -358 | NS      | $-14699.48    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dsm-firmenich Ag                                                                 | DSM-Firmenich AG                                                                 | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Short            | EC               | CORP              | CH        |     -1327 | NS      | $-104130.25   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Descartes Systems Group Inc/the                                                  | Descartes Systems Group, Inc.                                                    | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Short            | EC               | CORP              | CA        |      -177 | NS      | $-13218.62    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Descartes Systems Group Inc/the                                                  | Descartes Systems Group, Inc.                                                    | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      2744 | NS      | $204925.91    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bny Mellon Strategic Municipal Bond Fund Inc                                     | BNY Mellon Strategic Municipal Bond Fund, Inc.                                   | CUSIP: 09662E109<br>LEI: 54930044KK4C1VDJ7M52 | Long             | EC               | RF                | US        |       190 | NS      | $1176.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Discovery Silver Corp                                                            | Discovery Silver Corp.                                                           | CUSIP: 254677107<br>LEI: 98450041CCB3E8QD3F53 | Short            | EC               | CORP              | CA        |    -40370 | NS      | $-284026.44   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Diversified United Investment Ltd                                                | Diversified United Investment, Ltd.                                              | CUSIP: Q3212S108<br>LEI: 254900ENGLQ9SQJJCR84 | Long             | EC               | CORP              | AU        |     55728 | NS      | $214986.23    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Digital Partners Ii                                                      | Insight Digital Partners II                                                      | CUSIP: G4814G105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20986 | NS      | $208600.84    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellsworth Growth And Income Fund Ltd                                             | Ellsworth Growth and Income Fund, Ltd.                                           | CUSIP: 289074106<br>LEI: 549300GYFOXHCDQTI772 | Long             | EC               | RF                | US        |     85672 | NS      | $1065759.68   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                                                      | Equifax, Inc.                                                                    | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |      -234 | NS      | $-47127.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EGH Sponsor LLC                                                                  | EGH Sponsor LLC, Cl A                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     76184 | NS      | $184365.28    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| EGH Sponsor LLC                                                                  | EGH Sponsor LLC, Cl B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9523 | NS      | $25426.41     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Next.e.go Nv                                                                     | Next.e.GO NV                                                                     | CUSIP: N63018118<br>LEI: 984500J696437146SA29 | Long             | EC               | CORP              | NL        |      5788 | NS      | $0.58         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Metals & Technologies Corp                                             | Evolution Metals & Technologies Corp.                                            | CUSIP: 30054B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1787 | NS      | $12026.51     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Empery Digital Inc                                                               | Empery Digital, Inc.                                                             | CUSIP: 92864V608<br>LEI: 254900YNQ643TK62S464 | Long             | EC               | CORP              | US        |     54589 | NS      | $268031.99    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge, Inc.                                                                   | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |     -2777 | NS      | $-135561.41   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Graphjet Technology                                                              | Graphjet Technology                                                              | CUSIP: G30449121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45714 | NC      | $1508.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CANTOR EQUITY PARTNERS I                                                         | CANTOR EQUITY PARTNERS I, INC. Project Enigma PIPE                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     77018 | NS      | $797136.30    | 0.20%             |  |  |  | No            | 3                  | On Loan: No      |
| CANTOR EQUITY PARTNERS I                                                         | CANTOR EQUITY PARTNERS I..Project Enigma PIPE Cnv                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1540 | PA      | $1428658.00   | 0.35%             | 2030-07-01      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Enterprise Products Partners Lp                                                  | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Short            | EC               | CORP              | US        |     -4770 | NS      | $-158316.30   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Epiroc Ab                                                                        | Epiroc AB                                                                        | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Short            | EC               | CORP              | SE        |     -2129 | NS      | $-59681.31    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Energy Transfer Lp                                                               | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Short            | EC               | CORP              | US        |    -10064 | NS      | $-185680.80   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Grayscale Ethereum Classic Trust                                                 | Grayscale Ethereum Classic Trust                                                 | CUSIP: 38963Q107<br>LEI: 54930092HET8DVEQYD83 | Long             | EC               | RF                | US        |   3636936 | NS      | $18984805.92  | 4.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Ether Reserve LLC                                                                | Ether Reserve LLC Equity PIPE                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     77018 | NS      | $784043.55    | 0.19%             |  |  |  | No            | 3                  | On Loan: No      |
| Ethzilla Corp                                                                    | Ethzilla Corp.                                                                   | CUSIP: 68236V401<br>LEI: 98450063A2D8EF54EB11 | Long             | EC               | CORP              | US        |    107343 | NS      | $460501.47    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Etoro Group Ltd                                                                  | Etoro Group, Ltd.                                                                | CUSIP: G32089107<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | US        |     42359 | NS      | $1245354.60   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Ab                                                                     | Evolution AB                                                                     | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     31166 | NS      | $2024434.20   | 0.50%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Evolution Global Acquisition Corp                                                | Evolution Global Acquisition Corp.                                               | CUSIP: G3226F101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23808 | NS      | $239984.64    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertical Aerospace Ltd                                                           | Vertical Aerospace, Ltd.                                                         | CUSIP: G9471C206<br>LEI: 9845002F3CF4E56DA491 | Long             | EC               | CORP              | KY        |    791382 | NS      | $3727409.22   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Newhold Investment Corp Iii                                                      | NewHold Investment Corp III Sponsor Shs Class A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     87582 | NS      | $162026.70    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Newhold Investment Corp Iii                                                      | NewHold Investment Corp III Sponsor Shs Class B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10948 | NS      | $22333.92     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Exor Nv                                                                          | EXOR NV                                                                          | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |    180336 | NS      | $14770951.25  | 3.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Exponent Inc                                                                     | Exponent, Inc.                                                                   | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Short            | EC               | CORP              | US        |      -561 | NS      | $-40319.07    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Futurecrest Acquisition Corp                                                     | FutureCrest Acquisition Corp.                                                    | CUSIP: G3730U107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     28974 | NS      | $298142.46    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-mcmoran Inc                                                             | Freeport-McMoRan, Inc.                                                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |     -1668 | NS      | $-100463.64   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Future Generation Global Ltd                                                     | Future Generation Global, Ltd.                                                   | CUSIP: Q39694106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14295 | NS      | $15230.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fg Imperii Acquisition Corp                                                      | FG Imperii Acquisition Corp.                                                     | CUSIP: G3R41C128<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     21543 | NS      | $215214.57    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp.                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |       -33 | NS      | $-48284.61    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| FIGX Acquisition Partners LLC                                                    | FIGX Acquisition Partners LLC Class A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    112488 | NS      | $114737.76    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| FIGX Acquisition Partners LLC                                                    | FIGX Acquisition Partners LLC Class A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     14061 | NS      | $16310.76     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Federated Hermes Premier Municipal Income Fund                                   | Federated Hermes Premier Municipal Income Fund                                   | CUSIP: 31423P108<br>LEI: C0TUI5ZPEIY028NN4Q23 | Long             | EC               | RF                | US        |      1586 | NS      | $17810.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fabrinet                                                                         | Fabrinet                                                                         | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               | CORP              | KY        |      -237 | NS      | $-115997.28   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Jfrog Ltd                                                                        | JFrog, Ltd.                                                                      | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Short            | EC               | CORP              | IL        |      -909 | NS      | $-49813.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Jfrog Ltd                                                                        | JFrog, Ltd.                                                                      | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      4230 | NS      | $231804.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Six Flags Entertainment Corp                                                     | Six Flags Entertainment Corp.                                                    | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     26075 | NS      | $469610.75    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fusemachines Inc                                                                 | Fusemachines, Inc.                                                               | CUSIP: 36118R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4364 | NS      | $6895.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                           | US 5Yr Note Future                                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -82 | NC      | $-8932234.42  | -2.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp-liberty Formula One                                           | Liberty Media Corp.-Liberty Formula One                                          | CUSIP: 531229755<br>LEI: 549300ZKUTPIBZLWLL89 | Short            | EC               | CORP              | US        |     -1062 | NS      | $-92415.24    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe Financials                                                    | Long Gilt Future                                                                 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | N/A              | DIR              | CORP              | GB        |       -43 | NC      | $-5345507.04  | -1.31%            |  |  |  | No            | 1                  | On Loan: No      |
| Ai Infrastructure Acquisition Corp                                               | AI Infrastructure Acquisition Corp.                                              | CUSIP: G01336117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12121 | NC      | $3273.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alps Group Inc                                                                   | Alps Group, Inc.                                                                 | CUSIP: G0231P116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14771 | NC      | $1013.29      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alussa Energy Acquisition Corp Ii                                                | Alussa Energy Acquisition Corp. II                                               | CUSIP: G0233J118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2597 | NC      | $1328.37      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apex Treasury Corp                                                               | Apex Treasury Corp.                                                              | CUSIP: G04104124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16019 | NC      | $5126.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| A Spac Ii Acquisition Corp                                                       | A SPAC II Acquisition Corp.                                                      | CUSIP: G0543H117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     34421 | NC      | $1068.77      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| A Spac Ii Acquisition Corp                                                       | A SPAC II Acquisition Corp.                                                      | CUSIP: G0543H133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     68843 | NC      | $7121.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newgenivf Group Ltd                                                              | NewGenIvf Group, Ltd.                                                            | CUSIP: G0544E113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $0.02         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aura Fat Projects Acquisition Corp                                               | Aura FAT Projects Acquisition Corp.                                              | CUSIP: G06362126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58439 | NC      | $1683.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Btc Development Corp                                                             | BTC Development Corp.                                                            | CUSIP: G0701G117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7689 | NC      | $5195.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baird Medical Investment Holdings Ltd                                            | Baird Medical Investment Holdings, Ltd.                                          | CUSIP: G0705H111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22349 | NC      | $1229.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Armada Acquisition Corp Ii                                                       | Armada Acquisition Corp. II                                                      | CUSIP: G0R38G112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    109500 | NC      | $91980.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Gss Investment Corp                                                 | Bain Capital GSS Investment Corp.                                                | CUSIP: G0R78B114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10546 | NC      | $8964.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berto Acquisition Corp                                                           | BERTO ACQUISITION Corp.                                                          | CUSIP: G1051H119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     57960 | NC      | $20865.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Biocon Biologics Global                                                          | Biocon Biologics Global PLC                                                      | CUSIP: YU2449483<br>LEI: 254900PMQN51VACG2D55 | Short            | DBT              | CORP              | GB        |  -5250000 | PA      | $-5330081.40  | -1.31%            | 2029-10-09      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Bitfufu Inc                                                                      | BitFuFu, Inc.                                                                    | CUSIP: G1152A120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29947 | NC      | $6738.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bleichroeder Acquisition Corp Ii                                                 | Bleichroeder Acquisition Corp. II                                                | CUSIP: G1170E112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3482 | NC      | $2036.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Gold Ltd                                                                    | Blue Gold, Ltd.                                                                  | CUSIP: G1331C112<br>LEI: 254900UE05R84PS7UH87 | N/A              | DE               | CORP              | US        |     31463 | NC      | $10647.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cactus Acquisition Corp 1 Ltd                                                    | Cactus Acquisition Corp. 1, Ltd.                                                 | CUSIP: G1745A124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21180 | NC      | $1676.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Captivision Inc                                                                  | Captivision, Inc.                                                                | CUSIP: G18932114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43794 | NC      | $2535.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cartesian Growth Corp Ii                                                         | Cartesian Growth Corp. II                                                        | CUSIP: G19305120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5984 | NC      | $897.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cartica Acquisition Corp                                                         | Cartica Acquisition Corp.                                                        | CUSIP: G1995D117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     74354 | NC      | $275.11       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chain Bridge I                                                                   | Chain Bridge I                                                                   | CUSIP: G2061X110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     33367 | NC      | $3448.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Semilux Ltd                                                                      | Semilux, Ltd.                                                                    | CUSIP: G2086M123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       400 | NC      | $23.32        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                           | CUSIP: ZP5379026<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   8094000 | PA      | $114984.17    | 0.03%             | 2024-01-22      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                           | CUSIP: AN0016476<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  13321000 | PA      | $190660.81    | 0.05%             | 2024-03-29      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                           | CUSIP: ZP5378630<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   6500000 | PA      | $91100.75     | 0.02%             | 2049-12-31      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Cohen Circle Acquisition Corp Ii                                                 | Cohen Circle Acquisition Corp. II                                                | CUSIP: G2254C113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10868 | NC      | $9020.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Climaterock                                                                      | ClimateRock                                                                      | CUSIP: G2311X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11778 | NC      | $569.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Climaterock                                                                      | ClimateRock                                                                      | CUSIP: G2311X134<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23557 | NC      | $4064.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp                                                    | Crane Harbor Acquisition Corp.                                                   | CUSIP: G24979117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5965 | NC      | $5129.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp Ii                                                 | Crane Harbor Acquisition Corp. II                                                | CUSIP: G25014112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18951 | NC      | $4557.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| D Boral Arc Acquisition I Corp                                                   | D Boral ARC Acquisition I Corp.                                                  | CUSIP: G2616F119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19724 | NC      | $17357.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Critical Metals Corp                                                             | Critical Metals Corp.                                                            | CUSIP: G2662B111<br>LEI: 984500158752F66VAE27 | N/A              | DE               | CORP              | US        |       198 | NC      | $1227.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Asset Acquisition Corp                                                   | Digital Asset Acquisition Corp.                                                  | CUSIP: G2868C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61301 | NC      | $26972.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynamix Corp                                                                     | Dynamix Corp.                                                                    | CUSIP: G2949D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49549 | NC      | $53017.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynamix Corp Iii                                                                 | Dynamix Corp. III                                                                | CUSIP: G2949T117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9344 | NC      | $3083.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eqv Ventures Acquisition Corp                                                    | EQV Ventures Acquisition Corp.                                                   | CUSIP: G3106N117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37448 | NC      | $18274.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eqv Ventures Acquisition Corp Ii                                                 | EQV Ventures Acquisition Corp. II                                                | CUSIP: G3106Q128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20197 | NC      | $9694.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Global Acquisition Corp                                                | Evolution Global Acquisition Corp.                                               | CUSIP: G3226F119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11904 | NC      | $5952.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fact Ii Acquisition Corp                                                         | Fact II Acquisition Corp.                                                        | CUSIP: G32901129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29805 | NC      | $13138.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Futurecrest Acquisition Corp                                                     | FutureCrest Acquisition Corp.                                                    | CUSIP: G3730U115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7243 | NC      | $6337.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gcl Global Holdings Ltd                                                          | GCL Global Holdings, Ltd.                                                        | CUSIP: G3777K111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19704 | NC      | $835.45       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gigcapital7 Corp                                                                 | GigCapital7 Corp.                                                                | CUSIP: G38648120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         6 | NC      | $3.25         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesis Growth Tech Acquisition Corp                                             | Genesis Growth Tech Acquisition Corp.                                            | CUSIP: G3R23D128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6030 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gp-act Iii Acquisition Corp                                                      | GP-Act III Acquisition Corp Class A Sponsor Shares                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     30730 | NS      | $56543.20     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Gp-act Iii Acquisition Corp                                                      | GP-Act III Acquisition Corp Class B Warrants                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KY        |     38411 | NC      | $10755.08     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Gores Holdings X Inc                                                             | Gores Holdings X, Inc.                                                           | CUSIP: G4002F125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6723 | NC      | $5655.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gp-act Iii Acquisition Corp                                                      | GP-Act III Acquisition Corp.                                                     | CUSIP: G4035N129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     42413 | NC      | $11129.17     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                                                   | Hall Chadwick Acquisition Corp.                                                  | CUSIP: G42386113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55633 | NC      | $14464.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hcm Iii Acquisition Corp                                                         | HCM III Acquisition Corp.                                                        | CUSIP: G4365E111<br>LEI: 529900X6CMNA2LN6C461 | N/A              | DE               | CORP              | US        |     19285 | NC      | $11744.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthcare Ai Acquisition Corp                                                   | Healthcare AI Acquisition Corp.                                                  | CUSIP: G4373K117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18681 | NC      | $246.59       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hennessy Capital Investment Corp Vii                                             | Hennessy Capital Investment Corp. VII                                            | CUSIP: G4405D115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14189 | NC      | $3972.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pearl Holdings Acquisition Corp                                                  | Pearl Holdings Acquisition Corp.                                                 | CUSIP: G44525114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18484 | NC      | $636.77       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Currenc Group Inc                                                                | Currenc Group, Inc.                                                              | CUSIP: G47862126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55058 | NC      | $445.97       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inflection Point Acquisition Corp Iii                                            | Inflection Point Acquisition Corp. III                                           | CUSIP: G47875110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    107378 | NC      | $40803.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Digital Partners Ii                                                      | Insight Digital Partners II                                                      | CUSIP: G4814G113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10502 | NC      | $3363.79      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Integrated Wellness Acquisition Corp                                             | Integrated Wellness Acquisition Corp.                                            | CUSIP: G4828B118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1475 | NC      | $125.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Investcorp Ai Acquisition Corp                                                   | Investcorp AI Acquisition Corp.                                                  | CUSIP: G49219127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37472 | NC      | $1199.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Investcorp Europe Acquisition Corp I                                             | Investcorp Europe Acquisition Corp. I                                            | CUSIP: G4923T113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24645 | NC      | $2.46         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Israel Acquisitions Corp                                                         | Israel Acquisitions Corp.                                                        | CUSIP: G49667119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35717 | NC      | $4464.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hhg Capital Corp                                                                 | HHG Capital Corp.                                                                | CUSIP: G4R23P129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17425 | NC      | $99.32        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ix Acquisition Corp                                                              | IX Acquisition Corp.                                                             | CUSIP: G5000D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       112 | NC      | $13.32        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nvni Group Ltd                                                                   | Nvni Group, Ltd.                                                                 | CUSIP: G50716110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15665 | NC      | $903.87       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| K&f Growth Acquisition Corp Ii                                                   | K&F Growth Acquisition Corp. II                                                  | CUSIP: G52258129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8118 | NC      | $1298.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenghe Acquisition I Co                                                         | Chenghe Acquisition I Co.                                                        | CUSIP: G5380L121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37849 | NC      | $2649.43      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lightwave Acquisition Corp                                                       | Lightwave Acquisition Corp.                                                      | CUSIP: G5490M126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24442 | NC      | $7577.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Acquisition Corp V                                                      | Live Oak Acquisition Corp. V                                                     | CUSIP: G5509P110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15182 | NC      | $26568.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifezone Metals Ltd                                                              | Lifezone Metals, Ltd.                                                            | CUSIP: G5568L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     41153 | NC      | $29165.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Launch Two Acquisition Corp                                                      | Launch Two Acquisition Corp.                                                     | CUSIP: G5S87A113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2140 | NC      | $617.82       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercer Park Opportunities Corp                                                   | Mercer Park Opportunities Corp.                                                  | CUSIP: G6002A162<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     21163 | NC      | $7089.61      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Melar Acquisition Corp I                                                         | Melar Acquisition Corp. I                                                        | CUSIP: G6004G118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     42372 | NC      | $7199.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Metal Sky Star Acquisition Corp                                                  | Metal Sky Star Acquisition Corp.                                                 | CUSIP: G6053N121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40420 | NC      | $549.71       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp                                                   | Mountain Lake Acquisition Corp.                                                  | CUSIP: G6301B127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18813 | NC      | $3950.73      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain & Co I Acquisition Corp                                                 | Mountain & Co. I Acquisition Corp.                                               | CUSIP: G6301J112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62660 | NC      | $811.45       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Murano Global Investments Plc                                                    | Murano Global Investments PLC                                                    | CUSIP: G63369113<br>LEI: 984500A5861C7BE4AE21 | N/A              | DE               | CORP              | US        |     10493 | NC      | $683.09       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Providence Acquisition Corp Iii                                              | New Providence Acquisition Corp. III                                             | CUSIP: G6476A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12247 | NC      | $6245.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newhold Investment Corp Iii                                                      | NewHold Investment Corp. III                                                     | CUSIP: G6486E110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4085 | NC      | $1771.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 1rt Acquisition Corp                                                             | 1RT Acquisition Corp.                                                            | CUSIP: G6757R113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11592 | NC      | $7534.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Otg Acquisition Corp I                                                           | OTG Acquisition Corp. I                                                          | CUSIP: G6791A118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7321 | NC      | $3038.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Acquisition Corp I                                                     | Perimeter Acquisition Corp. I                                                    | CUSIP: G7010A111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     64869 | NC      | $55138.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Plum Acquisition Corp Iv                                                         | Plum Acquisition Corp. IV                                                        | CUSIP: G7134A120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8108 | NC      | $3810.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Procap Acquisition Corp                                                          | ProCap Acquisition Corp.                                                         | CUSIP: G7257A121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40267 | NC      | $15454.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Capital Acquisition Corp Ii                                                | Range Capital Acquisition Corp. II                                               | CUSIP: G7375J111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26203 | NC      | $8779.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Real Asset Acquisition Corp                                                      | Real Asset Acquisition Corp.                                                     | CUSIP: G73944111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    160469 | NC      | $80892.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Real Messenger Corp                                                              | Real Messenger Corp.                                                             | CUSIP: G7410G114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31088 | NC      | $1321.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Renatus Tactical Acquisition Corp I                                              | Renatus Tactical Acquisition Corp. I                                             | CUSIP: G7490F127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6969 | NC      | $5923.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Digital Acquisition Co                                                  | Republic Digital Acquisition Co.                                                 | CUSIP: G7515A129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    125310 | NC      | $71426.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rice Acquisition Corp 3                                                          | Rice Acquisition Corp. 3                                                         | CUSIP: G7553X114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20790 | NC      | $20292.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rithm Acquisition Corp                                                           | Rithm Acquisition Corp.                                                          | CUSIP: G75751118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3070 | NC      | $2409.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roadzen Inc                                                                      | Roadzen, Inc.                                                                    | CUSIP: G7606H116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55430 | NC      | $10060.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roman Dbdr Acquisition Corp Ii                                                   | Roman DBDR Acquisition Corp. II                                                  | CUSIP: G7633M112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25605 | NC      | $19359.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Acquisition Corp Ii                                                         | Ross Acquisition Corp. II                                                        | CUSIP: G7641C114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28225 | NC      | $2545.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scage Future                                                                     | Scage Future                                                                     | CUSIP: G7840J118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     71462 | NC      | $3966.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Smx Security Matters Plc                                                         | SMX Security Matters PLC                                                         | CUSIP: G8267K117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36580 | NC      | $2044.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spree Acquisition Corp 1 Ltd                                                     | Spree Acquisition Corp. 1, Ltd.                                                  | CUSIP: G83745128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20337 | NC      | $2.03         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp Ii                                                | Spring Valley Acquisition Corp. II                                               | CUSIP: G83752116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13573 | NC      | $14115.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp Ii                                                | Spring Valley Acquisition Corp. II                                               | CUSIP: G83752132<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27147 | NC      | $17629.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp Iii                                               | Spring Valley Acquisition Corp. III                                              | CUSIP: G8377R119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4908 | NC      | $7362.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sim Acquisition Corp I                                                           | SIM Acquisition Corp. I                                                          | CUSIP: G8431T119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15808 | NC      | $4584.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tlgy Acquisition Corp                                                            | TLGY Acquisition Corp.                                                           | CUSIP: G8656T125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     65630 | NC      | $70913.22     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Global Acquisition I Corp                                                 | Target Global Acquisition I Corp.                                                | CUSIP: G8675N125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18073 | NC      | $191.57       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Technology & Telecommunication Acquisition Corp                                  | Technology & Telecommunication Acquisition Corp.                                 | CUSIP: G87119114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     52993 | NC      | $1149.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tnl Mediagene                                                                    | TNL Mediagene                                                                    | CUSIP: G8924F113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16257 | NC      | $258.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyo Co Ltd                                                                      | Toyo Co., Ltd.                                                                   | CUSIP: G8976D115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23266 | NC      | $25592.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trailblazer Acquisition Corp                                                     | Trailblazer Acquisition Corp.                                                    | CUSIP: G9009S111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15350 | NC      | $7368.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertical Aerospace Ltd                                                           | Vertical Aerospace, Ltd.                                                         | CUSIP: G9471C131<br>LEI: 9845002F3CF4E56DA491 | N/A              | DE               | CORP              | GB        |    484471 | NC      | $1700493.21   | 0.42%             |  |  |  | No            | 3                  | On Loan: No      |
| Vertical Aerospace Ltd                                                           | Vertical Aerospace, Ltd.                                                         | CUSIP: G9471C149<br>LEI: 9845002F3CF4E56DA491 | N/A              | DE               | CORP              | GB        |    484471 | NC      | $1598754.30   | 0.39%             |  |  |  | No            | 3                  | On Loan: No      |
| Willow Lane Acquisition Corp                                                     | Willow Lane Acquisition Corp.                                                    | CUSIP: G9675P110<br>LEI: 254900Z85UYRON5ZBZ90 | N/A              | DE               | CORP              | US        |      8944 | NC      | $32019.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Youlife Group Inc                                                                | Youlife Group, Inc.                                                              | CUSIP: G9878M112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5841 | NC      | $700.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zapp Electric Vehicles Group Ltd                                                 | Zapp Electric Vehicles Group, Ltd.                                               | CUSIP: G9889X115<br>LEI: 984500D6DT79D76DED28 | N/A              | DE               | CORP              | US        |     11642 | NC      | $44.24        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Valuence Merger Corp I                                                           | Valuence Merger Corp. I                                                          | CUSIP: G9R16L118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60778 | NC      | $2437.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wen Acquisition Corp                                                             | Wen Acquisition Corp.                                                            | CUSIP: G9R39C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    120297 | NC      | $50524.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Grayscale Bitcoin Trust Etf                                                      | Grayscale Bitcoin Trust ETF                                                      | CUSIP: 389637109<br>LEI: 549300XZGUJEF0EHBE41 | Short            | EC               | RF                | US        |   -188176 | NS      | $-12301065.12 | -3.02%            |  |  |  | No            | 1                  | On Loan: No      |
| GDS Holdings Ltd                                                                 | GDS Holdings, Ltd.                                                               | CUSIP: 36165L108<br>LEI: 391200MGV8DDCHTN2R77 | Long             | EC               | CORP              | KY        |     23289 | NS      | $1040785.41   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaneck Gold Miners Etf/usa                                                       | VanEck Gold Miners ETF/USA                                                       | CUSIP: 92189F106<br>LEI: 54930031TORTKAM9TJ98 | Short            | EC               | RF                | US        |    -79049 | NS      | $-7446415.80  | -1.83%            |  |  |  | No            | 1                  | On Loan: No      |
| Vaneck Junior Gold Miners Etf                                                    | VanEck Junior Gold Miners ETF                                                    | CUSIP: 92189F791<br>LEI: 549300P2HS5GYBL1ME59 | Short            | EC               | RF                | US        |    -11321 | NS      | $-1404822.89  | -0.35%            |  |  |  | No            | 1                  | On Loan: No      |
| Geberit Ag                                                                       | Geberit AG                                                                       | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Short            | EC               | CORP              | CH        |      -130 | NS      | $-99150.12    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ge Healthcare Technologies Inc                                                   | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |      -500 | NS      | $-39485.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/s                                                                       | Genmab A/S                                                                       | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Short            | EC               | CORP              | DK        |      -102 | NS      | $-32735.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Geo Group Inc/the                                                                | GEO Group, Inc.                                                                  | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     17887 | NS      | $285834.26    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Gogold Resources Inc                                                             | GoGold Resources, Inc.                                                           | CUSIP: 38045Y102<br>LEI: 549300PNCGJ26Y676N19 | Short            | EC               | CORP              | CA        |    -20515 | NS      | $-48061.43    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Graco Inc                                                                        | Graco, Inc.                                                                      | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Short            | EC               | CORP              | US        |     -1112 | NS      | $-97110.96    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Guardant Health Inc                                                              | Guardant Health, Inc.                                                            | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -28 | NS      | $-3193.12     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Globant Sa                                                                       | Globant SA                                                                       | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Short            | EC               | CORP              | LU        |      -235 | NS      | $-15716.80    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Corning Inc                                                                      | Corning, Inc.                                                                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |      -397 | NS      | $-40990.25    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings Inc                                                             | Generac Holdings, Inc.                                                           | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Short            | EC               | CORP              | US        |      -131 | NS      | $-22013.24    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet, Inc.                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |     -3943 | NS      | $-1334823.79  | -0.33%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                    | Google CDS USD 12/30 GS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $819796.26    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Google CDS USD 12/30 GS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $18838.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet, Inc.                                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |     -2223 | NS      | $-751374.00   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| GRAF GLOBAL SPONSOR                                                              | GRAF GLOBAL SPONSOR LLC CLASS A SPONSOR SHARES                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     20960 | NS      | $40452.80     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| GRAF GLOBAL SPONSOR                                                              | GRAF GLOBAL SPONSOR LCC CLASS B WARRANTS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KY        |     26200 | NC      | $9170.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Granite Ridge Resources Inc                                                      | Granite Ridge Resources, Inc.                                                    | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     33264 | NS      | $166985.28    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | GS.FU BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2850248 | NS      | $2850247.85   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | GS.SWP.ST BROKER SWEEP                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    660000 | NS      | $660000.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | GS.TR BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    660000 | NS      | $660000.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Gerresheimer Ag                                                                  | Gerresheimer AG                                                                  | CUSIP: D2852S109<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |    100854 | NS      | $3026946.98   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Haat Delivery Ltd.                                                               | Haat Delivery Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IL        |     64188 | NS      | $1686392.07   | 0.41%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Hall Chadwock Acquisition Corp SPAC Sponsor A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    135564 | NS      | $542.26       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Hall Chadwock Acquisition Corp SPAC Sponsor B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16945 | NS      | $157249.60    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Hbm Healthcare Investments Ag                                                    | HBM Healthcare Investments AG                                                    | CUSIP: H3553X112<br>LEI: 549300IFDFSDRT4D3076 | Long             | EC               | CORP              | CH        |      1855 | NS      | $575900.65    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                                                   | Hall Chadwick Acquisition Corp.                                                  | CUSIP: G42386105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     55633 | NS      | $557442.66    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hcm Iii Acquisition Corp                                                         | HCM III Acquisition Corp.                                                        | CUSIP: G4365E103<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | KY        |     54942 | NS      | $560408.40    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| HCM Investor Holdings III                                                        | HCM Investor Holdings III,CL A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    134835 | NS      | $250793.10    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| HCM Investor Holdings III                                                        | HCM Investor Holdings III,CL B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    179780 | NS      | $84496.60     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Heico Corp                                                                       | HEICO Corp.                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |      -240 | NS      | $-79418.40    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Heineken Holding Nv                                                              | Heineken Holding NV                                                              | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Short            | EC               | CORP              | NL        |      -230 | NS      | $-16984.93    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hess Midstream Lp                                                                | Hess Midstream LP                                                                | CUSIP: 428103105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -957 | NS      | $-33944.79    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Holdings Inc                                                       | Howard Hughes Holdings, Inc.                                                     | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Short            | EC               | CORP              | US        |    -13012 | NS      | $-1062559.92  | -0.26%            |  |  |  | No            | 1                  | On Loan: No      |
| Harmonic Inc                                                                     | Harmonic, Inc.                                                                   | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Short            | EC               | CORP              | US        |     -2545 | NS      | $-24737.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                    | Hilton Worldwide Holdings, Inc.                                                  | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Short            | EC               | CORP              | US        |     -2644 | NS      | $-789260.44   | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Hearts And Minds Investments Ltd/fund                                            | Hearts and Minds Investments, Ltd.                                               | CUSIP: Q4524H103<br>LEI: 2549002S6SA5DJZXRD63 | Long             | EC               | CORP              | AU        |   1084819 | NS      | $2371998.15   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Hms Networks Ab                                                                  | HMS Networks AB                                                                  | CUSIP: N/A<br>LEI: 549300MOY2FDUUDIQ179       | Short            | EC               | CORP              | SE        |     -1179 | NS      | $-53102.98    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Robinhood Markets Inc                                                            | Robinhood Markets, Inc.                                                          | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |     -1280 | NS      | $-127334.40   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Iron Horse II                                                                    | Iron Horse II Sponsor Class A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    172589 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Iron Horse II                                                                    | Iron Horse II Sponsor Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21574 | NS      | $201716.90    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |     -2035 | NS      | $-43793.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Abrdn Life Sciences Investors                                                    | abrdn Life Sciences Investors                                                    | CUSIP: 87911K100<br>LEI: 5493007BYZPSOVVS0M04 | Long             | EC               | RF                | US        |     17645 | NS      | $299259.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Herald Investment Trust Plc                                                      | Herald Investment Trust PLC                                                      | CUSIP: G4410F105<br>LEI: 213800U7G1ROCTJYRR70 | Long             | EC               | RF                | GB        |      2610 | NS      | $90534.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc                                                 | Harmony Biosciences Holdings, Inc.                                               | CUSIP: 413197104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1493 | NS      | $-54524.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Healthstream Inc                                                                 | HealthStream, Inc.                                                               | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Short            | EC               | CORP              | US        |     -1026 | NS      | $-22869.54    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas                                                                      | MARKIT CDX HY S43 5Y 2/29 ICE                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-11571452.08 | -2.84%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | MARKIT CDX HY S45 5Y 12/30 ICE                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $1121832.60   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Ishares Biotechnology Etf                                                        | iShares Biotechnology ETF                                                        | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Short            | EC               | RF                | US        |    -30980 | NS      | $-5341881.40  | -1.31%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange, Inc.                                                  | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |     -1037 | NS      | $-180209.86   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Idex Corp                                                                        | IDEX Corp.                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |      -272 | NS      | $-54005.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Inficon Holding Ag                                                               | Inficon Holding AG                                                               | CUSIP: N/A<br>LEI: 5067008UT6890I0YM937       | Short            | EC               | CORP              | CH        |       -97 | NS      | $-15308.19    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Global Infrastructure Etf                                                | iShares Global Infrastructure ETF                                                | CUSIP: 464288372<br>LEI: 549300ZC2N3HUK3DTK30 | Short            | EC               | RF                | US        |      -906 | NS      | $-58355.46    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| LightWave Founders                                                               | LightWave Founders Class A                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    208140 | NS      | $183163.20    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| LightWave Founders                                                               | LightWave Founders Class B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20814 | NS      | $20189.58     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Inception Growth Acquisition Ltd                                                 | Inception Growth Acquisition, Ltd.                                               | CUSIP: 45333D120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7394 | NC      | $1995.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inception Growth Acquisition Ltd                                                 | Inception Growth Acquisition, Ltd.                                               | CUSIP: 45333D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2402 | NC      | $138.96       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Emerging Markets High Dividend Equity Fund                                  | Voya Emerging Markets High Dividend Equity Fund                                  | CUSIP: 92912P108<br>LEI: 549300MBU0OQHUKI2Y86 | Long             | EC               | RF                | US        |     45666 | NS      | $313725.42    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Jpmorgan Us Treasury Plus Money Market Fund                                      | JPMorgan US Treasury Plus Money Market Fund                                      | CUSIP: 4812C2734<br>LEI: 549300WIC5LVF25Z1127 | Long             | STIV             | RF                | US        |   3889391 | NS      | $3889391.29   | 0.96%             |  |  |  | No            | 1                  | On Loan: No      |
| Illumina Inc                                                                     | Illumina, Inc.                                                                   | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |        -7 | NS      | $-1013.67     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                                                      | Incyte Corp.                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Short            | EC               | CORP              | US        |      -444 | NS      | $-44431.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Msci India Etf                                                           | iShares MSCI India ETF                                                           | CUSIP: 46429B598<br>LEI: 549300282VMCFH7S5848 | Short            | EC               | RF                | US        |    -10620 | NS      | $-549478.80   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Insmed Inc                                                                       | Insmed, Inc.                                                                     | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |      -146 | NS      | $-22903.02    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                                       | Intuit, Inc.                                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |       -14 | NS      | $-6984.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Acquisition 1 Sponsor Holdco LLC                                         | Pioneer Acquisition 1 Sponsor Holdco LLC CLASS A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    177613 | NS      | $163403.96    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Pioneer Acquisition 1 Sponsor Holdco LLC                                         | Pioneer Acquisition 1 Sponsor Holdco LLC CLASS B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    222016 | NS      | $46623.36     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                        | Ionis Pharmaceuticals, Inc.                                                      | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |     -2139 | NS      | $-176831.13   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Samsara Inc                                                                      | Samsara, Inc.                                                                    | CUSIP: 79589L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -46 | NS      | $-1290.30     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Iren Ltd                                                                         | IREN, Ltd.                                                                       | CUSIP: Q4982L109<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |     12861 | NS      | $691150.14    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Iron Mountain Inc                                                                | Iron Mountain, Inc.                                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |      -946 | NS      | $-87154.98    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                                           | Intuitive Surgical, Inc.                                                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Short            | EC               | CORP              | US        |       -50 | NS      | $-25211.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Iveco Group Nv                                                                   | Iveco Group NV                                                                   | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Short            | EC               | CORP              | NL        |    -26563 | NS      | $-594151.24   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Japan Smaller Capitalization Fund Inc                                            | Japan Smaller Capitalization Fund, Inc.                                          | CUSIP: 47109U104<br>LEI: 5493000KJSHWEB3YKZ37 | Long             | EC               | RF                | US        |      2631 | NS      | $30151.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | JP.CS BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  28095020 | NS      | $28095020.35  | 6.90%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv 1299 Hk Trs:b4tx8s1                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |         1 | NC      | $-80125.04    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv 700 Hk Trs:bmmv2k8                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |         1 | NC      | $-68108.19    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | AddTech AB TRS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |         1 | NC      | $-38816.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Aeri Ln Trs:bk6rlf6                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $26412.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Aht Ln Trs:0053673                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-123843.37   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ai Fp Trs:b1yxbj7                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-55602.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Air Fp Trs:4012250                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-57999.60    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ajb Ln Trs:bfznlb6                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-263022.33   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Alfa Ln Trs:bdhxpg3                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-67099.79    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Amrq Ln Trs:bplh6m8                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $994043.43    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Argenx SE TRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-216905.52   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv At/ Ln Trs:blh4250                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-36953.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Auto Ln Trs: Bvyvfw2                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-215543.05   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Avon Ln Trs:0066701                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-58129.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Bab Ln Trs:0969703                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-358941.45   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Bez Ln Trs:byq0jc6                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-116430.13   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Bion Sw Trs:7117884                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |         1 | NC      | $1126238.15   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Bznl Ln Trs:b0744b3                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-72497.31    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Boy Ln Trs:b3flwh9                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-221739.36   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Bree Ln Trs:bm8nfj8                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-43204.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Cabk Sm Trs:b283w97                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         1 | NC      | $-179219.41   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Chrt Ln Trs:b0yd2b9                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-47889.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Cannae Holdings, Inc. TRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $92958.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Compass Diversified Holdings TRS                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $156497.40    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Cost Ln Trs:b64nsp7                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-49580.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Cpg Ln Trs:bd6k457                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-17476.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Croda International PLC TRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-57373.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Crn Ln Trs:bwy4zf1                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-48358.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Crw Ln Trs:b2425g6                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-63033.62    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Cwk Ln Trs: 0231888                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-419469.90   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | GlobalData PLC TRS                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-28875.47    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Dfs Ln Trs:btc0lb8                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-45979.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Dge Ln Trs:0237400                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-55482.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Derwent London PLC TRS                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $67747.73     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Edenred SE TRS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $5882648.23   | 1.44%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Elm Ln Trs:0241854                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-70350.76    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Enr Gr Trs:bmtvqk9                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         1 | NC      | $-59113.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ent Ln Trs:b5vqmv6                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-55755.60    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Erf Ln Trs:bndpyv1                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | LU        |         1 | NC      | $-47411.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Evpl Ln Trs:byvx2x2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-50110.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Fan Ln Trs:bn3zz52                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-555039.53   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Fort Ln Trs:byyw3c2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-37477.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Gbg Ln Trs:0687061                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-93775.40    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | GCP Infrastructure Investments, Ltd. TRS                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $153935.33    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Genuit Group PLC TRS                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-19782.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | GEO Group, Inc. TRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $504296.84    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Gnc Ln Trs:0386410                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-153882.91   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Global Opportunities Trust PLC TRS                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1114.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Gpe Ln Trs:bf5h9p8                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-51119.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Grainger PLC TRS                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $292015.38    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Grid Ln Trs:bfx3k77                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $148558.05    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Grow Ln Trs:by7qyj5                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2309866.59   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Gsf Ln Trs:bg0p0v7                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1383049.67   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Hbmn Sw Trs:b01tcc1                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CH        |         1 | NC      | $763107.17    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Hfg Ln Trs:b1v9nw5                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-19737.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Hils Ln Trs:0427030                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-183755.83   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Helical PLC TRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-34093.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Hlma Ln Trs:0405207                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-230153.17   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Hvpe Ln Trs:br30mj8                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $2046301.64   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Hwdn Ln Trs:0557681                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-234741.62   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Igg Ln Trs:b06qfb7                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-293798.83   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ihp Ln Trs:bd45sh4                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-314431.40   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Iii Ln Trs:b1yw440                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-150811.28   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ipo Ln Trs:b128j45                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $3303211.92   | 0.81%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Isp Im Trs:4076836                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-42282.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Ithaca Energy PLC TRS                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-64663.59    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Jdg Ln Trs:3239867                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-27216.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Jet2 Ln Trs:b1722w1                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-67333.32    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Jsg Ln Trs:0476281                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-19462.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | JTC PLC TRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-38033.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Just Ln Trs:bcrx1j1                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-408700.81   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Klr Ln Trs:0486622                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-50991.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Kingspan Group PLC TRS                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-46611.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Labs Ln Trs:bp5x4q2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $144675.87    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Lgen Ln Trs:0560399                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-196910.59   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Lmp Ln Trs:b4wfw71                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-139484.97   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Lre Ln Trs:b0pyhc7                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-181248.86   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Lseg Ln Trs:b0swjx3                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-5445.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Luce Ln Trs:bzc0lp4                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-71565.30    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Mab1 Ln Trs:bqsbh50                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-56289.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Megp Ln Trs:0848125                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-86242.61    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Mer Ln Trs:0563042                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-14814.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Mony Ln Trs:b1zbky8                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-137300.28   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Moon Ln Trs:bmt9k01                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-265353.54   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Mitie Group PLC TRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-214115.93   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ng/ Ln Trs:bdr05c0                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-22061.23    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Nsisb Dc Trs:b798fw0                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DK        |         1 | NC      | $-53627.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Nwg Ln Trs:bm8pjy7                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-72107.85    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Osb Ln Trs:bldrh36                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-189036.89   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Otb Ln Trs:bym1k75                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-65594.22    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Paf Ln Trs:0430049                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-403837.62   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Pag Ln Trs:b2ngpm5                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-377078.91   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Pay Ln Trs:b02qnd9                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-81050.19    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Pets Ln Trs:bj62k68                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-44374.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Pey Ln Trs:b28c2r2                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $783519.79    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Pfd Ln Trs:b7n0k05                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-162270.71   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Pin Ln Trs:bp37wf1                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1644106.07   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Plus Ln Trs:bbt3ps9                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-128263.02   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Poln Ln Trs:bmhg0h1                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $-111507.59   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Polr Ln Trs:b1gclt2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-32210.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ppet Ln Trs:3047468                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $25230.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Pru Ln Trs:0709954                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-190792.30   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Prv Ln Trs:0696368                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-68075.83    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | RIT Capital Partners PLC TRS                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2048398.35   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Rel Ln Trs:b2b0dg9                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-53569.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Rg1 Au Trs:bp9s247                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |         1 | NC      | $801693.52    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Rmii Ln Trs:bymtbg5                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $414280.40    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Rms Fp Trs:5253973                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-2405.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Rmv Ln Trs:bgdt3g2                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-101287.02   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Ror Ln Trs:bvfnzh2                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-158256.58   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Rsw Ln Trs:0732358                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-211420.20   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Safe Ln Trs:b1n7z09                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-165522.22   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv San Fp Trs:5671735                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-46752.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Sap Gr Trs:4846288                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         1 | NC      | $-42456.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Sabre Insurance Group PLC TRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-36701.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Sct Ln Trs:byzdvk8                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-278071.32   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Sdp Ln Trs:0791887                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $6180.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | SDCL Efficiency Income Trust PLC TRS                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $5266924.14   | 1.29%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Shc Ln Trs:b62g9d3                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-39224.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Snap, Inc. TRS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $2213310.33   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Spi Ln Trs:bnlpyf7                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-44735.35    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Spx Ln Trs:bwfgqn1                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-217211.38   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | SigmaRoc PLC TRS                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-341070.29   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Sirius Real Estate, Ltd. TRS                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-115061.71   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Srp Ln Trs:0797379                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-344268.69   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Sst Ln Trs:0783613                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $125515.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Stj Ln Trs:0766937                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-308592.38   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Su Fp Trs:4834108                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | LU        |         1 | NC      | $-163135.97   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Svs Ln Trs:b135bj4                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-46907.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Sync Ln Trs:b8p59c0                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $1374092.25   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Tbcg Ln Trs:byt1830                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-33380.77    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Blackrock Throgmorton Trust PLC TRS                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1506845.02   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Trig Ln Trs:bbhx2h9                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $680322.66    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Trn Ln Trs:bkdtk92                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-86348.59    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Trst Ln Trs:bnk9tp5                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-104716.31   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Uber Technologies, Inc. TRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $949553.10    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Umg Na Trs:bnzgvv1                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-715464.31   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Vct Ln Trs:0929224                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-44738.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | VEF AB TRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |         1 | NC      | $35721.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Veil Ln Trs:bd9x204                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KY        |         1 | NC      | $90294.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Vertex, Inc. TRS                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $33352.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Veolia Environnement SA TRS                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-64300.05    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Viv Fp Trs:4834777                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $2368227.86   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Vlx Ln Trs:0939007                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-67770.65    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Vsl Ln Trs:bvg6x43                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $274365.18    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Weibo Corp. TRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $167841.12    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Wil Ln Trs:0969231                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-29811.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Wkp Ln Trs:b67g5x0                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $3390487.16   | 0.83%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Xps Ln Trs:bddn1t2                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-201986.81   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Young & Co's Brewery PLC TRS                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-56626.81    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv You Ln Trs:b1vq6h2                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-35665.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | Recv Zig Ln Trs:b41h739                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-41743.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Kla Corp                                                                         | KLA Corp.                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |       -56 | NS      | $-79964.64    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Kulicke & Soffa Industries Inc                                                   | Kulicke & Soffa Industries, Inc.                                                 | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Short            | EC               | CORP              | US        |      -248 | NS      | $-14217.84    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Krakacquisition Corp                                                             | KRAKacquisition Corp.                                                            | CUSIP: G5315G122<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15164 | NS      | $153687.14    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rice Acquisition Corp 3                                                          | Rice Acquisition Corp. 3                                                         | CUSIP: G7553X106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16671 | NS      | $173378.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Lafayette Digital Acquisition Corp I. CL A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    105412 | NS      | $316.24       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Lafayette Digital Acquisition Corp I. CL B                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21082 | NS      | $210820.00    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Nlight Inc                                                                       | nLight, Inc.                                                                     | CUSIP: 65487K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -876 | NS      | $-39954.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | LAUNCHPADA Class A                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    100902 | NS      | $403.61       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | LAUNCHPADB Class B                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     84084 | NS      | $126126.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | LeapFrog Partners LLC, CLASS A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    124341 | NS      | $621.71       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | LeapFrog Partners LLC, CLASS B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15543 | NS      | $155430.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Legato Merger Corp Iv                                                            | Legato Merger Corp. IV                                                           | CUSIP: G7318R121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7855 | NS      | $78785.65     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Leapfrog Acquisition Corp                                                        | Leapfrog Acquisition Corp.                                                       | CUSIP: G5414D129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8520 | NS      | $85881.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Littelfuse Inc                                                                   | Littelfuse, Inc.                                                                 | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Short            | EC               | CORP              | US        |      -153 | NS      | $-49535.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                                                            | Lumentum Holdings, Inc.                                                          | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |      -222 | NS      | $-86988.48    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                                                | Lam Research Corp.                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Short            | EC               | CORP              | US        |      -509 | NS      | $-118831.14   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Blue Holdings Sponsor                                                            | Blue Holdings Sponsor Class A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    177613 | NS      | $561257.08    | 0.14%             |  |  |  | No            | 3                  | On Loan: No      |
| Blue Holdings Sponsor                                                            | Blue Holdings Sponsor Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17761 | NS      | $61985.89     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| TRAVELPORT TECHNOLOGY LIMITED                                                    | Travel Port Technology Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        69 | NS      | $36225.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                                                    | Live Nation Entertainment, Inc.                                                  | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |      -145 | NS      | $-21090.25    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Zooz Strategy Ltd                                                                | ZOOZ Strategy, Ltd.                                                              | CUSIP: M2573A197<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24350 | NC      | $1071.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Holdco Nuvo Group Dg Ltd                                                         | Holdco Nuvo Group DG, Ltd.                                                       | CUSIP: M53051112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63179 | NC      | $31.59        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard, Inc.                                                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |      -271 | NS      | $-146012.09   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| M3-brigade Acquisition V Corp                                                    | M3-Brigade Acquisition V Corp.                                                   | CUSIP: G63212107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         3 | NS      | $31.95        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MI7 Founders, LLC                                                                | MI7 Founders, LLC (MBAV) Convertible Note 1% 7/30                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3081950 | PA      | $3163621.68   | 0.78%             | 2030-07-01      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| MI7 Founders, LLC                                                                | MI7 Founders, LLC (MBAV) Class A PIPE                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    308194 | NS      | $2471715.88   | 0.61%             |  |  |  | No            | 3                  | On Loan: No      |
| MI7 Founders, LLC                                                                | MI7 Founders, LLC (MBAV) Class A Warrants                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    308194 | NC      | $237309.38    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| MI7 Founders, LLC                                                                | MI7 Founders, LLC (MBAV) Class Z Warrants                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    102783 | NC      | $71948.10     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Medpace Holdings Inc                                                             | Medpace Holdings, Inc.                                                           | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Short            | EC               | CORP              | US        |       -91 | NS      | $-53005.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Melexis Nv                                                                       | Melexis NV                                                                       | CUSIP: N/A<br>LEI: 549300QRPSGOJRPUFO80       | Short            | EC               | CORP              | BE        |      -400 | NS      | $-30226.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Mercadolibre Inc                                                                 | MercadoLibre, Inc.                                                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |       -34 | NS      | $-73024.86    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms, Inc.                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       733 | NS      | $525194.50    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms, Inc.                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |      -402 | NS      | $-288033.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                   | Google CDS USD 12/30 GS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $200021.73    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                                         | Google CDS USD 12/30 GS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $110692.24    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                    | Google CDS USD 12/30 GS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $5663.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mineralys Therapeutics Inc                                                       | Mineralys Therapeutics, Inc.                                                     | CUSIP: 603170101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1914 | NS      | $-59123.46    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Monday.com Ltd                                                                   | Monday.com, Ltd.                                                                 | CUSIP: M7S64H106<br>LEI: 984500MDAFVD86E3B328 | Short            | EC               | CORP              | IL        |      -216 | NS      | $-24786.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Moncler Spa                                                                      | Moncler SpA                                                                      | CUSIP: T6730E110<br>LEI: 815600EBD7FB00525B20 | Short            | EC               | CORP              | IT        |     -1771 | NS      | $-102884.81   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Moran Foods Llc                                                                  | Moran Foods Equity                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   3699885 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Mplx Lp                                                                          | MPLX LP                                                                          | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Short            | EC               | CORP              | US        |     -3818 | NS      | $-213426.20   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Monolithic Power Systems Inc                                                     | Monolithic Power Systems, Inc.                                                   | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |       -54 | NS      | $-60704.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                                                      | Moderna, Inc.                                                                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |      -646 | NS      | $-28469.22    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology Inc                                                           | Marvell Technology, Inc.                                                         | CUSIP: 573874104<br>LEI: 8DF36O58U3QIHUCGZB18 | Short            | EC               | CORP              | US        |       -72 | NS      | $-5682.24     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | MS.CD BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | RF                | US        |   -910000 | NS      | $-910000.00   | -0.22%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | MS.TB BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2284883 | NS      | $2284883.00   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | MS.TB BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | RF                | US        |  -2284928 | NS      | $-2284928.00  | -0.56%            |  |  |  | No            | 1                  | On Loan: No      |
| Msci Inc                                                                         | MSCI, Inc.                                                                       | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Short            | EC               | CORP              | US        |      -151 | NS      | $-91992.22    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp.                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |     -1191 | NS      | $-512475.39   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                                            | Micron Technology, Inc.                                                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |      -251 | NS      | $-104134.88   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Nakamoto Inc                                                                     | Nakamoto, Inc.                                                                   | CUSIP: 49457M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    967321 | NS      | $342528.37    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                                                       | Neurocrine Biosciences, Inc.                                                     | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Short            | EC               | CORP              | US        |      -640 | NS      | $-87078.40    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Next Generation Connectivity Fund Inc                                  | Neuberger Next Generation Connectivity Fund, Inc.                                | CUSIP: 64133Q108<br>LEI: 549300GRTFKXVB9LQE61 | Long             | EC               | RF                | US        |    160944 | NS      | $2314374.72   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Nemetschek Se                                                                    | Nemetschek SE                                                                    | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Short            | EC               | CORP              | DE        |      -660 | NS      | $-57853.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Abn Amro Euro Sustainable Money Market                                           | ABN Amro Euro Sustainable Money Market                                           | CUSIP: N/A<br>LEI: 969500ZZMMN1N7HTVV44       | Long             | EC               | CORP              | US        |        84 | NS      | $84209.52     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| NEMO ENTERPRISES INC                                                             | NEMO ENTERPRISES INC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        84 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare Inc                                                                   | Cloudflare, Inc.                                                                 | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |      -306 | NS      | $-54269.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | NEW HOLLAND SPECIAL OPPORTUNITIES AGGREGATO LP Y-6                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3730 | NS      | $369380.91    | 0.09%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                                              | NEW HOLLAND SPECIAL OPPORTUNITIE AGGREGATOR LP Y-7                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     77224 | NS      | $8237499.01   | 2.02%             |  |  |  | No            | N/A                | On Loan: No      |
| New Holland Special Opportunities Aggregator LP                                  | New Holland Special Opportunities Aggregator LP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2097 | NS      | $2392001.13   | 0.59%             |  |  |  | No            | N/A                | On Loan: No      |
| New Providence Acquisition Corp Iii                                              | New Providence Holdings III, LLC CL A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    166532 | NS      | $343055.92    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| New Providence Acquisition Corp Iii                                              | New Providence Holdings III, LLC CL A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20816 | NS      | $46836.00     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Netflix Inc                                                                      | Netflix, Inc.                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2778 | NS      | $231935.22    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                                                      | Netflix, Inc.                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |      -959 | NS      | $-80066.91    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Crane Harbor Sponsor II, CL A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     63063 | NS      | $315.32       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Crane Harbor Sponsor II, CL B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12613 | NS      | $126130.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Nike Inc                                                                         | NIKE, Inc.                                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               | CORP              | US        |     -9243 | NS      | $-571309.83   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Energy Infrastructure And Income Fund Inc                              | Neuberger Energy Infrastructure and Income Fund, Inc.                            | CUSIP: 64129H104<br>LEI: 549300P5ICT7WWGP8224 | Long             | EC               | RF                | US        |      2726 | NS      | $25597.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nuveen Municipal High Income Opportunity Fund                                    | Nuveen Municipal High Income Opportunity Fund                                    | CUSIP: 670682103<br>LEI: BN7VUB6JBYC7TTWZRZ58 | Short            | EC               | RF                | US        |      -431 | NS      | $-4491.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nordic Semiconductor Asa                                                         | Nordic Semiconductor ASA                                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJGFK95       | Short            | EC               | CORP              | NO        |     -4924 | NS      | $-66263.48    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Nogin Inc                                                                        | Nogin, Inc.                                                                      | CUSIP: 65528N204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11264 | NS      | $450.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Servicenow Inc                                                                   | ServiceNow, Inc.                                                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |      -345 | NS      | $-40368.45    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Northland Power Inc                                                              | Northland Power, Inc.                                                            | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Short            | EC               | CORP              | CA        |     -2194 | NS      | $-30243.73    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Integrity Labs Inc.                                                              | Integrity Labs Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    608976 | NS      | $592655.44    | 0.15%             |  |  |  | No            | 3                  | On Loan: No      |
| Natera Inc                                                                       | Natera, Inc.                                                                     | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Short            | EC               | CORP              | US        |       -86 | NS      | $-19878.04    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nvidia Corp                                                                      | NVIDIA Corp.                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |     -2763 | NS      | $-528092.19   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                    | NVIDIA Corp. CDS USD 12/30                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $72833.19     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nvent Electric Plc                                                               | nVent Electric PLC                                                               | CUSIP: G6700G107<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |      -374 | NS      | $-41985.24    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nexgen Energy Ltd                                                                | NexGen Energy, Ltd.                                                              | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Short            | EC               | CORP              | CA        |     -6813 | NS      | $-85639.41    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Nexgen Energy Ltd                                                                | NexGen Energy, Ltd.                                                              | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Short            | EC               | CORP              | CA        |     -7020 | NS      | $-88159.22    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Oddity Tech Ltd                                                                  | Oddity Tech, Ltd.                                                                | CUSIP: M7518J104<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |     -1770 | NS      | $-58126.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Benevolentai                                                                     | BenevolentAI                                                                     | CUSIP: N/A<br>LEI: 2221003P54KEDC3P4Z33       | N/A              | DE               | CORP              | NL        |      7014 | NC      | $83.14        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohen Circle Sponsor II                                                          | Cohen Circle Sponsor II, LLC Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     44405 | NS      | $121225.65    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Cohen Circle Sponsor II                                                          | Cohen Circle Sponsor II, LLC Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8881 | NS      | $26110.14     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Oneim Acquisition Corp                                                           | OneIM Acquisition Corp.                                                          | CUSIP: G6S74K122<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    131070 | NS      | $1323807.00   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Orla Mining Ltd                                                                  | Orla Mining, Ltd.                                                                | CUSIP: 68634K106<br>LEI: 529900DU63EUQ1UZKL30 | Short            | EC               | CORP              | CA        |    -47371 | NS      | $-714574.48   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| 1rt Acquisition Corp                                                             | 1RT Acquisition Corp.                                                            | CUSIP: G6757R105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44903 | NS      | $458459.63    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Optimum Communications Inc                                                       | Optimum Communications, Inc.                                                     | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    271667 | NS      | $415650.51    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Ormat Technologies Inc                                                           | Ormat Technologies, Inc.                                                         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |      -521 | NS      | $-65093.74    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp.                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | EC               | CORP              | US        |      -280 | NS      | $-46082.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp.                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1368 | NS      | $225145.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                         | Oracle Corp. CDS USD 12/28                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-20868.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank                                                                         | Oracle Corp. CDS USD 12/30 JPM                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-79434.57    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                    | Oracle Corp. CDS USD 12/30 JPM                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-450581.46   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Otg Acquisition Corp I                                                           | OTG Acquisition Corp. I                                                          | CUSIP: G6791A100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8784 | NS      | $88542.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxley Bridge Holdings LLC                                                        | Oxley Bridge Holdings LLC Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    166107 | NS      | $146174.16    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Oxley Bridge Holdings LLC                                                        | Oxley Bridge Holdings LLC Class B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    207633 | NS      | $43602.93     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Oyster Enterprises II LLC                                                        | Oyster Enterprises II LLC CL A                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    175809 | NS      | $334037.10    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Oyster Enterprises II LLC                                                        | Oyster Enterprises II LLC CL B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21976 | NS      | $46589.12     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Pagseguro Digital Ltd                                                            | Pagseguro Digital, Ltd.                                                          | CUSIP: G68707101<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |    277770 | NS      | $3124912.50   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software Inc                                                              | Paycom Software, Inc.                                                            | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |      -176 | NS      | $-23716.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Procap Acquisition Corp                                                          | ProCap Acquisition Corp.                                                         | CUSIP: G7257A105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     35757 | NS      | $365078.97    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira Biosciences Inc                                                           | Pacira BioSciences, Inc.                                                         | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |      -202 | NS      | $-4149.08     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pimco Dynamic Income Strategy Fund                                               | PIMCO Dynamic Income Strategy Fund                                               | CUSIP: 69346N107<br>LEI: 549300BX5QVFQJENPV35 | Long             | EC               | RF                | US        |    230571 | NS      | $4648311.36   | 1.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Pegasystems Inc                                                                  | Pegasystems, Inc.                                                                | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Short            | EC               | CORP              | US        |      -656 | NS      | $-28660.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                   | Pfizer CDS USD 12/20/2028 GS                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $368297.62    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Progressive Corp/the                                                             | Progressive Corp.                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |      -343 | NS      | $-71344.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Philips Nv                                                           | Koninklijke Philips NV                                                           | CUSIP: N7637U112<br>LEI: H1FJE8H61JGM1JSGM897 | Short            | EC               | CORP              | NL        |    -73102 | NS      | $-2090906.27  | -0.51%            |  |  |  | No            | 1                  | On Loan: No      |
| Pengana International Equities Ltd                                               | Pengana International Equities, Ltd.                                             | CUSIP: Q7377W101<br>LEI: 549300CHRVZUD361YS09 | Long             | EC               | CORP              | AU        |   4101590 | NS      | $3655860.62   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| PK Fund 2023, LLC                                                                | PK Fund 2023, LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1182 | NS      | $1182369.10   | 0.29%             |  |  |  | No            | 3                  | On Loan: No      |
| Dave & Buster's Entertainment Inc                                                | Dave & Buster's Entertainment, Inc.                                              | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     56569 | NS      | $1061800.13   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                                                     | Prologis, Inc.                                                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Short            | EC               | CORP              | US        |       -40 | NS      | $-5222.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Acquisition Corp I                                                     | Perimeter Acquisition Corp. I                                                    | CUSIP: G7010A129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    129735 | NS      | $1346649.30   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Pentair Plc                                                                      | Pentair PLC                                                                      | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Short            | EC               | CORP              | IE        |      -307 | NS      | $-32348.59    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp                                                                     | Insulet Corp.                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Short            | EC               | CORP              | US        |       -66 | NS      | $-16883.46    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Papaya Growth Opportunity Corp I                                                 | Papaya Growth Opportunity Corp. I                                                | CUSIP: 69882P110<br>LEI: 549300U6L3FU6EKJUM40 | N/A              | DE               | CORP              | US        |     76584 | NC      | $773.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prysmian Spa                                                                     | Prysmian SpA                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Short            | EC               | CORP              | IT        |      -338 | NS      | $-40245.25    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Pershing Square Holdings Ltd/fund                                                | Pershing Square Holdings, Ltd.                                                   | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | EC               | CORP              | GB        |    102700 | NS      | $6398210.00   | 1.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Polestar Automotive Holding Uk Plc                                               | Polestar Automotive Holding UK PLC                                               | CUSIP: 731105409<br>LEI: 894500HDA1DJKHYN4D83 | Long             | EC               | CORP              | GB        |      3889 | NS      | $58840.57     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                                                                 | Pure Storage, Inc.                                                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |       -88 | NS      | $-6119.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ptc Inc                                                                          | PTC, Inc.                                                                        | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Short            | EC               | CORP              | US        |      -221 | NS      | $-34504.73    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hyperliquid Strategies Inc                                                       | Hyperliquid Strategies, Inc.                                                     | CUSIP: 44916Y106<br>LEI: 98450073FF7E1B63N260 | Long             | EC               | CORP              | US        |    107409 | NS      | $487635.95    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyperliquid Strategies Inc                                                       | Hyperliquid Strategies, Inc.                                                     | CUSIP: 44916Y106<br>LEI: 98450073FF7E1B63N260 | Short            | EC               | CORP              | US        |      -135 | NS      | $-611.99      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Canopy TL 2031 1L                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  13213166 | PA      | $12225732.71  | 3.00%             | 2031-01-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Vast Renewables Ltd                                                              | Vast Renewables, Ltd.                                                            | CUSIP: Q9379E113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     87846 | NC      | $43.92        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                                                       | Qualys, Inc.                                                                     | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Short            | EC               | CORP              | US        |      -646 | NS      | $-85207.40    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Restaurant Brands International Inc                                              | Restaurant Brands International, Inc.                                            | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |    -11326 | NS      | $-758728.74   | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Quantalx Neuroscience Ltd.                                                       | Quantalx Neuroscience Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3000 | NS      | $3639821.01   | 0.89%             |  |  |  | No            | 3                  | On Loan: No      |
| Rational Ag                                                                      | Rational AG                                                                      | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Short            | EC               | CORP              | DE        |      -151 | NS      | $-121085.67   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Real Asset Acquisition Corp                                                      | Real Asset Acquisition Corp.                                                     | CUSIP: G73944103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     99345 | NS      | $1033188.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Ferrari Nv                                                                       | Ferrari NV                                                                       | CUSIP: N3167Y103<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | NL        |       -74 | NS      | $-24654.58    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ferrari Nv                                                                       | Ferrari NV                                                                       | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Short            | EC               | CORP              | NL        |    -20782 | NS      | $-6917233.38  | -1.70%            |  |  |  | No            | 1                  | On Loan: No      |
| Relativity Acquisition Corp                                                      | Relativity Acquisition Corp.                                                     | CUSIP: 75944B114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45142 | NC      | $2126.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Range Capital Acquisition Corp II Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11660 | NS      | $15041.40     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Range Capital Acquisition Corp II Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     93280 | NS      | $106339.20    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Raysearch Laboratories Ab                                                        | RaySearch Laboratories AB                                                        | CUSIP: N/A<br>LEI: 549300TYFVYGS0JFWM28       | Short            | EC               | CORP              | SE        |      -787 | NS      | $-16804.65    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Roblox Corp                                                                      | ROBLOX Corp.                                                                     | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Short            | EC               | CORP              | US        |      -374 | NS      | $-24594.24    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic Digital Acquisition Co                                                  | Republic Digital Acquisition Co.                                                 | CUSIP: G7515A103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     85056 | NS      | $875226.24    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Reddit Inc                                                                       | Reddit, Inc.                                                                     | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Short            | EC               | CORP              | US        |      -327 | NS      | $-58948.29    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Red Violet Inc                                                                   | Red Violet, Inc.                                                                 | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Short            | EC               | CORP              | US        |      -671 | NS      | $-30517.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Radware Ltd                                                                      | Radware, Ltd.                                                                    | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Short            | EC               | CORP              | IL        |      -791 | NS      | $-19102.65    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Real View Imaging Ltd                                                            | Real View Imaging Ltd                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      2250 | NS      | $2246438.07   | 0.55%             |  |  |  | No            | 3                  | On Loan: No      |
| Recordati Industria Chimica E Farmaceutica Spa                                   | Recordati Industria Chimica e Farmaceutica SpA                                   | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Short            | EC               | CORP              | IT        |     -1408 | NS      | $-77340.45    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Reply Spa                                                                        | Reply SpA                                                                        | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Short            | EC               | CORP              | IT        |      -340 | NS      | $-44493.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Regal Partners Global Investments Ltd                                            | Regal Partners Global Investments, Ltd.                                          | CUSIP: Q9395Z108<br>LEI: 549300JHME36HG5U2Y72 | Long             | EC               | CORP              | AU        |   1903723 | NS      | $3261116.23   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                                                    | Repligen Corp.                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |      -265 | NS      | $-39583.05    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Avidity Biosciences Inc                                                          | Avidity Biosciences, Inc.                                                        | CUSIP: 05370A108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -898 | NS      | $-65167.86    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Range Capital Acquisition Corp Ii                                                | Range Capital Acquisition Corp. II                                               | CUSIP: G7375J103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     38969 | NS      | $389300.31    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Rollins Inc                                                                      | Rollins, Inc.                                                                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Short            | EC               | CORP              | US        |     -1517 | NS      | $-96086.78    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                      | EURO/GBP FUTURE   Mar26                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -10 | NC      | $-1485167.14  | -0.36%            |  |  |  | No            | 1                  | On Loan: No      |
| Renatus Tactical Acquisition Corp I                                              | Renatus Tactical Acquisition Corp. I                                             | CUSIP: G7490F101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10674 | NS      | $114211.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Revolution Medicines Inc                                                         | Revolution Medicines, Inc.                                                       | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Short            | EC               | CORP              | US        |     -1951 | NS      | $-189149.45   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Procap Financial Inc Founder Warrants                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     12790 | NC      | $6778.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Space Asset Acquisition Corp                                                     | Space Asset Acquisition Corp.                                                    | CUSIP: G8375S127<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     25137 | NS      | $256146.03    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Saba Capital Income & Opportunities Fund Ii                                      | Saba Capital Income & Opportunities Fund II                                      | CUSIP: 880198205<br>LEI: QU1AAXOSV5K4OVMXJP19 | Long             | EC               | RF                | US        |     79692 | NS      | $648692.88    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabre Corp                                                                       | Sabre Corp.                                                                      | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    140597 | NS      | $182776.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Springbig Holdings Inc                                                           | SpringBig Holdings, Inc.                                                         | CUSIP: 85021Q116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24279 | NC      | $49.77        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Schroder British Opportunities Trust Plc                                         | Schroder British Opportunities Trust PLC                                         | CUSIP: G78542100<br>LEI: 5493003UY8LIHFW6HM02 | Long             | EC               | CORP              | GB        |   1453746 | NS      | $1412350.21   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Silverbox Corp V                                                                 | SilverBox Corp. V                                                                | CUSIP: G8148S123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7046 | NS      | $70812.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Silverbox Corp V                                                                 | SilverBox Corp. V                                                                | CUSIP: G8148S123<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |     -7046 | NS      | $-70812.30    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange                                                        | CSC Holdings, LLC CDS USD 06/20/2028                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-282091.08   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Schroder Uk Mid Cap Fund Plc                                                     | Schroder UK Mid Cap Fund PLC                                                     | CUSIP: G7889V105<br>LEI: 549300SOEWCYZTK2SP87 | Long             | EC               | CORP              | GB        |    570790 | NS      | $5779677.34   | 1.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Sgs Sa                                                                           | SGS SA                                                                           | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Short            | EC               | CORP              | CH        |      -288 | NS      | $-34572.67    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Shopify Inc                                                                      | Shopify, Inc.                                                                    | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |      -174 | NS      | $-22834.02    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Shopify Inc                                                                      | Shopify, Inc.                                                                    | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |       -13 | NS      | $-1702.56     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Si-bone Inc                                                                      | SI-BONE, Inc.                                                                    | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Short            | EC               | CORP              | US        |      -310 | NS      | $-5139.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Symphony International Holdings Ltd                                              | Symphony International Holdings, Ltd.                                            | CUSIP: G54812105<br>LEI: 254900MQE84GV5DS6F03 | Long             | EC               | CORP              | VG        |     31566 | NS      | $13983.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sizzle Acquisition Corp Ii                                                       | Sizzle II VO Sponsor II, LLC Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     93906 | NS      | $151188.66    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Sizzle Acquisition Corp Ii                                                       | Sizzle II VO Sponsor II, LLC Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11738 | NS      | $20893.64     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Super Micro Computer Inc                                                         | Super Micro Computer, Inc.                                                       | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |      -739 | NS      | $-21512.29    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                                                         | Snap, Inc.                                                                       | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     99084 | NS      | $686652.12    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                                                    | Snowflake, Inc.                                                                  | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |      -326 | NS      | $-62820.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                                                     | Synopsys, Inc.                                                                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |      -227 | NS      | $-105581.11   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Soulpower Acquisition Corp                                                       | Soulpower Acquisition Sponsor LLC Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    156445 | NS      | $270649.85    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Soulpower Acquisition Corp                                                       | Soulpower Acquisition Sponsor LLC Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     19556 | NS      | $37547.52     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Spotify Technology Sa                                                            | Spotify Technology SA                                                            | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |      -138 | NS      | $-69048.30    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Sps Commerce Inc                                                                 | SPS Commerce, Inc.                                                               | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Short            | EC               | CORP              | US        |      -240 | NS      | $-21422.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Scholar Rock Holding Corp                                                        | Scholar Rock Holding Corp.                                                       | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Short            | EC               | CORP              | US        |     -1019 | NS      | $-45182.46    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Star Holdings                                                                    | Star Holdings                                                                    | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |    188549 | NS      | $1474453.18   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellantis Nv                                                                    | Stellantis NV                                                                    | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | EC               | CORP              | NL        |    -98347 | NS      | $-970684.89   | -0.24%            |  |  |  | No            | 1                  | On Loan: No      |
| Stellantis NV                                                                    | Stellantis NV                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Short            | EC               | CORP              | NL        |   -155829 | NS      | $-1530527.71  | -0.38%            |  |  |  | No            | 1                  | On Loan: No      |
| Stone Ridge Opportunities Fund LP                                                | Stone Ridge Opportunities Fund LP                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     29527 | NS      | $61563795.00  | 15.12%            |  |  |  | No            | N/A                | On Loan: No      |
| G-ILS Transportation Ltd. Preferred B-3 Shares                                   | G-ILS Transportation Ltd. Preferred B-3 Shares                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1332 | NS      | $1458800.01   | 0.36%             |  |  |  | No            | 3                  | On Loan: No      |
| Sharps Technology Inc                                                            | Sharps Technology, Inc.                                                          | CUSIP: 82003F309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -22279 | NS      | $-46117.53    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sharps Technology Inc                                                            | Sharps Technology, Inc.                                                          | CUSIP: 82003F309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    294334 | NS      | $609271.38    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Sharps Technology INC Warrant A                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     59833 | NC      | $112486.04    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Sharps Technology INC Warrant B                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    236960 | NC      | $49761.60     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Seagate Technology Holdings Plc                                                  | Seagate Technology Holdings PLC                                                  | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |      -192 | NS      | $-78276.48    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp Iii                                               | Spring Valley Acquisition Corp. III                                              | CUSIP: G8377R101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11180 | NS      | $120520.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Syncona Ltd                                                                      | Syncona, Ltd.                                                                    | CUSIP: G8651Q100<br>LEI: 213800X8MBI5VQITLW60 | Long             | EC               | CORP              | GB        |   2970623 | NS      | $3995734.06   | 0.98%             |  |  |  | No            | 1                  | On Loan: No      |
| Berto Acquisition Corp                                                           | BERTO ACQUISITION Corp.                                                          | CUSIP: G1051H101<br>LEI: 5299004IBCSPGYGOI790 | Long             | EC               | CORP              | KY        |     48761 | NS      | $497849.81    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | TD.PL BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2318589 | NS      | $2318589.21   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | TD.SE BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    759217 | NS      | $759216.98    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | TD.TR BROKER SWEEP                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  20564442 | NS      | $20564441.88  | 5.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Telephone And Data Systems Inc                                                   | Telephone and Data Systems, Inc.                                                 | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     16346 | NS      | $737694.98    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlassian Corp                                                                   | Atlassian Corp.                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Short            | EC               | CORP              | US        |      -386 | NS      | $-45617.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Teck Resources Ltd                                                               | Teck Resources, Ltd.                                                             | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Short            | EC               | CORP              | CA        |     -3390 | NS      | $-182246.40   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Titan Acquisition Corp                                                           | Titan Acquisition Sponsor Holdco, LLC Class A                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     93906 | NS      | $127712.16    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Titan Acquisition Corp                                                           | Titan Acquisition Sponsor Holdco, LLC Class B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    117383 | NS      | $35214.90     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | Thermo Fisher Scientific, Inc.                                                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |       -23 | NS      | $-13308.03    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                   | BMY CDS USD 6/29 OTC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $370321.14    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Tandem Diabetes Care Inc                                                         | Tandem Diabetes Care, Inc.                                                       | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |       -57 | NS      | $-1133.73     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ton Strategy Co                                                                  | TON Strategy Co.                                                                 | CUSIP: 92337U302<br>LEI: 54930048C3BMORBXZM88 | Long             | EC               | CORP              | US        |    176969 | NS      | $461889.09    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | RRD CDS USD 6/29 OTC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-108566.49   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Trimble Inc                                                                      | Trimble, Inc.                                                                    | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Short            | EC               | CORP              | US        |      -608 | NS      | $-41100.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tc Energy Corp                                                                   | TC Energy Corp.                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |     -1365 | NS      | $-80036.43    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | Taiwan Semiconductor Manufacturing Co., Ltd.                                     | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Short            | EC               | CORP              | TW        |     -1424 | NS      | $-470717.44   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Travere Therapeutics Inc                                                         | Travere Therapeutics, Inc.                                                       | CUSIP: 89422G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1484 | NS      | $-46137.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tradeweb Markets Inc                                                             | Tradeweb Markets, Inc.                                                           | CUSIP: 892672106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1328 | NS      | $-136876.96   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Fund Inc/the/md                                                           | Taiwan Fund, Inc.                                                                | CUSIP: 874036106<br>LEI: 549300B0OHIYIAWV0Z83 | Long             | EC               | RF                | US        |      3223 | NS      | $185677.03    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                           | US 10Yr Note Future                                                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-559140.63   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies Inc                                                            | Uber Technologies, Inc.                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |      -837 | NS      | $-67001.85    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Direxion Daily Robotics Artificial Intelligence & Automation Index Bull 2x Share | Direxion Daily Robotics Artificial Intelligence & Automation Index Bull 2X Share | CUSIP: 25460G823<br>LEI: 549300T7PQ41I2T80K11 | Long             | EC               | RF                | US        |     27386 | NS      | $736582.07    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Music Group Nv                                                         | Universal Music Group NV                                                         | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Short            | EC               | CORP              | NL        |   -125731 | NS      | $-3082058.58  | -0.76%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                          | UNH CDS USD 12/27 ICE                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3902.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Visa Inc                                                                         | Visa, Inc.                                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |       -82 | NS      | $-26390.06    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Ftse Developed Markets Etf                                              | Vanguard FTSE Developed Markets ETF                                              | CUSIP: 921943858<br>LEI: 549300PTTIGTMUA02X28 | Short            | EC               | RF                | US        |    -21896 | NS      | $-1449515.20  | -0.36%            |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc                                                            | Veeco Instruments, Inc.                                                          | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |      -562 | NS      | $-17551.26    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vef Ab                                                                           | VEF AB                                                                           | CUSIP: N/A<br>LEI: 549300GLLHHE80RQ2Y24       | Long             | EC               | CORP              | SE        |     56831 | NS      | $13334.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Inc                                                                       | Vertex, Inc.                                                                     | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |     76982 | NS      | $1428016.10   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Information Technology Etf                                              | Vanguard Information Technology ETF                                              | CUSIP: 92204A702<br>LEI: 549300MP6BT0L4Q61L10 | Short            | EC               | RF                | US        |      -480 | NS      | $-359001.60   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Vicor Corp                                                                       | Vicor Corp.                                                                      | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Short            | EC               | CORP              | US        |      -216 | NS      | $-34056.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Vistance Networks Inc                                                            | Vistance Networks, Inc.                                                          | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     27916 | NS      | $502488.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Real Estate Etf                                                         | Vanguard Real Estate ETF                                                         | CUSIP: 922908553<br>LEI: 549300G6KNDK44WUN559 | Short            | EC               | RF                | US        |    -43384 | NS      | $-3939267.20  | -0.97%            |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Technologies Inc                                                         | Voyager Technologies, Inc.                                                       | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |     14320 | NS      | $437189.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Vera Bradley Inc                                                                 | Vera Bradley, Inc.                                                               | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     59039 | NS      | $141693.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                                                              | Varonis Systems, Inc.                                                            | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |      -420 | NS      | $-12532.80    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics, Inc.                                                           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |      -375 | NS      | $-81547.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Verisign Inc                                                                     | VeriSign, Inc.                                                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Short            | EC               | CORP              | US        |      -486 | NS      | $-118695.78   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                                               | Vertiv Holdings Co.                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |      -188 | NS      | $-35001.84    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                       | Vertex Pharmaceuticals, Inc.                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Short            | EC               | CORP              | US        |      -342 | NS      | $-160705.80   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Total Stock Market Etf                                                  | Vanguard Total Stock Market ETF                                                  | CUSIP: 922908769<br>LEI: 549300G6KNDK44WUN559 | Short            | EC               | RF                | US        |     -5180 | NS      | $-1764152.60  | -0.43%            |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Ftse Emerging Markets Etf                                               | Vanguard FTSE Emerging Markets ETF                                               | CUSIP: 922042858<br>LEI: 549300UR5XWDVDO7NP96 | Short            | EC               | RF                | US        |    -48956 | NS      | $-2764545.32  | -0.68%            |  |  |  | No            | 1                  | On Loan: No      |
| Weibo Corp                                                                       | Weibo Corp.                                                                      | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |    446546 | NS      | $4724456.68   | 1.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp                                                           | Webster Financial Corp.                                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Short            | EC               | CORP              | US        |     -1212 | NS      | $-79713.24    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections, Inc.                                                          | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |      -193 | NS      | $-32288.33    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Wen Sponsor LLC                                                                  | Wen Sponsor LLC Class A                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    163709 | NS      | $199724.98    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Wen Sponsor LLC                                                                  | Wen Sponsor LLC Class B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    204636 | NS      | $59344.44     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Western Midstream Partners Lp                                                    | Western Midstream Partners LP                                                    | CUSIP: 958669103<br>LEI: L6D8A6MLSY454J2JXJ60 | Short            | EC               | CORP              | US        |     -1078 | NS      | $-44693.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc                                                         | Winnebago Industries, Inc.                                                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     12884 | NS      | $591504.44    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Drainage Systems Inc                                                    | Advanced Drainage Systems, Inc.                                                  | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |      -258 | NS      | $-39226.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Communication Services Select Sector Spdr Etf                       | State Street Communication Services Select Sector SPDR ETF                       | CUSIP: 81369Y852<br>LEI: 549300RPODKQJE2HDW24 | Short            | EC               | RF                | US        |     -9166 | NS      | $-1100653.28  | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Energy Select Sector Spdr Etf                                       | State Street Energy Select Sector SPDR ETF                                       | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Short            | EC               | RF                | US        |       -64 | NS      | $-3267.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Xtao Inc                                                                         | XTAO, Inc.                                                                       | CUSIP: G9T27M103<br>LEI: 254900JJUD4X8PHAKB45 | Long             | EC               | CORP              | KY        |    321039 | NS      | $160519.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| XTEND                                                                            | XTEND Preferred B-2 Shares                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IL        |    775774 | NS      | $1037132.26   | 0.25%             |  |  |  | No            | 3                  | On Loan: No      |
| Xylem Inc/ny                                                                     | Xylem, Inc.                                                                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |      -347 | NS      | $-47840.89    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Block Inc                                                                        | Block, Inc.                                                                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |     -1201 | NS      | $-72576.43    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe Financials                                                    | FTSE 250 Index FU Mar26                                                          | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | N/A              | DE               | CORP              | GB        |      -137 | NC      | $-8731474.67  | -2.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                                                                 | Zillow Group, Inc.                                                               | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |     -2578 | NS      | $-162491.34   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                           | CUSIP: ZS0897653<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   3205000 | PA      | $45728.94     | 0.01%             | 2049-12-31      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                           | CUSIP: ZS0897661<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  11180000 | PA      | $157204.22    | 0.04%             | 2049-12-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                           | CUSIP: ZS0897679<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  17000000 | PA      | $241789.30    | 0.06%             | 2024-04-11      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Zyversa Therapeutics Inc                                                         | ZyVersa Therapeutics, Inc.                                                       | CUSIP: 98987D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7100 | NC      | $497.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zymeworks Inc                                                                    | Zymeworks, Inc.                                                                  | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Short            | EC               | CORP              | US        |      -803 | NS      | $-18091.59    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Saba Capital Income & Opportunities Fund

**Signature:** Troy Statczar

**Name of Signer:** Troy Statczar

**Title:** Principal Financial Officer