# EDGAR Filing Document

**Accession Number:** 0000826020
**File Stem:** 0001049169-26-001774
**Filing Date:** 2026-6
**Character Count:** 474080
**Document Hash:** 04af6aee463eb5ac29d96087624117a2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001049169-26-001774.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001049169-26-001774

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**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:** 261127325

**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

## 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:** 2026-04-30

**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:** $772906347.18

**Total Liabilities:** $378730706.93

**Net Assets:** $394175640.25

**Cash Not Reported:** $80927401.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 11068.62344700 | **5-Year:** 48607.30747200 | **10-Year:** 469.21476300 | **30-Year:** 877.00000000

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

- **3-Month:** 10.12158700 | **1-Year:** 1042.29543400 | **5-Year:** 42409.23294200 | **10-Year:** 2884.40623300 | **30-Year:** 115.66786200

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.10%               | 3.24%                | 3.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1198596.87              | $-1733673.68                               |
| Month 2  | $-951834.06              | $-1969798.73                               |
| Month 3  | $627105.71               | $-1109176.27                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Vertical Aerospace Ltd                                                         | Vertical Aerospace, Ltd.                                                       | CUSIP: G9471C131<br>LEI: 9845002F3CF4E56DA491 | N/A              | DE               | CORP              | US        |    484471 | NC      | $300372.02    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Hess Midstream Lp                                                              | Hess Midstream LP                                                              | CUSIP: 428103105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -957 | NS      | $-37418.70    | -0.01%            |  |  |  | No            | 1                  | 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      | $-36909.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Evolution Ab                                                                   | Evolution AB                                                                   | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     31166 | NS      | $2168480.51   | 0.55%             |  |  |  | Yes           | 1                  | 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      | $-253154.53   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Visa Inc                                                                       | Visa, Inc.                                                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |       -82 | NS      | $-27046.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.Crew                                                                         | J.Crew 9/24 TLB 1L                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10288204 | PA      | $7741873.31   | 1.96%             | 2031-09-17      | Floating      | 9.67%                 | No            | 2                  | 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        |     34471 | NS      | $249225.33    | 0.06%             |  |  |  | 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      |
| Herald Investment Trust Plc                                                    | Herald Investment Trust PLC                                                    | CUSIP: G4410F105<br>LEI: 213800U7G1ROCTJYRR70 | Long             | EC               | RF                | GB        |      2610 | NS      | $99976.19     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | FRP Advisory Group PLC TRS                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-75773.05    | -0.02%            |  |  |  | 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      | $7353064.83   | 1.87%             |  |  |  | No            | 2                  | On Loan: No      |
| Avepoint Inc                                                                   | AvePoint, Inc.                                                                 | CUSIP: 053604104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2269 | NS      | $-22122.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Range Capital Acquisition Corp Ii                                              | Range Capital Acquisition Corp II Class B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11660 | NS      | $15041.40     | 0.00%             |  |  |  | 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      | $1422498.00   | 0.36%             | 2030-07-01      | Fixed         | 1.00%                 | No            | 3                  | 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      | $-213042.17   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Moncler Spa                                                                    | Moncler SpA                                                                    | CUSIP: T6730E110<br>LEI: 815600EBD7FB00525B20 | Short            | EC               | CORP              | IT        |      -244 | NS      | $-14673.68    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Travere Therapeutics Inc                                                       | Travere Therapeutics, Inc.                                                     | CUSIP: 89422G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1484 | NS      | $-62506.08    | -0.02%            |  |  |  | No            | 1                  | 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      | $-6547.12     | -0.00%            |  |  |  | No            | 2                  | 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        |      1453 | NS      | $1750287.67   | 0.44%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAZ4<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    224000 | PA      | $185916.60    | 0.05%             | 2037-01-31      | Variable      | 9.00%                 | 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      | $-51979.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                | FNMA, Series 437, Class C8                                                     | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5136509 | PA      | $817460.95    | 0.21%             | 2052-06-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Kulicke & Soffa Industries Inc                                                 | Kulicke & Soffa Industries, Inc.                                               | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Short            | EC               | CORP              | US        |      -248 | NS      | $-21204.00    | -0.01%            |  |  |  | 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      | $110475.90    | 0.03%             |  |  |  | No            | 1                  | 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      | $-52187.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Coupang Inc                                                                    | Coupang, Inc.                                                                  | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Short            | EC               | CORP              | US        |     -1820 | NS      | $-36363.60    | -0.01%            |  |  |  | No            | 1                  | 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      | $1111872.53   | 0.28%             |  |  |  | No            | 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      | $-235604.02   | -0.06%            |  |  |  | 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      | $4940460.65   | 1.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Midcap Financial Investment Corp                                               | MidCap Financial Investment Corp.                                              | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | RF                | US        |     42946 | NS      | $507192.26    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hoc Ln Trs:b1fw502                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-91310.71    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Blue Water Acquisition IV LLC CLASS A                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    123206 | NS      | $616.03       | 0.00%             |  |  |  | No            | 3                  | 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      | $-610260.56   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Delivery Hero Se                                                               | Delivery Hero SE                                                               | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |     -1096 | NS      | $-26215.30    | -0.01%            |  |  |  | Yes           | 1                  | 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      |
| Murano Global Investments Plc                                                  | Murano Global Investments PLC                                                  | CUSIP: G63369113<br>LEI: 984500A5861C7BE4AE21 | N/A              | DE               | CORP              | US        |     10493 | NC      | $419.72       | 0.00%             |  |  |  | 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      | $15.48        | 0.00%             |  |  |  | No            | 1                  | 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      | $-493087.61   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Google, LLC CDS USD 06/31                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $2577.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Otg Acquisition Corp I                                                         | OTG Acquisition Corp. I                                                        | CUSIP: G6791A118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7321 | NC      | $2415.93      | 0.00%             |  |  |  | No            | 1                  | 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      | $720000.04    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Vanguard Total World Stock Etf                                                 | Vanguard Total World Stock ETF                                                 | CUSIP: 922042742<br>LEI: 549300UR5XWDVDO7NP96 | Short            | EC               | RF                | US        |   -389148 | NS      | $-58839177.60 | -14.93%           |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFF6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    103000 | PA      | $68247.52     | 0.02%             | 2034-10-31      | Variable      | 2.55%                 | 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      | $-23319.59    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chs/community Health Sys                                                       | CHS/Community Health Systems, Inc.                                             | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3308000 | PA      | $3413794.80   | 0.87%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: AUD 06/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-10679515.00 | -2.71%            |  |  |  | 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      | $-43630.73    | -0.01%            |  |  |  | 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      | $-185919.40   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Lam Research Corp                                                              | Lam Research Corp.                                                             | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Short            | EC               | CORP              | US        |      -509 | NS      | $-131250.74   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Engene Therapeutics Inc                                                        | enGene Therapeutics, Inc.                                                      | CUSIP: 29286X119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     -1115 | NC      | $-2230.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fusemachines Inc                                                               | Fusemachines, Inc.                                                             | CUSIP: 36118R111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     38488 | NC      | $4503.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QDL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    428000 | PA      | $292178.48    | 0.07%             | 2033-09-26      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Silverbox Corp V                                                               | SilverBox Corp. V                                                              | CUSIP: G8148S123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7046 | NS      | $71516.90     | 0.02%             |  |  |  | No            | 1                  | 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   | 0.37%             |  |  |  | No            | 3                  | 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      | $-4984.75     | -0.00%            |  |  |  | No            | 2                  | 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      |
| J.P. Morgan Chase & Co.                                                        | Energean PLC TRS                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-80560.78    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Critical Metals Corp                                                           | Critical Metals Corp.                                                          | CUSIP: G2662B103<br>LEI: 984500158752F66VAE27 | Short            | EC               | CORP              | VG        |    -34284 | NS      | $-436435.32   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                       | Thermo Fisher CDS USD 12/30                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $44921.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistance Networks Inc                                                          | Vistance Networks, Inc.                                                        | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     27916 | NS      | $357185.22    | 0.09%             |  |  |  | No            | 1                  | 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      | $1424.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                                                 | Hall Chadwick Acquisition Corp.                                                | CUSIP: G42386113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55633 | NC      | $18358.89     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: CAD 05/05/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $736218.00    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Willow Lane Acquisition Corp Ii                                                | Willow Lane Acquisition Corp. II                                               | CUSIP: G9675K111<br>LEI: 254900YWN0P6HYIZTW16 | N/A              | DE               | CORP              | US        |      7385 | NC      | $4394.08      | 0.00%             |  |  |  | No            | 1                  | 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      | $86294.32     | 0.02%             |  |  |  | No            | 3                  | 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      | $9190457.35   | 2.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Applovin Corp                                                                  | AppLovin Corp.                                                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |       -78 | NS      | $-34815.30    | -0.01%            |  |  |  | No            | 1                  | 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      | $133416.24    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Atlas Copco AB                                                                 | Atlas Copco AB                                                                 | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Short            | EC               | CORP              | SE        |     -2162 | NS      | $-40791.79    | -0.01%            |  |  |  | No            | 1                  | 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      |
| Spring Valley Acquisition Corp Iii                                             | Spring Valley Acquisition Corp. III                                            | CUSIP: G8377R119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4908 | NC      | $8638.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | MARKIT CDX IG S46 5Y 06/31 ICE                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3296749.07  | -0.84%            |  |  |  | No            | 2                  | On Loan: No      |
| Atkore Inc                                                                     | Atkore, Inc.                                                                   | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Short            | EC               | CORP              | US        |      -682 | NS      | $-53298.30    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Blaize Holdings Inc                                                            | Blaize Holdings Inc                                                            | CUSIP: 092915115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12241 | NC      | $5447.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Helios Towers PLC TRS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-77449.73    | -0.02%            |  |  |  | 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      | $141899.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Healthstream Inc                                                               | HealthStream, Inc.                                                             | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Short            | EC               | CORP              | US        |     -1026 | NS      | $-21299.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Restaurant Brands International Inc                                            | Restaurant Brands International, Inc.                                          | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |    -10951 | NS      | $-883526.68   | -0.22%            |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                                                    | Compass, Inc.                                                                  | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     89900 | NS      | $680543.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Xtao Inc                                                                       | XTAO, Inc.                                                                     | CUSIP: G9T27M103<br>LEI: 254900JJUD4X8PHAKB45 | Long             | EC               | CORP              | KY        |    307338 | NS      | $150672.45    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fanniemae Strip                                                                | FNMA, Series 428, Class C15                                                    | CUSIP: 31423YJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2014408 | PA      | $361278.64    | 0.09%             | 2052-07-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        | 127633000 | PA      | $2399857.77   | 0.61%             | 2025-06-28      | Fixed         | 8.75%                 | No            | 2                  | 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      |
| Clean Harbors Inc                                                              | Clean Harbors, Inc.                                                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Short            | EC               | CORP              | US        |      -158 | NS      | $-49403.44    | -0.01%            |  |  |  | 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      | $529.08       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Mid-cap Growth Etf                                                    | Vanguard Mid-Cap Growth ETF                                                    | CUSIP: 922908538<br>LEI: 549300G6KNDK44WUN559 | Short            | EC               | RF                | US        |      -470 | NS      | $-133738.50   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QEE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $16915.93     | 0.00%             | 2034-03-31      | Variable      | 2.04%                 | 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      |
| Spotify Technology Sa                                                          | Spotify Technology SA                                                          | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | LU        |      -159 | NS      | $-71001.45    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAE1<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31738.06     | 0.01%             | 2036-06-30      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Aalberts Nv                                                                    | Aalberts NV                                                                    | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Short            | EC               | CORP              | NL        |     -1032 | NS      | $-39097.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2857434.00   | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| Strategy Inc                                                                   | Strategy, Inc.                                                                 | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EP               | CORP              | US        |     -2522 | NS      | $-193815.70   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Classover Holdings Inc                                                         | Classover Holdings, Inc.                                                       | CUSIP: 182744110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30413 | NC      | $541.35       | 0.00%             |  |  |  | No            | 1                  | 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      | $21856.80     | 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      | $288326.76    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | AIB Group PLC TRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-204655.90   | -0.05%            |  |  |  | No            | 2                  | 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      |
| Leapfrog Acquisition Corp                                                      | LeapFrog Partners LLC, CLASS A                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    124341 | NS      | $115637.13    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Lion Finance Group PLC TRS                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-75714.19    | -0.02%            |  |  |  | No            | 2                  | 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      |
| 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      | $7748337.98   | 1.97%             |  |  |  | No            | 2                  | On Loan: No      |
| Weibo Corp                                                                     | Weibo Corp.                                                                    | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |    536054 | NS      | $4508214.14   | 1.14%             |  |  |  | No            | 1                  | On Loan: No      |
| EGH Sponsor LLC                                                                | EGH Sponsor LLC, Cl B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9523 | NS      | $33616.19     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: SEK 06/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2987518.00  | -0.76%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                  | Meta Platforms, Inc. CDS USD 06/31                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $46032.65     | 0.01%             |  |  |  | No            | 2                  | 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      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $160516.38    | 0.04%             | 2034-09-30      | Variable      | 3.57%                 | No            | 2                  | On Loan: No      |
| Evolution Metals & Technologies Corp                                           | Evolution Metals & Technologies Corp.                                          | CUSIP: 30054B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $47.85        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heico Corp                                                                     | HEICO Corp.                                                                    | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Short            | EC               | CORP              | US        |      -240 | NS      | $-64780.80    | -0.02%            |  |  |  | No            | 1                  | 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      | $-981.17      | -0.00%            |  |  |  | No            | 2                  | 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      |
| Shopify Inc                                                                    | Shopify, Inc.                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |       -13 | NS      | $-1577.59     | -0.00%            |  |  |  | No            | 1                  | 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      | $69479.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1768888.00  | -0.45%            |  |  |  | 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      | $-23279.32    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | CHF Currency Fut                                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         9 | NC      | $1446581.25   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | HCM Investor Holdings Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     85102 | NS      | $127653.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Arlo Technologies Inc                                                          | Arlo Technologies, Inc.                                                        | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Short            | EC               | CORP              | US        |     -1195 | NS      | $-16789.75    | -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      | $1099.21      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Philips Nv                                                         | Koninklijke Philips NV                                                         | CUSIP: N7637U112<br>LEI: H1FJE8H61JGM1JSGM897 | Short            | EC               | CORP              | NL        |   -105233 | NS      | $-2765324.25  | -0.70%            |  |  |  | No            | 1                  | On Loan: No      |
| Taskus Inc                                                                     | TaskUS, Inc.                                                                   | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     38365 | NS      | $248605.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| New Horizon Aircraft Ltd                                                       | New Horizon Aircraft, Ltd.                                                     | CUSIP: 64550A115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11690 | NC      | $4588.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Direxion Daily Robotics Artificial Intelligence & Automation Index Bull 2x Etf | Direxion Daily Robotics Artificial Intelligence & Automation Index Bull 2X ETF | CUSIP: 25460G823<br>LEI: 549300T7PQ41I2T80K11 | Long             | EC               | RF                | US        |     27386 | NS      | $750376.40    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Orla Mining Ltd                                                                | Orla Mining, Ltd.                                                              | CUSIP: 68634K106<br>LEI: 529900DU63EUQ1UZKL30 | Short            | EC               | CORP              | CA        |    -47708 | NS      | $-625172.01   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Kpet Ultra Paceline Corp                                                       | KPET Ultra Paceline Corp.                                                      | CUSIP: G53157122<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     39838 | NS      | $400770.28    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                                                    | Netflix, Inc.                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      6627 | NS      | $620353.47    | 0.16%             |  |  |  | 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      | $819604.29    | 0.21%             |  |  |  | No            | 2                  | 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      | $115936.60    | 0.03%             |  |  |  | No            | 1                  | 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      | $-353449.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Mineralys Therapeutics Inc                                                     | Mineralys Therapeutics, Inc.                                                   | CUSIP: 603170101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1914 | NS      | $-51008.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Raysearch Laboratories Ab                                                      | RaySearch Laboratories AB                                                      | CUSIP: N/A<br>LEI: 549300TYFVYGS0JFWM28       | Short            | EC               | CORP              | SE        |      -787 | NS      | $-16084.80    | -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      | $-177631.59   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Engene Therapeutics Inc                                                        | enGene Therapeutics, Inc.                                                      | CUSIP: 29286X119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1115 | NC      | $2230.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aleanna Inc                                                                    | AleAnna, Inc.                                                                  | CUSIP: 01444V111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       106 | NC      | $40.28        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Selina Hospitality Plc                                                         | Selina Hospitality PLC                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    218500 | NC      | $218.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tnl Mediagene                                                                  | TNL Mediagene                                                                  | CUSIP: G8924F113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16257 | NC      | $149.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vera Bradley Inc                                                               | Vera Bradley, Inc.                                                             | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     38639 | NS      | $158806.29    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | S&P 500 INDEX-SPX US 07/17/26 P7010                                            | CUSIP: 680993RC8<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        65 | NC      | $793650.00    | 0.20%             |  |  |  | No            | 1                  | 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      | $1609376.17   | 0.41%             |  |  |  | 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      | $-290001.55   | -0.07%            |  |  |  | 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      | $37836.31     | 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      | $-82569.34    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bleichroeder Acquisition Corp Ii                                               | Bleichroeder Acquisition Corp. II                                              | CUSIP: G1170E112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3482 | NC      | $4595.89      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharps Technology Inc                                                          | Sharps Technology INC Warrant A                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     59833 | NC      | $103511.09    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YBH3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31681.06     | 0.01%             | 2037-04-28      | Variable      | 9.00%                 | 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      | $-71.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vanguard Financials Etf                                                        | Vanguard Financials ETF                                                        | CUSIP: 92204A405<br>LEI: 549300MP6BT0L4Q61L10 | Short            | EC               | RF                | US        |      -466 | NS      | $-59741.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | SeeQC, Inc.,                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    200910 | NS      | $1004550.00   | 0.25%             |  |  |  | No            | 3                  | 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      | $1999763.87   | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Radware Ltd                                                                    | Radware, Ltd.                                                                  | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Short            | EC               | CORP              | IL        |      -791 | NS      | $-21198.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Columbus Circle 2 Sponsor Corporation CLASS B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6359 | NS      | $8393.88      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Fannie Mae                                                                     | Fannie Mae REMICS                                                              | CUSIP: 3136BWCN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18345490 | PA      | $717132.55    | 0.18%             | 2055-06-25      | Floating      | 1.35%                 | No            | 2                  | 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      | $179360.46    | 0.05%             |  |  |  | No            | 3                  | 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      | $-134755.74   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Gcl Global Holdings Ltd                                                        | GCL Global Holdings, Ltd.                                                      | CUSIP: G3777K111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19704 | NC      | $500.48       | 0.00%             |  |  |  | No            | 1                  | 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      | $-206480.13   | -0.05%            |  |  |  | No            | 2                  | 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      | $130141.44    | 0.03%             |  |  |  | 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      | $-83266.51    | -0.02%            |  |  |  | No            | 1                  | 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      | $-100068.70   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZS0897679<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  17000000 | PA      | $299642.00    | 0.08%             | 2024-04-11      | Fixed         | 10.50%                | 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      | $-35545.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                   | Alphabet, Inc.                                                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |     -2949 | NS      | $-1126341.06  | -0.29%            |  |  |  | No            | 1                  | 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      |
| N/A                                                                            | Forward Contracts: TWD 05/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-948354.00   | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| Quantalx Neuroscience Ltd.                                                     | Quantalx Neuroscience Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3000 | NS      | $3639821.01   | 0.92%             |  |  |  | No            | 3                  | On Loan: No      |
| Cero Therapeutics Holdings Inc                                                 | CERo Therapeutics Holdings, Inc.                                               | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21939 | NC      | $54.85        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | E-Mini Russ 2000  Jun26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -24 | NC      | $-3369360.00  | -0.85%            |  |  |  | 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      |
| J.P. Morgan Chase & Co.                                                        | Recv Rmii Ln Trs:bymtbg5                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $407993.47    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Natera Inc                                                                     | Natera, Inc.                                                                   | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Short            | EC               | CORP              | US        |       -86 | NS      | $-17729.76    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Transdigm Group Inc                                                            | TransDigm Group, Inc.                                                          | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -50 | NS      | $-57999.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kla Corp                                                                       | KLA Corp.                                                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |       -56 | NS      | $-98019.60    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Rf Acquisition Corp Iii                                                        | RF Acquisition Corp. III                                                       | CUSIP: G7537X107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5517 | NS      | $54287.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Yamadai Corp                                                                   | Yamadai Corp.                                                                  | CUSIP: 008940116<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |      5153 | NC      | $3195.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LightWave Founders                                                             | LightWave Founders Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    208140 | NS      | $258093.60    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Ormat Technologies Inc                                                         | Ormat Technologies, Inc.                                                       | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |      -236 | NS      | $-27116.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Global Infrastructure Etf                                              | iShares Global Infrastructure ETF                                              | CUSIP: 464288372<br>LEI: 549300ZC2N3HUK3DTK30 | Short            | EC               | RF                | US        |      -906 | NS      | $-62088.18    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                   | Alphabet, Inc.                                                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |      -797 | NS      | $-306685.60   | -0.08%            |  |  |  | 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      | $284729.90    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| United Homes Group Inc                                                         | United Homes Group, Inc.                                                       | CUSIP: 91060H116<br>LEI: 549300HWN3ECTEH7I380 | N/A              | DE               | CORP              | US        |      6505 | NC      | $1235.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Rosebank Industries PLC TRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-148878.06   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Hcm Iii Acquisition Corp                                                       | HCM III Acquisition Corp.                                                      | CUSIP: G4365E103<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | KY        |     54942 | NS      | $557386.59    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Bank of Ireland Group PLC TRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |         1 | NC      | $-76721.40    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Etoro Group Ltd                                                                | Etoro Group, Ltd.                                                              | CUSIP: G32089107<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | US        |     29543 | NS      | $1051139.94   | 0.27%             |  |  |  | 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      |
| Dsm-firmenich Ag                                                               | DSM-Firmenich AG                                                               | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Short            | EC               | CORP              | CH        |     -1327 | NS      | $-98990.80    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Clnx Sm Trs:bx90c05                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         1 | NC      | $-57539.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Zooz Strategy Ltd                                                              | ZOOZ Strategy, Ltd.                                                            | CUSIP: M2573A197<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24350 | NC      | $1261.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Six Flags Entertainment Corp                                                   | Six Flags Entertainment Corp.                                                  | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     26075 | NS      | $489688.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Cea Industries Inc                                                             | CEA Industries, Inc.                                                           | CUSIP: 86887P309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4706 | NS      | $-14635.66    | -0.00%            |  |  |  | No            | 1                  | 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      | $-113602.47   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Blnd Ln Trs:0136701                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $6175.54      | 0.00%             |  |  |  | No            | 2                  | 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      |
| J.P. Morgan Chase & Co.                                                        | Argenx SE TRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | NL        |         1 | NC      | $-163072.16   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Snap Inc                                                                       | Snap, Inc.                                                                     | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    405010 | NS      | $2458410.70   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                                     | Intuit, Inc.                                                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |       -14 | NS      | $-5439.00     | -0.00%            |  |  |  | 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      |
| Sl Green Realty Corp                                                           | SL Green Realty Corp.                                                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      3654 | NS      | $154966.14    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rr Donnelley & Sons Co                                                         | RR Donnelley & Sons Co.                                                        | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   3126000 | PA      | $3214149.45   | 0.82%             | 2029-08-01      | Fixed         | 10.88%                | Yes           | 2                  | 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        |    525141 | NS      | $525141.47    | 0.13%             |  |  |  | No            | 1                  | 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      | $34456.34     | 0.01%             |  |  |  | No            | 3                  | 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      | $-68124.54    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Climaterock                                                                    | ClimateRock                                                                    | CUSIP: G2311X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11778 | NC      | $588.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Celestica Inc                                                                  | Celestica, Inc.                                                                | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Short            | EC               | CORP              | CA        |      -385 | NS      | $-157692.15   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Futures Exchange                                                          | CBOE VIX FUTURE   Sep26                                                        | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |      -111 | NC      | $-2466975.00  | -0.63%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | MODV REV EXIT 1L USD                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    483736 | PA      | $437377.15    | 0.11%             | 2030-12-30      | Floating      | 8.69%                 | 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      | $-49384.71    | -0.01%            |  |  |  | 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      | $-6367.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ai Infrastructure Acquisition Corp                                             | AI Infrastructure Acquisition Corp.                                            | CUSIP: G01336117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12121 | NC      | $2909.04      | 0.00%             |  |  |  | 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        |     16945 | NS      | $18639.50     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22546VNQ5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    420000 | PA      | $380483.04    | 0.10%             | 2030-10-30      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                                               | Babcock & Wilcox Enterprises, Inc.                                             | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |     45382 | NS      | $710682.12    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS LTD                                             | PERSHING SQUARE SPARC HOLDINGS                                                 | CUSIP: 714920113<br>LEI: 5493000J0QXAU1Z8FB80 | N/A              | DE               | CORP              | US        |      9958 | NC      | $0.01         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vanguard Ftse Emerging Markets Etf                                             | Vanguard FTSE Emerging Markets ETF                                             | CUSIP: 922042858<br>LEI: 549300UR5XWDVDO7NP96 | Short            | EC               | RF                | US        |    -71416 | NS      | $-4208544.88  | -1.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv Inc                                                                     | Fiserv, Inc.                                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |      -609 | NS      | $-38153.85    | -0.01%            |  |  |  | No            | 1                  | 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      | $-85260.57    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Agilon Health Inc                                                              | agilon health, Inc.                                                            | CUSIP: 00857U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5518 | NS      | $154228.10    | 0.04%             |  |  |  | No            | 1                  | 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      | $10482294.90  | 2.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Cdt Equity Inc                                                                 | CDT Equity, Inc.                                                               | CUSIP: 20678X114<br>LEI: 8945004VIUFZVV38UL77 | N/A              | DE               | CORP              | US        |     51468 | NC      | $398.88       | 0.00%             |  |  |  | No            | 1                  | 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      | $1832221.03   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyo Co Ltd                                                                    | Toyo Co., Ltd.                                                                 | CUSIP: G8976D115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16742 | NC      | $36832.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                  | Thermo Fisher CDS USD 12/30                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $158508.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                                                  | Live Nation Entertainment, Inc.                                                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -86 | NS      | $-13582.84    | -0.00%            |  |  |  | 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      | $-1317085.14  | -0.33%            |  |  |  | No            | 1                  | 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      | $-309650.15   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Klaviyo Inc                                                                    | Klaviyo, Inc.                                                                  | CUSIP: 49845K101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -135 | NS      | $-2712.15     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/s                                                                     | Genmab A/S                                                                     | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Short            | EC               | CORP              | DK        |      -102 | NS      | $-27073.34    | -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      | $-47495.59    | -0.01%            |  |  |  | No            | 1                  | 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      | $-283027.42   | -0.07%            |  |  |  | No            | 2                  | 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      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22546VTV8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     67000 | PA      | $53413.74     | 0.01%             | 2031-01-29      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Red Violet Inc                                                                 | Red Violet, Inc.                                                               | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Short            | EC               | CORP              | US        |      -671 | NS      | $-25115.53    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Reddit Inc                                                                     | Reddit, Inc.                                                                   | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Short            | EC               | CORP              | US        |      -327 | NS      | $-48144.21    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Jaws Mustang Acquisition Corp                                                  | Jaws Mustang Acquisition Corp.                                                 | CUSIP: G50737124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19820 | NC      | $1091.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Inc                                                                     | Vertex, Inc.                                                                   | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |     76982 | NS      | $952267.34    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Roadzen Inc                                                                    | Roadzen, Inc.                                                                  | CUSIP: G7606H116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55430 | NC      | $11086.00     | 0.00%             |  |  |  | No            | 1                  | 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      | $-67214.63    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                   | Thermo Fisher Scientific, Inc.                                                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |       -23 | NS      | $-11016.08    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Microsoft CDS USD 06/31                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $113527.57    | 0.03%             |  |  |  | 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      | $-33100.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Perimeter Acquisition Corp I                                                   | Perimeter Acquisition Corp. I                                                  | CUSIP: G7010A111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     64869 | NC      | $38921.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | EDP Renovaveis SA TRS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         1 | NC      | $-43037.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sprott Inc                                                                     | Sprott, Inc.                                                                   | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Short            | EC               | CORP              | CA        |      -791 | NS      | $-103310.13   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Alternative Capital Investment FUND III                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    749060 | NS      | $749060.00    | 0.19%             |  |  |  | No            | N/A                | 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      |
| 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      | $161536.04    | 0.04%             |  |  |  | No            | 3                  | 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      | $-3499.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Spring Valley Acquisition Corp Iv                                              | Spring Valley Acquisition Corp. IV                                             | CUSIP: G8377G105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30222 | NS      | $303126.66    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: AM9155384<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   7985000 | PA      | $149065.58    | 0.04%             | 2026-03-23      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp Ltd                                    | Bitcoin Infrastructure Acquisition Corp., Ltd.                                 | CUSIP: G1143H119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4424 | NC      | $1061.76      | 0.00%             |  |  |  | No            | 1                  | 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      |
| Tlgy Acquisition Corp                                                          | TLGY Acquisition Corp.                                                         | CUSIP: G8656T125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     65630 | NC      | $25595.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Art Technology Acquisition Corp                                                | Art Technology Sponsor, LLC CLASS B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25114 | NS      | $28378.82     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Forum Markets Inc                                                              | Forum Markets, Inc.                                                            | CUSIP: 68236V401<br>LEI: 98450063A2D8EF54EB11 | Long             | EC               | CORP              | US        |     97122 | NS      | $531257.34    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Krakacquisition Corp                                                           | KRAKacquisition Corp.                                                          | CUSIP: G5315G114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5670 | NC      | $2481.19      | 0.00%             |  |  |  | No            | 1                  | 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      | $-249376.76   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe Financials                                                  | Long Gilt Future                                                               | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | N/A              | DIR              | CORP              | GB        |      -105 | NC      | $-12371851.57 | -3.14%            |  |  |  | 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      |
| Mountain Crest Acquisition Corp V                                              | Mountain Crest Acquisition Corp. V                                             | CUSIP: 62404B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8917 | NC      | $1070.93      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellantis Nv                                                                  | Stellantis NV                                                                  | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | EC               | CORP              | NL        |    -98347 | NS      | $-715966.16   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Argo Investments Ltd                                                           | Argo Investments, Ltd.                                                         | CUSIP: Q05016102<br>LEI: 2138005T2FZP3AUV6X26 | Long             | EC               | CORP              | AU        |     90437 | NS      | $566456.13    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFJ8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $163832.38    | 0.04%             | 2034-11-28      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Sim Acquisition Corp I                                                         | SIM Acquisition Corp. I                                                        | CUSIP: G8431T119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15808 | NC      | $2276.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oneim Acquisition Corp                                                         | OneIM Acquisition Corp.                                                        | CUSIP: G6S74K106<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |        -3 | NS      | $-30.12       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aldabra 4 LOV                                                                  | Aldabra 4 LOV Sponsor Partnership Class B                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    100274 | NS      | $25068.50     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Inflection Point Acquisition Corp Vi                                           | Inflection Point Acquisition Corp. VI                                          | CUSIP: G4790S123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     34147 | NS      | $346250.58    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Health Care Select Sector Spdr Etf                                | State Street Health Care Select Sector SPDR ETF                                | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Short            | EC               | RF                | US        |      -532 | NS      | $-77666.68    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Iveco Group Nv                                                                 | Iveco Group NV                                                                 | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Short            | EC               | CORP              | NL        |    -42464 | NS      | $-695988.17   | -0.18%            |  |  |  | No            | 1                  | 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      | $1568778.80   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YBJ9<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21582.12     | 0.01%             | 2037-05-31      | Variable      | 9.00%                 | No            | 2                  | 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      | $1149.50      | 0.00%             |  |  |  | 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      | $147489.94    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Blue Holdings Sponsor                                                          | Blue Holdings Sponsor Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17761 | NS      | $59321.74     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Digital Asset Acquisition Corp                                                 | Digital Asset Acquisition Corp.                                                | CUSIP: G2868C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61301 | NC      | $24422.32     | 0.01%             |  |  |  | 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      |
| J.P. Morgan Chase & Co.                                                        | GEO Group, Inc. TRS                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $584138.58    | 0.15%             |  |  |  | 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      | $-31670.37    | -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      | $17048.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Repligen Corp                                                                  | Repligen Corp.                                                                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |      -265 | NS      | $-31352.15    | -0.01%            |  |  |  | No            | 1                  | 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      | $-442446.95   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Ceva Inc                                                                       | CEVA, Inc.                                                                     | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Short            | EC               | CORP              | US        |     -1040 | NS      | $-31761.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | CYBERARK SOFTWARE_EQ                                                           | CUSIP: M26CNT069<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -52 | NS      | $-2340.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Amazon.com, Inc. CDS USD 12/30                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $102649.81    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Benevolentai                                                                   | BenevolentAI                                                                   | CUSIP: N/A<br>LEI: 2221003P54KEDC3P4Z33       | N/A              | DE               | CORP              | NL        |      7014 | NC      | $82.32        | 0.00%             |  |  |  | No            | 1                  | 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      | 8.50%                 | 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      | $-315789.85   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Blue Water Acquisition IV LLC CLASS B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15401 | NS      | $154010.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Terrestrial Energy Inc                                                         | Terrestrial Energy, Inc.                                                       | CUSIP: 881454110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6084 | NC      | $20746.44     | 0.01%             |  |  |  | No            | 1                  | 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      | $7434462.29   | 1.89%             |  |  |  | No            | 2                  | On Loan: No      |
| Brookfield Corp                                                                | Brookfield Corp.                                                               | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |    -26623 | NS      | $-1201229.76  | -0.30%            |  |  |  | No            | 1                  | 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      | $0.00         | 0.00%             |  |  |  | No            | 2                  | 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            | 3                  | On Loan: No      |
| Metals Acquisition Corp Ii                                                     | Metals Acquisition Corp. II                                                    | CUSIP: G60420117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10743 | NC      | $7788.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eon Resources Inc                                                              | EON Resources, Inc.                                                            | CUSIP: 40472A128<br>LEI: 254900A4Y0IPOJDRUY39 | N/A              | DE               | CORP              | US        |     44874 | NC      | $5160.51      | 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      |
| J.P. Morgan Chase & Co.                                                        | Recv Page Ln Trs:3023231                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-18795.40    | -0.00%            |  |  |  | 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      | $-63083.65    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bluerock Private Real Estate Fund                                              | Bluerock Private Real Estate Fund                                              | CUSIP: 09631P102<br>LEI: 549300DVMSW84SP6UG83 | Long             | EC               | RF                | US        |    189934 | NS      | $3169998.46   | 0.80%             |  |  |  | No            | 1                  | 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      | $-177199.17   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| 1rt Acquisition Corp                                                           | 1RT Acquisition Corp.                                                          | CUSIP: G6757R113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11592 | NC      | $5116.71      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Allfunds Group Plc                                                             | Allfunds Group PLC                                                             | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Short            | EC               | CORP              | GB        |      -687 | NS      | $-7030.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                                                            | Varonis Systems, Inc.                                                          | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |      -420 | NS      | $-11046.00    | -0.00%            |  |  |  | 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      | $-17904.24    | -0.00%            |  |  |  | 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      | $-331751.69   | -0.08%            |  |  |  | No            | 2                  | 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      | $159684.03    | 0.04%             |  |  |  | No            | 1                  | 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      |
| Eli Lilly & Co                                                                 | Eli Lilly & Co.                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Short            | EC               | CORP              | US        |       -44 | NS      | $-41122.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Alimentation Couche-tard Inc                                                   | Alimentation Couche-Tard, Inc.                                                 | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Short            | EC               | CORP              | CA        |      -704 | NS      | $-41648.65    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                                                  | Intercontinental Exchange, Inc.                                                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |     -1037 | NS      | $-163939.33   | -0.04%            |  |  |  | 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      | $-41936.41    | -0.01%            |  |  |  | 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      |
| 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      |
| J.P. Morgan Chase & Co.                                                        | Recv Grid Ln Trs:bfx3k77                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $149692.61    | 0.04%             |  |  |  | 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      | $885023.82    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Exor Nv                                                                        | EXOR NV                                                                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |    205764 | NS      | $16131913.06  | 4.09%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2233696.00   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| Voyager Technologies Inc                                                       | Voyager Technologies, Inc.                                                     | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |     14320 | NS      | $378191.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZS0897661<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  11180000 | PA      | $200165.60    | 0.05%             | 2049-12-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Columbus Circle Capital Corp Ii                                                | Columbus Circle Capital Corp. II                                               | CUSIP: G2296M129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11816 | NC      | $4017.44      | 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      | $4642.56      | 0.00%             |  |  |  | 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      | $123955.92    | 0.03%             |  |  |  | No            | 3                  | 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      | $-335914.63   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Advanced Micro Devices Inc                                                     | Advanced Micro Devices, Inc.                                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | EC               | CORP              | US        |      -419 | NS      | $-148531.31   | -0.04%            |  |  |  | No            | 1                  | 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      | $-111597.82   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Ametek Inc                                                                     | AMETEK, Inc.                                                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Short            | EC               | CORP              | US        |      -304 | NS      | $-71592.00    | -0.02%            |  |  |  | No            | 1                  | 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      | $256767.49    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                    | Netflix, Inc.                                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |      -959 | NS      | $-89771.99    | -0.02%            |  |  |  | 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      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Smaller Capitalization Fund Inc                                          | Japan Smaller Capitalization Fund, Inc.                                        | CUSIP: 47109U104<br>LEI: 5493000KJSHWEB3YKZ37 | Long             | EC               | RF                | US        |      2238 | NS      | $25334.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-544273.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Zapata Quantum Inc                                                             | Zapata Quantum, Inc.                                                           | CUSIP: 98906V118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24523 | NC      | $4230.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cme Group Inc                                                                  | CME Group, Inc.                                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Short            | EC               | CORP              | US        |      -245 | NS      | $-70515.90    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                                                            | Elevance Health, Inc.                                                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |      -129 | NS      | $-48558.18    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Deezer Sa                                                                      | Deezer SA                                                                      | CUSIP: N/A<br>LEI: 969500LM904RGABQUN96       | N/A              | DE               | CORP              | FR        |     95238 | NC      | $55.89        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Draftkings Inc                                                                 | DraftKings, Inc.                                                               | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |      -929 | NS      | $-21664.28    | -0.01%            |  |  |  | No            | 1                  | 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      | $-340640.69   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Cogent Communications Holdings Inc                                             | Cogent Communications Holdings, Inc.                                           | CUSIP: 19239V302<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -933 | NS      | $-21132.45    | -0.01%            |  |  |  | No            | 1                  | 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      | $-4622.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 06/18/26 P2550                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        20 | NC      | $44600.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Abrdn Life Sciences Investors                                                  | abrdn Life Sciences Investors                                                  | CUSIP: 87911K100<br>LEI: 5493007BYZPSOVVS0M04 | Long             | EC               | RF                | US        |      6417 | NS      | $112297.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Amc Entertainment Hldgs                                                        | AMC Entertainment Holdings, Inc.                                               | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   2508361 | PA      | $2510053.98   | 0.64%             | 2029-01-04      | Floating      | 10.66%                | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $19040750.00  | 4.83%             |  |  |  | No            | 2                  | On Loan: No      |
| Ptc Inc                                                                        | PTC, Inc.                                                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Short            | EC               | CORP              | US        |      -221 | NS      | $-30122.30    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Willow Lane Sponsor II LLC Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15048 | NS      | $150480.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Barclays                                                                       | Microsoft CDS USD 12/30                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $163055.26    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari Nv                                                                     | Ferrari NV                                                                     | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Short            | EC               | CORP              | NL        |    -22172 | NS      | $-7633627.76  | -1.94%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Illumination Acquisition 1 Sponsor LLC, CLASS A                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     95391 | NS      | $286.17       | 0.00%             |  |  |  | No            | 3                  | 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      | $3782.92      | 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      | $-6249.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                                     | Chipotle Mexican Grill, Inc.                                                   | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     21133 | NS      | $718310.67    | 0.18%             |  |  |  | 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      | $-12771.21    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology Inc                                                         | Marvell Technology, Inc.                                                       | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Short            | EC               | CORP              | US        |       -72 | NS      | $-11890.80    | -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      | $92.19        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackline Inc                                                                  | BlackLine, Inc.                                                                | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |     -1609 | NS      | $-50281.25    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Willow Lane Sponsor II LLC Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     75239 | NS      | $376.20       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2381195.00  | -0.60%            |  |  |  | No            | 2                  | On Loan: No      |
| Shopify Inc                                                                    | Shopify, Inc.                                                                  | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |      -174 | NS      | $-21076.62    | -0.01%            |  |  |  | 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      | $1379781.79   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Core Msci Emerging Markets Etf                                         | iShares Core MSCI Emerging Markets ETF                                         | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Short            | EC               | RF                | US        |    -28090 | NS      | $-2204784.10  | -0.56%            |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Products Partners Lp                                                | Enterprise Products Partners LP                                                | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Short            | EC               | CORP              | US        |     -4770 | NS      | $-184599.00   | -0.05%            |  |  |  | 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        |     26181 | NS      | $306317.70    | 0.08%             |  |  |  | No            | 1                  | 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      | $735526.60    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAM3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $1943064.80   | 0.49%             | 2036-08-31      | Variable      | 10.60%                | 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      | $-28748.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Oddity Tech Ltd                                                                | Oddity Tech, Ltd.                                                              | CUSIP: M7518J104<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |     -1070 | NS      | $-15322.40    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                                                   | Apollo Global Management, Inc.                                                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     10319 | NS      | $1328261.68   | 0.34%             |  |  |  | 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      | $17.17        | 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      | $11008.90     | 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      |
| Oyster Enterprises II LLC                                                      | Oyster Enterprises II LLC CL B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21976 | NS      | $39996.32     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Churchill Capital Corp Xi                                                      | Churchill Capital Corp. XI                                                     | CUSIP: G2131A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       842 | NC      | $576.77       | 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      | $1099.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jfrog Ltd                                                                      | JFrog, Ltd.                                                                    | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Short            | EC               | CORP              | IL        |      -909 | NS      | $-42213.96    | -0.01%            |  |  |  | No            | 1                  | 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      | $-35297.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                  | Hilton Worldwide Holdings, Inc.                                                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Short            | EC               | CORP              | US        |     -1465 | NS      | $-474762.55   | -0.12%            |  |  |  | No            | 1                  | 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      | $-46653.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | AUD $ Currency Fut                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       105 | NC      | $7552125.00   | 1.92%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Ent Ln Trs:b5vqmv6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IM        |         1 | NC      | $-49818.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Geo Group Inc/the                                                              | GEO Group, Inc.                                                                | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      5436 | NS      | $100620.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Idex Corp                                                                      | IDEX Corp.                                                                     | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Short            | EC               | CORP              | US        |       -52 | NS      | $-11328.20    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | UnitedHealth Group, Inc.                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $148877.57    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Averin Capital Acquisition Corp                                                | Averin Capital Acquisition Corp.                                               | CUSIP: G0679A100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14771 | NS      | $146676.03    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Pathways Plc                                                           | Compass Pathways PLC                                                           | CUSIP: 20451W101<br>LEI: 213800N7CUZIC6QSTZ31 | Long             | EC               | CORP              | GB        |     61188 | NS      | $554363.28    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                                                            | Bentley Systems, Inc.                                                          | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |      -630 | NS      | $-20550.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                                                     | Qualys, Inc.                                                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Short            | EC               | CORP              | US        |      -146 | NS      | $-12691.78    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Global X Uranium Etf                                                           | Global X Uranium ETF                                                           | CUSIP: 37954Y871<br>LEI: 549300FJZ5SE0HHSHI40 | Short            | EC               | RF                | US        |      -749 | NS      | $-42258.58    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 06/18/26 P2710                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        79 | NC      | $417120.00    | 0.11%             |  |  |  | No            | 1                  | 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      | $-180977.33   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | MORAN FOODS LLC TERM LOAN (03/26) USD (03/33)                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    814039 | PA      | $0.01         | 0.00%             | 2033-03-02      | Floating      | 11.02%                | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                          | Level 3 Financing, Inc.                                                        | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3706600 | PA      | $3322846.06   | 0.84%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           | 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      | $-40524.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QHW7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65406.82     | 0.02%             | 2030-10-30      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Corp                                                      | Constellation Energy Corp.                                                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1601 | NS      | $501113.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare Inc                                                                 | Cloudflare, Inc.                                                               | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |      -306 | NS      | $-62720.82    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Pdd Holdings Inc                                                               | PDD Holdings, Inc.                                                             | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      4802 | NS      | $479623.76    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Metalla Royalty & Streaming Ltd                                                | Metalla Royalty & Streaming, Ltd.                                              | CUSIP: 59124U605<br>LEI: 549300RPR0O774QEKV20 | Short            | EC               | CORP              | CA        |    -27590 | NS      | $-181990.21   | -0.05%            |  |  |  | No            | 1                  | 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      | $27751.41     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| LAUNCHPADA                                                                     | LAUNCHPADB Class B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     84084 | NS      | $15975.96     | 0.00%             |  |  |  | No            | 3                  | 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      | $1977286.36   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Crane Harbor Acquisition Corp Ii                                               | Crane Harbor Sponsor II, CL B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12613 | NS      | $31027.98     | 0.01%             |  |  |  | No            | 3                  | 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      | $41464.01     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CPC Acquisition Corp.                                                          | CPC Acquisition Corp.                                                          | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    175000 | PA      | $30333.63     | 0.01%             | 2028-12-29      | Floating      | 11.71%                | 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      | $-228384.00   | -0.06%            |  |  |  | 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      | $891193.19    | 0.23%             |  |  |  | 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      | $-38179.43    | -0.01%            |  |  |  | No            | 2                  | 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      | $181218.45    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Bumble Inc                                                                     | Bumble, Inc.                                                                   | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1183169 | NS      | $4910151.35   | 1.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                                                                  | Coherent Corp.                                                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |       -13 | NS      | $-4156.23     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Littelfuse Inc                                                                 | Littelfuse, Inc.                                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Short            | EC               | CORP              | US        |      -153 | NS      | $-61838.01    | -0.02%            |  |  |  | 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      | $3285.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbvie Inc                                                                     | AbbVie, Inc.                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Short            | EC               | CORP              | US        |      -202 | NS      | $-42686.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Msci Acwi Etf                                                          | iShares MSCI ACWI ETF                                                          | CUSIP: 464288257<br>LEI: 549300KZ2WFTI4GQ7M77 | Short            | EC               | RF                | US        |    -54660 | NS      | $-8283176.40  | -2.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Benson Hill Inc                                                                | Benson Hill, Inc.                                                              | CUSIP: 082490202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3906 | NS      | $0.39         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Airjoule Technologies Corp                                                     | AirJoule Technologies Corp.                                                    | CUSIP: 612160119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37175 | NC      | $22308.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Iron Mountain Inc                                                              | Iron Mountain, Inc.                                                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |      -946 | NS      | $-119186.54   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                       | Amazon.com, Inc. CDS USD 12/30                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $366108.08    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Si-bone Inc                                                                    | SI-BONE, Inc.                                                                  | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Short            | EC               | CORP              | US        |      -310 | NS      | $-3840.90     | -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            | 2                  | On Loan: No      |
| LAUNCHPADA                                                                     | LAUNCHPADA Class A                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    100902 | NS      | $73658.46     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Deezer Sa                                                                      | Deezer SA                                                                      | CUSIP: N/A<br>LEI: 969500LM904RGABQUN96       | Long             | EC               | CORP              | FR        |      8179 | NS      | $10751.23     | 0.00%             |  |  |  | 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      | $-170964.77   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Lafayette Digital Acquisition Corp I.                                          | Lafayette Digital Acquisition Corp I. CL B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21082 | NS      | $24455.12     | 0.01%             |  |  |  | No            | 3                  | 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      | $683149.66    | 0.17%             |  |  |  | No            | 3                  | On Loan: No      |
| Cantor Equity Partners Vi Inc                                                  | Cantor Equity Partners VI, Inc.                                                | CUSIP: G1828R101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17805 | NS      | $180720.75    | 0.05%             |  |  |  | No            | 1                  | 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      | $-229244.93   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Altice France Sa                                                               | Altice France SA                                                               | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1007623 | PA      | $992395.80    | 0.25%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 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      | $-28077.90    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Estee Lauder Cos Inc/the                                                       | Estee Lauder Cos., Inc.                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Short            | EC               | CORP              | US        |      -777 | NS      | $-59603.67    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Verde Clean Fuels Inc                                                          | Verde Clean Fuels, Inc.                                                        | CUSIP: 923372114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       327 | NC      | $12.20        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackrock Smaller Cos Trust Plc                                                | BlackRock Smaller Cos. Trust PLC                                               | CUSIP: G1314X109<br>LEI: 549300MS535KC2WH4082 | Long             | EC               | CORP              | GB        |     71210 | NS      | $1236429.40   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Microsoft CDS USD 12/30                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $144189.59    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Carnival PLC TRS                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-55999.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                 | Microsoft Corp.                                                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |      -815 | NS      | $-332340.70   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Profusa Inc                                                                    | Profusa, Inc.                                                                  | CUSIP: 74319X116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19197 | NC      | $211.17       | 0.00%             |  |  |  | No            | 1                  | 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      |
| Range Capital Acquisition Corp Ii                                              | Range Capital Acquisition Corp. II                                             | CUSIP: G7375J111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26203 | NC      | $8384.96      | 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      | $635.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertical Aerospace Ltd                                                         | Vertical Aerospace, Ltd.                                                       | CUSIP: G9471C149<br>LEI: 9845002F3CF4E56DA491 | N/A              | DE               | CORP              | US        |    484471 | NC      | $247080.21    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| Tandem Diabetes Care Inc                                                       | Tandem Diabetes Care, Inc.                                                     | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |       -57 | NS      | $-1112.93     | -0.00%            |  |  |  | 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      | $273331.91    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QES9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6558.83      | 0.00%             | 2034-08-29      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Compass Diversified Holdings                                                   | Compass Diversified Holdings                                                   | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     64094 | NS      | $756950.14    | 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      | $2280557.44   | 0.58%             |  |  |  | No            | 1                  | 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      | $-99919.17    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Bitcoin Depot Inc                                                              | Bitcoin Depot, Inc.                                                            | CUSIP: 09174P113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     84714 | NC      | $2626.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lifezone Metals Ltd                                                            | Lifezone Metals, Ltd.                                                          | CUSIP: G5568L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36417 | NC      | $27312.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QDN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    266000 | PA      | $180828.53    | 0.05%             | 2033-10-31      | Variable      | 2.04%                 | 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      | $-68746.93    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                              | Johnson & Johnson                                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Short            | EC               | CORP              | US        |      -269 | NS      | $-61829.65    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                      | Alibaba Group Holding, Ltd.                                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | CN        |      -594 | NS      | $-78336.72    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Cycurion Inc                                                                   | Cycurion, Inc.                                                                 | CUSIP: 95758L115<br>LEI: 5493003I8CYRIJL4WQ06 | N/A              | DE               | CORP              | US        |     29980 | NC      | $653.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HHBT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8653431 | PA      | $269550.93    | 0.07%             | 2054-11-25      | Floating      | 1.16%                 | 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      | $-40226.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Waste Connections Inc                                                          | Waste Connections, Inc.                                                        | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |      -193 | NS      | $-31792.75    | -0.01%            |  |  |  | No            | 1                  | 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      | $-2288.34     | -0.00%            |  |  |  | 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      | $-48565.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Icahn Enterprises/fin                                                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                         | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Short            | DBT              | CORP              | US        |  -5908000 | PA      | $-5854353.00  | -1.49%            | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Hub Cyber Security Ltd                                                         | Hub Cyber Security, Ltd.                                                       | CUSIP: M6000J127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11629 | NC      | $117.45       | 0.00%             |  |  |  | No            | 1                  | 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      | $7968507.06   | 2.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFP4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     69000 | PA      | $44847.95     | 0.01%             | 2035-01-30      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Dish Network Corp                                                              | DISH Network Corp.                                                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3401000 | PA      | $3510271.41   | 0.89%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $587815.00    | 0.15%             |  |  |  | No            | 2                  | 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      | $84861.29     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                   | Broadcom, Inc.                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |      -752 | NS      | $-313907.36   | -0.08%            |  |  |  | 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      |
| Jfrog Ltd                                                                      | JFrog, Ltd.                                                                    | CUSIP: M6191J100<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      8457 | NS      | $392743.08    | 0.10%             |  |  |  | No            | 1                  | 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        |      -215 | NS      | $-12525.94    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFE9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    357000 | PA      | $253195.50    | 0.06%             | 2034-10-31      | Variable      | 3.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2351259.00   | 0.60%             |  |  |  | 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      | $-88297.09    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| New Holland Special Opportunities Aggregator LP                                | NEW HOLLAND SPECIAL OPPORTUNITIES AGGREGATO LP Y-6                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         2 | NS      | $1361.12      | 0.00%             |  |  |  | No            | N/A                | 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      | $972843.68    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Ppl Corp                                                                       | PPL Corp.                                                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      5774 | NS      | $216178.56    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Leapfrog Acquisition Corp                                                      | Leapfrog Acquisition Corp.                                                     | CUSIP: G5414D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4260 | NC      | $1128.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cannae Holdings Inc                                                            | Cannae Holdings, Inc.                                                          | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |    390845 | NS      | $5280315.95   | 1.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YBC4<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    747000 | PA      | $579183.01    | 0.15%             | 2037-03-31      | Variable      | 7.95%                 | 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      | $2037514.51   | 0.52%             |  |  |  | No            | 2                  | 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   | 0.57%             |  |  |  | No            | 3                  | On Loan: No      |
| Barclays                                                                       | CommScope CDS USD 06/20/2030                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1011998.99  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| Illumination Acquisition Corp I                                                | Illumination Acquisition Corp. I                                               | CUSIP: G470AU100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11817 | NS      | $116633.79    | 0.03%             |  |  |  | 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              | IE        |         1 | NC      | $-205207.02   | -0.05%            |  |  |  | No            | 2                  | 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      |
| J.P. Morgan Chase & Co.                                                        | Recv Sct Ln Trs:byzdvk8                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-274325.33   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                                       | Amazon.com, Inc. CDS USD 06/31                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $89361.86     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| New Holland Special Opportunities Aggregator LP                                | NEW HOLLAND SPECIAL OPPORTUNITIE AGGREGATOR LP Y-7                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     56711 | NS      | $5832104.93   | 1.48%             |  |  |  | No            | N/A                | On Loan: No      |
| Procap Acquisition Corp                                                        | ProCap Acquisition Corp.                                                       | CUSIP: G7257A121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40267 | NC      | $13469.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-mcmoran Inc                                                           | Freeport-McMoRan, Inc.                                                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |     -1668 | NS      | $-96377.04    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 MILBERG                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4364709 | NS      | $4410276.56   | 1.12%             |  |  |  | No            | N/A                | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Utg Ln Trs:0692861                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2442654.33   | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Armada Sponsor III Class A                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    127188 | NS      | $109381.68    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Rmmc Ln Trs:bndmjp1                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $1123419.29   | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Liminatus Pharma Inc                                                           | Liminatus Pharma, Inc.                                                         | CUSIP: 53271X116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27683 | NC      | $1672.05      | 0.00%             |  |  |  | No            | 1                  | 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      | $-80106.44    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                                       | Microsoft CDS USD 06/31                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $56652.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Super Micro Computer Inc                                                       | Super Micro Computer, Inc.                                                     | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |      -739 | NS      | $-20248.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Grayscale Bitcoin Trust Etf                                                    | Grayscale Bitcoin Trust ETF                                                    | CUSIP: 389637109<br>LEI: 549300XZGUJEF0EHBE41 | Short            | EC               | RF                | US        |     -2133 | NS      | $-126700.20   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Bb Biotech Ag                                                                  | BB Biotech AG                                                                  | CUSIP: H0676C173<br>LEI: 391200MBZQNPFHIVKO34 | Long             | EC               | CORP              | CH        |         1 | NS      | $56.50        | 0.00%             |  |  |  | No            | 1                  | 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      |
| Yotta Acquisition Corp                                                         | Yotta Acquisition Corp.                                                        | CUSIP: 98741Y111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     47369 | NC      | $4.74         | 0.00%             |  |  |  | No            | 1                  | 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      | $-237857.23   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                                       | NVIDIA Corp. CDS USD 12/30                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $174965.59    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Chenghe Investment III LLC                                                     | Chenghe Investment III LLC Class B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21740 | NS      | $21305.20     | 0.01%             |  |  |  | No            | 3                  | 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      | $-50434.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Pegasystems Inc                                                                | Pegasystems, Inc.                                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Short            | EC               | CORP              | US        |      -656 | NS      | $-23976.80    | -0.01%            |  |  |  | No            | 1                  | 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      | $87153.01     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFG4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    181000 | PA      | $128370.83    | 0.03%             | 2034-10-31      | Variable      | 2.55%                 | No            | 2                  | 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      |
| Chicago Mercantile Exchange                                                    | CAD $ Currency Fut                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -78 | NC      | $-5752500.00  | -1.46%            |  |  |  | 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      | $186.15       | 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      |
| Real Messenger Corp                                                            | Real Messenger Corp.                                                           | CUSIP: G7410G114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31088 | NC      | $1902.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | S&P 500 INDEX-SPX US 06/18/26 P6980                                            | CUSIP: 680993GV8<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        18 | NC      | $141480.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Monolithic Power Systems Inc                                                   | Monolithic Power Systems, Inc.                                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |       -54 | NS      | $-87178.14    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Zeo Energy Corp                                                                | Zeo Energy Corp.                                                               | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61117 | NC      | $3361.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                                                    | Oracle Corp.                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4705 | NS      | $759339.95    | 0.19%             |  |  |  | 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        |      3101 | NS      | $80532.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Everpure Inc                                                                   | Everpure, Inc.                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Short            | EC               | CORP              | US        |       -88 | NS      | $-6287.60     | -0.00%            |  |  |  | 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      | $76421.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Strategy Inc                                                                   | STRATEGY 10.000%, SERIES A.                                                    | CUSIP: 594972846<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     17535 | NS      | $1682416.61   | 0.43%             |  |  |  | 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      | $202765.88    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Melar Acquisition Corp I                                                       | Melar Acquisition Corp. I                                                      | CUSIP: G6004G118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     42372 | NC      | $6122.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharonai Holdings Inc                                                          | SharonAI Holdings, Inc.                                                        | CUSIP: 778920116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48884 | NC      | $2796.16      | 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      | $5390.40      | 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      | $30718.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 07/17/26 P2700                                   | CUSIP: 6UW99U579<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        40 | NC      | $279200.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Viridian Therapeutics Inc                                                      | Viridian Therapeutics, Inc.                                                    | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Short            | EC               | CORP              | US        |     -1393 | NS      | $-18777.64    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Haleon PLC TRS                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-58225.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Alternative Cap Investments Fund III LP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   3457200 | NS      | $3457200.00   | 0.88%             |  |  |  | No            | N/A                | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | JTC PLC TRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-56933.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Cartesian Growth Corp Ii                                                       | Cartesian Growth Corp. II                                                      | CUSIP: G19305120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5984 | NC      | $807.84       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flyexclusive Inc                                                               | flyExclusive, Inc.                                                             | CUSIP: 343928115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21911 | NC      | $5259.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nvent Electric Plc                                                             | nVent Electric PLC                                                             | CUSIP: G6700G107<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |      -374 | NS      | $-53444.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Forward Industries Inc                                                         | Forward Industries, Inc.                                                       | CUSIP: 349932103<br>LEI: 25490013M5T813R19941 | Long             | EC               | CORP              | US        |      3095 | NS      | $14267.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Telephone And Data Systems Inc                                                 | Telephone and Data Systems, Inc.                                               | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     15219 | NS      | $685768.14    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Nuclear Energy Corp                                                      | Eagle Nuclear Energy Corp.                                                     | CUSIP: 269710117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10694 | NC      | $24596.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing Inc                                                          | Level 3 Financing, Inc.                                                        | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1457664.84   | 0.37%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Aaon Inc                                                                       | AAON, Inc.                                                                     | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Short            | EC               | CORP              | US        |      -429 | NS      | $-40029.99    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Metals Acquisition Corp Ii                                                     | Metals Acquisition Corp. II                                                    | CUSIP: G60420109<br>LEI: 984500A55FX8DC465F12 | Long             | EC               | CORP              | KY        |     31803 | NS      | $319302.12    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Jdw Ln Trs:0163895                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1432.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ishares Biotechnology Etf                                                      | iShares Biotechnology ETF                                                      | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Short            | EC               | RF                | US        |    -30980 | NS      | $-5226016.20  | -1.33%            |  |  |  | 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        |     14061 | NS      | $16310.76     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Allurion Technologies Inc                                                      | Allurion Technologies, Inc.                                                    | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16492 | NC      | $406.53       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roblox Corp                                                                    | ROBLOX Corp.                                                                   | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Short            | EC               | CORP              | US        |      -374 | NS      | $-20667.24    | -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        |   1581554 | NS      | $1581553.75   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| M3 Brigade Sponsor VI                                                          | M3 Brigade Sponsor VI Class A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    111012 | NS      | $167628.12    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Cid Holdco Inc                                                                 | CID Holdco, Inc.                                                               | CUSIP: 171756117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     94845 | NC      | $1527.00      | 0.00%             |  |  |  | No            | 1                  | 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      | $2644772.35   | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | SSE PLC TRS                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-44274.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LightWave Founders                                                             | LightWave Founders Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20814 | NS      | $28931.46     | 0.01%             |  |  |  | No            | 3                  | 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      | $-441812.20   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Captivision Inc                                                                | Captivision, Inc.                                                              | CUSIP: G18932114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43794 | NC      | $52.55        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: CAD 05/05/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3681088.00  | -0.93%            |  |  |  | No            | 2                  | On Loan: No      |
| Spring Valley Acquisition Corp Iv                                              | Spring Valley Acquisition Corp. IV                                             | CUSIP: G8377G113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7555 | NC      | $5529.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oneim Acquisition Corp                                                         | OneIM Acquisition Corp.                                                        | CUSIP: G6S74K114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22872 | NC      | $15438.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                                                   | Danaher Corp.                                                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |      -201 | NS      | $-35968.95    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Holdings Inc                                                     | Howard Hughes Holdings, Inc.                                                   | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Short            | EC               | CORP              | US        |     -8530 | NS      | $-531163.10   | -0.13%            |  |  |  | No            | 1                  | 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      | $211786.91    | 0.05%             |  |  |  | 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      | $-130098.91   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MIO ESCROW                                                                     | MIO ESCROW                                                                     | CUSIP: 723ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22790 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | 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      | $-172957.15   | -0.04%            |  |  |  | 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      | $-131840.59   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Fund Inc/the/md                                                         | Taiwan Fund, Inc.                                                              | CUSIP: 874036106<br>LEI: 549300B0OHIYIAWV0Z83 | Long             | EC               | RF                | US        |      3223 | NS      | $304251.20    | 0.08%             |  |  |  | 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      | $678178.92    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Israel Acquisitions Corp                                                       | Israel Acquisitions Corp.                                                      | CUSIP: G49667119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35717 | NC      | $2143.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-6361193.00  | -1.61%            |  |  |  | No            | 2                  | 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      | $24297.66     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Hyperliquid Strategies Inc                                                     | Hyperliquid Strategies, Inc.                                                   | CUSIP: 44916Y106<br>LEI: 98450073FF7E1B63N260 | Short            | EC               | CORP              | US        |      -135 | NS      | $-811.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YBW0<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50070.54     | 0.01%             | 2037-08-31      | Variable      | 7.65%                 | 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      | $-51918.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Western Digital Corp                                                           | Western Digital Corp.                                                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -323 | NS      | $-140349.96   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Iwg Ln Trs:byvqys0                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-15965.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intuitive Surgical Inc                                                         | Intuitive Surgical, Inc.                                                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Short            | EC               | CORP              | US        |       -50 | NS      | $-22880.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Sirius Real Estate, Ltd. TRS                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GG        |         1 | NC      | $-116577.43   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                                       | CommScope CDS USD 06/20/2027                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $328346.35    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 PANNOX                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1454890 | NS      | $1454890.00   | 0.37%             |  |  |  | No            | N/A                | 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      | $4147.20      | 0.00%             |  |  |  | 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   | 0.43%             |  |  |  | No            | 3                  | 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      | $-1067930.66  | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Microsoft CDS USD 06/31                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $67167.71     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 PROVIDER                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2687169 | NS      | $6178339.15   | 1.57%             |  |  |  | No            | N/A                | On Loan: No      |
| Block Inc                                                                      | Block, Inc.                                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |     -1201 | NS      | $-84682.51    | -0.02%            |  |  |  | No            | 1                  | 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      | $122989.84    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Biocon Biologics Global                                                        | Biocon Biologics Global PLC                                                    | CUSIP: YU2449483<br>LEI: 254900PMQN51VACG2D55 | Short            | DBT              | CORP              | GB        |  -2136000 | PA      | $-2150609.17  | -0.55%            | 2029-10-09      | Fixed         | 6.67%                 | No            | 2                  | 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        |     31833 | NC      | $29604.69     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                       | International Business Machines CDS USD 06/31                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $152953.79    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                                           | Booking Holdings, Inc.                                                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Short            | EC               | CORP              | US        |      -325 | NS      | $-54717.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MHI ESCROW                                                                     | MHI ESCROW                                                                     | CUSIP: 723ESC034<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108304 | NS      | $21996.54     | 0.01%             |  |  |  | No            | 3                  | 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      | $-369728.67   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Amphenol Corp                                                                  | Amphenol Corp.                                                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Short            | EC               | CORP              | US        |      -818 | NS      | $-120466.86   | -0.03%            |  |  |  | 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      | $2655.25      | 0.00%             |  |  |  | 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      | $-6979236.21  | -1.77%            |  |  |  | No            | 1                  | 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      |
| J.P. Morgan Chase & Co.                                                        | Recv Tep Ln Trs:0879471                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-243078.01   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22548Q2R5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     58000 | PA      | $51666.40     | 0.01%             | 2031-04-29      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Armada Acquisition Corp Ii                                                     | Armada Acquisition Corp. II                                                    | CUSIP: G0R38G112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    109500 | NC      | $24100.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Btc Development Corp                                                           | BTC Development Corp.                                                          | CUSIP: G0701G117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7689 | NC      | $3693.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortress Value Acquisition Corp V                                              | Fortress Value Acquisition Corp. V                                             | CUSIP: G3645T104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     35905 | NS      | $362640.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Fanniemae Strip                                                                | FNMA, Series 429, Class C5                                                     | CUSIP: 31423YVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7383902 | PA      | $1374906.24   | 0.35%             | 2052-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp                                                                | Fair Isaac Corp.                                                               | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |       -33 | NS      | $-33825.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                                                | Gen Digital, Inc.                                                              | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | DBT              | CORP              | US        |  -1270000 | PA      | $-1239009.97  | -0.31%            | 2033-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Nvidia Corp                                                                    | NVIDIA Corp.                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |     -2634 | NS      | $-525667.38   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Caledonia Mining Corp Plc                                                      | Caledonia Mining Corp. PLC                                                     | CUSIP: G1757E113<br>LEI: 21380093ZBI4BFM75Y51 | Short            | EC               | CORP              | JE        |     -3255 | NS      | $-74539.50    | -0.02%            |  |  |  | No            | 1                  | 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      | $-258296.62   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Costar Group Inc                                                               | CoStar Group, Inc.                                                             | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |      -494 | NS      | $-17097.34    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Cer Ln Trs:byyx6c6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-37116.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| 1261229 Bc Ltd                                                                 | 1261229 BC, Ltd.                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3045000 | PA      | $3147774.23   | 0.80%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Procap Financial Inc                                                           | Procap Financial, Inc.                                                         | CUSIP: 74277PAA3<br>LEI: 529900QQ65IVMAFGA795 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1941161.64   | 0.49%             | 2028-12-05      | None          | 0.00%                 | Yes           | 2                  | 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      | $240006.30    | 0.06%             |  |  |  | No            | 3                  | 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      | $124019.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Labl Inc                                                                       | LABL, Inc.                                                                     | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   5374000 | PA      | $2370597.15   | 0.60%             | 2031-10-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corp                                                                    | Oracle Corp.                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | EC               | CORP              | US        |      -360 | NS      | $-58100.40    | -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      | $525386.19    | 0.13%             |  |  |  | No            | 1                  | 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      | $-82546.67    | -0.02%            |  |  |  | No            | 2                  | 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      | $986.86       | 0.00%             |  |  |  | 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   | 0.33%             |  |  |  | No            | 3                  | On Loan: No      |
| Lightwave Acquisition Corp                                                     | Lightwave Acquisition Corp.                                                    | CUSIP: G5490M126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24442 | NC      | $5879.52      | 0.00%             |  |  |  | No            | 1                  | 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      | $638882.68    | 0.16%             |  |  |  | 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      | $-87279.88    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Denali Therapeutics Inc                                                        | Denali Therapeutics, Inc.                                                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Short            | EC               | CORP              | US        |      -759 | NS      | $-14208.48    | -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      | $5224.02      | 0.00%             |  |  |  | No            | 1                  | 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      |
| Samsara Inc                                                                    | Samsara, Inc.                                                                  | CUSIP: 79589L106<br>LEI: 529900IE80DQBIFK3M88 | Short            | EC               | CORP              | US        |       -46 | NS      | $-1322.04     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Empery Digital Inc                                                             | Empery Digital, Inc.                                                           | CUSIP: 92864V608<br>LEI: 254900YNQ643TK62S464 | Long             | EC               | CORP              | US        |     54589 | NS      | $256568.30    | 0.07%             |  |  |  | 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        |      2554 | NS      | $26765.92     | 0.01%             |  |  |  | No            | 1                  | 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      | $82234.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |  16029000 | PA      | $289906.91    | 0.07%             | 2023-06-28      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Dave & Buster's Entertainment Inc                                              | Dave & Buster's Entertainment, Inc.                                            | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     82179 | NS      | $926157.33    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Real Asset Acquisition Corp                                                    | Real Asset Acquisition Corp.                                                   | CUSIP: G73944111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    130914 | NC      | $317466.45    | 0.08%             |  |  |  | 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      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-408205.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings Inc                                                       | Crowdstrike Holdings, Inc.                                                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |      -117 | NS      | $-52152.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | GCP Infrastructure Investments, Ltd. TRS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $84857.67     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Arbe Robotics Ltd                                                              | Arbe Robotics, Ltd.                                                            | CUSIP: M1R95N100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    108864 | NS      | $93078.72     | 0.02%             |  |  |  | No            | 1                  | 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      | $-257248.28   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Covia Holdings Corp                                                            | Covia Equity                                                                   | CUSIP: 942EFH909<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169353 | NS      | $3291883.61   | 0.84%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Utilities Select Sector Spdr Etf                                  | State Street Utilities Select Sector SPDR ETF                                  | CUSIP: 81369Y886<br>LEI: 549300ERQDM80PRYUH21 | Short            | EC               | RF                | US        |      -734 | NS      | $-34387.90    | -0.01%            |  |  |  | No            | 1                  | 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      | $-947.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                    | Alnylam Pharmaceuticals, Inc.                                                  | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |       -25 | NS      | $-7737.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HK4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7552480 | PA      | $278046.05    | 0.07%             | 2055-03-25      | Floating      | 1.53%                 | 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      | $-113724.12   | -0.03%            |  |  |  | No            | 2                  | 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      |
| Wen Sponsor LLC                                                                | Wen Sponsor LLC Class A                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    163709 | NS      | $253748.95    | 0.06%             |  |  |  | No            | 3                  | 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      | $-5956.01     | -0.00%            |  |  |  | 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              | KY        |         1 | NC      | $-52438.99    | -0.01%            |  |  |  | No            | 2                  | 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      | $1586.78      | 0.00%             |  |  |  | No            | 1                  | 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      | $-161026.71   | -0.04%            |  |  |  | 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      | $-1733.59     | -0.00%            |  |  |  | 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      | $1078.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Spdr S&p Biotech Etf                                              | State Street SPDR S&P Biotech ETF                                              | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Short            | EC               | RF                | US        |    -11513 | NS      | $-1512002.29  | -0.38%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Columbus Circle 2 Sponsor Corporation CLASS A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     36339 | NS      | $44333.58     | 0.01%             |  |  |  | No            | 3                  | 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      | $50325.82     | 0.01%             |  |  |  | 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      | $240324.47    | 0.06%             |  |  |  | No            | 2                  | 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      | $4036.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZP5379026<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   8094000 | PA      | $145908.11    | 0.04%             | 2024-01-22      | Fixed         | 12.00%                | No            | 2                  | 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      | $345496.52    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Space Asset Acquisition Corp                                                   | Space Asset Acquisition Corp.                                                  | CUSIP: G8375S119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8379 | NC      | $5660.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trailblazer Acquisition Corp                                                   | Trailblazer Acquisition Corp.                                                  | CUSIP: G9009S111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15350 | NC      | $6445.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                       | NVIDIA Corp. CDS USD 06/31                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $35057.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fs Kkr Capital Corp                                                            | FS KKR Capital Corp.                                                           | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | RF                | US        |    735404 | NS      | $8273295.00   | 2.10%             |  |  |  | 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      | $5633.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Capital Corp                                                              | Ares Capital Corp.                                                             | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Short            | EC               | RF                | US        |    -55044 | NS      | $-1054643.04  | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| Biocon Biologics Global                                                        | Biocon Biologics Global PLC                                                    | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Short            | DBT              | CORP              | GB        |   -944000 | PA      | $-950456.49   | -0.24%            | 2029-10-09      | Fixed         | 6.67%                 | Yes           | 2                  | On Loan: No      |
| Zillow Group Inc                                                               | Zillow Group, Inc.                                                             | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |     -2117 | NS      | $-93994.80    | -0.02%            |  |  |  | No            | 1                  | 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      | $2585747.66   | 0.66%             |  |  |  | No            | 3                  | On Loan: No      |
| Vanguard Real Estate Etf                                                       | Vanguard Real Estate ETF                                                       | CUSIP: 922908553<br>LEI: 549300OM0CLBHZ9MZW59 | Short            | EC               | RF                | US        |   -229150 | NS      | $-22074019.50 | -5.60%            |  |  |  | No            | 1                  | On Loan: No      |
| PK Fund 2023, LLC                                                              | PK Fund 2023, LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1076 | NS      | $1075569.10   | 0.27%             |  |  |  | No            | 3                  | On Loan: No      |
| Tradeweb Markets Inc                                                           | Tradeweb Markets, Inc.                                                         | CUSIP: 892672106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1328 | NS      | $-150396.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Prysmian Spa                                                                   | Prysmian SpA                                                                   | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Short            | EC               | CORP              | IT        |      -338 | NS      | $-50757.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Newhold Investment Corp Iv                                                     | NewHold Investment Corp. IV                                                    | CUSIP: G6486G123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18151 | NS      | $181691.51    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrivent Biopharma Inc                                                         | ArriVent Biopharma, Inc.                                                       | CUSIP: 04272N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -752 | NS      | $-23379.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tc Energy Corp                                                                 | TC Energy Corp.                                                                | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |     -1365 | NS      | $-91495.75    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Verizon Wireless                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $47217.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stellantis NV                                                                  | Stellantis NV                                                                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Short            | EC               | CORP              | NL        |   -258213 | NS      | $-1881654.05  | -0.48%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Atym Ln Trs:byztvm8                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CY        |         1 | NC      | $-16550.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | S&P 500 Mini Future                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -3 | NC      | $-1086562.50  | -0.28%            |  |  |  | No            | 1                  | 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      | $-31906.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic Digital Acquisition Co                                                | Republic Digital Acquisition Co.                                               | CUSIP: G7515A103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     72135 | NS      | $739383.75    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Fanniemae Strip                                                                | FNMA, Series 427, Class C20                                                    | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6256829 | PA      | $817574.90    | 0.21%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MAV ESCROW                                                                     | MAV ESCROW                                                                     | CUSIP: 723ESC026<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $291.76       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Arista Networks Inc                                                            | Arista Networks, Inc.                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               | CORP              | US        |      -138 | NS      | $-23833.98    | -0.01%            |  |  |  | No            | 1                  | 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      | $-33553.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QEG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     89000 | PA      | $61468.84     | 0.02%             | 2034-05-30      | Variable      | 2.04%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co                                                             | Vertiv Holdings Co.                                                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |       -66 | NS      | $-21680.34    | -0.01%            |  |  |  | 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      | $539943.52    | 0.14%             |  |  |  | No            | 3                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZS0897653<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   3205000 | PA      | $59807.54     | 0.02%             | 2049-12-31      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Securities, LLC                                                    | Microsoft CDS USD 06/31                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $70802.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesla Inc                                                                      | Tesla, Inc.                                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |      -127 | NS      | $-48467.01    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Selina Hospitality Plc                                                         | Selina Hospitality PLC                                                         | CUSIP: 81635BAE8<br>LEI: 549300BAEIWO0QPTC061 | Long             | DBT              | CORP              | GB        |   4981328 | PA      | $58291.50     | 0.01%             | 2029-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QJN5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $46881.32     | 0.01%             | 2036-02-29      | Variable      | 5.15%                 | 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      | $-147213.57   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Affirm Holdings Inc                                                            | Affirm Holdings, Inc.                                                          | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -332 | NS      | $-21340.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFL3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16677.62     | 0.00%             | 2034-11-28      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| Live Oak Acquisition Corp V                                                    | Live Oak Acquisition Corp. V                                                   | CUSIP: G5509P110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13554 | NC      | $19653.30     | 0.00%             |  |  |  | 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      | $-3817.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Astera Labs Inc                                                                | Astera Labs, Inc.                                                              | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Short            | EC               | CORP              | US        |       -89 | NS      | $-17331.86    | -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      | $4674.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Parent Inc                                                                | Star Parent, Inc.                                                              | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Short            | DBT              | CORP              | US        |  -3969000 | PA      | $-4158473.31  | -1.05%            | 2030-10-01      | Fixed         | 9.00%                 | Yes           | 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      | $-159305.83   | -0.04%            |  |  |  | No            | 2                  | 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      | $29.11        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cnh Industrial Nv                                                              | CNH Industrial NV                                                              | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Short            | EC               | CORP              | NL        |   -168959 | NS      | $-1809550.89  | -0.46%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFS8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     36000 | PA      | $23698.19     | 0.01%             | 2035-02-27      | Variable      | 2.49%                 | No            | 2                  | On Loan: No      |
| Abony Acquisition Corp I                                                       | Abony Acquisition Corp. I                                                      | CUSIP: G00582125<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14768 | NS      | $147310.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Acquisition Corp I                                                   | Perimeter Acquisition Corp. I                                                  | CUSIP: G7010A129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     95589 | NS      | $984566.70    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Gogold Resources Inc                                                           | GoGold Resources, Inc.                                                         | CUSIP: 38045Y102<br>LEI: 549300PNCGJ26Y676N19 | Short            | EC               | CORP              | CA        |    -20515 | NS      | $-39569.55    | -0.01%            |  |  |  | No            | 1                  | 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      | $-198770.26   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Adobe Inc                                                                      | Adobe, Inc.                                                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |      -143 | NS      | $-35192.30    | -0.01%            |  |  |  | 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      | $8093.95      | 0.00%             |  |  |  | No            | 1                  | 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      | $-53324.99    | -0.01%            |  |  |  | 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      | $5368527.11   | 1.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Gores Holdings X Inc                                                           | Gores Holdings X, Inc.                                                         | CUSIP: G4002F125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6723 | NC      | $4047.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 KLINGER                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    773434 | NS      | $839725.18    | 0.21%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QDZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    478000 | PA      | $313813.12    | 0.08%             | 2034-02-28      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                          | Bath & Body Works, Inc.                                                        | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2684000 | PA      | $2622745.75   | 0.67%             | 2037-07-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Ciena Corp                                                                     | Ciena Corp.                                                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |       -75 | NS      | $-39568.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ALTICE FRANCE LUXCO                                                            | ALTICE FRANCE LUXCO 3 SHARES                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5984 | NS      | $95744.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 06/18/26 P2630                                   | CUSIP: 5ZL99VXG8<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       159 | NC      | $581145.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Revolution Medicines Inc                                                       | Revolution Medicines, Inc.                                                     | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Short            | EC               | CORP              | US        |      -346 | NS      | $-49865.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc                                                          | Veeco Instruments, Inc.                                                        | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |      -562 | NS      | $-28015.70    | -0.01%            |  |  |  | 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        |     30906 | NS      | $310914.36    | 0.08%             |  |  |  | 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      | $485668.39    | 0.12%             |  |  |  | No            | N/A                | 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      | $-196354.12   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                                                 | Hall Chadwock Acquisition Corp SPAC Sponsor B                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16945 | NS      | $40159.65     | 0.01%             |  |  |  | No            | 3                  | 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      | $-29244.95    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Generac Holdings Inc                                                           | Generac Holdings, Inc.                                                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Short            | EC               | CORP              | US        |      -131 | NS      | $-33959.13    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Psyence Biomedical Ltd                                                         | Psyence Biomedical, Ltd.                                                       | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30398 | NC      | $617.08       | 0.00%             |  |  |  | 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      | $3046.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dave & Buster's Inc                                                            | Dave & Buster's, Inc.                                                          | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |   1568955 | PA      | $1364010.14   | 0.35%             | 2031-10-31      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAP6<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34210.44     | 0.01%             | 2036-09-30      | Variable      | 9.00%                 | No            | 2                  | 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      |
| J.P. Morgan Chase & Co.                                                        | Recv Evpl Ln Trs:byvx2x2                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-39805.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Xylem Inc/ny                                                                   | Xylem, Inc.                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |      -347 | NS      | $-41001.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Syncona Ltd                                                                    | Syncona, Ltd.                                                                  | CUSIP: G8651Q100<br>LEI: 213800X8MBI5VQITLW60 | Long             | EC               | CORP              | GB        |   2970623 | NS      | $3557196.64   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| Semnur Pharmaceuticals Inc                                                     | Semnur Pharmaceuticals, Inc.                                                   | CUSIP: 81686G113<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               | CORP              | US        |     27621 | NC      | $698.81       | 0.00%             |  |  |  | No            | 1                  | 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      | $-179058.26   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Range Capital Acquisition Corp Ii                                              | 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      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HLZ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14106413 | PA      | $532206.76    | 0.14%             | 2055-07-25      | Floating      | 1.41%                 | No            | 2                  | On Loan: No      |
| BENSON HILL INC                                                                | Benson Hill Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    187607 | NC      | $18.76        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Wen Acquisition Corp                                                           | Wen Acquisition Corp.                                                          | CUSIP: G9R39C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    120297 | NC      | $39710.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sps Commerce Inc                                                               | SPS Commerce, Inc.                                                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Short            | EC               | CORP              | US        |      -240 | NS      | $-13468.80    | -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      | $4920385.14   | 1.25%             |  |  |  | No            | 1                  | 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      | $-130320.86   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QEW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     88000 | PA      | $61305.53     | 0.02%             | 2034-09-30      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Cea Industries Inc                                                             | CEA Industries, Inc.                                                           | CUSIP: 86887P127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30423 | NC      | $11864.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: ZP5378630<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   6500000 | PA      | $115675.30    | 0.03%             | 2049-12-31      | Fixed         | 11.50%                | No            | 2                  | 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      | $5484.97      | 0.00%             |  |  |  | No            | 1                  | 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      | $31395.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: AUD 06/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $862991.00    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Legato Merger Corp Iv                                                          | Legato Merger Corp. IV                                                         | CUSIP: G7318R113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2391 | NC      | $862.08       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Tcap Ln Trs:bmdzn39                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-111362.08   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-5407896.00  | -1.37%            |  |  |  | No            | 2                  | On Loan: No      |
| Grayscale Ethereum Classic Trust                                               | Grayscale Ethereum Classic Trust                                               | CUSIP: 38963Q107<br>LEI: 54930092HET8DVEQYD83 | Long             | EC               | RF                | US        |   3945532 | NS      | $17597072.72  | 4.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Hcm Iv Acquisition Corp                                                        | HCM IV Acquisition Corp.                                                       | CUSIP: G4365S110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10339 | NC      | $6151.71      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alfa Laval Ab                                                                  | Alfa Laval AB                                                                  | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Short            | EC               | CORP              | SE        |     -1127 | NS      | $-66891.88    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                                       | MARKIT CDX HY S46 5Y 06/31 ICE                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $6518516.15   | 1.65%             |  |  |  | No            | 2                  | On Loan: No      |
| Polestar Automotive Holding Uk Plc                                             | Polestar Automotive Holding UK PLC                                             | CUSIP: 731105409<br>LEI: 894500HDA1DJKHYN4D83 | Long             | EC               | CORP              | GB        |      3889 | NS      | $71907.61     | 0.02%             |  |  |  | No            | 1                  | 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            | 3                  | 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      | $-114553.48   | -0.03%            |  |  |  | No            | 2                  | 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      | $-353222.82   | -0.09%            |  |  |  | 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      | $281314.20    | 0.07%             |  |  |  | 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      | $-53780.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Heineken Holding Nv                                                            | Heineken Holding NV                                                            | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Short            | EC               | CORP              | NL        |      -230 | NS      | $-16304.40    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp Ii                                               | Crane Harbor Sponsor II, CL A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     63063 | NS      | $139369.23    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2041025.00  | -0.52%            |  |  |  | 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      | $-9626.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1088546.00  | -0.28%            |  |  |  | No            | 2                  | On Loan: No      |
| Cea Industries Inc                                                             | CEA Industries, Inc.                                                           | CUSIP: 86887P309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253067 | NS      | $787038.37    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| American Drive Acquisition                                                     | American Drive Acquisition                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     96696 | NS      | $129572.64    | 0.03%             |  |  |  | No            | 3                  | 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      | $-218524.68   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Trump Media & Technology Group Corp                                            | Trump Media & Technology Group Corp.                                           | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Long             | EC               | CORP              | US        |     52814 | NS      | $483248.10    | 0.12%             |  |  |  | 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      |
| Real Asset Acquisition Corp                                                    | Real Asset Acquisition Corp.                                                   | CUSIP: G73944103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     57975 | NS      | $631927.50    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Ix Acquisition Corp                                                            | IX Acquisition Corp.                                                           | CUSIP: G5000D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       112 | NC      | $15.43        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ge Healthcare Technologies Inc                                                 | GE HealthCare Technologies, Inc.                                               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Short            | EC               | CORP              | US        |      -500 | NS      | $-30420.00    | -0.01%            |  |  |  | No            | 1                  | 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      | $-108895.77   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                         | US 10Yr Note Future                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-552968.75   | -0.14%            |  |  |  | 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      | $5720390.00   | 1.45%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Trade24                                                                    | SPI 200 FUTURES   Jun16                                                        | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | N/A              | DE               | CORP              | AU        |        -4 | NC      | $-624050.57   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                     | Vertex Pharmaceuticals, Inc.                                                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Short            | EC               | CORP              | US        |      -342 | NS      | $-146163.96   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Avax One Technology Ltd                                                        | Avax One Technology, Ltd.                                                      | CUSIP: 05353F108<br>LEI: 529900AYPDSKXK102L59 | Long             | EC               | CORP              | CA        |    580845 | NS      | $270325.26    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Reply Spa                                                                      | Reply SpA                                                                      | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Short            | EC               | CORP              | IT        |       -34 | NS      | $-3762.97     | -0.00%            |  |  |  | No            | 1                  | 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      | $-132795.83   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Hyperliquid Strategies Inc                                                     | Hyperliquid Strategies, Inc.                                                   | CUSIP: 44916Y106<br>LEI: 98450073FF7E1B63N260 | Long             | EC               | CORP              | US        |     79666 | NS      | $479588.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | OXB TRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-56163.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Nakamoto Inc                                                                   | Nakamoto, Inc.                                                                 | CUSIP: 49457M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1035988 | NS      | $182437.49    | 0.05%             |  |  |  | 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      | $9251.39      | 0.00%             |  |  |  | No            | 1                  | 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      | $-63817.14    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| B2gold Corp                                                                    | B2Gold Corp.                                                                   | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Short            | EC               | CORP              | CA        |    -16076 | NS      | $-72666.57    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFU3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    527000 | PA      | $366258.83    | 0.09%             | 2035-03-31      | Variable      | 3.06%                 | No            | 2                  | On Loan: No      |
| Vsee Health Inc                                                                | VSee Health, Inc.                                                              | CUSIP: 92919Y110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17198 | NC      | $785.09       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Of America Corp                                                           | Bank of America Corp.                                                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | EC               | CORP              | US        |       -27 | NS      | $-1443.42     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                                                             | Analog Devices, Inc.                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |      -175 | NS      | $-70395.50    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QGR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70104.54     | 0.02%             | 2030-07-31      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                  | Microsoft CDS USD 12/30                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $88769.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Securities, LLC                                                    | Meta Platforms, Inc. CDS USD 06/31                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $23889.71     | 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      | $-90078.88    | -0.02%            |  |  |  | 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      | $-230190.72   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Nordic Semiconductor Asa                                                       | Nordic Semiconductor ASA                                                       | CUSIP: N/A<br>LEI: 5967007LIEEXZXJGFK95       | Short            | EC               | CORP              | NO        |     -2040 | NS      | $-41616.03    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Krakacquisition Corp                                                           | KRAKacquisition Corp.                                                          | CUSIP: G5315G106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22606 | NS      | $223799.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Rf Acquisition Corp Iii                                                        | RF Acquisition Corp. III                                                       | CUSIP: G7537X123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5613 | NC      | $600.03       | 0.00%             |  |  |  | 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      |
| Hall Chadwick Acquisition Corp                                                 | Hall Chadwock Acquisition Corp SPAC Sponsor A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    135564 | NS      | $291462.60    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Volato Group Inc                                                               | Volato Group, Inc.                                                             | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20757 | NC      | $155.68       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Paloma Acquisition Corp I                                                      | Paloma Acquisition Corp. I                                                     | CUSIP: G6881J102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7385 | NS      | $72963.80     | 0.02%             |  |  |  | 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      | $21161.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Averin Capital Acquisition Corp                                                | Averin Capital Acquisition Corp.                                               | CUSIP: G0679A118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2461 | NC      | $1292.03      | 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              | FR        |         1 | NC      | $-10648.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Smx Security Matters Plc                                                       | SMX Security Matters PLC                                                       | CUSIP: G8267K117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36580 | NC      | $1737.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc                                                          | Lumentum Holdings, Inc.                                                        | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -87 | NS      | $-78501.84    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-18810072.00 | -4.77%            |  |  |  | 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      | $-48669.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| American Airlines Group Inc                                                    | American Airlines Group, Inc.                                                  | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     29048 | NS      | $340152.08    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc                                                       | Winnebago Industries, Inc.                                                     | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      7247 | NS      | $236324.67    | 0.06%             |  |  |  | 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      | $3325.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFV1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    114000 | PA      | $80289.42     | 0.02%             | 2035-03-31      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Hms Networks Ab                                                                | HMS Networks AB                                                                | CUSIP: N/A<br>LEI: 549300MOY2FDUUDIQ179       | Short            | EC               | CORP              | SE        |      -180 | NS      | $-10508.25    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QEF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     66000 | PA      | $44564.55     | 0.01%             | 2034-04-30      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| Airsculpt Technologies Inc                                                     | AirSculpt Technologies, Inc.                                                   | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62675 | NS      | $167969.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                                                  | Snowflake, Inc.                                                                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |      -180 | NS      | $-24564.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Icahn Enterprises/fin                                                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                         | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Short            | DBT              | CORP              | US        |   -696000 | PA      | $-610586.46   | -0.15%            | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Alamos Gold Inc                                                                | Alamos Gold, Inc.                                                              | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Short            | EC               | CORP              | CA        |     -3208 | NS      | $-128003.53   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Syntec Optics Holdings Inc                                                     | Syntec Optics Holdings, Inc.                                                   | CUSIP: 87169M113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22842 | NC      | $31636.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Digital Acquisition Co                                                | Republic Digital Acquisition Co.                                               | CUSIP: G7515A129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    124933 | NC      | $56213.60     | 0.01%             |  |  |  | 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      | $250078.40    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| Australian United Investment Co Ltd/fund                                       | Australian United Investment Co., Ltd.                                         | CUSIP: Q11176114<br>LEI: 254900GUHAKLG0ECG757 | Long             | EC               | CORP              | AU        |     31701 | NS      | $249227.07    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Inception Growth Acquisition Ltd                                               | Inception Growth Acquisition, Ltd.                                             | CUSIP: 45333D120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7394 | NC      | $406.67       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Art Technology Acquisition Corp                                                | Art Technology Sponsor, LLC CLASS A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    125568 | NS      | $131846.40    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Gogo Intermediate Holdin                                                       | Gogo Intermediate Holdings LLC                                                 | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |   2328254 | PA      | $2092890.80   | 0.53%             | 2028-04-28      | Floating      | 7.53%                 | No            | 2                  | 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      |
| Cbre Group Inc                                                                 | CBRE Group, Inc.                                                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3064 | NS      | $437324.72    | 0.11%             |  |  |  | No            | 1                  | 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      | $24443.06     | 0.01%             |  |  |  | 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      | $-15834.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Xpp Ln Trs:b1rmwl0                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |         1 | NC      | $-4338.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Robinhood Markets Inc                                                          | Robinhood Markets, Inc.                                                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |     -1280 | NS      | $-93299.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Cpi Property Group Sa                                                          | CPI Property Group SA                                                          | CUSIP: BT3966533<br>LEI: 222100CO2ZOTEPGJO223 | Short            | DBT              | CORP              | LU        |  -2462000 | PA      | $-2500424.76  | -0.63%            | 2030-01-14      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Borealis Foods Inc                                                             | Borealis Foods, Inc.                                                           | CUSIP: 09973D113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20287 | NC      | $1219.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QEL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16548.59     | 0.00%             | 2034-07-31      | Variable      | 2.04%                 | No            | 2                  | On Loan: No      |
| Churchill Capital Corp Xii                                                     | Churchill Capital Corp. XII                                                    | CUSIP: G2131M128<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15522 | NS      | $156927.42    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Group Diversifie                                                       | Compass Group Diversified Holdings LLC                                         | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1502017 | PA      | $1423036.29   | 0.36%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Willow Lane Acquisition Corp Ii                                                | Willow Lane Acquisition Corp. II                                               | CUSIP: G9675K103<br>LEI: 254900YWN0P6HYIZTW16 | Long             | EC               | CORP              | KY        |     29535 | NS      | $296236.05    | 0.08%             |  |  |  | No            | 1                  | 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      | $5499045.03   | 1.40%             |  |  |  | No            | 1                  | On Loan: No      |
| M3 Brigade Sponsor VI                                                          | M3 Brigade Sponsor VI Class B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    148016 | NS      | $51805.60     | 0.01%             |  |  |  | No            | 3                  | 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      | $3674.10      | 0.00%             |  |  |  | No            | 1                  | 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      |
| Meta Platforms Inc                                                             | Meta Platforms, Inc.                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |     -1579 | NS      | $-966205.89   | -0.25%            |  |  |  | No            | 1                  | 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      | $-90342.83    | -0.02%            |  |  |  | No            | 2                  | 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      | $10563.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacira Biosciences Inc                                                         | Pacira BioSciences, Inc.                                                       | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |      -202 | NS      | $-5148.98     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAV3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    103000 | PA      | $86410.86     | 0.02%             | 2036-11-29      | Variable      | 9.00%                 | No            | 2                  | 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      | $-75228.39    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| T-mobile Us Inc                                                                | T-Mobile US, Inc.                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |       -32 | NS      | $-6256.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Irenic Acquisition Corp                                                        | Irenic Acquisition Corp.                                                       | CUSIP: G4939F115<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12935 | NS      | $129350.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardio Diagnostics Holdings Inc                                                | Cardio Diagnostics Holdings, Inc.                                              | CUSIP: 14159C111<br>LEI: 529900E3UWQ6LHYRCK14 | N/A              | DE               | CORP              | US        |     19933 | NC      | $231.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Solana Co                                                                      | Solana Co.                                                                     | CUSIP: 42328V876<br>LEI: 549300BWJLIT2S349463 | Long             | EC               | CORP              | US        |     52293 | NS      | $106677.72    | 0.03%             |  |  |  | No            | 1                  | 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      | $-55399.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Vanguard Ftse Developed Markets Etf                                            | Vanguard FTSE Developed Markets ETF                                            | CUSIP: 921943858<br>LEI: 549300PTTIGTMUA02X28 | Short            | EC               | RF                | US        |    -19590 | NS      | $-1347792.00  | -0.34%            |  |  |  | No            | 1                  | 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      | $77305.40     | 0.02%             |  |  |  | No            | 3                  | 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      | $-382240.83   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Insmed Inc                                                                     | Insmed, Inc.                                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |      -146 | NS      | $-19904.18    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GDS Holdings Ltd                                                               | GDS Holdings, Ltd.                                                             | CUSIP: 36165L108<br>LEI: 391200MGV8DDCHTN2R77 | Long             | EC               | CORP              | KY        |     14820 | NS      | $626589.60    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Armada Sponsor III Class B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15899 | NS      | $15263.04     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Optimum Communications Inc                                                     | Optimum Communications, Inc.                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    271667 | NS      | $429233.86    | 0.11%             |  |  |  | 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      |
| Concord Acquisition Corp Ii                                                    | Concord Acquisition Corp. II                                                   | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25741 | NC      | $1038.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rrd Parent Inc                                                                 | RRD Parent, Inc.                                                               | CUSIP: 74983TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $367867.24    | 0.09%             | 9999-12-31      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| PERSHING SQUARE TONTINE HOLDINGS LTD                                           | PERSHING SQUARE TONTINE HOLDIN                                                 | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |     39835 | NS      | $0.04         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Teck Resources Ltd                                                             | Teck Resources, Ltd.                                                           | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Short            | EC               | CORP              | CA        |     -2561 | NS      | $-149639.23   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Presidio Production Co                                                         | Presidio Production Co.                                                        | CUSIP: 74102N119<br>LEI: 529900C0EQYW26HVBF07 | N/A              | DE               | CORP              | US        |     35058 | NC      | $32954.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Illumination Acquisition 1 Sponsor LLC, CLASS B                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11924 | NS      | $119240.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Micron Technology Inc                                                          | Micron Technology, Inc.                                                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               | CORP              | US        |      -113 | NS      | $-58439.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Alternative Capital Inv Fund III                                               | Alternative Capital Inv Fund III LP 2 VGASA                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2124161 | NS      | $2124161.00   | 0.54%             |  |  |  | No            | N/A                | On Loan: No      |
| Procap Financial Inc                                                           | Procap Financial, Inc.                                                         | CUSIP: 74277P113<br>LEI: 529900QQ65IVMAFGA795 | N/A              | DE               | CORP              | US        |      1918 | NC      | $597.84       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | MORAN FOODS LLC TERM LOAN (03/26) USD (03/33)                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1882248 | PA      | $282337.21    | 0.07%             | 2033-03-02      | Floating      | 11.02%                | 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      | $316314.01    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Arverne Group Sa                                                               | Arverne Group SA                                                               | CUSIP: N/A<br>LEI: 894500FOM6WHY0KFW309       | N/A              | DE               | CORP              | FR        |     33822 | NC      | $1984.77      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Auto Ho/aag Fh Uk                                                       | Global Auto Holdings, Ltd./AAG FH UK, Ltd.                                     | CUSIP: 00033GAB1<br>LEI: 984500ADEF1BB0584352 | Short            | DBT              | CORP              | GB        |   -976000 | PA      | $-887432.49   | -0.23%            | 2032-01-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Carrier Global Corp                                                            | Carrier Global Corp.                                                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |      -654 | NS      | $-43929.18    | -0.01%            |  |  |  | No            | 1                  | 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      | $-113437.17   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Deere & Co                                                                     | Deere & Co.                                                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |      -148 | NS      | $-87300.76    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                                                    | Workday, Inc.                                                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     26178 | NS      | $3204187.20   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Psny Trs:731105201                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $429578.17    | 0.11%             |  |  |  | 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      | $1938642.67   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Inception Growth Acquisition Ltd                                               | Inception Growth Acquisition, Ltd.                                             | CUSIP: 45333D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2402 | NC      | $108.21       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                                                             | Capri Holdings, Ltd.                                                           | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     22875 | NS      | $446291.25    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | LABL Inc                                                                       | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    373349 | PA      | $374594.16    | 0.10%             | 2026-11-03      | Floating      | 10.43%                | No            | 2                  | On Loan: No      |
| Staples Inc                                                                    | Staples, Inc.                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2591579.35   | 0.66%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| James Hardie Industries Plc                                                    | James Hardie Industries PLC                                                    | CUSIP: G4253H101<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |     16060 | NS      | $337099.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Dih Holdings Us Inc                                                            | DIH Holdings US, Inc.                                                          | CUSIP: 23290B114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63578 | NC      | $0.06         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2242527.00  | -0.57%            |  |  |  | No            | 2                  | On Loan: No      |
| Hcm Iii Acquisition Corp                                                       | HCM III Acquisition Corp.                                                      | CUSIP: G4365E111<br>LEI: 529900X6CMNA2LN6C461 | N/A              | DE               | CORP              | US        |     19285 | NC      | $9361.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Melexis Nv                                                                     | Melexis NV                                                                     | CUSIP: N/A<br>LEI: 549300QRPSGOJRPUFO80       | Short            | EC               | CORP              | BE        |      -400 | NS      | $-33496.08    | -0.01%            |  |  |  | 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      |
| Mfs High Income Municipal Trust                                                | MFS High Income Municipal Trust                                                | CUSIP: 59318D104<br>LEI: 0G9TCUWY2FBUXSJY2691 | Long             | EC               | RF                | US        |       733 | NS      | $2712.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                                         | Morgan Stanley Finance LLC                                                     | CUSIP: 61766YAA9<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7768.93      | 0.00%             | 2036-04-28      | Variable      | 4.98%                 | No            | 2                  | 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      |
| Four Leaf Acquisition Corp                                                     | Four Leaf Acquisition Corp.                                                    | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3750 | NC      | $0.38         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fabrinet                                                                       | Fabrinet                                                                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               | CORP              | KY        |      -215 | NS      | $-146946.05   | -0.04%            |  |  |  | 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      | $16632.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Venture Global Inc                                                             | Venture Global, Inc.                                                           | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Short            | EC               | CORP              | US        |    -45245 | NS      | $-600401.15   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Inc                                                                    | Hubbell, Inc.                                                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |       -83 | NS      | $-42178.11    | -0.01%            |  |  |  | No            | 1                  | 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      | $-1905.43     | -0.00%            |  |  |  | No            | 2                  | 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      |
| J.P. Morgan Chase & Co.                                                        | Recv Boy Ln Trs:b3flwh9                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-308617.94   | -0.08%            |  |  |  | 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      | $-223401.43   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Critical Metals Corp                                                           | Critical Metals Corp.                                                          | CUSIP: G2662B111<br>LEI: 984500158752F66VAE27 | N/A              | DE               | CORP              | US        |       198 | NC      | $1037.52      | 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      | $3685.17      | 0.00%             |  |  |  | No            | 1                  | 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      | $29345.75     | 0.01%             |  |  |  | No            | 3                  | 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      | $6665.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy Inc                                                            | Clearway Energy, Inc.                                                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Short            | EC               | CORP              | US        |       -25 | NS      | $-1009.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Illumination Acquisition Corp I                                                | Illumination Acquisition Corp. I                                               | CUSIP: G470AU118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3939 | NC      | $1398.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Ag                                                               | UBS AG/London                                                                  | CUSIP: 22546VH58<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     10000 | PA      | $8064.52      | 0.00%             | 2030-07-31      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| Hbm Healthcare Investments Ag                                                  | HBM Healthcare Investments AG                                                  | CUSIP: H3553X112<br>LEI: 549300IFDFSDRT4D3076 | Long             | EC               | CORP              | CH        |      1855 | NS      | $557912.59    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/the                                                           | Progressive Corp.                                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |      -343 | NS      | $-69039.04    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Leapfrog Acquisition Corp                                                      | LeapFrog Partners LLC, CLASS B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15543 | NS      | $16631.01     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Vertical Aerospace Ltd                                                         | Vertical Aerospace, Ltd.                                                       | CUSIP: G9471C206<br>LEI: 9845002F3CF4E56DA491 | Long             | EC               | CORP              | KY        |   2262374 | NS      | $5293955.16   | 1.34%             |  |  |  | No            | 1                  | 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      | $768212.87    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Microsoft CDS USD 12/30                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $144928.89    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nlight Inc                                                                     | nLight, Inc.                                                                   | CUSIP: 65487K100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -304 | NS      | $-21234.40    | -0.01%            |  |  |  | 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      | $6781.84      | 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      | $333.82       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Sunb Ln Trs:bw5tbs0                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-145148.85   | -0.04%            |  |  |  | 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      | $-35860.99    | -0.01%            |  |  |  | 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      | $25224923.12  | 6.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Clarivate Plc                                                                  | Clarivate PLC                                                                  | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Short            | EC               | CORP              | JE        |    -43108 | NS      | $-123719.96   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Abony Sponsor I LLC Class B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11924 | NS      | $119240.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Willow Lane Acquisition Corp                                                   | Willow Lane Acquisition Corp.                                                  | CUSIP: G9675P110<br>LEI: 254900Z85UYRON5ZBZ90 | N/A              | DE               | CORP              | US        |      2714 | NC      | $19676.50     | 0.00%             |  |  |  | No            | 1                  | 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      | $106301.07    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $69394836.00  | 17.61%            |  |  |  | No            | 2                  | On Loan: No      |
| Epiroc Ab                                                                      | Epiroc AB                                                                      | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Short            | EC               | CORP              | SE        |     -2129 | NS      | $-60784.10    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Fold Holdings Inc                                                              | Fold Holdings, Inc.                                                            | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18690 | NC      | $2895.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Leonardo Drs Inc                                                               | Leonardo DRS, Inc.                                                             | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Short            | EC               | CORP              | US        |      -358 | NS      | $-14545.54    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | S&P 500 INDEX-SPX US 06/18/26 P6995                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        64 | NC      | $598720.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Vef Ab                                                                         | VEF AB                                                                         | CUSIP: N/A<br>LEI: 549300GLLHHE80RQ2Y24       | Long             | EC               | CORP              | SE        |     56831 | NS      | $11719.83     | 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      |
| Wells Fargo Securities, LLC                                                    | Amazon.com, Inc. CDS USD 12/30                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $66858.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Zymeworks Inc                                                                  | Zymeworks, Inc.                                                                | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Short            | EC               | CORP              | US        |      -803 | NS      | $-22114.62    | -0.01%            |  |  |  | No            | 1                  | 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      | $833344.31    | 0.21%             |  |  |  | No            | 2                  | 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      | $39307.56     | 0.01%             |  |  |  | No            | 3                  | 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      | $-22488.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Ambu A/s                                                                       | Ambu A/S                                                                       | CUSIP: N/A<br>LEI: 5299008W2A69WX355710       | Short            | EC               | CORP              | DK        |      -632 | NS      | $-6258.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pengana International Equities Ltd                                             | Pengana International Equities, Ltd.                                           | CUSIP: Q7377W101<br>LEI: 549300CHRVZUD361YS09 | Long             | EC               | CORP              | AU        |   4101590 | NS      | $3602574.39   | 0.91%             |  |  |  | No            | 1                  | 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      | $36536240.66  | 9.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Royalty Pharma Plc                                                             | Royalty Pharma PLC                                                             | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Short            | EC               | CORP              | GB        |     -1926 | NS      | $-96473.34    | -0.02%            |  |  |  | No            | 1                  | 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      | $-102795.34   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Leapfrog Acquisition Corp                                                      | Leapfrog Acquisition Corp.                                                     | CUSIP: G5414D103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | KY        |      5534 | NS      | $55284.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                                                     | Neurocrine Biosciences, Inc.                                                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Short            | EC               | CORP              | US        |       -72 | NS      | $-9480.24     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFQ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $115258.78    | 0.03%             | 2035-01-30      | Variable      | 2.49%                 | No            | 2                  | 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      | $2346563.52   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                 | Amazon.com, Inc.                                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | EC               | CORP              | US        |     -6988 | NS      | $-1852239.28  | -0.47%            |  |  |  | No            | 1                  | 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      | $-57069.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                               | S&P 500 INDEX-SPX US 07/17/26 P6910                                            | CUSIP: 680993SK9<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        11 | NC      | $112310.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| 1rt Acquisition Corp                                                           | 1RT Acquisition Corp.                                                          | CUSIP: G6757R105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30417 | NS      | $310253.40    | 0.08%             |  |  |  | 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      | $1671.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Expn Ln Trs:b19nlv4                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-186355.47   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Accenture Plc                                                                  | Accenture PLC                                                                  | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Short            | EC               | CORP              | IE        |      -136 | NS      | $-24304.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                      | Apple, Inc.                                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |      -206 | NS      | $-55898.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Aldabra 4 LOV                                                                  | Aldabra 4 LOV Sponsor Partnership Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    120329 | NS      | $119125.71    | 0.03%             |  |  |  | No            | 3                  | 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      | $-56863.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Blue Water Acquisition Corp Iv                                                 | Blue Water Acquisition Corp. IV                                                | CUSIP: G1368A120<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5691 | NS      | $57535.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharps Technology Inc                                                          | Sharps Technology, Inc.                                                        | CUSIP: 82003F309<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -22279 | NS      | $-39768.02    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Highpeak Energy Inc                                                            | HighPeak Energy, Inc.                                                          | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Short            | EC               | CORP              | US        |    -54431 | NS      | $-369042.18   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Vinesight Technology SAFE                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       318 | NS      | $317970.00    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Qdro Acquisition Corp                                                          | QDRO Acquisition Corp.                                                         | CUSIP: G7310E128<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22765 | NS      | $226284.10    | 0.06%             |  |  |  | No            | 1                  | 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              | GG        |         1 | NC      | $621521.59    | 0.16%             |  |  |  | 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      | $190465.99    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Orezone Gold Corp                                                              | Orezone Gold Corp.                                                             | CUSIP: 68616T109<br>LEI: 529900ZRY6WGGRC9Z698 | Short            | EC               | CORP              | CA        |   -108318 | NS      | $-161876.94   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Vicor Corp                                                                     | Vicor Corp.                                                                    | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Short            | EC               | CORP              | US        |      -216 | NS      | $-58162.32    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                      | Ionis Pharmaceuticals, Inc.                                                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |      -410 | NS      | $-30651.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Doordash Inc                                                                   | DoorDash, Inc.                                                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |      -228 | NS      | $-38452.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Geberit Ag                                                                     | Geberit AG                                                                     | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Short            | EC               | CORP              | CH        |       -20 | NS      | $-13494.59    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Procap Financial Inc                                                           | Procap Financial, Inc.                                                         | CUSIP: 74277P105<br>LEI: 529900QQ65IVMAFGA795 | Long             | EC               | CORP              | US        |     46913 | NS      | $89603.83     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Climaterock                                                                    | ClimateRock                                                                    | CUSIP: G2311X134<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23557 | NC      | $1891.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Financial Select Sector Spdr Etf                                  | State Street Financial Select Sector SPDR ETF                                  | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Short            | EC               | RF                | US        |     -1147 | NS      | $-59793.11    | -0.02%            |  |  |  | No            | 1                  | 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      | $-42505.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Muzero Acquisition Corp                                                        | Muzero Acquisition Corp.                                                       | CUSIP: G8775A114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2356 | NC      | $942.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hennessy Capital Investment Corp Viii                                          | Hennessy Capital Investment Corp. VIII                                         | CUSIP: G44055120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8101 | NC      | $1336.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Doximity Inc                                                                   | Doximity, Inc.                                                                 | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -780 | NS      | $-19063.20    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QEH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $312222.65    | 0.08%             | 2034-06-30      | Variable      | 5.66%                 | 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      | $683963.87    | 0.17%             |  |  |  | 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      |
| Descartes Systems Group Inc/the                                                | Descartes Systems Group, Inc.                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      2744 | NS      | $197989.80    | 0.05%             |  |  |  | No            | 1                  | 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      | $-101817.47   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Trailblazer Acquisition Corp                                                   | Trailblazer Acquisition Corp.                                                  | CUSIP: G9009S103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     31400 | NS      | $316826.00    | 0.08%             |  |  |  | No            | 1                  | 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      | $-167647.13   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| XTEND                                                                          | XTEND Preferred B-2 Shares                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IL        |    775774 | NS      | $3935147.75   | 1.00%             |  |  |  | No            | 3                  | 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      | $-51389.00    | -0.01%            |  |  |  | No            | 2                  | 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      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QEP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    161000 | PA      | $108773.32    | 0.03%             | 2034-08-29      | Variable      | 2.65%                 | 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      | $30297.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Regal Partners Global Investments Ltd                                          | Regal Partners Global Investments, Ltd.                                        | CUSIP: Q9395Z108<br>LEI: 549300JHME36HG5U2Y72 | Long             | EC               | CORP              | AU        |   1518962 | NS      | $2493346.50   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeromexico Sab De Cv                                                     | Grupo Aeromexico SAB de CV                                                     | CUSIP: 40054J109<br>LEI: 529900BECKHBL62WD126 | Long             | EC               | CORP              | MX        |     17216 | NS      | $261511.04    | 0.07%             |  |  |  | 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      | $1752.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings Plc                                                | Seagate Technology Holdings PLC                                                | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | IE        |       -24 | NS      | $-16167.36    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | HCM Investor Holdings Class A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     51061 | NS      | $153.18       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ICE Futures Europe Financials                                                  | FTSE 250 Index FU Jun26                                                        | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | N/A              | DE               | CORP              | GB        |       -45 | NC      | $-2749697.23  | -0.70%            |  |  |  | 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        |    242409 | NS      | $2610744.93   | 0.66%             |  |  |  | No            | 1                  | 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      | $22241.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                             | Meta Platforms, Inc.                                                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1329 | NS      | $813228.39    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Kensington Capital Acquisition Corp Vi                                         | Kensington Capital Acquisition Corp. VI                                        | CUSIP: G5235S123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8521 | NS      | $86999.41     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv Plc                                                                      | Aptiv PLC                                                                      | CUSIP: G3265R107<br>LEI: 254900HTTDFIJZ32GX53 | Short            | EC               | CORP              | JE        |      -525 | NS      | $-31636.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Scage Future                                                                   | Scage Future                                                                   | CUSIP: G7840J118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     71462 | NC      | $3716.02      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asml Holding Nv                                                                | ASML Holding NV                                                                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |       -93 | NS      | $-133424.72   | -0.03%            |  |  |  | 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        |     81292 | NS      | $1021027.52   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenghe Investment III LLC                                                     | Chenghe Investment III LLC Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    173916 | NS      | $153046.08    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Futuretech Ii Acquisition Corp                                                 | FutureTech II Acquisition Corp.                                                | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48383 | NC      | $29.03        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Emg Ln Trs:bj1dlw9                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $-193017.05   | -0.05%            |  |  |  | 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      | $-159818.83   | -0.04%            |  |  |  | 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      | $-188840.67   | -0.05%            |  |  |  | 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      | $-216704.43   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                                               | iShares Bitcoin Trust ETF                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       131 | NC      | $43361.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Iren Ltd                                                                       | IREN, Ltd.                                                                     | CUSIP: Q4982L109<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |     12861 | NS      | $585304.11    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmonic Inc                                                                   | Harmonic, Inc.                                                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Short            | EC               | CORP              | US        |     -2545 | NS      | $-29089.35    | -0.01%            |  |  |  | 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      | $3002743.89   | 0.76%             | 2030-07-01      | Fixed         | 1.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                            | Abony Sponsor I LLC Class A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     95391 | NS      | $286.17       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Oneim Acquisition Corp                                                         | OneIM Acquisition Corp.                                                        | CUSIP: G6S74K106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         3 | NS      | $30.12        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoomcar Holdings Inc                                                           | Zoomcar Holdings, Inc.                                                         | CUSIP: 45784G119<br>LEI: 549300U6QXNGB66F1K14 | N/A              | DE               | CORP              | US        |     71433 | NC      | $485.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Guardant Health Inc                                                            | Guardant Health, Inc.                                                          | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -28 | NS      | $-2438.24     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Star Holdings                                                                  | Star Holdings                                                                  | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |    188549 | NS      | $1615864.93   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HN3H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16723992 | PA      | $800423.63    | 0.20%             | 2055-09-25      | Floating      | 1.50%                 | 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      | $-46553.91    | -0.01%            |  |  |  | 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        |     30637 | NS      | $319237.54    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Hbr Ln Trs:bmbvgq3                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-77905.81    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Ubs Ag London                                                                  | UBS AG/London                                                                  | CUSIP: 22546VLJ3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     69000 | PA      | $62228.18     | 0.02%             | 2030-09-30      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| Integrity Labs Inc.                                                            | Integrity Labs Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    608976 | NS      | $605316.05    | 0.15%             |  |  |  | No            | 3                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QED2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    276000 | PA      | $187626.59    | 0.05%             | 2034-03-31      | Variable      | 2.04%                 | No            | 2                  | On Loan: No      |
| BofA Securities, Inc                                                           | Amazon.com, Inc. CDS USD 06/31                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $81604.83     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nemetschek Se                                                                  | Nemetschek SE                                                                  | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Short            | EC               | CORP              | DE        |       -76 | NS      | $-5503.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                                               | Russell 2000 Index/Old-RUT US 06/18/26 P2560                                   | CUSIP: 5ZL99VXM5<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        19 | NC      | $44764.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Information Technology Etf                                            | Vanguard Information Technology ETF                                            | CUSIP: 92204A702<br>LEI: 549300MP6BT0L4Q61L10 | Short            | EC               | RF                | US        |     -3840 | NS      | $-396211.20   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Adyen Nv                                                                       | Adyen NV                                                                       | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Short            | EC               | CORP              | NL        |       -16 | NS      | $-17999.15    | -0.00%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Hall Chadwick Acquisition Corp                                                 | Hall Chadwick Acquisition Corp.                                                | CUSIP: G42386105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     27119 | NS      | $270376.43    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Leddartech Holdings Inc                                                        | LeddarTech Holdings, Inc.                                                      | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21521 | NC      | $0.22         | 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      | $1437.29      | 0.00%             |  |  |  | No            | 1                  | 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      | $-24607.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Canopy Growth Corp                                                             | Canopy TL 2031 1L                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  13213166 | PA      | $12225732.71  | 3.10%             | 2031-01-08      | Floating      | 9.91%                 | No            | 3                  | On Loan: No      |
| Crown Castle Inc                                                               | Crown Castle, Inc.                                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |       -80 | NS      | $-7102.40     | -0.00%            |  |  |  | No            | 1                  | 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      | $-72340.62    | -0.02%            |  |  |  | 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      | $-751604.46   | -0.19%            |  |  |  | No            | 2                  | 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      |
| 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      | $50420.60     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Agnico Eagle Mines Ltd                                                         | Agnico Eagle Mines, Ltd.                                                       | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Short            | EC               | CORP              | CA        |      -578 | NS      | $-108689.62   | -0.03%            |  |  |  | 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      | $1817562.87   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $5429453.00   | 1.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Idea Acquisition Corp                                                          | Idea Acquisition Corp.                                                         | CUSIP: G4727U118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6893 | NC      | $1998.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                                    | Freddie Mac REMICS                                                             | CUSIP: 3137HF2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19414493 | PA      | $611117.77    | 0.16%             | 2054-08-25      | Floating      | 1.30%                 | No            | 2                  | On Loan: No      |
| Zscaler Inc                                                                    | Zscaler, Inc.                                                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      2634 | NS      | $344211.12    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Music Group Nv                                                       | Universal Music Group NV                                                       | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Short            | EC               | CORP              | NL        |   -102238 | NS      | $-2137657.82  | -0.54%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $21232.59     | 0.01%             | 2034-10-08      | Variable      | 2.15%                 | No            | 2                  | On Loan: No      |
| Procap Financial Inc                                                           | Procap Financial                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25579 | NS      | $54483.27     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Mercadolibre Inc                                                               | MercadoLibre, Inc.                                                             | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |       -60 | NS      | $-107557.80   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Tokens And Associated Initiatives                                              | Tokens and Associated Initiatives                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     52814 | NS      | $0.05         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Western Midstream Partners Lp                                                  | Western Midstream Partners LP                                                  | CUSIP: 958669103<br>LEI: L6D8A6MLSY454J2JXJ60 | Short            | EC               | CORP              | US        |     -1078 | NS      | $-46871.44    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BEEHERO LTD                                                                    | BEEHERO LTD                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       322 | NS      | $374621.76    | 0.10%             |  |  |  | No            | 3                  | 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      | $-79967.70    | -0.02%            |  |  |  | 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      | $-131424.62   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Burberry Group PLC TRS                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-101145.42   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                   | Enbridge, Inc.                                                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |     -2777 | NS      | $-154024.50   | -0.04%            |  |  |  | No            | 1                  | 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      | $-31277.43    | -0.01%            |  |  |  | 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      | $5977.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sharps Technology Inc                                                          | Sharps Technology INC Warrant B                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    236960 | NC      | $52131.20     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Spartacus Acquisition Corp Ii                                                  | Spartacus Acquisition Corp. II                                                 | CUSIP: G8303R118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7878 | NC      | $3939.00      | 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        |       200 | NC      | $7000.00      | 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      |
| J.P. Morgan Chase & Co.                                                        | Ithaca Energy PLC TRS                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-94635.63    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Corning Inc                                                                    | Corning, Inc.                                                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |      -103 | NS      | $-16916.72    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                                                    | Trimble, Inc.                                                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Short            | EC               | CORP              | US        |      -608 | NS      | $-40930.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chain Bridge I                                                                 | Chain Bridge I                                                                 | CUSIP: G2061X110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     33367 | NC      | $4706.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Modivcare Topco, LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     83072 | NS      | $539968.00    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                         | China Evergrande Group                                                         | CUSIP: AN0016476<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  13321000 | PA      | $243686.38    | 0.06%             | 2024-03-29      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Ge Vernova Inc                                                                 | GE Vernova, Inc.                                                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Short            | EC               | CORP              | US        |        -6 | NS      | $-6500.76     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pagseguro Digital Ltd                                                          | Pagseguro Digital, Ltd.                                                        | CUSIP: G68707101<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |    277770 | NS      | $2783255.40   | 0.71%             |  |  |  | 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      | $-46671.18    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bitfufu Inc                                                                    | BitFuFu, Inc.                                                                  | CUSIP: G1152A120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29947 | NC      | $5755.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ishares Msci Usa Quality Factor Etf                                            | iShares MSCI USA Quality Factor ETF                                            | CUSIP: 46432F339<br>LEI: 5493007KMK0CQLE2O168 | Short            | EC               | RF                | US        |      -176 | NS      | $-36476.00    | -0.01%            |  |  |  | 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      |
| Athena Technology Acquisition Corp Ii                                          | Athena Technology Acquisition Corp. II                                         | CUSIP: 04687C113<br>LEI: 5493008CK2CE7TGDP465 | N/A              | DE               | CORP              | US        |     36968 | NC      | $3696.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | EURO/GBP FUTURE   Jun26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -10 | NC      | $-1470713.30  | -0.37%            |  |  |  | No            | 1                  | 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      | $-113269.40   | -0.03%            |  |  |  | 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      | $-73118.75    | -0.02%            |  |  |  | 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      | $739271.77    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabre Corp                                                                     | Sabre Corp.                                                                    | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    129400 | NS      | $236802.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Nvni Group Ltd                                                                 | Nvni Group, Ltd.                                                               | CUSIP: G50716110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15665 | NC      | $719.02       | 0.00%             |  |  |  | No            | 1                  | 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      | $-179675.82   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Dynamix Corp Iii                                                               | Dynamix Corp. III                                                              | CUSIP: G2949T117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9344 | NC      | $2728.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canopy Growth Corp                                                             | Canopy Growth Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |   1524596 | NC      | $579346.48    | 0.15%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: GBP 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1088546.00   | 0.28%             |  |  |  | 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      | $1826029.64   | 0.46%             |  |  |  | No            | 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      |
| 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      |
| Dynamix Corp                                                                   | Dynamix Corp.                                                                  | CUSIP: G2949D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49549 | NC      | $7927.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| At&t Inc                                                                       | AT&T, Inc.                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               | CORP              | US        |     -1028 | NS      | $-26861.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: JPY 06/29/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-680331.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| Critical Metals Corp                                                           | Critical Metals Corp. Warrants                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     50528 | NC      | $238997.44    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Apn Ln Trs:bpvdxx6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-58840.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Silverbox Corp V                                                               | SilverBox Corp. V                                                              | CUSIP: G8148S123<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |     -7046 | NS      | $-71516.90    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Asp Isotopes Inc                                                               | ASP Isotopes, Inc.                                                             | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Long             | EC               | CORP              | US        |     79005 | NS      | $415566.30    | 0.11%             |  |  |  | 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      | $541.63       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Destra Multi-alternative Fund                                                  | Destra Multi-Alternative Fund                                                  | CUSIP: 25065A502<br>LEI: 549300SP0KUS5HR5P569 | Long             | EC               | RF                | US        |     56768 | NS      | $425760.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                    | BP CURRENCY FUT   Jun26                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |        29 | NC      | $2465181.25   | 0.63%             |  |  |  | No            | 1                  | 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      | $-197613.03   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                            | Forward Contracts: EUR 06/08/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-21384701.00 | -5.43%            |  |  |  | No            | 2                  | On Loan: No      |
| Paloma Acquisition Corp I                                                      | Paloma Acquisition Corp. I                                                     | CUSIP: G6881J110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3692 | NC      | $1081.76      | 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      | $5432.25      | 0.00%             |  |  |  | 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      |
| Advanced Drainage Systems Inc                                                  | Advanced Drainage Systems, Inc.                                                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |      -258 | NS      | $-38506.50    | -0.01%            |  |  |  | No            | 1                  | 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      | $-161494.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Mplx Lp                                                                        | MPLX LP                                                                        | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Short            | EC               | CORP              | US        |     -3818 | NS      | $-214838.86   | -0.05%            |  |  |  | No            | 1                  | 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      | $-12193.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                                                  | Amazon.com, Inc. CDS USD 06/31                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $17364.15     | 0.00%             |  |  |  | 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      | $-118347.21   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Armada Acquisition Corp Iii                                                    | Armada Acquisition Corp. III                                                   | CUSIP: G0R38M119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5882 | NC      | $1294.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Labl Inc                                                                       | Multi-Color Corp.                                                              | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   3374694 | PA      | $1598761.22   | 0.41%             | 2028-10-30      | Floating      | 8.77%                 | No            | 2                  | On Loan: No      |
| Aspire Biopharma Holdings Inc                                                  | Aspire Biopharma Holdings, Inc.                                                | CUSIP: 738920115<br>LEI: 529900UC0AFER5IEH285 | N/A              | DE               | CORP              | US        |     70545 | NC      | $1079.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                                                  | International Business Machines CDS USD 12/30                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $231985.02    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Palo Alto Networks Inc                                                         | Palo Alto Networks, Inc.                                                       | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |      -114 | NS      | $-20518.87    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Recv Plus Ln Trs:bbt3ps9                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IL        |         1 | NC      | $-192555.46   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Granite Ridge Resources Inc                                                    | Granite Ridge Resources, Inc.                                                  | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     33264 | NS      | $200581.92    | 0.05%             |  |  |  | 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      | $5366.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                                                     | Alight, Inc.                                                                   | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Short            | EC               | CORP              | US        |   -261319 | NS      | $-216215.34   | -0.05%            |  |  |  | No            | 1                  | 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      | $25241.58     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Illumina Inc                                                                   | Illumina, Inc.                                                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |        -7 | NS      | $-887.18      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trump Media & Technology                                                       | Trump Media & Technology Group Corp.                                           | CUSIP: 25400QAA3<br>LEI: 6488S3A83U2SRQ48O215 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1369051.45   | 0.35%             | 2028-05-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                     | Fannie Mae REMICS                                                              | CUSIP: 3136BYEA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5716968 | PA      | $275043.32    | 0.07%             | 2055-12-25      | Floating      | 1.16%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Johnson Matthey PLC TRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-144379.00   | -0.04%            |  |  |  | No            | 2                  | 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      | $370041.25    | 0.09%             |  |  |  | No            | 3                  | On Loan: No      |
| Ton Strategy Co                                                                | TON Strategy Co.                                                               | CUSIP: 92337U302<br>LEI: 54930048C3BMORBXZM88 | Long             | EC               | CORP              | US        |    173108 | NS      | $351409.24    | 0.09%             |  |  |  | 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      |
| Viking Acquisition Corp I                                                      | Viking Acquisition Corp. I                                                     | CUSIP: G9582G112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6546 | NC      | $4922.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 1261229 Bc Ltd                                                                 | 1261229 BC, Ltd.                                                               | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2348168 | PA      | $2291224.89   | 0.58%             | 2030-10-08      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| Wen Sponsor LLC                                                                | Wen Sponsor LLC Class B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    204636 | NS      | $73668.96     | 0.02%             |  |  |  | No            | 3                  | 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      | $-93339.68    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Rice Acquisition Corp 3                                                        | Rice Acquisition Corp. 3                                                       | CUSIP: G7553X106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16671 | NS      | $172878.27    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sgs Sa                                                                         | SGS SA                                                                         | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Short            | EC               | CORP              | CH        |      -288 | NS      | $-31197.70    | -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      | $243788.80    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| Lafayette Digital Acquisition Corp I.                                          | Lafayette Digital Acquisition Corp I. CL A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    105412 | NS      | $113844.96    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Csc Holdings Llc                                                               | CSC Holdings LLC                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    559000 | PA      | $337163.92    | 0.09%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | 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      | $65904264.00  | 16.72%            |  |  |  | No            | N/A                | 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      | $355.41       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Health Systems Inc                                                   | Community Health Systems, Inc.                                                 | CUSIP: 203668108<br>LEI: 549300BQWM4WENQ3YW73 | Long             | EC               | CORP              | US        |    188774 | NS      | $536118.16    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                                        | Quilter PLC TRS                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-79513.87    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                                          | Uber Technologies, Inc.                                                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |    -15016 | NS      | $-1120343.76  | -0.28%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                 | Morgan Stanley                                                                 | CUSIP: 61760QFZ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20317.82     | 0.01%             | 2030-04-30      | Variable      | 3.18%                 | 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      | $-64989.32    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Empery Digital Inc                                                             | Empery Digital, Inc.                                                           | CUSIP: 92864V608<br>LEI: 254900YNQ643TK62S464 | Short            | EC               | CORP              | US        |      -154 | NS      | $-723.80      | -0.00%            |  |  |  | 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      | $240249.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Rithm Acquisition Corp                                                         | Rithm Acquisition Corp.                                                        | CUSIP: G75751118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3070 | NC      | $1826.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

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

**Signature:** Troy Statczar

**Name of Signer:** Troy Statczar

**Title:** Principal Financial Officer