# EDGAR Filing Document

**Accession Number:** 0000826020
**File Stem:** 0001752724-25-158319
**Filing Date:** 2025-6
**Character Count:** 318227
**Document Hash:** 8dc13643de680338e8ae6e36685de02e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158319.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158319

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**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:** 251077653

**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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $1185531680.52

**Total Liabilities:** $841394491.37

**Net Assets:** $344137189.15

**Cash Not Reported:** $6742185.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 31.57596000 | **1-Year:** 10509.91907139 | **5-Year:** 11745.53498949 | **10-Year:** 3979.82854076 | **30-Year:** 141545.51886002

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

- **3-Month:** 94.42763187 | **1-Year:** -3162.16435807 | **5-Year:** -42331.69710400 | **10-Year:** 1045.59933743 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.58%                | -1.45%               | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6217592.12              | $-18315986.75                              |
| Month 2  | $1101639.26              | $-8883146.12                               |
| Month 3  | $1121245.53              | $-649004.38                                |

**Designated Index Information**

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

- **Index Identifier:** IBOXHY

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Vertical Aerospace Ltd                                     | Vertical Aerospace, Ltd.                                                        | CUSIP: G9471C131<br>LEI: 9845002F3CF4E56DA491 | N/A              | DE               | CORP              | GB        |    484471 | NC      | $363353.25    | 0.11%             |  |  |  | No            | 3                  | On Loan: No      |
| Evolution Ab                                               | Evolution AB                                                                    | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     31166 | NS      | $2173929.67   | 0.63%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Visa Inc                                                   | Visa, Inc.                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |     -2642 | NS      | $-912811.00   | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| J.Crew                                                     | J.Crew 9/24 TLB 1L                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8605572 | PA      | $8193236.02   | 2.38%             | 2031-09-17      | Floating      | 10.59%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Jemi Ln Trs:b5zzy91                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $28593.69     | 0.01%             |  |  |  | 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        |     46770 | NS      | $244607.10    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Sdp Ln Trs:0791887                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $8047.30      | 0.00%             |  |  |  | No            | 2                  | 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      | $69566.61     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Paysafe Ltd                                                | Paysafe, Ltd.                                                                   | CUSIP: G6964L206<br>LEI: 2138003K6PVDCI5TBN11 | Short            | EC               | CORP              | BM        |    -12145 | NS      | $-184968.35   | -0.05%            |  |  |  | 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      | $-4195.64     | -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        |      6435 | NS      | $6447014.83   | 1.87%             |  |  |  | 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      | $171304.90    | 0.05%             | 2037-01-31      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                            | FNMA, Series 437, Class C8                                                      | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5554366 | PA      | $904440.73    | 0.26%             | 2052-06-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                        | TD.TR BROKER SWEEP                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   2053810 | NS      | $2053810.35   | 0.60%             |  |  |  | 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      | $1100699.54   | 0.32%             |  |  |  | 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      | $-83937.95    | -0.02%            |  |  |  | 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      | $4911073.88   | 1.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Blackrock Esg Capital Allocation Term Trust                | BlackRock ESG Capital Allocation Term Trust                                     | CUSIP: 09262F100<br>LEI: 549300EWOI5G0PSVIX17 | Long             | EC               | RF                | US        |    410267 | NS      | $6301701.12   | 1.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Abpro Holdings Inc                                         | Abpro Holdings, Inc.                                                            | CUSIP: 000847111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     80774 | NC      | $1542.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Delivery Hero Se                                           | Delivery Hero SE                                                                | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |     -2989 | NS      | $-84719.88    | -0.02%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Welsbach Technology Metals Acquisition Corp                | Welsbach Technology Metals Acquisition Corp.                                    | CUSIP: 950415117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29572 | NC      | $5396.89      | 0.00%             |  |  |  | No            | 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      | $195.90       | 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      | $2105.42      | 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      | $0.15         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Platinum Capital Ltd                                       | Platinum Capital, Ltd.                                                          | CUSIP: Q7665H105<br>LEI: 7KW5LRH3I6FMWUBNKK59 | Long             | EC               | CORP              | AU        |    501228 | NS      | $433432.70    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFF6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    103000 | PA      | $65274.60     | 0.02%             | 2034-10-31      | Variable      | 1.67%                 | No            | 2                  | On Loan: No      |
| New Holland Special Opps Aggregator LP Series Y            | New Holland Special Opps Aggregator LP Series Y                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1051 | NS      | $1034639.95   | 0.30%             |  |  |  | No            | N/A                | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QDL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    428000 | PA      | $277949.19    | 0.08%             | 2033-09-26      | Variable      | 1.25%                 | No            | 2                  | 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      | $2156815.00   | 0.63%             |  |  |  | No            | 3                  | 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      | $1426.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Weibo Corp. TRS                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $128498.40    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                              | Britol-Myers Squibb                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $194345.62    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Osr Holdings Inc                                           | OSR Holdings, Inc.                                                              | CUSIP: 68840D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14638 | NC      | $622.12       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blaize Holdings Inc                                        | Blaize Holdings Inc                                                             | CUSIP: 092915115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14919 | NC      | $3729.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axon Enterprise Inc                                        | Axon Enterprise, Inc.                                                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |     -1884 | NS      | $-1155457.20  | -0.34%            |  |  |  | No            | 1                  | On Loan: No      |
| Progyny Inc                                                | Progyny, Inc.                                                                   | CUSIP: 74340E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4555 | NS      | $-104036.20   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Restaurant Brands International Inc                        | Restaurant Brands International, Inc.                                           | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               | CORP              | CA        |     -6762 | NS      | $-435472.80   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp.                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |      -184 | NS      | $-22451.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Gsct Ln Trs:bklxd97                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $10212.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                            | FNMA, Series 428, Class C15                                                     | CUSIP: 31423YJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2210810 | PA      | $401376.37    | 0.12%             | 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      | $2552660.00   | 0.74%             | 2025-06-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QEE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $16301.92     | 0.00%             | 2034-03-31      | Variable      | 1.33%                 | 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        |      -361 | NS      | $-221646.78   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-4132356.00  | -1.20%            |  |  |  | No            | 2                  | On Loan: No      |
| Blackrock Technology And Private Equity Term Trust         | BlackRock Technology and Private Equity Term Trust                              | CUSIP: 09260Q108<br>LEI: 549300G3XFQ7175KM723 | Long             | EC               | RF                | US        |    330506 | NS      | $2072272.62   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                     | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAE1<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25403.00     | 0.01%             | 2036-06-30      | Variable      | 3.34%                 | No            | 2                  | On Loan: No      |
| Moran Foods Llc                                            | Moran Foods 10/23 2023 FLFO PIK TL                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    540844 | PA      | $392112.15    | 0.11%             | 2026-12-31      | Floating      | 11.68%                | No            | 2                  | On Loan: No      |
| Spartannash Co                                             | SpartanNash Co.                                                                 | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Short            | EC               | CORP              | US        |    -13160 | NS      | $-261094.40   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Classover Holdings Inc                                     | Classover Holdings, Inc.                                                        | CUSIP: 182744110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36968 | NC      | $1841.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | New Providence Holdings III, LLC CL A                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20816 | NS      | $208160.00    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | RR Donnelley & Sons                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3665.87     | -0.00%            |  |  |  | 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      | $17516.10     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Lifezone Metals Ltd                                        | Lifezone Metals, Ltd.                                                           | CUSIP: G5568L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -327 | NC      | $-69.90       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nuveen New Jersey Quality Municipal Income Fund            | Nuveen New Jersey Quality Municipal Income Fund                                 | CUSIP: 67069Y102<br>LEI: 5493006CFPL75HL16F31 | Long             | EC               | RF                | US        |     10733 | NS      | $122463.53    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing Inc                                      | Level 3 Financing, Inc.                                                         | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1205435.00   | 0.35%             | 2030-05-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1866225.00   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Nuveen Multi-asset Income Fund                             | Nuveen Multi-Asset Income Fund                                                  | CUSIP: 670750108<br>LEI: 549300VLJPKC3DNIJ668 | Long             | EC               | RF                | US        |    112215 | NS      | $1339847.10   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Uni Im Trs: B7sf135                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-466952.81   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Weibo Corp                                                 | Weibo Corp.                                                                     | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |    535667 | NS      | $4338902.70   | 1.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenghe Acquisition I Co                                   | Chenghe Acquisition I Co.                                                       | CUSIP: G5380L121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37849 | NC      | $2649.43      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $147476.64    | 0.04%             | 2034-09-30      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Fagr Bb Trs:b281l72                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | BE        |         1 | NC      | $-49256.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Mgam Ln Trs:0602729                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-865.50      | -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      |
| J.P. Morgan Chase & Co.                                    | Recv Divi Ln Trs:b65tlw2                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $527643.74    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Shopify Inc                                                | Shopify, Inc.                                                                   | CUSIP: 82509L958<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |     -4260 | NS      | $-405203.68   | -0.12%            |  |  |  | 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      | $86344.54     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1785031.00  | -0.52%            |  |  |  | No            | 2                  | On Loan: No      |
| Sprott Physical Uranium Trust                              | Sprott Physical Uranium Trust                                                   | CUSIP: 85210A104<br>LEI: N/A                  | Long             | EC               | RF                | CA        |     14966 | NS      | $223415.26    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Southport Acquisition Corp                                 | Southport Acquisition Corp.                                                     | CUSIP: 84465L113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6161 | NC      | $1231.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Sable Offshore Corp. TRS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $1093438.68   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Qt Imaging Holdings Inc                                    | QT Imaging Holdings, Inc.                                                       | CUSIP: 746962117<br>LEI: 549300EQ1NNV387FGF92 | N/A              | DE               | CORP              | US        |      3954 | NC      | $45.87        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Xplr Infrastructure Lp                                     | XPLR Infrastructure LP                                                          | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Short            | EC               | CORP              | US        |     -1951 | NS      | $-16076.24    | -0.00%            |  |  |  | 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      | $350.70       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Abrdn Emerging Markets Ex China Fund Inc                   | abrdn Emerging Markets ex China Fund, Inc.                                      | CUSIP: 00301W105<br>LEI: 549300MSYUW07RYUZD27 | Long             | EC               | RF                | US        |       497 | NS      | $2569.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rigel Resource Acquisition Corp                            | Rigel Resource Acquisition Corp.                                                | CUSIP: G7573M114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15714 | NC      | $3799.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Anywhere Real Estate, Inc. TRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $485469.14    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| New Providence Acquisition Corp Iii                        | New Providence Acquisition Corp. III                                            | CUSIP: G6476A128<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36743 | NS      | $371104.30    | 0.11%             |  |  |  | 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      | $-171460.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Ameren Corp                                                | Ameren Corp.                                                                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Short            | EC               | CORP              | US        |      -169 | NS      | $-16771.56    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Evergreen Corp                                             | Evergreen Corp.                                                                 | CUSIP: G3312W117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     70092 | NC      | $2109.77      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ltmc Im Trs: Bmxpbz7                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-235173.11   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Blackrock Muniyield Pennsylvania Quality Fund              | BlackRock MuniYield Pennsylvania Quality Fund                                   | CUSIP: 09255G107<br>LEI: O1KCIUJBK2RN0MOX1Z59 | Long             | EC               | RF                | US        |      3926 | NS      | $43107.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Comm Opt Llc/cap                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3345382.50   | 0.97%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | 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      | $-282116.94   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Aleanna Inc                                                | AleAnna, Inc.                                                                   | CUSIP: 01444V111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       132 | NC      | $46.19        | 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      | $0.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tnl Mediagene                                              | TNL Mediagene                                                                   | CUSIP: G8924F113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16257 | NC      | $447.07       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: EUR 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $454940.00    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Bgs Ln Trs:bfxyh24                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $8266.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                     | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YBH3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28549.60     | 0.01%             | 2037-04-28      | Variable      | 6.24%                 | 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      | $-75.94       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Agrinam Acquisition Corp                                   | Agrinam Acquisition Corp.                                                       | CUSIP: 00857H122<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     19798 | NC      | $197.98       | 0.00%             |  |  |  | No            | 1                  | 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      | $5173514.33   | 1.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Blackrock Muniholdings California Quality Fund Inc         | BlackRock MuniHoldings California Quality Fund, Inc.                            | CUSIP: 09254L107<br>LEI: NKJSRCJXMS5PZYPXY795 | Long             | EC               | RF                | US        |      4210 | NS      | $44415.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clubcorp Holdings Inc                                      | ClubCorp Holdings, Inc.                                                         | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |   3654240 | PA      | $3663375.38   | 1.06%             | 2026-09-18      | Floating      | 9.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                        | Sizzle II VO Sponsor II, LLC Class A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     93906 | NS      | $281.72       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Gcl Global Holdings Ltd                                    | GCL Global Holdings, Ltd.                                                       | CUSIP: G3777K111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19704 | NC      | $1460.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Conocophillips                                             | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |      -929 | NS      | $-82792.48    | -0.02%            |  |  |  | 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      | $-282696.79   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Be Semiconductor Industries Nv                             | BE Semiconductor Industries NV                                                  | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Short            | EC               | CORP              | NL        |     -1112 | NS      | $-118716.80   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Mrl Sq Trs: Bngnb77                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         1 | NC      | $-156599.23   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Distoken Acquisition Corp                                  | Distoken Acquisition Corp.                                                      | CUSIP: G27740136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5841 | NC      | $1752.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atoss Software Se                                          | Atoss Software SE                                                               | CUSIP: N/A<br>LEI: 529900Q9G9280ADNOA39       | Short            | EC               | CORP              | DE        |      -313 | NS      | $-46875.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                     | China Evergrande Group                                                          | CUSIP: G2119WAP1<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  17000000 | PA      | $340000.00    | 0.10%             | 2024-04-11      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Alphabet Inc                                               | Alphabet, Inc.                                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |     -3963 | NS      | $-637607.07   | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Tkh Group Nv                                               | TKH Group NV                                                                    | CUSIP: N/A<br>LEI: 7245008G22FOV7TYYJ34       | Short            | EC               | CORP              | NL        |     -1725 | NS      | $-67809.52    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Card Ln Trs:bly2f70                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-674.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Quantalx Neuroscience Ltd.                                 | Quantalx Neuroscience Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      3000 | NS      | $3324093.99   | 0.97%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $4665564.00   | 1.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Cero Therapeutics Holdings Inc                             | CERo Therapeutics Holdings, Inc.                                                | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21939 | NC      | $372.96       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 10x Genomics Inc                                           | 10X Genomics, Inc.                                                              | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Short            | EC               | CORP              | US        |     -2482 | NS      | $-20526.14    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Yamadai Corp                                               | Yamadai Corp.                                                                   | CUSIP: 008940116<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |     10588 | NC      | $10799.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cie Financiere Richemont Sa                                | Cie Financiere Richemont SA                                                     | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Short            | EC               | CORP              | CH        |      -776 | NS      | $-136565.09   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                               | Alphabet, Inc.                                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Short            | EC               | CORP              | US        |     -1896 | NS      | $-301084.80   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Soulpower Acquisition Sponsor LLC Class A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    156445 | NS      | $625.78       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| United Homes Group Inc                                     | United Homes Group, Inc.                                                        | CUSIP: 91060H116<br>LEI: 549300HWN3ECTEH7I380 | N/A              | DE               | CORP              | US        |      7827 | NC      | $2582.91      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genesis Energy Lp                                          | Genesis Energy LP                                                               | CUSIP: 371927104<br>LEI: 549300VJ5D6MDK138782 | Short            | EC               | CORP              | US        |     -1072 | NS      | $-14729.28    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hexpol Ab                                                  | Hexpol AB                                                                       | CUSIP: N/A<br>LEI: 549300MN30TBRLYN3465       | Short            | EC               | CORP              | SE        |     -4048 | NS      | $-35054.33    | -0.01%            |  |  |  | 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      |
| 24 Hour Fitness Worldwide Inc                              | 24 Hour Fitness Worldwide                                                       | CUSIP: 942CXZ002<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    306005 | NS      | $3060.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Allfunds Group Plc                                         | Allfunds Group PLC                                                              | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Long             | EC               | CORP              | GB        |    456625 | NS      | $2565744.91   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Pembina Pipeline Corp                                      | Pembina Pipeline Corp.                                                          | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Short            | EC               | CORP              | CA        |     -3934 | NS      | $-150071.86   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -70953000 | PA      | $-71835754.65 | -20.87%           | 2030-02-28      | Fixed         | 4.00%                 | No            | 1                  | On Loan: No      |
| Arbutus Biopharma Corp                                     | Arbutus Biopharma Corp.                                                         | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |    209869 | NS      | $745034.95    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corp                                        | Exact Sciences Corp.                                                            | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |     -6763 | NS      | $-308663.32   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                           | Russell 2000 Index/Old-RUT US 05/16/25 C2340                                    | CUSIP: 47399NN70<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        93 | NC      | $22320.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Roth Ch Acquisition Co                                     | Roth CH Acquisition Co.                                                         | CUSIP: G88935120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48884 | NC      | $1970.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                                   | Snap, Inc.                                                                      | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    120497 | NS      | $959156.12    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Springbig Holdings Inc                                     | SpringBig Holdings, Inc.                                                        | CUSIP: 85021Q116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24279 | NC      | $21.85        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Perception Capital Corp Iv                                 | Perception Capital Corp. IV                                                     | CUSIP: G7330C110<br>LEI: 549300OIPQ0V26BHLX71 | N/A              | DE               | CORP              | US        |     31463 | NC      | $1420.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rr Donnelley & Sons Co                                     | RR Donnelley & Sons Co.                                                         | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   6544000 | PA      | $6216800.00   | 1.81%             | 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        |   7579706 | NS      | $7579705.92   | 2.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackrock Muniyield New York Quality Fund Inc              | BlackRock MuniYield New York Quality Fund, Inc.                                 | CUSIP: 09255E102<br>LEI: 158AYFGDRFUGVL3TD012 | Long             | EC               | RF                | US        |        76 | NS      | $737.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eqt Corp                                                   | EQT Corp.                                                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |     -1158 | NS      | $-57251.52    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Climaterock                                                | ClimateRock                                                                     | CUSIP: G2311X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11778 | NC      | $17.67        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Baidu Inc                                                  | Baidu, Inc.                                                                     | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |     18367 | NS      | $1612989.94   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Chs/community Health Sys                                   | Community Health Systems, Inc.                                                  | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    875000 | PA      | $856406.25    | 0.25%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Zalando Se                                                 | Zalando SE                                                                      | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Short            | EC               | CORP              | DE        |      -731 | NS      | $-26681.79    | -0.01%            |  |  |  | Yes           | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Mte Ln Trs:bm8h3x0                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $203899.47    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Ubs Ag London                                              | UBS AG/London                                                                   | CUSIP: 22546VNQ5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    420000 | PA      | $301221.48    | 0.09%             | 2030-10-30      | Variable      | 0.84%                 | No            | 2                  | 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      | $691.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Bpe Im Trs: 4116099                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-412836.82   | -0.12%            |  |  |  | No            | 2                  | 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      | $4906466.84   | 1.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Conduit Pharmaceuticals Inc                                | Conduit Pharmaceuticals, Inc.                                                   | CUSIP: 20678X114<br>LEI: 8945004VIUFZVV38UL77 | N/A              | DE               | CORP              | US        |     51468 | NC      | $391.16       | 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      | $2441211.53   | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyo Co Ltd                                                | Toyo Co., Ltd.                                                                  | CUSIP: G8976D115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23302 | NC      | $1747.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ocdo Ln Trs:b3mbs74                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-100064.77   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ccc Ln Trs:bv9fp30                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-72297.43    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Genmab A/s                                                 | Genmab A/S                                                                      | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Short            | EC               | CORP              | DK        |      -376 | NS      | $-79320.08    | -0.02%            |  |  |  | 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      | $-210300.12   | -0.06%            |  |  |  | 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      | $254653.47    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Distoken Acquisition Corp                                  | Distoken Acquisition Corp.                                                      | CUSIP: G27740102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5841 | NC      | $525.69       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackrock Muniholdings New York Quality Fund Inc           | BlackRock MuniHoldings New York Quality Fund, Inc.                              | CUSIP: 09255C106<br>LEI: YP1D2S6Y4JY0A7W3DV93 | Long             | EC               | RF                | US        |      1495 | NS      | $14860.30     | 0.00%             |  |  |  | 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      | $594.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Inc                                                 | Vertex, Inc.                                                                    | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |     24380 | NS      | $975931.40    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Roadzen Inc                                                | Roadzen, Inc.                                                                   | CUSIP: G7606H116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55430 | NC      | $3259.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -48216000 | PA      | $-48345016.37 | -14.05%           | 2027-04-30      | Fixed         | 3.75%                 | No            | 1                  | On Loan: No      |
| Currenc Group Inc                                          | Currenc Group, Inc.                                                             | CUSIP: G47862126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55058 | NC      | $445.97       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | New Providence Holdings III, LLC CL A                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    166532 | NS      | $499.60       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $3065238.00   | 0.89%             |  |  |  | No            | 2                  | 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      | $-4729.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                     | China Evergrande Group                                                          | CUSIP: AM9155384<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   7985000 | PA      | $159700.00    | 0.05%             | 2025-03-23      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Jmg Ln Trs:bmxwn18                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $32354.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tlgy Acquisition Corp                                      | TLGY Acquisition Corp.                                                          | CUSIP: G8656T125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     67211 | NC      | $11761.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oneok Inc                                                  | ONEOK, Inc.                                                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |     -5772 | NS      | $-474227.52   | -0.14%            |  |  |  | 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      | $383.43       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFJ8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $145279.13    | 0.04%             | 2034-11-28      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Gsr Iii Acquisition Corp                                   | GSR III Acquisition Corp.                                                       | CUSIP: G4R103131<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -606 | NC      | $-1424.10     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eve Mobility Acquisition Corp                              | EVe Mobility Acquisition Corp.                                                  | CUSIP: G3218G117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27110 | NC      | $1221.31      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Newgenivf Group Ltd                                        | NewGenIvf Group, Ltd.                                                           | CUSIP: G0544E113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $0.02         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: SEK 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2795159.00  | -0.81%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | JPMorgan European Discovery Trust PLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $19052834.64  | 5.54%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | RIT Capital Partners PLC TRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1091186.79   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                     | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YBJ9<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18188.98     | 0.01%             | 2037-05-31      | Variable      | 6.68%                 | 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      | $1069.70      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/s                                           | Novo Nordisk A/S                                                                | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Short            | EC               | CORP              | DK        |     -6106 | NS      | $-405743.70   | -0.12%            |  |  |  | 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      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-8664618.00  | -2.52%            |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                                          | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |       -54 | NS      | $-3211.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ppl Corp                                                   | PPL Corp.                                                                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |      -922 | NS      | $-33653.00    | -0.01%            |  |  |  | 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      | $987134.24    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Benevolentai                                               | BenevolentAI                                                                    | CUSIP: N/A<br>LEI: 2221003P54KEDC3P4Z33       | N/A              | DE               | CORP              | NL        |      7014 | NC      | $79.46        | 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      | 0.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ipo Ln Trs:b128j45                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $749044.94    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Hubspot Inc                                                | HubSpot, Inc.                                                                   | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Short            | EC               | CORP              | US        |       -16 | NS      | $-9784.00     | -0.00%            |  |  |  | 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      | $56594.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                           | Russell 2000 Index/Old-RUT US 05/16/25 C2305                                    | CUSIP: 47399NN05<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        17 | NC      | $4080.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inficon Holding Ag                                         | Inficon Holding AG                                                              | CUSIP: N/A<br>LEI: 5067008UT6890I0YM937       | Short            | EC               | CORP              | CH        |     -1350 | NS      | $-142630.40   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Eon Resources Inc                                          | EON Resources, Inc.                                                             | CUSIP: 40472A128<br>LEI: 254900A4Y0IPOJDRUY39 | N/A              | DE               | CORP              | US        |     44874 | NC      | $1570.59      | 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      | $373.62       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ont Ln Trs:bp6s8z3                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-173989.26   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Page Ln Trs:3023231                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-254.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: EUR 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3355185.00  | -0.97%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1066170.00  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: AUD 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1537461.00   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Allfunds Group Plc                                         | Allfunds Group PLC                                                              | CUSIP: N/A<br>LEI: 9598005U8TZQ8Q64SC71       | Short            | EC               | CORP              | GB        |    -28484 | NS      | $-160049.66   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                                        | Varonis Systems, Inc.                                                           | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |     -1416 | NS      | $-60661.44    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | NewHold Investment Corp III Sponsor Shs Class B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10948 | NS      | $109480.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                        | MS.TB BROKER SWEEP                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | RF                | US        |  -1206040 | NS      | $-1206040.00  | -0.35%            |  |  |  | No            | 1                  | On Loan: No      |
| Sizzle Acquisition Corp Ii                                 | Sizzle Acquisition Corp. II                                                     | CUSIP: G8193F125<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18362 | NS      | $183987.24    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Iris Acquisition Corp                                      | Iris Acquisition Corp.                                                          | CUSIP: 89601Y119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27683 | NC      | $2768.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                              | Intercontinental Exchange, Inc.                                                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |     -1139 | NS      | $-191317.83   | -0.06%            |  |  |  | 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      |
| 24 Hour Fitness Worldwide Inc                              | 24 Hour Fitness Worldwide, Inc.                                                 | CUSIP: 942DLY907<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    407959 | NS      | $4079.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Abrdn Global Infrastructure Income Fund                    | abrdn Global Infrastructure Income Fund                                         | CUSIP: 00326W106<br>LEI: 549300ZRYJVK3J3YXY67 | Long             | EC               | RF                | US        |       676 | NS      | $12735.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Cov Fp Trs: 7745638                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-224682.41   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Sop Fp Trs: 5633616                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-167004.63   | -0.05%            |  |  |  | No            | 2                  | 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      | $6288.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Integrated Rail And Resources Acquisition Corp             | Integrated Rail and Resources Acquisition Corp.                                 | CUSIP: 45827R114<br>LEI: 549300G3080C4RIDLA64 | N/A              | DE               | CORP              | US        |     48874 | NC      | $18327.75     | 0.01%             |  |  |  | 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      | $131638.75    | 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      | $960940.62    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2015578.00  | -0.59%            |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                     | China Evergrande Group                                                          | CUSIP: G2119WAQ9<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  11180000 | PA      | $223600.00    | 0.06%             | 2049-12-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Titan N.V.                                                 | Titan Acquisition Sponsor Holdco, LLC Class A                                   | CUSIP: N/A<br>LEI: 724500IS1M4H9S4SDD39       | Long             | EC               | CORP              | US        |     93906 | NS      | $375.62       | 0.00%             |  |  |  | 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      | $-98340.98    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Moran Foods Llc                                            | Moran Foods 10/23 2023 FLSO PIK TL2                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    968854 | PA      | $702419.11    | 0.20%             | 2026-12-31      | Floating      | 2.00%                 | No            | 2                  | On Loan: No      |
| Commscope Holding Co Inc                                   | CommScope Holding Co., Inc.                                                     | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     98710 | NS      | $369175.40    | 0.11%             |  |  |  | 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      | $216278.77    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Netflix Inc                                                | Netflix, Inc.                                                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |       -85 | NS      | $-96196.20    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Accelleron Industries Ag                                   | Accelleron Industries AG                                                        | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Short            | EC               | CORP              | CH        |     -4671 | NS      | $-249806.68   | -0.07%            |  |  |  | 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      | $4198.78      | 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        |      7794 | NS      | $69600.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zapata Computing Holdings Inc                              | Zapata Computing Holdings, Inc.                                                 | CUSIP: 98906V118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24523 | NC      | $0.02         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cme Group Inc                                              | CME Group, Inc.                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Short            | EC               | CORP              | US        |      -826 | NS      | $-228868.08   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Modivcare Inc                                              | ModivCare, Inc.                                                                 | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |   1849309 | PA      | $1270826.93   | 0.37%             | 2031-07-01      | Floating      | 9.05%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                           | Canadian Pacific Kansas City, Ltd.                                              | CUSIP: 13646K108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |     -4332 | NS      | $-313940.04   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Deezer Sa                                                  | Deezer SA                                                                       | CUSIP: N/A<br>LEI: 969500LM904RGABQUN96       | N/A              | DE               | CORP              | FR        |     95238 | NC      | $53.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Cyn Ln Trs:0035392                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $463805.53    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1333018.00  | -0.39%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Critical Metals Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     50528 | NS      | $252640.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Abrdn Life Sciences Investors                              | abrdn Life Sciences Investors                                                   | CUSIP: 87911K100<br>LEI: 5493007BYZPSOVVS0M04 | Long             | EC               | RF                | US        |     29518 | NS      | $378715.94    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Whitefield Industrials Ltd                                 | Whitefield Industrials, Ltd.                                                    | CUSIP: Q97632105<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3656 | NS      | $12833.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amc Entertainment Hldgs                                    | AMC Entertainment Holdings, Inc.                                                | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   2727114 | PA      | $2692466.01   | 0.78%             | 2029-01-04      | Floating      | 11.32%                | No            | 2                  | 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      | $7400.62      | 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      | $-84331.22    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Descartes Systems Group Inc/the                            | Descartes Systems Group, Inc.                                                   | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Short            | EC               | CORP              | CA        |      -313 | NS      | $-32961.95    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Diversified United Investment Ltd                          | Diversified United Investment, Ltd.                                             | CUSIP: Q3212S108<br>LEI: 254900ENGLQ9SQJJCR84 | Long             | EC               | CORP              | AU        |     55728 | NS      | $184194.11    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                                 | Dexcom, Inc.                                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |      -908 | NS      | $-64813.04    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | JP.CS BROKER SWEEP                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  50975228 | NS      | $50975227.52  | 14.81%            |  |  |  | No            | 1                  | On Loan: No      |
| Apx Acquisition Corp I                                     | APx Acquisition Corp. I                                                         | CUSIP: G0440J125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3981 | NC      | $238.66       | 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      | $159.08       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackline Inc                                              | BlackLine, Inc.                                                                 | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |      -815 | NS      | $-38492.45    | -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      | $1172125.82   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Midstream Corp                                      | Antero Midstream Corp.                                                          | CUSIP: 03676B102<br>LEI: 529900HFO1BDEIT4QU11 | Short            | EC               | CORP              | US        |    -15233 | NS      | $-252106.15   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Products Partners Lp                            | Enterprise Products Partners LP                                                 | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Short            | EC               | CORP              | US        |    -26230 | NS      | $-784277.00   | -0.23%            |  |  |  | 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      | $680568.06    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                     | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAM3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $1739992.51   | 0.51%             | 2036-08-31      | Variable      | 6.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: EUR 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $454940.00    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Longevity Health Holdings Inc                              | Longevity Health Holdings, Inc.                                                 | CUSIP: 142922111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3816 | NC      | $114.48       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Datadog Inc                                                | Datadog, Inc.                                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |     -1033 | NS      | $-105531.28   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Globalink Investment Inc                                   | Globalink Investment, Inc.                                                      | CUSIP: 37892F125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14771 | NC      | $516.99       | 0.00%             |  |  |  | No            | 1                  | 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      | $-112.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dt Midstream Inc                                           | DT Midstream, Inc.                                                              | CUSIP: 23345M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2764 | NS      | $-268660.80   | -0.08%            |  |  |  | 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      |
| A Spac Ii Acquisition Corp                                 | A SPAC II Acquisition Corp.                                                     | CUSIP: G0543H117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     34421 | NC      | $648.84       | 0.00%             |  |  |  | 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      | $-33053.20    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                              | Hilton Worldwide Holdings, Inc.                                                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Short            | EC               | CORP              | US        |     -4312 | NS      | $-972269.76   | -0.28%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | UnitedHealth Group, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $263513.63    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Compass Pathways Plc                                       | Compass Pathways PLC                                                            | CUSIP: 20451W101<br>LEI: 213800N7CUZIC6QSTZ31 | Long             | EC               | CORP              | GB        |     61188 | NS      | $243528.24    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| LONGVIEW POWER LLC                                         | Longview Power LLC                                                              | CUSIP: 976FKK902<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61813 | NS      | $741756.00    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays                                                   | MARKIT CDX HY S42 06/29 ICE                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $50054.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cartica Acquisition Corp                                   | Cartica Acquisition Corp.                                                       | CUSIP: G1995D117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     74354 | NC      | $18216.73     | 0.01%             |  |  |  | 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      | $-11035.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                      | Level 3 Financing, Inc.                                                         | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   4465600 | PA      | $3538988.00   | 1.03%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Trelleborg Ab                                              | Trelleborg AB                                                                   | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Short            | EC               | CORP              | SE        |      -507 | NS      | $-17456.89    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QHW7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53155.12     | 0.02%             | 2030-10-30      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| Williams Cos Inc/the                                       | Williams Cos., Inc.                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | EC               | CORP              | US        |    -15785 | NS      | $-924527.45   | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare Inc                                             | Cloudflare, Inc.                                                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |     -2965 | NS      | $-358112.70   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Bravida Holding Ab                                         | Bravida Holding AB                                                              | CUSIP: N/A<br>LEI: 549300H88IJGPNNL3T61       | Short            | EC               | CORP              | SE        |     -3360 | NS      | $-31912.27    | -0.01%            |  |  |  | Yes           | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Baidu, Inc. TRS                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $630635.42    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Fuchs Se                                                   | Fuchs Petrolub SE                                                               | CUSIP: D27462379<br>LEI: 529900SNF9E1P5ZO4P98 | Short            | EP               | CORP              | DE        |     -3635 | NS      | $-182258.56   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Vg1 At Trs:bf5v8z3                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |         1 | NC      | $463155.60    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp.                                      | CPC Acquisition Corp.                                                           | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    175000 | PA      | $90198.50     | 0.03%             | 2028-12-29      | Floating      | 12.31%                | No            | 2                  | On Loan: No      |
| N/A                                                        | MS.CD BROKER SWEEP                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | RF                | US        |   -910000 | NS      | $-910000.00   | -0.26%            |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Automotive Inc                                      | Rivian Automotive, Inc.                                                         | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |      -911 | NS      | $-12444.26    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wcm Global Growth Ltd                                      | WCM Global Growth, Ltd.                                                         | CUSIP: Q28266106<br>LEI: 2138004UDNFCPX5I6A77 | Long             | EC               | CORP              | AU        |    103607 | NS      | $109171.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity Emerging Markets Ltd                              | Fidelity Emerging Markets, Ltd.                                                 | CUSIP: G3823U170<br>LEI: 213800HWWQPUJ4K1GS84 | Long             | EC               | CORP              | GB        |    932297 | NS      | $8635140.67   | 2.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Vance California Municipal Bond Fund                 | Eaton Vance California Municipal Bond Fund                                      | CUSIP: 27828A100<br>LEI: 549300FJGD8HWP11TO17 | Long             | EC               | RF                | US        |     59833 | NS      | $536103.68    | 0.16%             |  |  |  | No            | 1                  | 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      | $-58926.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Britol-Myers Squibb                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $194345.62    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Civitas Resources Inc                                      | Civitas Resources, Inc.                                                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |      -386 | NS      | $-10518.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Anni Ln Trs:0604877                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $896322.41    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Argo Global Listed Infrastructure Ltd                      | Argo Global Listed Infrastructure, Ltd.                                         | CUSIP: Q05194107<br>LEI: 213800D6B28GSXHHX388 | Long             | EC               | CORP              | AU        |     21375 | NS      | $31627.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Dsy Fp Trs:bm8h5y5                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-42857.59    | -0.01%            |  |  |  | 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      | $161829.53    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Bumble Inc                                                 | Bumble, Inc.                                                                    | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1505175 | NS      | $6351838.50   | 1.85%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Usa Ln Trs:bdfghw4                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $9241783.21   | 2.69%             |  |  |  | No            | 2                  | On Loan: No      |
| Technology & Telecommunication Acquisition Corp            | Technology & Telecommunication Acquisition Corp.                                | CUSIP: G87119114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     52993 | NC      | $956.52       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benson Hill Inc                                            | Benson Hill, Inc.                                                               | CUSIP: 082490202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3906 | NS      | $234.75       | 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      | $23754.83     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcadis Nv                                                 | Arcadis NV                                                                      | CUSIP: N/A<br>LEI: 7245000UZH70GO047N03       | Short            | EC               | CORP              | NL        |     -1981 | NS      | $-95601.83    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Rrd Parent Inc                                             | RRD Parent, Inc.                                                                | CUSIP: 74983T110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        19 | NC      | $121600.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Deezer Sa                                                  | Deezer SA                                                                       | CUSIP: N/A<br>LEI: 969500LM904RGABQUN96       | Long             | EC               | CORP              | FR        |      8179 | NS      | $13110.79     | 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      | $79003.05     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Verde Clean Fuels Inc                                      | Verde Clean Fuels, Inc.                                                         | CUSIP: 923372114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       327 | NC      | $52.34        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                   | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $72262.37     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Blackrock Smaller Cos Trust Plc                            | BlackRock Smaller Cos. Trust PLC                                                | CUSIP: G1314X109<br>LEI: 549300MS535KC2WH4082 | Long             | EC               | CORP              | GB        |     71210 | NS      | $1184365.90   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Spm Im Trs: Bmy36h7                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-198957.79   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp                                             | Microsoft Corp.                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |       -55 | NS      | $-21739.30    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Pinstripes Holdings Inc                                    | Pinstripes Holdings, Inc.                                                       | CUSIP: 06690B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45560 | NC      | $448.77       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas                                                | MARKIT CDX HY S43 5Y 2/29 ICE                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-6272204.62  | -1.82%            |  |  |  | No            | 2                  | 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      | $7390.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                              | International Business Machines                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $409795.60    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertical Aerospace Ltd                                     | Vertical Aerospace, Ltd.                                                        | CUSIP: G9471C149<br>LEI: 9845002F3CF4E56DA491 | N/A              | DE               | CORP              | GB        |    484471 | NC      | $750930.05    | 0.22%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                        | Forward Contracts: EUR 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1813662.00   | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QES9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6406.85      | 0.00%             | 2034-08-29      | Variable      | 1.84%                 | No            | 2                  | On Loan: No      |
| Compass Diversified Holdings                               | Compass Diversified Holdings                                                    | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     10729 | NS      | $184431.51    | 0.05%             |  |  |  | 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        |   1096098 | NS      | $1993977.76   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Arbutus Biopharma Corp. TRS                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $75362.95     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Imi Ln Trs:bglp8l2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-127140.68   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Lifezone Metals Ltd                                        | Lifezone Metals, Ltd.                                                           | CUSIP: G5568L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     46673 | NC      | $9976.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QDN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    266000 | PA      | $165501.74    | 0.05%             | 2033-10-31      | Variable      | 1.42%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                  | Alibaba Group Holding, Ltd.                                                     | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | CN        |       -37 | NS      | $-4418.91     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cycurion Inc                                               | Cycurion, Inc.                                                                  | CUSIP: 95758L115<br>LEI: 5493003I8CYRIJL4WQ06 | N/A              | DE               | CORP              | US        |     29980 | NC      | $1346.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Upwork Inc                                                 | Upwork, Inc.                                                                    | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Short            | EC               | CORP              | US        |    -19049 | NS      | $-250494.35   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Bayer Ag                                                   | Bayer AG                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Short            | EC               | CORP              | DE        |      -687 | NS      | $-18044.14    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | GS.FU BROKER SWEEP                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   5769856 | NS      | $5769856.32   | 1.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Nextera Energy Inc                                         | NextEra Energy, Inc.                                                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |      -918 | NS      | $-61395.84    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Vortex Opco Llc                                            | Vortex Opco LLC                                                                 | CUSIP: G9158TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   3310000 | PA      | $3308808.40   | 0.96%             | 2030-04-30      | Floating      | 10.55%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Caml Ln Trs:b67kbv2                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-2338.74     | -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      | $-1377.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Icahn Enterprises/fin                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                          | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Short            | DBT              | CORP              | US        |  -3169000 | PA      | $-3030356.25  | -0.88%            | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Alph Ln Trs:bf1tm59                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-97723.49    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFP4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     69000 | PA      | $44444.83     | 0.01%             | 2035-01-30      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Bitwise 10 Crypto Index Fund                               | Bitwise 10 Crypto Index Fund                                                    | CUSIP: 091749101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    312766 | NS      | $17058257.64  | 4.96%             |  |  |  | No            | 1                  | On Loan: No      |
| Dish Network Corp                                          | DISH Network Corp.                                                              | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2924212.50   | 0.85%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| Clearbridge Energy Midstream Opportunity Fund Inc          | ClearBridge Energy Midstream Opportunity Fund, Inc.                             | CUSIP: 18469P209<br>LEI: 549300U6RAJWN6OONX12 | Long             | EC               | RF                | US        |      8311 | NS      | $378898.49    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Verizon CDS USD 4Y 12/27                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $98276.95     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | GS.SWP.ST BROKER SWEEP                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | RF                | US        |   -410000 | NS      | $-410000.00   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $3332545.00   | 0.97%             |  |  |  | No            | 2                  | 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      |
| Duolingo Inc                                               | Duolingo, Inc.                                                                  | CUSIP: 26603R106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1314 | NS      | $-511776.72   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFE9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    357000 | PA      | $218711.05    | 0.06%             | 2034-10-31      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| N/A                                                        | TD.PL BROKER SWEEP                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    138103 | NS      | $138103.09    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cannae Holdings Inc                                        | Cannae Holdings, Inc.                                                           | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |    464734 | NS      | $8230439.14   | 2.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                 | Chipotle Mexican Grill, Inc.                                                    | CUSIP: 169656105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11810 | NS      | $-596641.20   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                     | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YBC4<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    747000 | PA      | $503453.35    | 0.15%             | 2037-03-31      | Variable      | 5.32%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Baillie Gifford European Growth Trust PLC                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $514291.03    | 0.15%             |  |  |  | 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      | $2284432.00   | 0.66%             |  |  |  | No            | 3                  | On Loan: No      |
| Chegg Inc                                                  | Chegg, Inc.                                                                     | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Short            | EC               | CORP              | US        |    -14927 | NS      | $-10854.91    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Eden Fp Trs:b62g1b5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-17245.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Gftu Ln Trs:b00mz44                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-139428.41   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Hellofresh Se                                              | HelloFresh SE                                                                   | CUSIP: N/A<br>LEI: 391200ZAF4V6XD2M9G57       | Short            | EC               | CORP              | DE        |     -2395 | NS      | $-24814.69    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                            | Xcel Energy, Inc.                                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Short            | EC               | CORP              | US        |       -43 | NS      | $-3040.10     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Klotho Neurosciences Inc                                   | Klotho Neurosciences, Inc.                                                      | CUSIP: 49876K111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     32327 | NC      | $630.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tortoise Energy Infrastructure Corp                        | Tortoise Energy Infrastructure Fund, Inc.                                       | CUSIP: 89147L886<br>LEI: 5493008P735YB22YPB89 | Long             | EC               | RF                | US        |     45108 | NS      | $1793964.70   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Rmmc Ln Trs:bndmjp1                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $943004.88    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Grayscale Bitcoin Trust Etf                                | Grayscale Bitcoin Trust ETF                                                     | CUSIP: 389637109<br>LEI: 549300XZGUJEF0EHBE41 | Short            | EC               | RF                | US        |   -164346 | NS      | $-12205977.42 | -3.55%            |  |  |  | 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      | $1894.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice France Sa                                           | Altice France SA                                                                | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1322000 | PA      | $1088997.50   | 0.32%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Pegasystems Inc                                            | Pegasystems, Inc.                                                               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Short            | EC               | CORP              | US        |      -933 | NS      | $-85910.64    | -0.02%            |  |  |  | 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      | $114247.21    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFG4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    181000 | PA      | $117244.74    | 0.03%             | 2034-10-31      | Variable      | 1.67%                 | No            | 2                  | On Loan: No      |
| Spectaire Holdings Inc                                     | Spectaire Holdings, Inc.                                                        | CUSIP: 84753T117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58258 | NC      | $250.51       | 0.00%             |  |  |  | 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      | $2899.81      | 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      | $4573.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Cre Ln Trs:bn133n2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-2176.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Real Messenger Corp                                        | Real Messenger Corp.                                                            | CUSIP: G7410G114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31088 | NC      | $999.48       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-466556.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Monolithic Power Systems Inc                               | Monolithic Power Systems, Inc.                                                  | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |      -120 | NS      | $-71172.00    | -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      | $3391.99      | 0.00%             |  |  |  | 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        |      4433 | NS      | $78641.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Templeton EM Investment Trust PLC TRS                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $3137969.99   | 0.91%             |  |  |  | No            | 2                  | On Loan: No      |
| Future Generation Global Ltd                               | Future Generation Global, Ltd.                                                  | CUSIP: Q39694106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     97911 | NS      | $88430.72     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Patria Latin American Opportunity Acquisition Corp         | Patria Latin American Opportunity Acquisition Corp.                             | CUSIP: G69454117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     46145 | NC      | $1739.67      | 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      | $2979.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gsr Iii Acquisition Corp                                   | GSR III Acquisition Corp.                                                       | CUSIP: G4R103131<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2577 | NC      | $6055.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Novocure Ltd                                               | Novocure, Ltd.                                                                  | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Short            | EC               | CORP              | JE        |     -8253 | NS      | $-149709.42   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Cartesian Growth Corp Ii                                   | Cartesian Growth Corp. II                                                       | CUSIP: G19305120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5984 | NC      | $596.01       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flyexclusive Inc                                           | flyExclusive, Inc.                                                              | CUSIP: 343928115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27981 | NC      | $2308.43      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tortoise Sustainable And Social Impact Term Fund           | Tortoise Sustainable and Social Impact Term Fund                                | CUSIP: 27901F109<br>LEI: 549300JEEQF7C836SM26 | Long             | EC               | RF                | US        |     37011 | NS      | $416743.86    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ips Fp Trs:b188nj2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-68818.76    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Allurion Technologies Inc                                  | Allurion Technologies, Inc.                                                     | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16492 | NC      | $534.34       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Transfer Lp                                         | Energy Transfer LP                                                              | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Short            | EC               | CORP              | US        |    -62519 | NS      | $-1034064.26  | -0.30%            |  |  |  | No            | 1                  | On Loan: No      |
| Roblox Corp                                                | ROBLOX Corp.                                                                    | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3555 | NS      | $-238362.75   | -0.07%            |  |  |  | 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        |    249807 | NS      | $249807.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Bg Av Trs:bz1gz06                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |         1 | NC      | $-323767.74   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Herald Investment Trust PLC                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $7689269.15   | 2.23%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Markit iTraxx Europe Subordinated Financials Series 39                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-214325.64   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Captivision Inc                                            | Captivision, Inc.                                                               | CUSIP: G18932114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43794 | NC      | $762.02       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                        | American Express Co.                                                            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |     -1091 | NS      | $-290653.31   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Moran Foods Llc                                            | Moran Foods LLC                                                                 | CUSIP: 61647DAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    927417 | PA      | $672377.64    | 0.20%             | 2026-06-30      | Floating      | 11.65%                | No            | 2                  | On Loan: No      |
| Howard Hughes Holdings Inc                                 | Howard Hughes Holdings, Inc.                                                    | CUSIP: 44267T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5042 | NS      | $-335444.26   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Hint Ln Trs:b3phcs8                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $390638.13    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Andr Av Trs:b1wvf68                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AT        |         1 | NC      | $-183708.04   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Neste Oyj                                                  | Neste Oyj                                                                       | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Short            | EC               | CORP              | FI        |     -1283 | NS      | $-13307.75    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Fund Inc/the/md                                     | Taiwan Fund, Inc.                                                               | CUSIP: 874036106<br>LEI: 549300B0OHIYIAWV0Z83 | Long             | EC               | RF                | US        |      3223 | NS      | $103764.49    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Real Asset Acquisition Corp                                | Real Asset Acquisition Corp.                                                    | CUSIP: G73944129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     72225 | NS      | $730194.75    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Mut Ln Trs:0611112                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $13804.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Saba Capital Income & Opportunities Fund Ii                | Saba Capital Income & Opportunities Fund II                                     | CUSIP: 880198205<br>LEI: QU1AAXOSV5K4OVMXJP19 | Long             | EC               | RF                | US        |     90038 | NS      | $786932.12    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Israel Acquisitions Corp                                   | Israel Acquisitions Corp.                                                       | CUSIP: G49667119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35717 | NC      | $4464.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Sizzle II VO Sponsor II, LLC Class B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    117383 | NS      | $117383.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Morgan Stanley Fin Llc                                     | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YBW0<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     58000 | PA      | $38898.16     | 0.01%             | 2037-08-31      | Variable      | 5.32%                 | No            | 2                  | On Loan: No      |
| Cslm Acquisition Corp                                      | CSLM Acquisition Corp.                                                          | CUSIP: G2365L119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     38488 | NC      | $2925.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gamco Natural Resources Gold & Income Trust                | GAMCO Natural Resources Gold & Income Trust                                     | CUSIP: 36465E101<br>LEI: 23EBEGZ81713Q1VCP222 | Long             | EC               | RF                | US        |     16535 | NS      | $98217.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Asurion Llc                                                | Asurion LLC                                                                     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1503300 | PA      | $1461154.98   | 0.42%             | 2028-08-21      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Aas Ln Trs:bmf19b5                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $147422.44    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Nex Fp Trs: 7130836                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-212947.11   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Haat Delivery Ltd.                                         | Haat Delivery Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IL        |     64188 | NS      | $1060917.88   | 0.31%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $7796366.00   | 2.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Anywhere Real Estate Inc                                   | Anywhere Real Estate, Inc.                                                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    157678 | NS      | $545565.88    | 0.16%             |  |  |  | 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      | $133805.85    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanlorenzo Spa/ameglia                                     | Sanlorenzo SpA/Ameglia                                                          | CUSIP: N/A<br>LEI: 8156006C71E895860132       | Short            | EC               | CORP              | IT        |        -8 | NS      | $-255.57      | -0.00%            |  |  |  | No            | 1                  | 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      | $-206134.12   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1732924.00   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Newhold Investment Corp Iii                                | NewHold Investment Corp. III                                                    | CUSIP: G6486E110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4085 | NC      | $857.85       | 0.00%             |  |  |  | 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      | $-62078.26    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| The Options Clearing Corporation                           | Russell 2000 Index/Old-RUT US 05/16/25 C2330                                    | CUSIP: 47399NN54<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        43 | NC      | $10320.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Virp Fp Trs: 7399369                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-79054.47    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Blackrock California Municipal Income Trust                | BlackRock California Municipal Income Trust                                     | CUSIP: 09248E102<br>LEI: LE6236HQD6DXEGUHE217 | Long             | EC               | RF                | US        |    162640 | NS      | $1771149.60   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Fanniemae Strip                                            | FNMA, Series 429, Class C5                                                      | CUSIP: 31423YVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8047940 | PA      | $1496016.29   | 0.43%             | 2052-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                       | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   4653000 | PA      | $3827092.50   | 1.11%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bilfinger Se                                               | Bilfinger SE                                                                    | CUSIP: 511738908<br>LEI: 529900H0HULEN2BZ4604 | Short            | EC               | CORP              | DE        |     -5118 | NS      | $-434264.38   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Nvidia Corp                                                | NVIDIA Corp.                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Short            | EC               | CORP              | US        |      -138 | NS      | $-15030.96    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ate Fp Trs:5608915                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-25551.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: AUD 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-14093393.00 | -4.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Shoulderup Technology Acquisition Corp                     | ShoulderUp Technology Acquisition Corp.                                         | CUSIP: 82537G112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     94845 | NC      | $3215.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Costar Group Inc                                           | CoStar Group, Inc.                                                              | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Short            | EC               | CORP              | US        |     -2236 | NS      | $-165844.12   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| 1261229 Bc Ltd                                             | 1261229 BC, Ltd.                                                                | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3045000 | PA      | $2991712.50   | 0.87%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Pac Ln Trs:0667438                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $42479.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Marketaxess Holdings Inc                                   | MarketAxess Holdings, Inc.                                                      | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Short            | EC               | CORP              | US        |     -1305 | NS      | $-289174.95   | -0.08%            |  |  |  | No            | 1                  | 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      | $100532.78    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Labl Inc                                                   | LABL, Inc.                                                                      | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1638360.00   | 0.48%             | 2031-10-01      | Fixed         | 8.62%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Smwh Ln Trs:b2pdgw1                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-6256.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AEYE HEALTH INC                                            | AEYE HEALTH INC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1000 | NS      | $1236109.00   | 0.36%             |  |  |  | No            | 3                  | 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      | $518585.57    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Denali Therapeutics Inc                                    | Denali Therapeutics, Inc.                                                       | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Short            | EC               | CORP              | US        |      -556 | NS      | $-9257.40     | -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      | $592.09       | 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      |
| Neuberger Berman Energy Infrastructure And Income Fund Inc | Neuberger Berman Energy Infrastructure and Income Fund, Inc.                    | CUSIP: 64129H104<br>LEI: 549300P5ICT7WWGP8224 | Long             | EC               | RF                | US        |      4206 | NS      | $34405.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Municipal High Income Opportunities Fund Inc       | Pioneer Municipal High Income Opportunities Fund, Inc.                          | CUSIP: 723760104<br>LEI: 5493005BKX8X756MKL25 | Long             | EC               | RF                | US        |     22790 | NS      | $267326.70    | 0.08%             |  |  |  | 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      | $32688.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                     | China Evergrande Group                                                          | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |  16029000 | PA      | $320580.00    | 0.09%             | 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        |     28593 | NS      | $548699.67    | 0.16%             |  |  |  | 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      |
| J.P. Morgan Chase & Co.                                    | Recv Htg Ln Trs:0447889                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-12846.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Arbe Robotics Ltd                                          | Arbe Robotics, Ltd.                                                             | CUSIP: M1R95N100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    217728 | NS      | $289578.24    | 0.08%             |  |  |  | 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      | $-29419.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Covia Holdings Corp                                        | Covia Equity                                                                    | CUSIP: 942EFH909<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169353 | NS      | $3090692.25   | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ipx Ln Trs:0490526                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1435.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Texas Ventures Acquisition Iii Corp                        | Texas Ventures Acquisition III Corp.                                            | CUSIP: G8772L121<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29394 | NS      | $294233.94    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                | Alnylam Pharmaceuticals, Inc.                                                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |     -5010 | NS      | $-1318832.40  | -0.38%            |  |  |  | No            | 1                  | 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      | $-47.58       | -0.00%            |  |  |  | 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      |
| Kairous Acquisition Corp Ltd                               | Kairous Acquisition Corp. ltd                                                   | CUSIP: G52131128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6746 | NC      | $269.84       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                   | Unisys Corp. CDS USD 5Y 6/28                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-14886.31    | -0.00%            |  |  |  | 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      | $1899.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trade Desk Inc/the                                         | Trade Desk, Inc.                                                                | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |     -2118 | NS      | $-113588.34   | -0.03%            |  |  |  | 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      | $-28237.45    | -0.01%            |  |  |  | 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      | $-2828.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Plains All American Pipeline Lp                            | Plains All American Pipeline LP                                                 | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Short            | EC               | CORP              | US        |     -8137 | NS      | $-142072.02   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Gcl Ln Trs:b15fw33                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | JE        |         1 | NC      | $29187.46     | 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      | $494679.26    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Amcil Ltd/fund                                             | AMCIL, Ltd.                                                                     | CUSIP: Q0306W102<br>LEI: 254900DZF83Q53ZPPP82 | Short            | EC               | CORP              | AU        |        -9 | NS      | $-6.14        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                     | China Evergrande Group                                                          | CUSIP: G2119WAY2<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   8094000 | PA      | $161880.00    | 0.05%             | 2024-01-22      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Lowland Investment Company PLC TRS                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $158132.36    | 0.05%             |  |  |  | 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      | $367175.69    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: EUR 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-341205.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Bff Bank Spa                                               | BFF Bank SpA                                                                    | CUSIP: N/A<br>LEI: 815600522538355AE429       | Short            | EC               | CORP              | IT        |    -12822 | NS      | $-120996.52   | -0.04%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Duet Acquisition Corp                                      | DUET Acquisition Corp.                                                          | CUSIP: 26431Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5996 | NC      | $184.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freenet Ag                                                 | Freenet AG                                                                      | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Short            | EC               | CORP              | DE        |     -7046 | NS      | $-291983.60   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Mff Capital Investments Ltd                                | MFF Capital Investments, Ltd.                                                   | CUSIP: Q6S61B118<br>LEI: 549300OYTXE8HSZSYH82 | Long             | EC               | CORP              | AU        |   1654622 | NS      | $4345454.79   | 1.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliancebernstein National Municipal Income Fund Inc       | AllianceBernstein National Municipal Income Fund, Inc.                          | CUSIP: 01864U106<br>LEI: MNYPOOOZYY8V01GEIT28 | Long             | EC               | RF                | US        |       396 | NS      | $4106.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roman Dbdr Acquisition Corp Ii                             | Roman DBDR Acquisition Corp. II                                                 | CUSIP: G7633M112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        67 | NC      | $25.97        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                           | Exxon Mobil Corp.                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | EC               | CORP              | US        |      -896 | NS      | $-94644.48    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                                           | Zillow Group, Inc.                                                              | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Short            | EC               | CORP              | US        |     -8516 | NS      | $-573382.28   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | PK Fund 2023, LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       983 | NS      | $983264.00    | 0.29%             |  |  |  | No            | 3                  | On Loan: No      |
| Prysmian Spa                                               | Prysmian SpA                                                                    | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Short            | EC               | CORP              | IT        |      -338 | NS      | $-18356.37    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | TD.SE BROKER SWEEP                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     38689 | NS      | $38688.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tc Energy Corp                                             | TC Energy Corp.                                                                 | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Short            | EC               | CORP              | CA        |     -6603 | NS      | $-333598.54   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Realreal Inc/the                                           | RealReal, Inc.                                                                  | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     18596 | NS      | $107856.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Spie Fp Trs:byzfys3                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-533556.94   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Verizon Wireless                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $48076.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Rch Ln Trs:0903994                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-82.04       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                            | FNMA, Series 427, Class C20                                                     | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6750219 | PA      | $890375.50    | 0.26%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Aes Corp/the                                               | AES Corp.                                                                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Short            | EC               | CORP              | US        |      -966 | NS      | $-9660.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arista Networks Inc                                        | Arista Networks, Inc.                                                           | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Short            | EC               | CORP              | US        |       -60 | NS      | $-4936.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QEG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     89000 | PA      | $55122.86     | 0.02%             | 2034-05-30      | Variable      | 1.33%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                     | China Evergrande Group                                                          | CUSIP: ZS0897653<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   3205000 | PA      | $64100.00     | 0.02%             | 2049-12-31      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| X Corp                                                     | X Corp.                                                                         | CUSIP: 90184NAK4<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |   2048741 | PA      | $2001363.86   | 0.58%             | 2029-10-29      | Floating      | 9.50%                 | No            | 2                  | On Loan: No      |
| Platinum Asia Investments Ltd                              | Platinum Asia Investments, Ltd.                                                 | CUSIP: Q7663V106<br>LEI: 549300836DYWB3XCP779 | Long             | EC               | CORP              | AU        |      9852 | NS      | $6310.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Real Estate Income Fund                          | Principal Real Estate Income Fund                                               | CUSIP: 74255X104<br>LEI: 549300HK3LIJEGLGMK36 | Long             | EC               | RF                | US        |     19297 | NS      | $199145.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp Ii                          | Spring Valley Acquisition Corp. II                                              | CUSIP: G83752116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13573 | NC      | $1289.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                                  | Tesla, Inc.                                                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |       -55 | NS      | $-15518.80    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adams Diversified Equity Fund Inc                          | Adams Diversified Equity Fund, Inc.                                             | CUSIP: 006212104<br>LEI: 5493005W7G81BNPP7M23 | Long             | EC               | RF                | US        |     16355 | NS      | $308455.30    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Selina Hospitality Plc                                     | Selina Hospitality PLC                                                          | CUSIP: 81635BAE8<br>LEI: 549300BAEIWO0QPTC061 | Long             | DBT              | CORP              | GB        |   4981328 | PA      | $183213.24    | 0.05%             | 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      | $38523.21     | 0.01%             | 2036-02-29      | Variable      | 3.68%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFL3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15892.85     | 0.00%             | 2034-11-28      | Variable      | 1.56%                 | No            | 2                  | On Loan: No      |
| Heineken Nv                                                | Heineken NV                                                                     | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Short            | EC               | CORP              | NL        |     -1749 | NS      | $-155932.50   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Van Lanschot Kempen Nv                                     | Van Lanschot Kempen NV                                                          | CUSIP: N/A<br>LEI: 724500D8WOYCL1BUCB80       | Short            | EC               | CORP              | NL        |        -8 | NS      | $-462.66      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp Ii                          | Spring Valley Acquisition Corp. II                                              | CUSIP: G83752132<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27147 | NC      | $2055.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Zapp Electric Vehicles Group Ltd                           | Zapp Electric Vehicles Group, Ltd.                                              | CUSIP: G9889X115<br>LEI: 984500D6DT79D76DED28 | N/A              | DE               | CORP              | US        |     11642 | NC      | $110.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFS8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     36000 | PA      | $21926.45     | 0.01%             | 2035-02-27      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| Pinterest Inc                                              | Pinterest, Inc.                                                                 | CUSIP: 72352L106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2480 | NS      | $-62793.60    | -0.02%            |  |  |  | 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      | $-278104.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Investcorp Ai Acquisition Corp                             | Investcorp AI Acquisition Corp.                                                 | CUSIP: G49219127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37472 | NC      | $1487.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -3383000 | PA      | $-3404606.21  | -0.99%            | 2030-04-30      | Fixed         | 3.88%                 | No            | 1                  | On Loan: No      |
| T Rowe Price High Yield Fund Inc                           | T Rowe Price High Yield Fund, Inc.                                              | CUSIP: 741481105<br>LEI: 2F9VPFCSWR3EU5WBPH73 | Long             | EC               | RF                | US        |     38134 | NS      | $222321.42    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QDZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    478000 | PA      | $301679.18    | 0.09%             | 2034-02-28      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Inflection Point Acquisition Corp Iii                      | Inflection Point Acquisition Corp. III                                          | CUSIP: G47875128<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    107378 | NS      | $1087739.14   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment, Inc (BI CLAIM)                      | Caesars Entertainment, Inc (BI CLAIM)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2320 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Dlg Im Trs: 7169517                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-145224.02   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Wayfair Inc                                                | Wayfair, Inc.                                                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |     -1942 | NS      | $-58570.72    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ibt Ln Trs:0455934                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $4188.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp                                  | Occidental Petroleum Corp.                                                      | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |      -508 | NS      | $-20020.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ALTERNATIVE CAPITAL INVESTMENTS FUND III                   | ALTERNATIVE CAPITAL INVESTMENTS FUND III LP                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       576 | NS      | $626812.00    | 0.18%             |  |  |  | No            | N/A                | On Loan: No      |
| Agrinam Acquisition Corp                                   | Agrinam Acquisition Corp.                                                       | CUSIP: 00857H114<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     19798 | NC      | $98.99        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Plains Gp Holdings Lp                                      | Plains GP Holdings LP                                                           | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Short            | EC               | CORP              | US        |    -23067 | NS      | $-429968.88   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Sspg Ln Trs:bgbn7c0                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-92.70       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Egl Ln Trs:bd3v464                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $286253.40    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Soulpower Acquisition Corp                                 | Soulpower Acquisition Corp.                                                     | CUSIP: G82745129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36725 | NS      | $367984.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings Inc                                       | Generac Holdings, Inc.                                                          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Short            | EC               | CORP              | US        |       -46 | NS      | $-5261.48     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Psyence Biomedical Ltd                                     | Psyence Biomedical, Ltd.                                                        | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30398 | NC      | $307.02       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Fin Llc                                     | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAP6<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30342.12     | 0.01%             | 2036-09-30      | Variable      | 6.68%                 | No            | 2                  | On Loan: No      |
| Federated Hermes Premier Municipal Income Fund             | Federated Hermes Premier Municipal Income Fund                                  | CUSIP: 31423P108<br>LEI: C0TUI5ZPEIY028NN4Q23 | Long             | EC               | RF                | US        |      2156 | NS      | $23004.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BENSON HILL INC                                            | Benson Hill Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    187607 | NC      | $9337.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sps Commerce Inc                                           | SPS Commerce, Inc.                                                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Short            | EC               | CORP              | US        |      -240 | NS      | $-34442.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Infosys Ltd                                                | Infosys, Ltd.                                                                   | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Short            | EC               | CORP              | IN        |     -8959 | NS      | $-157678.40   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Fdr Sq Trs: B28v440                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         1 | NC      | $-169630.67   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Pimco Dynamic Income Strategy Fund                         | PIMCO Dynamic Income Strategy Fund                                              | CUSIP: 69346N107<br>LEI: 549300BX5QVFQJENPV35 | Long             | EC               | RF                | US        |    231564 | NS      | $5092092.36   | 1.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Dte Energy Co                                              | DTE Energy Co.                                                                  | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Short            | EC               | CORP              | US        |      -277 | NS      | $-37949.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QEW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     88000 | PA      | $55578.78     | 0.02%             | 2034-09-30      | Variable      | 1.67%                 | No            | 2                  | On Loan: No      |
| Eaton Vance California Municipal Income Trust              | Eaton Vance California Municipal Income Trust                                   | CUSIP: 27826F101<br>LEI: 5493000EWT76UUJKIW67 | Long             | EC               | RF                | US        |      9160 | NS      | $89401.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                     | China Evergrande Group                                                          | CUSIP: G2119WAZ9<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   6500000 | PA      | $130000.00    | 0.04%             | 2049-12-31      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: CAD 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-798320.00   | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| Grayscale Ethereum Classic Trust                           | Grayscale Ethereum Classic Trust                                                | CUSIP: 38963Q107<br>LEI: 54930092HET8DVEQYD83 | Long             | EC               | RF                | US        |   1925848 | NS      | $14540152.40  | 4.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Acquisition Corp                                     | Titan Acquisition Corp.                                                         | CUSIP: G8901A129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36750 | NS      | $368606.18    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Finnovate Acquisition Corp                                 | Finnovate Acquisition Corp.                                                     | CUSIP: G3R34K111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     71462 | NC      | $3426.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Polestar Automotive Holding Uk Plc                         | Polestar Automotive Holding UK PLC                                              | CUSIP: 731105201<br>LEI: 894500HDA1DJKHYN4D83 | Long             | EC               | CORP              | GB        |    116694 | NS      | $121361.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: CAD 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $580596.00    | 0.17%             |  |  |  | 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      | $-182683.37   | -0.05%            |  |  |  | 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      | $409465.80    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Heineken Holding Nv                                        | Heineken Holding NV                                                             | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Short            | EC               | CORP              | NL        |     -2528 | NS      | $-197032.39   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | RealReal, Inc. TRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $417791.40    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Dplm Ln Trs:0182663                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-370982.09   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Scout24 Se                                                 | Scout24 SE                                                                      | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Short            | EC               | CORP              | DE        |     -2525 | NS      | $-300060.61   | -0.09%            |  |  |  | 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      | $3446.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ix Acquisition Corp                                        | IX Acquisition Corp.                                                            | CUSIP: G5000D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       112 | NC      | $4.48         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GEO Group                                                  | GEO Group 4/24 TLB 1L                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2472759 | PA      | $2510616.78   | 0.73%             | 2029-04-01      | Floating      | 14.82%                | No            | 2                  | On Loan: No      |
| Engene Holdings Inc                                        | Engene Holdings, Inc.                                                           | CUSIP: 29286M113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5604 | NC      | $4595.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pershing Square Holdings Ltd/fund                          | Pershing Square Holdings, Ltd.                                                  | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | EC               | CORP              | GB        |    175609 | NS      | $8439768.54   | 2.45%             |  |  |  | No            | 1                  | On Loan: No      |
| American Superconductor Corp                               | American Superconductor Corp.                                                   | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Short            | EC               | CORP              | US        |     -4827 | NS      | $-95815.95    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Cslm Acquisition Corp                                      | CSLM Acquisition Corp.                                                          | CUSIP: G2365L127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     69644 | NC      | $8364.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTERNATIVE CAPITAL INVESTMENTS FUND III                   | ALTERNATIVE CAPITAL INVETMTS FUND III LP 2                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3428 | NS      | $6021167.07   | 1.75%             |  |  |  | No            | N/A                | On Loan: No      |
| Gct Semiconductor Holding Inc                              | GCT Semiconductor Holding, Inc.                                                 | CUSIP: 36170N115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     54452 | NC      | $3544.83      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFU3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    527000 | PA      | $329019.28    | 0.10%             | 2035-03-31      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Vsee Health Inc                                            | VSee Health, Inc.                                                               | CUSIP: 92919Y110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17198 | NC      | $777.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Of America Corp                                       | Bank of America Corp.                                                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | EC               | CORP              | US        |     -5681 | NS      | $-226558.28   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QGR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55537.12     | 0.02%             | 2030-07-31      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp                                       | Targa Resources Corp.                                                           | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |     -5455 | NS      | $-932259.50   | -0.27%            |  |  |  | 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      |
| J.P. Morgan Chase & Co.                                    | Recv Mff At Trs:b1j87t9                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |         1 | NC      | $958582.08    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Rapid7 Inc                                                 | Rapid7, Inc.                                                                    | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |     -1755 | NS      | $-41453.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Volato Group Inc                                           | Volato Group, Inc.                                                              | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20757 | NC      | $965.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bitcoin Depot Inc                                          | Bitcoin Depot, Inc.                                                             | CUSIP: 09174P113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    115944 | NC      | $5901.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ker Fp Trs:5505072                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-41416.63    | -0.01%            |  |  |  | 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      | $1272.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | TV Partners III, LLC CL B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    277192 | NS      | $277192.00    | 0.08%             |  |  |  | No            | 3                  | On Loan: No      |
| Winnebago Industries Inc                                   | Winnebago Industries, Inc.                                                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     21878 | NS      | $696157.96    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Core Scientific Inc                                        | Core Scientific, Inc.                                                           | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |    144227 | NS      | $1168238.70   | 0.34%             |  |  |  | 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      | $1216.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFV1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    114000 | PA      | $72781.13     | 0.02%             | 2035-03-31      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QEF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     66000 | PA      | $41244.92     | 0.01%             | 2034-04-30      | Variable      | 1.33%                 | No            | 2                  | On Loan: No      |
| Northview Acquisition Corp                                 | NorthView Acquisition Corp.                                                     | CUSIP: 66718N111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19197 | NC      | $1369.71      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                              | Snowflake, Inc.                                                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |      -652 | NS      | $-103987.48   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Worldwide Healthcare Trust PLC TRS                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $710791.73    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Icahn Enterprises/fin                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp.                          | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Short            | DBT              | CORP              | US        |   -696000 | PA      | $-581160.00   | -0.17%            | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Denali Capital Acquisition Corp                            | Denali Capital Acquisition Corp.                                                | CUSIP: G6256B114<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               | CORP              | US        |     27621 | NC      | $871.44       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Syntec Optics Holdings Inc                                 | Syntec Optics Holdings, Inc.                                                    | CUSIP: 87169M113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27378 | NC      | $1300.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fugro Nv                                                   | Fugro NV                                                                        | CUSIP: N/A<br>LEI: 7245000R8GNBSDTSZ396       | Short            | EC               | CORP              | NL        |     -2364 | NS      | $-27583.97    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Australian United Investment Co Ltd/fund                   | Australian United Investment Co., Ltd.                                          | CUSIP: Q11176114<br>LEI: 254900GUHAKLG0ECG757 | Long             | EC               | CORP              | AU        |      4617 | NS      | $31023.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zooz Power Ltd                                             | Zooz Power, Ltd.                                                                | CUSIP: M2573A189<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24350 | NC      | $1821.38      | 0.00%             |  |  |  | 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      | $961.22       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gogo Intermediate Holdin                                   | Gogo Intermediate Holdings LLC                                                  | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |   4611000 | PA      | $4381879.41   | 1.27%             | 2028-04-28      | Floating      | 8.19%                 | 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      |
| Sagaliam Acquisition Corp                                  | Sagaliam Acquisition Corp.                                                      | CUSIP: 78661R114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     84310 | NC      | $4422.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cbre Group Inc                                             | CBRE Group, Inc.                                                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      5939 | NS      | $725627.02    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Blade Air Mobility Inc                                     | Blade Air Mobility, Inc.                                                        | CUSIP: 092667104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24246 | NS      | $-64251.90    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Bankers Investment Trust PLC TRS                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2256939.71   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| Nuveen Pennsylvania Quality Municipal Income Fund          | Nuveen Pennsylvania Quality Municipal Income Fund                               | CUSIP: 670972108<br>LEI: 5493000C1CS4Q000GF67 | Long             | EC               | RF                | US        |     61795 | NS      | $698283.50    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Ausc Ln Trs:0295958                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2145378.45   | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs                                              | Proctor & Gamble                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $60152.32     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | BMY CDS USD 6/29 OTC                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $354609.85    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Sweetgreen Inc                                             | Sweetgreen, Inc.                                                                | CUSIP: 87043Q108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4933 | NS      | $-96094.84    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Cpi Property Group Sa                                      | CPI Property Group SA                                                           | CUSIP: BT3966533<br>LEI: 222100CO2ZOTEPGJO223 | Short            | DBT              | CORP              | LU        |  -2462000 | PA      | $-2311738.60  | -0.67%            | 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      | $2333.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QEL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15323.50     | 0.00%             | 2034-07-31      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Vrla Fp Trs:bkt7807                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-54746.71    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Mongodb Inc                                                | MongoDB, Inc.                                                                   | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Short            | EC               | CORP              | US        |       -83 | NS      | $-14290.11    | -0.00%            |  |  |  | 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      | $4457632.87   | 1.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                | S&P 500 Mini Future                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -256 | NC      | $-71513600.00 | -20.78%           |  |  |  | No            | 1                  | On Loan: No      |
| Icoreconnect Inc                                           | iCoreConnect, Inc.                                                              | CUSIP: 450958111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1112 | NC      | $15.29        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                         | Meta Platforms, Inc.                                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               | CORP              | US        |      -879 | NS      | $-482571.00   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Supp Ln Trs:bvg1cf2                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $10285.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacira Biosciences Inc                                     | Pacira BioSciences, Inc.                                                        | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |     -4237 | NS      | $-113975.30   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Adtalem Global Education                                   | Adtalem Global Education, Inc.                                                  | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $4153050.00   | 1.21%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Fin Llc                                     | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAV3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    103000 | PA      | $79318.34     | 0.02%             | 2036-11-29      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2532734.00  | -0.74%            |  |  |  | No            | 2                  | On Loan: No      |
| Metal Sky Star Acquisition Corp                            | Metal Sky Star Acquisition Corp.                                                | CUSIP: G6053N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40420 | NC      | $2374.68      | 0.00%             |  |  |  | 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      | $636.86       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv A2a Im Trs: 5499131                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-210834.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Gns Ln Trs:0207458                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-172426.68   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Archrock Inc                                               | Archrock, Inc.                                                                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Short            | EC               | CORP              | US        |      -598 | NS      | $-14070.94    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vgi Partners Global Investments Ltd                        | VGI Partners Global Investments, Ltd.                                           | CUSIP: Q9395Z108<br>LEI: 549300JHME36HG5U2Y72 | Long             | EC               | CORP              | AU        |   1909713 | NS      | $1889945.03   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| GDS Holdings Ltd                                           | GDS Holdings, Ltd.                                                              | CUSIP: 36165L108<br>LEI: 391200MGV8DDCHTN2R77 | Long             | EC               | CORP              | KY        |     35396 | NS      | $892333.16    | 0.26%             |  |  |  | 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      | $84210.00     | 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      | $3861.15      | 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      | $331221.42    | 0.10%             | 9999-12-31      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| N/A                                                        | TV Partners III, LLC CL A                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    221754 | NS      | $665.26       | 0.00%             |  |  |  | No            | 3                  | 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      | $237458.42    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Arverne Group Sa                                           | Arverne Group SA                                                                | CUSIP: N/A<br>LEI: 894500FOM6WHY0KFW309       | N/A              | DE               | CORP              | FR        |     33822 | NC      | $1915.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan Inc                                          | Kinder Morgan, Inc.                                                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |     -9040 | NS      | $-237752.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                             | Lowe's Cos., Inc.                                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |      -242 | NS      | $-54101.52    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                              | 24 Hour Fitness Worldwide, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    307944 | PA      | $115991.56    | 0.03%             | 2025-12-29      | Floating      | 9.56%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Biog Ln Trs:0038551                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $2885.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deere & Co                                                 | Deere & Co.                                                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | EC               | CORP              | US        |      -261 | NS      | $-120989.16   | -0.04%            |  |  |  | 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              | US        |         1 | NC      | $724880.00    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Grayscale Bitcoin Mini Trust Etf                           | Grayscale Bitcoin Mini Trust ETF                                                | CUSIP: 389930207<br>LEI: 529900WHTNX5LZCNWB27 | Short            | EC               | RF                | US        |    -54060 | NS      | $-2254842.60  | -0.66%            |  |  |  | No            | 1                  | 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      | $2542272.76   | 0.74%             |  |  |  | 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      | $95.84        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd                                         | Capri Holdings, Ltd.                                                            | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     28458 | NS      | $428008.32    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| System1 Inc                                                | System1, Inc.                                                                   | CUSIP: 87200P109<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |    -78907 | NS      | $-45592.46    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Staples Inc                                                | Staples, Inc.                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $2983950.00   | 0.87%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                | NASDAQ 100 E-MINI Jun25                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -12 | NC      | $-4718040.00  | -1.37%            |  |  |  | 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      | $788.37       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: SEK 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2753749.00  | -0.80%            |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Vopak Nv                                       | Koninklijke Vopak NV                                                            | CUSIP: 580942902<br>LEI: 724500UL634GFV1KYF10 | Short            | EC               | CORP              | NL        |     -6454 | NS      | $-266427.74   | -0.08%            |  |  |  | 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      | $183.01       | 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        |      1680 | NS      | $5997.60      | 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      | $6409.28      | 0.00%             | 2036-04-28      | Variable      | 3.12%                 | 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      | $144.10       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Credicorp Ltd                                              | Credicorp, Ltd.                                                                 | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Short            | EC               | CORP              | BM        |      -961 | NS      | $-194304.59   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Four Leaf Acquisition Corp                                 | Four Leaf Acquisition Corp.                                                     | CUSIP: 35088F115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3750 | NC      | $161.81       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fabrinet                                                   | Fabrinet                                                                        | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               | CORP              | KY        |       -51 | NS      | $-10458.06    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Smithson Investment Trust PLC TRS                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $139629.88    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Jd.com Inc                                                 | JD.com, Inc.                                                                    | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |     -3742 | NS      | $-122064.04   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Appian Corp                                                | Appian Corp.                                                                    | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Short            | EC               | CORP              | US        |      -264 | NS      | $-8197.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alternus Clean Energy Inc                                  | Alternus Clean Energy, Inc.                                                     | CUSIP: 184493112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49587 | NC      | $1983.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                                | Workday, Inc.                                                                   | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |      -817 | NS      | $-200165.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Phi Ln Trs:0666747                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $65242.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Critical Metals Corp                                       | Critical Metals Corp.                                                           | CUSIP: G2662B111<br>LEI: 984500158752F66VAE27 | N/A              | DE               | CORP              | US        |     43590 | NC      | $10025.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Titan Acquisition Sponsor Holdco, LLC Class B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    117383 | NS      | $117383.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Sl Im Trs: Bkkclz7                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-44054.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Ag                                           | UBS AG/London                                                                   | CUSIP: 22546VH58<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     10000 | PA      | $7337.99      | 0.00%             | 2030-07-31      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc                                             | Salesforce, Inc.                                                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Short            | EC               | CORP              | US        |      -239 | NS      | $-64221.69    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                  | Taiwan Semiconductor Manufacturing Co., Ltd.                                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Short            | EC               | CORP              | TW        |    -11855 | NS      | $-1976109.95  | -0.57%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertical Aerospace Ltd                                     | Vertical Aerospace, Ltd.                                                        | CUSIP: G9471C206<br>LEI: 9845002F3CF4E56DA491 | Long             | EC               | CORP              | KY        |    968942 | NS      | $3585085.40   | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Pfizer, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $143721.39    | 0.04%             |  |  |  | No            | 2                  | 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      | $7926.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $37694683.00  | 10.95%            |  |  |  | No            | 2                  | On Loan: No      |
| Kairous Acquisition Corp Ltd                               | Kairous Acquisition Corp. ltd                                                   | CUSIP: G52131136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13555 | NC      | $3028.86      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northview Acquisition Corp                                 | NorthView Acquisition Corp.                                                     | CUSIP: 66718N129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     38482 | NC      | $4540.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Abrdn Healthcare Investors                                 | abrdn Healthcare Investors                                                      | CUSIP: 87911J103<br>LEI: 549300SNASESIFOS6V75 | Long             | EC               | RF                | US        |       837 | NS      | $13592.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                              | International Business Machines                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $17.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tag Immobilien Ag                                          | TAG Immobilien AG                                                               | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Short            | EC               | CORP              | DE        |    -18785 | NS      | $-300907.30   | -0.09%            |  |  |  | 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      | $49688.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: EUR 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-38540327.00 | -11.20%           |  |  |  | No            | 2                  | On Loan: No      |
| Fold Holdings Inc                                          | Fold Holdings, Inc.                                                             | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18876 | NC      | $11514.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Smt Ln Trs:bldyk61                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $4057985.75   | 1.18%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Big Ln Trs:bn2tr93                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-612.63      | -0.00%            |  |  |  | No            | 2                  | 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      |
| J.P. Morgan Chase & Co.                                    | Blackrock Throgmorton Trust PLC TRS                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $688910.54    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Soulpower Acquisition Sponsor LLC Class B                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     19556 | NS      | $195560.00    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Bdev Ln Trs:0081180                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-6095.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pengana International Equities Ltd                         | Pengana International Equities, Ltd.                                            | CUSIP: Q7377W101<br>LEI: 549300CHRVZUD361YS09 | Long             | EC               | CORP              | AU        |   4101590 | NS      | $3034497.71   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Soi Fp Trs:bz6t5c2                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-9891.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFQ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $111152.13    | 0.03%             | 2035-01-30      | Variable      | 1.77%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Next Generation Connectivity Fund Inc     | Neuberger Berman Next Generation Connectivity Fund, Inc.                        | CUSIP: 64133Q108<br>LEI: 549300GRTFKXVB9LQE61 | Long             | EC               | RF                | US        |    165408 | NS      | $2017977.60   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Arr Ln Trs:0063326                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $3729.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                             | Amazon.com, Inc.                                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | EC               | CORP              | US        |     -5996 | NS      | $-1105782.32  | -0.32%            |  |  |  | No            | 1                  | On Loan: No      |
| Ross Acquisition Corp Ii                                   | Ross Acquisition Corp. II                                                       | CUSIP: G7641C114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28225 | NC      | $2545.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Valuence Merger Corp I                                     | Valuence Merger Corp. I                                                         | CUSIP: G9R16L118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60778 | NC      | $3832.05      | 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              | GB        |         1 | NC      | $-140409.14   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Blackrock New York Municipal Income Trust                  | BlackRock New York Municipal Income Trust                                       | CUSIP: 09248L106<br>LEI: PJKTUMDJPIZ89SB71052 | Long             | EC               | RF                | US        |      1657 | NS      | $16437.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Interpump Group Spa                                        | Interpump Group SpA                                                             | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Short            | EC               | CORP              | IT        |      -248 | NS      | $-8450.87     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1866225.00  | -0.54%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Pcft Ln Trs:b9xqt11                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $242865.28    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Baker Steel Resources Trust, Ltd. TRS                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $242550.24    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Pdd Holdings Inc                                           | PDD Holdings, Inc.                                                              | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Short            | EC               | CORP              | KY        |     -1036 | NS      | $-109370.52   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $17669156.00  | 5.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Doordash Inc                                               | DoorDash, Inc.                                                                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |     -2092 | NS      | $-403525.88   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                                 | Watsco, Inc.                                                                    | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |      -110 | NS      | $-50582.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Climaterock                                                | ClimateRock                                                                     | CUSIP: G2311X134<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23557 | NC      | $3475.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Bbh Ln Trs:bzcnll9                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $440082.77    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                     | US 5Yr Note Future                                                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -82 | NC      | $-8954015.67  | -2.60%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: EUR 07/02/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-682410.00   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| Centerpoint Energy Inc                                     | CenterPoint Energy, Inc.                                                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |     -1383 | NS      | $-53632.74    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Recv Fncl 6 6/24 Tba Cfd                                                        | CUSIP: TRF060667<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $249633.82    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Doximity Inc                                               | Doximity, Inc.                                                                  | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4288 | NS      | $-243901.44   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QEH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $287374.42    | 0.08%             | 2034-06-30      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Vast Renewables Ltd                                        | Vast Renewables, Ltd.                                                           | CUSIP: Q9379E113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     87846 | NC      | $3013.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTERNATIVE CAPITAL INVETMTS FUND III LP 2                 | ALTERNATIVE CAPITAL INVETMTS FUND III LP 2                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     14405 | NS      | $14404999.50  | 4.19%             |  |  |  | No            | N/A                | 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      | $-209911.19   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| XTEND                                                      | XTEND Preferred B-2 Shares                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IL        |    775774 | NS      | $663628.11    | 0.19%             |  |  |  | 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      | $-312.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pioneer Municipal High Income Advantage Fund Inc           | Pioneer Municipal High Income Advantage Fund, Inc.                              | CUSIP: 723762100<br>LEI: UE8ZNXHQH48NNA19I459 | Long             | EC               | RF                | US        |       961 | NS      | $7841.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Netease Inc                                                | NetEase, Inc.                                                                   | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Short            | EC               | CORP              | KY        |     -2396 | NS      | $-256515.76   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QEP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    161000 | PA      | $103263.15    | 0.03%             | 2034-08-29      | Variable      | 1.84%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Holdings Inc                              | Dun & Bradstreet Holdings, Inc.                                                 | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Short            | EC               | CORP              | US        |   -346804 | NS      | $-3110831.88  | -0.90%            |  |  |  | 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      | $1363.32      | 0.00%             |  |  |  | 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      | $71973.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Asset Acquisition Corp                             | Digital Asset Acquisition Corp.                                                 | CUSIP: G2868C129<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     72225 | NS      | $739222.88    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Srt3 Gr Trs:5843329                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         1 | NC      | $-35503.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Asml Holding Nv                                            | ASML Holding NV                                                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |      -543 | NS      | $-358317.38   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Ellsworth Growth And Income Fund Ltd                       | Ellsworth Growth and Income Fund, Ltd.                                          | CUSIP: 289074106<br>LEI: 549300GYFOXHCDQTI772 | Long             | EC               | RF                | US        |     85672 | NS      | $774474.88    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Futuretech Ii Acquisition Corp                             | FutureTech II Acquisition Corp.                                                 | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48383 | NC      | $1441.81      | 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              | GB        |         1 | NC      | $-111599.26   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Dscv Ln Trs:0005588                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-3891.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -91307000 | PA      | $-94606177.57 | -27.49%           | 2035-02-15      | Fixed         | 4.62%                 | No            | 1                  | On Loan: No      |
| N/A                                                        | MS.TB BROKER SWEEP                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   8181140 | NS      | $8181140.00   | 2.38%             |  |  |  | No            | 1                  | 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      | $-97050.03    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Sk Fp Trs:4792132                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-52839.26    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Iren Ltd                                                   | IREN, Ltd.                                                                      | CUSIP: Q4982L109<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |    154744 | NS      | $945485.84    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoomcar Holdings Inc                                       | Zoomcar Holdings, Inc.                                                          | CUSIP: 45784G119<br>LEI: 549300U6QXNGB66F1K14 | N/A              | DE               | CORP              | US        |     71433 | NC      | $800.05       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Municipal High Income Fund Trust                   | Pioneer Municipal High Income Fund Trust                                        | CUSIP: 723763108<br>LEI: 1SKUXW31ZFWF61CETQ82 | Long             | EC               | RF                | US        |    108304 | NS      | $987732.48    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Star Holdings                                              | Star Holdings                                                                   | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |    188549 | NS      | $1270820.26   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Four Ln Trs:0664097                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-309251.56   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QED2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    276000 | PA      | $180499.03    | 0.05%             | 2034-03-31      | Variable      | 1.33%                 | No            | 2                  | On Loan: No      |
| Mastercard Inc                                             | Mastercard, Inc.                                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |     -1615 | NS      | $-885116.90   | -0.26%            |  |  |  | No            | 1                  | On Loan: No      |
| Cts Eventim Ag & Co Kgaa                                   | CTS Eventim AG & Co. KGaA                                                       | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Short            | EC               | CORP              | DE        |     -4089 | NS      | $-482677.38   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Adyen Nv                                                   | Adyen NV                                                                        | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Short            | EC               | CORP              | NL        |       -54 | NS      | $-86732.30    | -0.03%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Leddartech Holdings Inc                                    | LeddarTech Holdings, Inc.                                                       | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21521 | NC      | $860.84       | 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      | $811.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Infineon Technologies Ag                                   | Infineon Technologies AG                                                        | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Short            | EC               | CORP              | DE        |      -999 | NS      | $-32819.78    | -0.01%            |  |  |  | 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      | $-28560.10    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                             | Merck & Co., Inc.                                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |      -964 | NS      | $-82132.80    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| The Options Clearing Corporation                           | Russell 2000 Index/Old-RUT US 05/16/25 C2300                                    | CUSIP: 47399NMZ9<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        24 | NC      | $1020.00      | 0.00%             |  |  |  | No            | 1                  | 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      | $-487338.48   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | NewHold Investment Corp III Sponsor Shs Class A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     87582 | NS      | $326.42       | 0.00%             |  |  |  | No            | 3                  | 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      | $1320835.60   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Forward Contracts: JPY 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-742206.00   | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| Universal Music Group Nv                                   | Universal Music Group NV                                                        | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Short            | EC               | CORP              | NL        |    -25914 | NS      | $-758869.53   | -0.22%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $20080.74     | 0.01%             | 2034-10-08      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Gtt Fp Trs: Bjyrdp5                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |         1 | NC      | $-155410.15   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Vance New York Municipal Bond Fund                   | Eaton Vance New York Municipal Bond Fund                                        | CUSIP: 27827Y109<br>LEI: 5493003LD9U89XVQ7W91 | Long             | EC               | RF                | US        |    144910 | NS      | $1356357.60   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercadolibre Inc                                           | MercadoLibre, Inc.                                                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Short            | EC               | CORP              | US        |      -196 | NS      | $-456846.60   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/the                                         | Home Depot, Inc.                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -551 | NS      | $-198629.99   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Midstream Partners Lp                              | Western Midstream Partners LP                                                   | CUSIP: 958669103<br>LEI: L6D8A6MLSY454J2JXJ60 | Short            | EC               | CORP              | US        |    -13942 | NS      | $-524219.20   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| BEEHERO LTD                                                | BEEHERO LTD                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       322 | NS      | $325727.55    | 0.09%             |  |  |  | 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      | $-20221.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Aerovironment Inc                                          | AeroVironment, Inc.                                                             | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |     -1735 | NS      | $-262887.20   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                               | Enbridge, Inc.                                                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |     -8338 | NS      | $-389925.18   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | NewHold Investment Corp III Warrants                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      5474 | NC      | $0.01         | 0.00%             |  |  |  | No            | 3                  | 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      | $-46498.00    | -0.01%            |  |  |  | No            | 2                  | 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      |
| The Options Clearing Corporation                           | Russell 2000 Index/Old-RUT US 05/16/25 C2350                                    | CUSIP: 47399NRS0<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        21 | NC      | $5040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chain Bridge I                                             | Chain Bridge I                                                                  | CUSIP: G2061X110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     33367 | NC      | $191.86       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| China Evergrande Group                                     | China Evergrande Group                                                          | CUSIP: G2119WAC0<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |  13321000 | PA      | $266420.00    | 0.08%             | 2024-03-29      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Pagseguro Digital Ltd                                      | Pagseguro Digital, Ltd.                                                         | CUSIP: G68707101<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |    277770 | NS      | $2786033.10   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Bitfufu Inc                                                | BitFuFu, Inc.                                                                   | CUSIP: G1152A120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29947 | NC      | $8085.69      | 0.00%             |  |  |  | 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      | $10270.40     | 0.00%             |  |  |  | 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      | $4121.93      | 0.00%             |  |  |  | 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      | $-5933.31     | -0.00%            |  |  |  | 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      | $148994.97    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nvni Group Ltd                                             | Nvni Group, Ltd.                                                                | CUSIP: G50716110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15665 | NC      | $961.83       | 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      | $-25298.46    | -0.01%            |  |  |  | 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      | $1325854.47   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Servicenow Inc                                             | ServiceNow, Inc.                                                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |        -9 | NS      | $-8595.09     | -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      | $78.97        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynamix Corp                                               | Dynamix Corp.                                                                   | CUSIP: G2949D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3330 | NC      | $1032.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Elis Fp Trs:bvss790                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $-321329.15   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | Critical Metals Corp. Warrants                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     50528 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays                                                   | AT&T, Inc. CDS USD SR 2Y 06/25                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $4997.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nyli Cbre Global Infrastructure Megatrends Term Fund       | NYLI CBRE Global Infrastructure Megatrends Term Fund                            | CUSIP: 56064Q107<br>LEI: 549300TWA0SUTWA4FE65 | Long             | EC               | RF                | US        |     74080 | NS      | $988968.00    | 0.29%             |  |  |  | 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      | $527.48       | 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      | $476851.20    | 0.14%             |  |  |  | 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      | $-158879.40   | -0.05%            |  |  |  | No            | 2                  | 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      |
| Staar Surgical Co                                          | STAAR Surgical Co.                                                              | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Short            | EC               | CORP              | US        |     -7346 | NS      | $-134137.96   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Mplx Lp                                                    | MPLX LP                                                                         | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Short            | EC               | CORP              | US        |    -17554 | NS      | $-894025.22   | -0.26%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Monks Investment Trust PLC TRS                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $72099.42     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Byit Ln Trs:bmh18q1                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $-77067.57    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Labl Inc                                                   | LABL, Inc.                                                                      | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   3401059 | PA      | $2945826.94   | 0.86%             | 2028-10-30      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Aspire Biopharma Holdings Inc                              | Aspire Biopharma Holdings, Inc.                                                 | CUSIP: 738920115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     70545 | NC      | $3950.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Granite Ridge Resources Inc                                | Granite Ridge Resources, Inc.                                                   | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     33264 | NS      | $159999.84    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman Municipal Fund Inc                        | Neuberger Berman Municipal Fund, Inc.                                           | CUSIP: 64124P101<br>LEI: 549300IIZWX8QVUHXO20 | Long             | EC               | RF                | US        |       919 | NS      | $9309.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                                 | Alight, Inc.                                                                    | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Short            | EC               | CORP              | US        |   -206016 | NS      | $-1052741.76  | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs                                              | Pfizer, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $179568.35    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Illumina Inc                                               | Illumina, Inc.                                                                  | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |      -121 | NS      | $-9389.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: EUR 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2040370.00   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Recv Fncl 6/24 Tba Cfd                                                          | CUSIP: TRF052664<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $987103.05    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Moderna Inc                                                | Moderna, Inc.                                                                   | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |      -835 | NS      | $-23830.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Mct Ln Trs:b15pv03                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $64579.67     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Csc Holdings Llc                                           | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    559000 | PA      | $375927.50    | 0.11%             | 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      | $46327863.00  | 13.46%            |  |  |  | No            | N/A                | On Loan: No      |
| Community Health Systems Inc                               | Community Health Systems, Inc.                                                  | CUSIP: 203668108<br>LEI: 549300BQWM4WENQ3YW73 | Long             | EC               | CORP              | US        |    146896 | NS      | $401026.08    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | Forward Contracts: GBP 05/12/2025                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1066170.00   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                      | Uber Technologies, Inc.                                                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |       -78 | NS      | $-6318.78     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                                  | Constellation Energy Corp.                                                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |       -15 | NS      | $-3351.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                  | CUSIP: 61760QFZ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17187.33     | 0.00%             | 2030-04-30      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Abrdn Japan Equity Fund Inc                                | abrdn Japan Equity Fund, Inc.                                                   | CUSIP: 00306J109<br>LEI: 549300TENE1BGI09O157 | Long             | EC               | RF                | US        |     46838 | NS      | $314751.36    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackrock Capital Allocation Term Trust                    | BlackRock Capital Allocation Term Trust                                         | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             | EC               | RF                | US        |     29355 | NS      | $424179.75    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Recv Bff Im Trs: Bd0tsx6                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         1 | NC      | $-170774.77   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase & Co.                                    | Edinburgh Worldwide Investment Trust PLC                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $13449938.40  | 3.91%             |  |  |  | No            | 2                  | On Loan: No      |
| Wolfspeed Inc                                              | Wolfspeed, Inc.                                                                 | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $755443.92    | 0.22%             | 2028-02-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Troy Statczar

**Name of Signer:** Troy Statczar

**Title:** Principal Financial Officer