# EDGAR Filing Document

**Accession Number:** 0001281790
**File Stem:** 0001162044-23-000252
**Filing Date:** 2023-2
**Character Count:** 103190
**Document Hash:** b787faca9073d501e832054882e73f9f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001162044-23-000252.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001162044-23-000252

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANK FUNDS
- **CENTRAL INDEX KEY:** 0001281790
- **IRS NUMBER:** 200766084
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21532
- **FILM NUMBER:** 23664605

**BUSINESS ADDRESS:**
- **STREET 1:** 781 CRANDON BOULEVARD
- **STREET 2:** UNIT 202
- **CITY:** KEY BISCAYNE
- **STATE:** FL
- **ZIP:** 33149
- **BUSINESS PHONE:** 9738877698

**MAIL ADDRESS:**
- **STREET 1:** 781 CRANDON BOULEVARD
- **STREET 2:** UNIT 202
- **CITY:** KEY BISCAYNE
- **STATE:** FL
- **ZIP:** 33149

## Series and Classes Contracts Data

### Camelot Event Driven Fund (Series ID: S000061828)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000200195 | Class A Shares             |  |
| C000200196 | Institutional Class Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** FRANK FUNDS

- **b. Investment Company Act file number:** 811-21532

- **c. CIK number of Registrant:** 0001281790

- **d. LEI of Registrant:** 549300LBDAM02QHSWS48

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

  - **Street Address 1:** 781 Crandon Blvd.

  - **City:** Key Biscayne

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33149

  - **Telephone number:** 973-887-7698

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

- **a. Name of Series:** Camelot Event Driven Fund

- **b. EDGAR series identifier (if any):** S000061828

- **c. LEI of Series:** 549300LPHVKPIMYLGN33

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $69635380.38

**Total Liabilities:** $450869.45

**Net Assets:** $69184510.93

**Cash Not Reported:** $3511540.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200195 | 4.53%                | 4.80%                | -2.11%               |
| Class ID C000200196 | 4.54%                | 4.85%                | -2.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1604518.98             | $5171147.01                                |
| Month 2  | $383264.99               | $1810383.24                                |
| Month 3  | $-747503.86              | $-1374463.60                               |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** 500 Tr

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 51Job, Inc.                                          | 51job, Inc. ADR                                                                                                         | CUSIP: 316827104<br>LEI: 52990088ZF32Q8YHCJ53 | Long             | EC               | CORP              | KY        |     15400 | NS      | $71148.00     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| A SPAC II Acquisition Corp.                          | A SPAC II Acquisition Corp. (Hong Kong)                                                                                 | CUSIP: G0543H125<br>LEI: N/A                  | Long             | EC               | CORP              | VI        |     15000 | NS      | $152850.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Mortgage Loan Trust                              | AFC Home Equity Loan Trust Series 2000-02 Class 1A, 5.17871%, (1 Month LIBOR USD + 0.79%) 06/25/2030                    | CUSIP: 00105HEJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3640 | PA      | $3077.80      | 0.00%             | 2030-06-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| AIB Acquisition Corp.                                | AIB Acquisition Corp. Class A                                                                                           | CUSIP: G0R45S109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5000 | NS      | $51000.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Acquisition Corp.                                | AIB Acquisition Corp. Class A Rts 10/31/28                                                                              | CUSIP: G0R45S117<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      5000 | NS      | $580.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agile Growth Corp                                    | Agile Growth Corp. Class A                                                                                              | CUSIP: G01202103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3700 | NS      | $37333.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agile Growth Corp.                                   | Agile Growth Corp. Class A Warrant 12/31/2027                                                                           | CUSIP: G01202111<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      1233 | NS      | $12.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Limited                           | Agnico Eagle Mines Ltd. (Canada)                                                                                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     22000 | NS      | $1143780.00   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Agnico Eagle Mines Ltd., June 16, 2023, Call @ $35.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       220 | NC      | $393800.00    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Agnico Eagle Mines Ltd., June 16, 2023, Call @ $55.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -440 | NC      | $-206800.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Ahren Acquisition Corp.                              | Ahren Acquisition Corp. Class A (Cayman Islands)                                                                        | CUSIP: G01322109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4400 | NS      | $45034.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahren Acquisition Corp.                              | Ahren Acquisition Corp. Class A Warrants 06/17/2028                                                                     | CUSIP: G01322125<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      2200 | NS      | $176.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Alibaba Group Holdings Ltd., January 19, 2024, Call @ $70.00                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       140 | NC      | $421820.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Alibaba Group Holdings Ltd., June 16, 2023, Call @ $25.00                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $319250.00    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkermes PLC                                         | Alkermes PLC (Ireland)                                                                                                  | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     90000 | NS      | $2351700.00   | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Alkermes PLC, February 17, 2023, Call @ $23.00                                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -500 | NC      | $-197500.00   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Alkermes PLC, May 19, 2023, Call @ $24.00                                                                               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -400 | NC      | $-180000.00   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Apogee 21 Holdings, Inc.                             | Apogee 21 Holdings, Inc.                                                                                                | CUSIP: 03769Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arctos NorthStar Acquisition Corp.                   | Arctos NorthStar Acquisition Corp. Class A Warrant 12/31/2028                                                           | CUSIP: G0477L126<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      1300 | NS      | $54.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astaldi Societa Per Azioni                           | Astaldi SpA SPF (Italy)                                                                                                 | CUSIP: GSITC0445<br>LEI: 81560001F41A81948348 | Long             | EC               | CORP              | IT        |   1022580 | NS      | $50617.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurora Technology Acquisition Corp.                  | Aurora Technology Acquisition Corp. Class A                                                                             | CUSIP: G06984119<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30000 | NS      | $306900.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Technology Acquisition Corp.                  | Aurora Technology Acquisition Corp. Class A Rights 6/27/2028                                                            | CUSIP: G06984135<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |     30000 | NS      | $3900.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Technology Acquisition Corp.                  | Aurora Technology Acquisition Corp. Class A Warrants 02/27/2028                                                         | CUSIP: G06984127<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |     30000 | NS      | $663.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                               | BP PLC ADR                                                                                                              | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     20000 | NS      | $698600.00    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BP PLC, January 20, 2023, Call @ $30.00                                                                                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-99000.00    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| BYTE Acquisition Corp.                               | BYTE Acquisition Corp. Class A                                                                                          | CUSIP: G1R25Q105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13000 | NS      | $131040.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BYTE Acquisition Corp.                               | BYTE Acquisition Corp. Warrant 12/31/2028                                                                               | CUSIP: G1R25Q113<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      6500 | NS      | $520.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bab, Inc.                                            | Bab, Inc.                                                                                                               | CUSIP: 055183107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    479411 | NS      | $373988.52    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Barrick Gold Corp., January 19, 2024, Call @ $15.00                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       700 | NC      | $273000.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp.                                   | Barrick Gold Corp. (Canada)                                                                                             | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     15000 | NS      | $257700.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch & Lomb, Corp.                                 | Bausch & Lomb Corp. (Canada)                                                                                            | CUSIP: 071705107<br>LEI: 549300JPRACCHT4C0232 | Long             | EC               | CORP              | CA        |      2300 | NS      | $35673.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                            | Baxter International, Inc.                                                                                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     13000 | NS      | $662610.00    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue World Acquisition Corp.                         | Blue World Acquisition Corp. Class A                                                                                    | CUSIP: G1263E102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10000 | NS      | $102000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue World Acquisition Corp.                         | Blue World Acquisition Corp. Class A Rights 8/29/2029                                                                   | CUSIP: G1263E110<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |     10000 | NS      | $800.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue World Acquisition Corp.                         | Blue World Acquisition Corp. Warrants 01/10/2029                                                                        | CUSIP: G1263E136<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      5000 | NS      | $100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management, Inc.                    | Brookfield Asset Management, Inc. Class A (Canada)                                                                      | CUSIP: 113004105<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |       251 | NS      | $7196.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management, Inc.                    | Brookfield Corp. (Canada)                                                                                               | CUSIP: 11271J107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1004 | NS      | $31585.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property Preferred LP                     | Brookfield Property Partners LP, 6.25%, 7/26/2081 (Bermuda)                                                             | CUSIP: G1624R107<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       722 | NS      | $10230.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CA Immobilien Anlagen AG                             | CA Immobilien Anlagen AG (Austria)                                                                                      | CUSIP: 003772624<br>LEI: 5299003ICAPV07J0R180 | Long             | EC               | CORP              | AT        |     16500 | NS      | $500612.81    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                        | Chevron Corp.                                                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $717960.00    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                  | Citigroup Mortgage Loan Trust, Inc. Series 2005-OPT1 Class M3, 3.49%, (1 Month LIBOR USD + 0.705%), 2/25/2035           | CUSIP: 17307GNT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87855 | PA      | $84897.17     | 0.12%             | 2035-02-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc.                                                                                    | CUSIP: 18453H106<br>LEI: 54930076J6KDZL504O62 | Long             | EC               | CORP              | US        |     11249 | NS      | $11811.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc. Rights                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |     11249 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Horizons Corp.                              | Computer Horizons Corp.                                                                                                 | CUSIP: 205908304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Conagra Brands, Inc., March 17, 2023, Put @ $45.00                                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $130000.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Conwert Immobilien Invest SE                         | Conwert Immobilien Invest SE (Austria)                                                                                  | CUSIP: N/A<br>LEI: 529900VN62L73X20JX85       | Long             | EC               | CORP              | AT        |     45000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corazon Capital V838 Monoceros Corp                  | Corazon Capital V838 Monceros Corp. Class A                                                                             | CUSIP: G24237102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14300 | NS      | $144144.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corazon Capital V838 Monoceros Corp                  | Corazon Capital V838 Monceros Corp. Class A, Warrant 12/31/2028                                                         | CUSIP: G24237128<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      4766 | NS      | $95.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CWALT, Inc., Alternative Loan Series 07-0A7 Class A3 | Countrywide Alternative Loan Series 07-0A7 Class A3, 0.5017%, (1 Month LIBOR USD + 0.30%) 5/25/2047                     | CUSIP: 126680AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2047-05-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CWALT, Inc., Alternative Loan Series 07-0A7 Class A3 | Countrywide Asset-Backed Certificates Series 2007-11 Class 2M2, 3.47%, (1 Month LIBOR USD + 0.320%) 9/25/2037           | CUSIP: 23247LAH1<br>LEI: 549300H6I2066O1LC673 | Long             | DBT              | CORP              | US        |    298048 | PA      | $10890.21     | 0.02%             | 2047-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp.                     | Crown Castle International Corp.                                                                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     20500 | NS      | $2780620.00   | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Crown Castle International, Inc., April 21, 2023, Call @ $140.00                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -205 | NC      | $-143500.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| DHC Acquisition Corp.                                | DHC Acquisition Corp. Class A Warrant 12/31/2027                                                                        | CUSIP: G2758T117<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      2066 | NS      | $20.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digicel Group Holdings Ltd.                          | Digicel Group 0.5 Ltd. Private Placement Series 144A (Bermuda) 8.0%, 04/01/2025                                         | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     56915 | PA      | $15097.84     | 0.02%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                          | Digicel Group 0.5 Ltd. Private Placement Series 144A Conv. (Bermuda) 7.00% Perpetual                                    | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     89550 | PA      | $9962.44      | 0.01%             | 2050-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Disruptive Acquisition Corp. I                       | Disruptive Acquisition Corp. I Class A                                                                                  | CUSIP: G2770Y102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4800 | NS      | $48384.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Disruptive Acquisition Corp. I                       | Disruptive Acquisition Corp. I Warrant 03/06/2026                                                                       | CUSIP: G2770Y128<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      1600 | NS      | $19.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                | Dominion Energy, Inc.                                                                                                   | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     40000 | NS      | $2452800.00   | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Dominion Energy, Inc., January 19, 2024, Call @ $65.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-94000.00    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Dominion Energy, Inc., January 19, 2024, Put @ $60.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $111000.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Dominion Energy, Inc., July 21, 2023, Call @ $57.50                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-142000.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                    | Duke Energy Corp.                                                                                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     20000 | NS      | $2059800.00   | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Duke Energy Corp., January 20, 2023, Call @ $100.00                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-60000.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Duke Energy Corp., June 16, 2023, Call @ $90.00                                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-77000.00    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                           | Elanco Animal Health, Inc.                                                                                              | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     25000 | NS      | $305500.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Elanco Animal Health, Inc., January 19, 2024, Call @ $10.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       930 | NC      | $358050.00    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Elanco Animal Health, Inc., January 20, 2023, Call @ $27.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -370 | NC      | $-1850.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emisphere Technologies, Inc.                         | Emisphere Technologies, Inc.                                                                                            | CUSIP: 291345106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $234300.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Exide Technologies                                   | Exide Technologies                                                                                                      | CUSIP: 302051404<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |      5926 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exide Technologies                                   | Exide Technologies                                                                                                      | CUSIP: 302051305<br>LEI: 549300KITCGPNNNXQP63 | Long             | EC               | CORP              | US        |      1777 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exide Technologies                                   | Exide Technologies, 11.000%, 4/30/2022                                                                                  | CUSIP: 302051AY3<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |    546810 | PA      | $0.00         | 0.00%             | 2023-04-27      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FTAC Hera Acquisition Corp.                          | FTAC Hera Acquisition Corp. Class A                                                                                     | CUSIP: G3728Y103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6400 | NS      | $64704.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Hera Acquisition Corp.                          | FTAC Hera Acquisition Corp. Class A Warrant 12/31/2027                                                                  | CUSIP: G3728Y111<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      1600 | NS      | $44.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series B, 0.00%, (3 Month LIBOR USD + 0.1377%) Perpetual                               | CUSIP: 313400608<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     19000 | NS      | $46740.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series F, 5.00%, Perpetual                                                             | CUSIP: 313400863<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |      4500 | NS      | $11250.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series M, 0.00%, (2 Year CMT + 0.10%) Perpetual                                        | CUSIP: 313400780<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     10600 | NS      | $25016.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series Q, 0.00%, (2 Year CMT + 0.20%) Perpetual                                        | CUSIP: 313400756<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     42879 | NS      | $96048.96     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series S, 0.00%, (3 Month LIBOR USD + 0.50%) Perpetual                                 | CUSIP: 313400715<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     25000 | NS      | $66250.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                      | Federal Home Loan Mortgage Corp. Series H, 5.10%, Perpetual                                                             | CUSIP: 313400855<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     55000 | NS      | $143550.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Association Fannie Mae                                                                        | CUSIP: 313586109<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EC               | CORP              | US        |    100000 | NS      | $35340.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series H 5.81%, Perpetual                                                               | CUSIP: 313586885<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |      5500 | NS      | $16318.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series I 5.375%, Perpetual                                                              | CUSIP: 313586877<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |       700 | NS      | $1680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series M, 4.75%, Perpetual                                                              | CUSIP: 313586836<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |      4440 | NS      | $11588.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series N, 5.50%, Perpetual                                                              | CUSIP: 313586828<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |       360 | NS      | $943.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                | Federal National Mortgage Corp. Series T 8.25%, Perpetual                                                               | CUSIP: 313586737<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |     20000 | NS      | $36800.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                         | Fiserv, Inc.                                                                                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     23000 | NS      | $2324610.00   | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Fiserv, Inc., June 16, 2023, Call @ $100.00                                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-99000.00    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Fiserv, Inc., January 19, 2024, Call @ $105.00                                                                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -130 | NC      | $-165100.00   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Fiserv, Inc., January 19, 2024, Put @ $95.00                                                                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       130 | NC      | $98800.00     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Flyht Aerospace Solutions, Inc.                      | Flyht Aerospace Solutions, Inc.(Canada)                                                                                 | CUSIP: 30252U303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101663 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association             | GNR Government National Mortgage Series 2019-108 Class NI, 10.65%, 08/20/2049                                           | CUSIP: 38381XZK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGA              | US        |     80918 | PA      | $2492.44      | 0.00%             | 2049-08-20      | Fixed         | 10.65%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust                                  | Goldman Sachs Tr Financial Square Government Fund - Institutional Class 4.10%                                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4883318 | NS      | $4883317.86   | 7.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                              | GSK PLC ADR                                                                                                             | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     15000 | NS      | $527100.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | GSK PLC, January 19, 2024, Call @ $30.00                                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       150 | NC      | $106500.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | GSK PLC, January 19, 2024, Call @ $42.00                                                                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -300 | NC      | $-48000.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corp.                         | GSR Mortgage Loan Trust Series 2005-5F Class B2, 5.75992%, 06/25/2035                                                   | CUSIP: 36242D7Y3<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | DBT              | CORP              | US        |    117969 | PA      | $3912.77      | 0.01%             | 2035-06-25      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Gates Industrial Corp. PLC                           | Gates Industrial Corp. PLC                                                                                              | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |      3200 | NS      | $36512.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                                    | Gen Digital, Inc.                                                                                                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     30000 | NS      | $642900.00    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Gold Fields Ltd., January 20, 2023, Call @ $10.00                                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -500 | NC      | $-31500.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd.                                     | Gold Fields Ltd. ADR                                                                                                    | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     50000 | NS      | $517500.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldenbridge Acquisition Ltd.                        | Goldenbridge Acquisition Ltd. Warrant 10/28/2025                                                                        | CUSIP: G3970D120<br>LEI: N/A                  | Long             | DE               | CORP              | VI        |       300 | NS      | $22.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guoco Group Ltd.                                     | Guoco Group Ltd. (Bermuda)                                                                                              | CUSIP: N/A<br>LEI: 3OIHUMDMI0Z4XVPQ8V78       | Long             | EC               | CORP              | BM        |     10000 | NS      | $85139.95     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tim Hellas Telecommunications SA                     | Hellas Telecommunication Luxembourg II SCA Series 144a (United Kingdom), 6.054%, (3 Month LIBOR USD + 5.75% ) 1/15/2015 | CUSIP: 88706QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $6250.00      | 0.01%             | 2039-01-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Hollsys Automation Technologies Ltd.                 | Hollysys Automation Technologies, Ltd. (China)                                                                          | CUSIP: G45667105<br>LEI: 2549008FKCB1PSUOZ583 | Long             | EC               | CORP              | VI        |     20000 | NS      | $328600.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Iac/Interactivecorp.                                 | IAC/InterActiveCorp Class A                                                                                             | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      7000 | NS      | $310800.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp.                          | Independence Holdings Corp. Class A                                                                                     | CUSIP: G4761A101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3000 | NS      | $30240.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp.                          | Independence Holdings Corp. Class A Warrant 03/31/2028                                                                  | CUSIP: G4761A127<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       600 | NS      | $3.66         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Capital Group                               | Infinity Capital Group, 7.00%, 12/31/2049                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25000 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intelsat SA                                          | Intelsat CVR Class A (Luxembourg)                                                                                       | CUSIP: L5137X109<br>LEI: N/A                  | Long             | DE               | CORP              | LU        |       489 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat SA                                          | Intelsat CVR Class B (Luxembourg)                                                                                       | CUSIP: L5137X117<br>LEI: N/A                  | Long             | DE               | CORP              | LU        |       489 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat SA                                          | Intelsat Emergence SA (Luxembourg)                                                                                      | CUSIP: L5217E120<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      4675 | NS      | $168627.25    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Intelsat SA                                          | Intelsat Emergence SA Warrant 02/17/2027                                                                                | CUSIP: L5217E112<br>LEI: N/A                  | Long             | DE               | CORP              | LU        |         6 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.              | International Flavors & Fragrances, Inc.                                                                                | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      7000 | NS      | $733880.00    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | International Flavors & Fragrances, Inc. May 19, 2023, Call @ $105.00                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -70 | NC      | $-58450.00    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Investcorp Europe Acquisition Corp I                 | Investcorp Europe Acquisition Corp. I Class A (Cayman Islands)                                                          | CUSIP: G4923T105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7000 | NS      | $72100.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition Corp. I                | Investcorp Europe Acquisition Corp. I Class A Warrants 11/23/2028                                                       | CUSIP: G4923T113<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      3500 | NS      | $157.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inyx, Inc.                                           | Inyx, Inc.                                                                                                              | CUSIP: 461868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167850 | NS      | $16.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | JD.com, January 19, 2024, Call @ $37.50                                                                                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       200 | NC      | $479500.00    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | JD.com, June 16, 2023, Call @ $22.50                                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       140 | NC      | $482300.00    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaguar Global Growth Corp. I                         | Jaguar Global Growth Corp. I Class A                                                                                    | CUSIP: G5S11A106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4000 | NS      | $40880.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaguar Global Growth Corp. I                         | Jaguar Global Growth Corp. I Class A Rights 08/15/2023                                                                  | CUSIP: G5S11A155<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      4000 | NS      | $240.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaguar Global Growth Corp. I                         | Jaguar Global Growth Corp. I Class A Warrants 02/11/2027                                                                | CUSIP: G5S11A130<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      2000 | NS      | $120.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                | JetBlue Airways Corp.                                                                                                   | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     60000 | NS      | $388800.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | JetBlue Airways Corp., March 17, 2023, Call @ $8.00                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -600 | NC      | $-9600.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries, Inc.                                 | KVH Industries, Inc.                                                                                                    | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189965 | NS      | $1941442.30   | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries, Inc.                                 | KVH Industries, Inc. Rights                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | KY        |    145009 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co. III                  | Khosla Ventures Acquisition Co. III Class A                                                                             | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $74662.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Three Corp.                       | Kismet Acquisition Three Corp. Class A                                                                                  | CUSIP: G5276C110<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1800 | NS      | $18090.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kismet Acquisition Three Corp.                       | Kismet Acquisition Three Corp. Class A Warrant 12/31/2027                                                               | CUSIP: G5276C102<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       600 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp                          | Kismet Acquisition Two Corp. Class A                                                                                    | CUSIP: G52807107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1900 | NS      | $19171.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp.                         | Kismet Acquisition Two Corp. Class A Warrant 12/31/2027                                                                 | CUSIP: G52807115<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       633 | NS      | $1.58         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                               | Kyndryl Holdings, Inc.                                                                                                  | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      1000 | NS      | $11120.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LDH Growth Corp. I                                   | LDH Growth Corp. I Class A                                                                                              | CUSIP: G54094100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3150 | NS      | $31720.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LDH Growth Corp. I                                   | LDH Growth Corp. I Class A Warrant 12/31/2028                                                                           | CUSIP: G54094126<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       630 | NS      | $13.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings           | Laboratory Corp. Of America Holdings                                                                                    | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     10000 | NS      | $2354800.00   | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Laboratory Corp. Of America Holdings, June 16, 2023, Call @ $220.00                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-301000.00   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Lakeshore Acquisition II Corp.                       | Lakeshore Acquisition II Corp. (China)                                                                                  | CUSIP: G5352N105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5000 | NS      | $50950.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition II Corp.                       | Lakeshore Acquisition II Corp. (China) Rights                                                                           | CUSIP: G5352N113<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      5000 | NS      | $850.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition II Corp.                       | Lakeshore Acquisition II Corp. (China) Warrants 11/18/2026                                                              | CUSIP: G5352N121<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      2500 | NS      | $125.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon, Republic of (Lebanese Republic)             | Lebanese Republic Series GMTN (Lebanon) 6.15%, 6/19/2020                                                                | CUSIP: N/A<br>LEI: 529900QPC4K951KHL354       | Long             | DBT              | CORP              | LB        |   1000000 | PA      | $60830.00     | 0.09%             | 2023-04-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTN, 8.75%, 2/14/2023                                                             | CUSIP: 525ESCIM3<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $500.00       | 0.00%             | 2043-02-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTN1, 0.00%, (1 Month CPI YOU + 2.25%) 2/17/2015                                  | CUSIP: 525ESC5G0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $385.00       | 0.00%             | 2039-07-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series LEHN, 5.50%, 02/27/2020                                                           | CUSIP: 525ESCBV0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $250.00       | 0.00%             | 2040-02-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTNG, 7.00%, 1/28/2020                                                            | CUSIP: 525ESCAI0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $250.00       | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTNG, 7.27%, (1 Month CPI YOY + 2.25%) 07/08/2014                                 | CUSIP: 525ESCAN9<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $325.00       | 0.00%             | 2039-02-17      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                       | Lehman Brothers Holdings, Inc. Series MTNH, 8.250%, 9/23/2020                                                           | CUSIP: 525ESC059<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $250.00       | 0.00%             | 2040-09-03      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Levere Holdings Corp.                                | Levere Holdings Corp. Class A (Cayman Islands)                                                                          | CUSIP: G5462L106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6200 | NS      | $62496.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Levere Holdings Corp.                                | Levere Holdings Corp. Class A Warrant 12/31/2028 (Cayman Islands)                                                       | CUSIP: G5462L122<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      2066 | NS      | $82.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.                                  | Liberty Media Corp-Liberty SiriusXM Series A                                                                            | CUSIP: 531229409<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |     61000 | NS      | $2397910.00   | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Liberty Sirius XM Group Series A, January 20, 2023, Call @ $40.00                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -300 | NC      | $-22500.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Medicus Sciences Acquisition Corp.                   | Medicus Sciences Acquistion Corp. Class A                                                                               | CUSIP: G5960S108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3000 | NS      | $30210.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medicus Sciences Acquisition Corp.                   | Medicus Sciences Acquistion Corp. Class A, 12/31/2027 Warrants                                                          | CUSIP: G5960S124<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       333 | NS      | $29.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                                | Mercury Systems, Inc.                                                                                                   | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     86769 | NS      | $3882045.06   | 5.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NII Holdings, Inc.                                   | NII Holdings, Inc.                                                                                                      | CUSIP: 62913F508<br>LEI: 5493008M1YG2GODK3P05 | Long             | EC               | CORP              | US        |     44529 | NS      | $22264.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nrg Energy, Inc.                                     | NRG Energy, Inc.                                                                                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     20000 | NS      | $636400.00    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | NRG Energy, Inc., January 19, 2024, Call @ $33.00                                                                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -200 | NC      | $-83400.00    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Neiman-Marcus Group Parent LLC                       | Neiman-Marcus Group Parent LLC                                                                                          | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       791 | NS      | $55370.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp. III                   | Northern Star Investment Corp. III Class A                                                                              | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $73365.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| North Star Investment Corp III                       | Northern Star Investment Corp. III Class A, 02/25/2028 Warrant                                                          | CUSIP: 66574L118<br>LEI: N/A                  | Long             | DE               | CORP              | US        |      1216 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| North Star Investment Corp IV                        | Northern Star Investment Corp. IV Class A, 12/31/2027 Warrant                                                           | CUSIP: 66575B119<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      1216 | NS      | $28.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceantech Acquisitions I Corp.                       | OceanTech Aquistions I Corp. Class A Warrants 05/10/2026                                                                | CUSIP: 675507115<br>LEI: N/A                  | Long             | DE               | CORP              | US        |     24700 | NS      | $963.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                                  | PNM Resources, Inc.                                                                                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     10000 | NS      | $487900.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | PPL Corp., January 20, 2023, Call @ $26.00                                                                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-50250.00    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                     | Paramount Global Class B                                                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     19562 | NS      | $330206.56    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.               | Pershing Square Tontine Holdings, Ltd. Class B                                                                          | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrocorp, Inc.                                      | Petrocorp., Inc.                                                                                                        | CUSIP: 71645N994<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                  | Post Holdings, Inc.                                                                                                     | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     10000 | NS      | $902600.00    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Post Holdings, Inc., October 20, 2023, Call @ $95.00                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -100 | NC      | $-81000.00    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Post Holdings, Inc., October 20, 2023, Put @ $90.00                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       100 | NC      | $77500.00     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corporation                                      | PPL Corp.                                                                                                               | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     15000 | NS      | $438300.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Procter & Gamble Co., March 17, 2023 Put @ $170.00                                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |        50 | NC      | $95875.00     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                          | Prosus N.V. ADR                                                                                                         | CUSIP: 74365P108<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     30000 | NS      | $411900.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Sales Tax                                | Puerto Rico Commonwealth Restructured Series A1, 4.00%, 7/01/2037                                                       | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | CORP              | US        |     17074 | PA      | $13967.73     | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax                                | Puerto Rico Commonwealth Restructured Series A1, 5.625%, 7/01/2029                                                      | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | CORP              | US        |     24036 | PA      | $24593.88     | 0.04%             | 2029-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series CCC, 4.25%, 7/01/2023                                                       | CUSIP: 74526QYW6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7262.50      | 0.01%             | 2023-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series DDD, 3.50%, 7/01/2020                                                       | CUSIP: 74526QZE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $52875.00     | 0.08%             | 2023-04-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series DDD, 3.625%, 7/01/2021                                                      | CUSIP: 74526QZF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $21150.00     | 0.03%             | 2023-04-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series TT, 5.00%, 7/01/2020                                                        | CUSIP: 74526QKN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $39600.00     | 0.06%             | 2023-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series WW, 5.50%, 7/01/2019                                                        | CUSIP: 74526QUV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $10893.75     | 0.02%             | 2023-04-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                 | Puerto Rico Electric Power Authority Series CCC, 4.25%, 7/01/2021                                                       | CUSIP: 74526QYF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7162.50      | 0.01%             | 2023-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rice Acquisition Corp. II                            | Rice Acquisition Corp. II Class A                                                                                       | CUSIP: G75529118<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9400 | NS      | $98700.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rice Acquisition Corp. II                            | Rice Acquisition Corp. II Class A 03/12/2026 Warrant                                                                    | CUSIP: G75529126<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      2350 | NS      | $2937.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet Growth Opportunities Corp            | Rocket Internet Growth Opportunities Corp. Class A (Cayman Islands)                                                     | CUSIP: G7613T103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6220 | NS      | $62822.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet Growth Opportunities Corp.           | Rocket Internet Growth Opportunities Corp. Class A, 12/31/2027 Warrant                                                  | CUSIP: G7613T129<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |      1575 | NS      | $13.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                                   | Rogers Corp.                                                                                                            | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      5000 | NS      | $596700.00    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Rogers Corp., June 16, 2023, Call @ $120.00                                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -50 | NC      | $-78000.00    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Gold, Inc.                                     | Royal Gold, Inc.                                                                                                        | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      4000 | NS      | $450880.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC                                 | Ryanair Holdings PLC ADR                                                                                                | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      4000 | NS      | $299040.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Ryanair Holdings PLC, March 17, 2023, Call @ $75.00                                                                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       -40 | NC      | $-20400.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| S Immo AG                                            | S Immo AG (Austria)                                                                                                     | CUSIP: 759470107<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     10000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sacre-Coeur Minerals Ltd.                            | Sacre-Coeur Minerals Ltd. (Canada)                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |    109444 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                           | Scout24 SE ADR                                                                                                          | CUSIP: 129346973<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      1500 | NS      | $75705.95     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Seabridge Gold Inc                                   | Seabridge Gold, Inc. (Canada)                                                                                           | CUSIP: 811916105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    100000 | NS      | $1258000.00   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Seabridge Gold, Inc., February 17, 2023, Call @ $13.00                                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      2000 | NC      | $150000.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Seabridge Gold, Inc., January 20, 2023, Call @ $13.00                                                                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      1000 | NC      | $36000.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill 2021 Ltd.                                   | Seadrill Ltd. (Bermuda)                                                                                                 | CUSIP: G7997W102<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |         2 | NS      | $65.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pratus Energy Services Ltd.                          | Paratus Energy Services Ltd. (United Kingdom), 10.000%, 07/15/2026                                                      | CUSIP: 81173JAC3<br>LEI: 549300XB7T5BX418QX67 | Long             | DBT              | CORP              | BM        |    159808 | PA      | $147023.36    | 0.21%             | 2026-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pratus Energy Services Ltd.                          | Seadrill New Finance Ltd. Private Placement Series 144A (United Kingdom), 12.000%, 7/15/2025                            | CUSIP: 811ESCAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    128802 | PA      | $0.00         | 0.00%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Semantix, Inc.                                       | Semantix, Inc. (Brazil) Class A, 08/04/2027 Warrants                                                                    | CUSIP: G6332A114<br>LEI: N/A                  | Long             | DE               | CORP              | KY        |       375 | NS      | $11.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sohu.com Ltd.                                        | Sohu.com Ltd. ADR                                                                                                       | CUSIP: 83410S108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29000 | NS      | $397590.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                         | Southwest Gas Holdings, Inc.                                                                                            | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $2165800.00   | 3.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Gas Holdings, Inc., April 21, 2023, Call @ $65.00                                                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -160 | NC      | $-56000.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Southwest Gas Holdings, Inc., January 20, 2023, Call @ $75.00                                                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -170 | NC      | $-85000.00    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Stoneleigh Partners Acquisition Corp.                | Stoneleigh Partners Acquisition Corp.                                                                                   | CUSIP: 861923506<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Environmental & Energy Resources, Inc.     | Strategic Environmental & Energy Resources, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     43000 | NS      | $2373.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG, Inc.                                            | TPG, Inc. Class A                                                                                                       | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $16698.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                  | Take-Two Interactive Software, Inc.                                                                                     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      7000 | NS      | $728910.00    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarena International, Inc.                           | Tarena International, Inc. ADR                                                                                          | CUSIP: 876108200<br>LEI: 5493003SGWGFEXTC4U52 | Long             | EC               | CORP              | KY        |     59708 | NS      | $278836.36    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp.                                         | Teekay Corp. (Bermuda)                                                                                                  | CUSIP: Y8564W103<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | MH        |     76000 | NS      | $345040.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA                                   | Telecom Italia SpA/Milano ADR                                                                                           | CUSIP: 87927Y102<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     50000 | NS      | $114000.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods, Inc.                                | TreeHouse Foods, Inc.                                                                                                   | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     60000 | NS      | $2962800.00   | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | Treehouse Foods, Inc., February 17, 2023, Call @ $45.00                                                                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-87000.00    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Treehouse Foods, Inc., May 19, 2023, Call @ $45.00                                                                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -450 | NC      | $-333000.00   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Tronox Holdings PLC, May 19, 2023, Call @ $15.00                                                                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -550 | NC      | $-75625.00    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | Tronox Holdings PLC, May 19, 2023, Call @ $9.00                                                                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       550 | NC      | $253000.00    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Note, 0.625%, 10/15/2024                                                                                  | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1868828.00   | 2.70%             | 2024-10-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Note, 4.375%, 10/31/2024                                                                                  | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1995234.00   | 2.88%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Note, 0.375%, 09/15/2024                                                                                  | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1865078.00   | 2.70%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                               | US Foods Holding Corp.                                                                                                  | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     15000 | NS      | $510300.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | US Foods Holding Corp., June 16, 2023, Call @ $35.00                                                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-46125.00    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Note, 0.75%, 11/15/2024                                                                                   | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1867812.00   | 2.70%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Note, 1.50%, 11/30/2024                                                                                   | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1893594.00   | 2.74%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                             | U.S. Treasury Note, 2.25%, 11/15/2024                                                                                   | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1921876.00   | 2.78%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc.                                          | ViaSat, Inc.                                                                                                            | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     12000 | NS      | $379800.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WeBuild SpA                                          | WeBuild SpA ADR                                                                                                         | CUSIP: 022132245<br>LEI: 549300UKR289DF4UXQ47 | Long             | EC               | CORP              | IT        |     25935 | NS      | $38164.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber, Inc.                                          | Weber, Inc. Class A                                                                                                     | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25380 | NS      | $204309.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Winn Dixie Stores, Inc.                              | Winn Dixie Stores, Inc. 8.875% 4/01/2008                                                                                | CUSIP: 9742809B7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $0.00         | 0.00%             | 2023-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Energy Transition Acquisition Corp            | Zimmer Energy Transition Acquistion Corp. Class A                                                                       | CUSIP: 989570106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14400 | NS      | $143280.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Energy Transition Acquisition Corp            | Zimmer Energy Transition Acquistion Corp. Class A, 05/14/2023 Warrants                                                  | CUSIP: 989570114<br>LEI: N/A                  | Long             | DE               | CORP              | US        |      4800 | NS      | $768.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia, Inc.                                    | iHeartMedia, Inc. Class A                                                                                               | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4610 | NS      | $28259.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | iShares 20 Plus Year Treasury Bond ETF, April 21, 2023, Call @ $100.00                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |       150 | NC      | $75450.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | iShares 20 Plus Year Treasury Bond ETF, April 21, 2023, Call @ $115.00                                                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | N/A              | DE               | CORP              | US        |      -150 | NC      | $-13500.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Frank Funds

**Signature:** /s/ Brian J. Frank

**Name of Signer:** Brian J. Frank

**Title:** President and Treasurer