# EDGAR Filing Document

**Accession Number:** 0000826020
**File Stem:** 0001752724-23-075974
**Filing Date:** 2023-3
**Character Count:** 383920
**Document Hash:** 644ea88234f6efc028930e2c051cc83c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075974.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075974

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Saba Capital Income & Opportunities Fund
- **CENTRAL INDEX KEY:** 0000826020
- **IRS NUMBER:** 956874587
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05410
- **FILM NUMBER:** 23787058

**BUSINESS ADDRESS:**
- **STREET 1:** SABA CAPITAL INCOME & OPPORTUNITIES FUND
- **STREET 2:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 4804773000

**MAIL ADDRESS:**
- **STREET 1:** SABA CAPITAL INCOME & OPPORTUNITIES FUND
- **STREET 2:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

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

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

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

## Nport-Ex

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **CORPORATE BONDS - 23.55%** | **CORPORATE BONDS - 23.55%** | |
| **Agriculture - 6.19%** | **Agriculture - 6.19%** | **Agriculture - 6.19%** |
| Altria Group, Inc., 3.400%, 02/04/2041 | $15531000 | $10940316 |
| Altria Group, Inc., 4.250%, 08/09/2042 | 10614000 | 8284047 |
| BAT Capital Corp., 3.734%, 09/25/2040 | 6090000 | 4426577 |
|  |  | **23650940** |
| **Banks - 1.35%** |  |  |
| Credit Suisse AG, 0.000% (Variable Rate), 07/31/2030<sup>(a)</sup> | 10000 | 6222 |
| Credit Suisse AG, 0.000% (Variable Rate), 10/30/2030<sup>(a)</sup> | 420000 | 267361 |
| Morgan Stanley, 0.000% (Variable Rate), 04/30/2030<sup>(a)</sup> | 25000 | 17187 |
| Morgan Stanley, 0.000% (Variable Rate), 07/31/2030<sup>(a)</sup> | 80000 | 53656 |
| Morgan Stanley, 0.000% (Variable Rate), 10/30/2030<sup>(a)</sup> | 80000 | 52111 |
| Morgan Stanley, 0.000% (Variable Rate), 09/26/2033<sup>(a)</sup> | 428000 | 276407 |
| Morgan Stanley, 0.000% (Variable Rate), 10/31/2033<sup>(a)</sup> | 266000 | 169350 |
| Morgan Stanley, 0.000% (Variable Rate), 02/28/2034<sup>(a)</sup> | 478000 | 275649 |
| Morgan Stanley, 0.000% (Variable Rate), 03/31/2034<sup>(a)</sup> | 276000 | 160087 |
| Morgan Stanley, 0.000% (Variable Rate), 03/31/2034<sup>(a)</sup> | 26000 | 15295 |
| Morgan Stanley, 0.000% (Variable Rate), 04/30/2034<sup>(a)</sup> | 66000 | 38637 |
| Morgan Stanley, 0.000% (Variable Rate), 05/30/2034<sup>(a)</sup> | 89000 | 52912 |
| Morgan Stanley, 0.000% (Variable Rate), 06/30/2034<sup>(a)</sup> | 460000 | 264864 |
| Morgan Stanley, 0.000% (Variable Rate), 07/31/2034<sup>(a)</sup> | 25000 | 14471 |
| Morgan Stanley, 0.000% (Variable Rate), 08/29/2034<sup>(a)</sup> | 161000 | 93794 |
| Morgan Stanley, 0.000% (Variable Rate), 08/29/2034<sup>(a)</sup> | 10000 | 6086 |
| Morgan Stanley, 0.000% (Variable Rate), 09/30/2034<sup>(a)</sup> | 231000 | 137438 |
| Morgan Stanley, 0.000% (Variable Rate), 09/30/2034<sup>(a)</sup> | 88000 | 51088 |
| Morgan Stanley, 0.000% (Variable Rate), 10/08/2034<sup>(a)</sup> | 32000 | 18372 |
| Morgan Stanley, 0.000% (Variable Rate), 10/31/2034<sup>(a)</sup> | 103000 | 60857 |
| Morgan Stanley, 0.000% (Variable Rate), 10/31/2034<sup>(a)</sup> | 181000 | 105190 |
| Morgan Stanley, 0.000% (Variable Rate), 10/31/2034<sup>(a)</sup> | 357000 | 224675 |
| Morgan Stanley, 0.000% (Variable Rate), 11/28/2034<sup>(a)</sup> | 231000 | 131998 |
| Morgan Stanley, 0.000% (Variable Rate), 11/28/2034<sup>(a)</sup> | 25000 | 14617 |
| Morgan Stanley, 0.000% (Variable Rate), 01/30/2035<sup>(a)</sup> | 69000 | 41118 |
| Morgan Stanley, 0.000% (Variable Rate), 01/30/2035<sup>(a)</sup> | 175000 | 99742 |
| Morgan Stanley, 0.000% (Variable Rate), 02/27/2035<sup>(a)</sup> | 36000 | 20092 |
| Morgan Stanley, 0.000% (Variable Rate), 03/31/2035<sup>(a)</sup> | 527000 | 302063 |
| Morgan Stanley, 0.000% (Variable Rate), 03/31/2035<sup>(a)</sup> | 114000 | 63527 |
| Morgan Stanley, 0.000% (Variable Rate), 02/29/2036<sup>(a)</sup> | 61000 | 36392 |
| Morgan Stanley, 0.000% (Variable Rate), 04/28/2036<sup>(a)</sup> | 10000 | 5305 |
| Morgan Stanley, 0.000% (Variable Rate), 06/30/2036<sup>(a)</sup> | 40000 | 23150 |
| Morgan Stanley, 0.000% (Variable Rate), 08/31/2036<sup>(a)</sup> | 2289000 | 1398078 |
| Morgan Stanley, 0.000% (Variable Rate), 09/30/2036<sup>(a)</sup> | 40000 | 22183 |
| Morgan Stanley, 0.000% (Variable Rate), 11/29/2036<sup>(a)</sup> | 103000 | 59815 |
| Morgan Stanley, 0.000% (Variable Rate), 01/31/2037<sup>(a)</sup> | 224000 | 128395 |
| Morgan Stanley, 0.000% (Variable Rate), 03/31/2037<sup>(a)</sup> | 747000 | 377659 |
| Morgan Stanley, 0.000% (Variable Rate), 04/28/2037<sup>(a)</sup> | 40000 | 24731 |
| Morgan Stanley, 0.000% (Variable Rate), 05/31/2037<sup>(a)</sup> | 25000 | 15021 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal Amount** | **Principal Amount** | **Fair Value** | **Fair Value** |
| Morgan Stanley, 0.000% (Variable Rate), 08/31/2037<sup>(a)</sup> | $| 58000 | $| 35225 |
|  |  |  |  | **5160820** |
| **Commercial Services - 1.79%** | **Commercial Services - 1.79%** | **Commercial Services - 1.79%** | **Commercial Services - 1.79%** | **Commercial Services - 1.79%** |
| Adtalem Global Education, Inc., 5.500%, 03/01/2028<sup>(b)</sup> |  | 6195000 |  | 5807813 |
| RR Donnelley & Sons Co., 6.125%, 11/01/2026<sup>(b)</sup> |  | 198000 |  | 192060 |
| RR Donnelley & Sons Co., 8.250%, 07/01/2027 |  | 935000 |  | 826839 |
|  |  |  |  | **6826712** |
| **E-Commerce/Services - 0.64%** | **E-Commerce/Services - 0.64%** | **E-Commerce/Services - 0.64%** | **E-Commerce/Services - 0.64%** | **E-Commerce/Services - 0.64%** |
| Uber Technologies, Inc., 6.250%, 01/15/2028<sup>(b)</sup> |  | 2500000 |  | 2450000 |
|  |  |  |  | **2450000** |
| **Electric - 3.77%** | **Electric - 3.77%** | **Electric - 3.77%** | **Electric - 3.77%** | **Electric - 3.77%** |
| American Electric Power Co., Inc., 2.300%, 03/01/2030 |  | 10000000 |  | 8409595 |
| Dominion Energy, Inc., 2.250%, 08/15/2031 |  | 5000000 |  | 4151347 |
| Southern Co., 3.700%, 04/30/2030 |  | 2000000 |  | 1868473 |
|  |  |  |  | **14429415** |
| **Financial Services - 2.07%** | **Financial Services - 2.07%** | **Financial Services - 2.07%** | **Financial Services - 2.07%** | **Financial Services - 2.07%** |
| Nationstar Mortgage Holdings, Inc., 5.500%, 08/15/2028<sup>(b)</sup> |  | 6125000 |  | 5382344 |
| PennyMac Financial Services, Inc., 5.375%, 10/15/2025<sup>(b)</sup> |  | 1250000 |  | 1168750 |
| PennyMac Financial Services, Inc., 5.750%, 09/15/2031<sup>(b)</sup> |  | 1000000 |  | 847500 |
| PRA Group, Inc., 8.375%, 02/01/2028<sup>(b)</sup> |  | 500000 |  | 503750 |
|  |  |  |  | **7902344** |
| **Food - 0.18%** | **Food - 0.18%** | **Food - 0.18%** | **Food - 0.18%** | **Food - 0.18%** |
| Post Holdings, Inc., 5.500%, 12/15/2029<sup>(b)</sup> |  | 750000 |  | 700312 |
|  |  |  |  | **700312** |
| **Leisure Facilities & Services - 1.08%** | **Leisure Facilities & Services - 1.08%** | **Leisure Facilities & Services - 1.08%** | **Leisure Facilities & Services - 1.08%** | **Leisure Facilities & Services - 1.08%** |
| Selina Hospitality PLC, 6.000%, 11/01/2026<sup>(b)</sup> |  | 7539000 |  | 4147204 |
|  |  |  |  | **4147204** |
| **Media - 1.03%** | **Media - 1.03%** | **Media - 1.03%** | **Media - 1.03%** | **Media - 1.03%** |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042 |  | 5000000 |  | 3485372 |
| Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026<sup>(b)</sup> |  | 4000000 |  | 300000 |
| Liberty Interactive LLC, 8.250%, 02/01/2030 |  | 339000 |  | 160100 |
|  |  |  |  | **3945472** |
| **Real Estate - 0.15%** | **Real Estate - 0.15%** | **Real Estate - 0.15%** | **Real Estate - 0.15%** | **Real Estate - 0.15%** |
| China Evergrande Group, 8.250%, 03/23/2022<sup>(d)</sup> |  | 4324000 |  | 470235 |
| China Evergrande Group, 7.500%, 06/28/2023<sup>(d)</sup> |  | 1000000 |  | 108750 |
|  |  |  |  | **578985** |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **Retail - 1.96%** | **Retail - 1.96%** | **Retail - 1.96%** |
| Lowe's Cos., Inc., 3.750%, 04/01/2032 | $8077000 | $7506017 |
|  |  | **7506017** |
| **Software - 3.11%** |  |  |
| Oracle Corp., 3.650%, 03/25/2041 | 14937000 | 11881301 |
|  |  | **11881301** |
| **Steel Producers - 0.23%** |  |  |
| Cleveland-Cliffs Steel Corp., 7.000%, 03/15/2027 | 880000 | 880000 |
|  |  | **880000** |
| **TOTAL CORPORATE BONDS** |  | **90059522** |
| (Cost $101,424,834) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **SENIOR LOANS - 3.57%** | | |
| **Chemicals - 0.03%** | **Chemicals - 0.03%** | **Chemicals - 0.03%** |
| CPC Acquisition Corp., Second Lien Initial Term Loan, 3M US L + 7.75%, 12/29/2028 | 175000 | 108500 |
|  |  | **108500** |
| **Commercial Services - 2.14%** |  |  |
| RR Donnelley & Sons Co., First Lien Term Loan, 1M SOFR + 6.25%, 11/01/2026 | 7973790 | 7875114 |
| Travelport Finance S.a r.l., First Lien Initial Term Loan, 3M US L + 5.00%, 05/29/2026 | 370947 | 282152 |
|  |  | **8157266** |
| **Food - 0.48%** |  |  |
| Moran Foods, LLC, TL, First Lien Term Loan, 3M SOFR + 7.25%, 06/30/2026 | 462403 | 374546 |
| Moran Foods, LLC, TL, First Lien Term Loan, 3M SOFR + 7.25%, 06/30/2026 | 982309 | 893901 |
| Moran Foods, LLC, TL, First Lien Term Loan, 3M SOFR + 7.25%, 12/31/2026 | 788287 | 564942 |
|  |  | **1833389** |
| **Leisure Facilities & Services - 0.89%** |  |  |
| 24 Hour Fitness Worldwide, Inc., First Lien Term Loan, 3M US L + 5.00%, 12/29/2025 | 281163 | 24250 |
| Carnival Corporation TLB 1L, First Lien Term Loan, 1M US L + 3.25%, 10/06/2028 | 3465000 | 3389931 |
|  |  | **3414181** |
| **Pipelines - 0.03%** |  |  |
| GMP Borrower LLC, First Lien Term Loan, 3M US L + 4.50%, 10/28/2027 | 144246 | 120445 |
|  |  | **120445** |
| **Retail - 0.00%(e)** |  |  |
| NPC International, Inc., Second Lien Initial Term Loan, 1M US L + 0.00%, 04/18/2025<sup>(c)</sup> | 605000 | – |
|  |  | – |
| **TOTAL SENIOR LOANS** |  | **13633781** |
| (Cost $14,462,913) |  |  |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **CONVERTIBLE CORPORATE BOND - 0.29%** | | |
| **Internet - 0.29%** | **Internet - 0.29%** | **Internet - 0.29%** |
| Delivery Hero SE, 1.000%, 04/30/2026 | $300000 | $259855 |
| Delivery Hero SE, 2.125%, 03/10/2029 | 1100000 | 829162 |
| **TOTAL CONVERTIBLE CORPORATE BOND** |  | **1089017** |
| (Cost $903,921) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Fair Value** |
| **SOVEREIGN DEBT OBLIGATIONS - 1.02%** |  |  |
| **Sovereign - 1.02%** |  |  |
| Ukraine Government International Bond, 7.750%, 09/01/2025<sup>(d)(f)</sup> | 320000 | 76800 |
| Ukraine Government International Bond, 7.750%, 09/01/2026<sup>(d)(f)</sup> | 635000 | 142875 |
| Ukraine Government International Bond, 7.750%, 09/01/2027<sup>(d)(f)</sup> | 2820000 | 634500 |
| Ukraine Government International Bond, 7.750%, 09/01/2028<sup>(d)(f)</sup> | 664000 | 149400 |
| Ukraine Government International Bond, 7.750%, 09/01/2029<sup>(d)(f)</sup> | 1658000 | 373050 |
| Ukraine Government International Bond, 9.750%, 11/01/2030<sup>(d)(f)</sup> | 4146000 | 932850 |
| Ukraine Government International Bond, 6.876%, 05/21/2031<sup>(d)(f)</sup> | 1464000 | 300120 |
| Ukraine Government International Bond, 7.375%, 09/25/2034<sup>(d)(f)</sup> | 1371000 | 281055 |
| Ukraine Government International Bond, 7.253%, 03/15/2035<sup>(d)(f)</sup> | 3980000 | 815900 |
| Ukraine Government International Bond, 0.000%, 08/01/2041<sup>(d)(f)</sup> | 630000 | 203962 |
|  |  | **3910512** |
| **TOTAL SOVEREIGN DEBT OBLIGATIONS** |  | **3910512** |
| (Cost $4,563,558) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **COMMON STOCK - 8.04%** | | |
| **Financial Services - 0.17%** |  |  |
| Acacia Research Corp.<sup>(g)</sup> | 145056 | 632444 |
| **Agricultural Operations - 0.10%** |  |  |
| Benson Hill, Inc.<sup>(g)</sup> | 136711 | 366386 |
| **REITS-Mortgage - 0.56%** |  |  |
| Blackstone Mortgage Trust, Inc. | 69138 | 2131525 |
| **Medical-Drugs - 0.15%** |  |  |
| Compass Pathways PLC<sup>(g)</sup> | 53586 | 556223 |
| **Oil Companies - Exploration & Production - 1.68%** |  |  |
| Earthstone Energy, Inc.<sup>(g)</sup> | 463294 | 6439787 |
| **Electronics & Appliances Stores - 0.00%<sup>(e)</sup>** |  |  |
| Everyware Global<sup>(c)(g)</sup> | 43777 | – |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **Internet Content - Entertainment - 0.72%** |  |  |
| Meta Platforms, Inc.<sup>(g)</sup> | 18478 | $2752668 |
| **Applications Software - 0.04%** |  |  |
| Nogin, Inc.<sup>(g)</sup> | 225285 | 160200 |
| **Enterprise Software/Services - 1.74%** |  |  |
| Palantir Technologies, Inc.<sup>(g)</sup> | 663625 | 5163003 |
| UiPath, Inc.<sup>(g)</sup> | 96440 | 1481318 |
|  |  | 6644321 |
| **Credit & Debit - 0.62%** |  |  |
| Pagseguro Digital, Ltd.<sup>(g)</sup> | 161283 | 1627346 |
| PayPal Holdings, Inc.<sup>(g)</sup> | 9058 | 738136 |
|  |  | 2365482 |
| **Auto-Cars/Light Trucks - 0.01%** |  |  |
| Polestar Automotive Holding UK PLC<sup>(g)</sup> | 10409 | 58290 |
| **Online Communities - 0.96%** |  |  |
| Snap, Inc.<sup>(g)</sup> | 319014 | 3687802 |
| **Diagnostic Equipment - 0.42%** |  |  |
| SomaLogic, Inc.<sup>(g)</sup> | 456455 | 1588463 |
| **Marine Services - 0.04%** |  |  |
| Harvey Gulf Intl. Marine<sup>(g)</sup> | 7413 | 148260 |
| **Entertainment Facilities - 0.00%<sup>(e)</sup>** |  |  |
| 24 Hour Fitness Worldwide<sup>(g)</sup> | 306005 | 2448 |
| **Mineral & Precious Stone Mining - 0.56%** |  |  |
| Covia Equity<sup>(g)</sup> | 169353 | 2145194 |
| **IT Services - 0.00%<sup>(e)</sup>** |  |  |
| IQOR<sup>(g)</sup> | 4941 | 18529 |
| **Power Generation - 0.20%** |  |  |
| Longview Power LLC<sup>(g)</sup> | 61813 | 782985 |
| **Auto/Truck Parts & Equipment - 0.07%** |  |  |
| Arbe Robotics, Ltd.<sup>(g)</sup> | 73871 | 263719 |
| **TOTAL COMMON STOCK** |  | **30744726** |
| (Cost $26,186,863) |  |  |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **CLOSED END FUNDS - 17.33%** |  |  |
| Aberdeen Diversified Income and Growth Trust PLC | 7080 | $7768 |
| Aberdeen Japan Equity Fund, Inc. | 47038 | 265765 |
| abrdn Emerging Markets Equity Income Fund. Inc. | 1818 | 10254 |
| abrdn Smaller Companies Income Trust | 161889 | 490978 |
| abrdn Standard Global Infrastructure Income Fund | 1816 | 33124 |
| Angel Oak Financial Strategies Income Term Trust | 6147 | 82093 |
| Apollo Senior Floating Rate Fund, Inc. | 607 | 7970 |
| Apollo Tactical Income Fund, Inc. | 25088 | 324890 |
| Ares Dynamic Credit Allocation Fund, Inc. | 999 | 12667 |
| Barings Global Short Duration High Yield Fund | 1395 | 19111 |
| BlackRock California Municipal Income Trust | 173989 | 1995654 |
| BlackRock Capital Allocation Trust | 67144 | 1014546 |
| BlackRock ESG Capital Allocation Trust | 409804 | 6061001 |
| BlackRock Innovation & Growth Trust | 41127 | 314210 |
| BlackRock MuniHoldings New York Quality Fund, Inc. | 241 | 2653 |
| BlackRock MuniYield New York Quality Fund, Inc. | 2178 | 22913 |
| BlackRock Science & Technology Trust II | 9919 | 180030 |
| Blackstone Long-Short Credit Income Fund | 675 | 7877 |
| Blackstone Strategic Credit Fund | 1348 | 15003 |
| BNY Mellon Municipal Income, Inc. | 650 | 4316 |
| Center Coast Brookfield MLP & Energy Infrastructure Fund | 146912 | 2739909 |
| Citadel Income Fund | 110020 | 210027 |
| ClearBridge Energy Midstream Opportunity Fund, Inc. | 68686 | 2122397 |
| ClearBridge MLP & Midstream Fund, Inc. | 17796 | 639944 |
| Cushing MLP & Infrastructure Total Return Fund | 61592 | 2218544 |
| Delaware Enhanced Global Dividend & Income Fund | 3115 | 26540 |
| DWS Strategic Municipal Income Trust | 59 | 517 |
| Eaton Vance California Municipal Bond Fund | 53149 | 494817 |
| Eaton Vance California Municipal Income Trust | 7671 | 81543 |
| Eaton Vance New York Municipal Bond Fund | 46230 | 448431 |
| Ecofin Sustainable and Social | 37011 | 490026 |
| Ellsworth Growth and Income Fund, Ltd. | 116777 | 1024134 |
| European Opportunities Trust PLC | 81426 | 745867 |
| European Smaller Companies | 2626 | 5277 |
| Federated Hermes Premier Municipal Income Fund | 82 | 910 |
| First Trust High Yield Opportunities 2027 Term Fund | 2697 | 39673 |
| First Trust/abrdn Global Opportunity Income Fund | 351 | 2169 |
| Goldman Sachs MLP Energy and Renaissance Fund | 278 | 3817 |
| Guggenheim Active Allocation Fund | 125 | 1849 |
| Henderson Opportunities Trust PLC | 111656 | 1696596 |
| Herald Investment Trust PLC<sup>(g)</sup> | 2610 | 60429 |
| Invesco High Income Trust II | 1 | 11 |
| Japan Smaller Capitalization Fund, Inc. | 7794 | 54012 |
| JPMorgan European Discovery Trust PLC | 14209 | 74450 |
| JPMorgan Mid Cap Investment Trust PLC | 3263 | 37412 |
| Kayne Anderson NextGen Energy & Infrastructure, Inc. | 103652 | 805376 |
| Korea Fund, Inc. | 26553 | 640193 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Macquarie Global Infrastructure Total Return Fund, Inc. | 706 | $17015 |
| MainStay CBRE Global Infrastructure Megatrends Fund | 33785 | 512518 |
| MFS High Yield Municipal Trust | 86805 | 291665 |
| MFS Investment Grade Municipal Trust | 57289 | 434251 |
| Miller/Howard High Dividend Fund | 333513 | 3668643 |
| Morgan Stanley Emerging Markets Debt Fund, Inc. | 103203 | 718293 |
| Morgan Stanley Emerging Markets Domestic Debt Fund, Inc. | 604687 | 2817841 |
| Neuberger Berman MLP & Energy Income Fund, Inc. | 268634 | 1947596 |
| Neuberger Berman New York Municipal Fund, Inc. | 350 | 3468 |
| Neuberger Berman Next Generation Connectivity Fund, Inc. | 165408 | 1645810 |
| New Ireland Fund, Inc. | 95326 | 992344 |
| Nuveen Core Plus Impact Fund | 196587 | 2270580 |
| Nuveen Credit Strategies Income Fund | 72739 | 394973 |
| Nuveen Multi-Asset Income Fund | 207721 | 2640134 |
| Nuveen New Jersey Quality Municipal Income Fund | 2184 | 26372 |
| Nuveen New York Quality Municipal Income Fund | 1105 | 12674 |
| Nuveen Pennsylvania Quality Municipal Income Fund | 787 | 9357 |
| Nuveen Real Asset Income and Growth Fund | 25 | 322 |
| Nuveen Senior Income Fund | 1 | 5 |
| NXG NextGen Infrastructure Income Fund | 23585 | 971230 |
| Pershing Square Holdings, Ltd. | 50990 | 1815244 |
| PGIM Global High Yield Fund, Inc. | 47 | 557 |
| PGIM Short Duration High Yield Opportunities Fund | 1433 | 22670 |
| PIMCO Energy & Tactical Credit Opportunities Fund | 254162 | 3982719 |
| Pioneer High Income Fund, Inc. | 361 | 2549 |
| Pioneer Municipal High Income Opportunities Fund, Inc. | 18014 | 209143 |
| Principal Real Estate Income Fund | 51780 | 600130 |
| Schroder British Opportunities Trust PLC<sup>(g)</sup> | 1453746 | 1164961 |
| Schroder UK Mid Cap Fund PLC | 629743 | 4487461 |
| Taiwan Fund, Inc. | 3223 | 83659 |
| Templeton Emerging Markets Fund | 1314 | 16662 |
| Templeton Global Income Fund | 826356 | 3669021 |
| Thornburg Income Builder Opportunities Trust | 503 | 7776 |
| Tortoise Energy Independence Fund, Inc. | 27292 | 843050 |
| Tortoise Energy Infrastructure Fund, Inc. | 14818 | 499218 |
| Tortoise Midstream Energy Fund, Inc. | 56274 | 2128845 |
| Tortoise Pipeline & Energy Fund, Inc. | 7795 | 222002 |
| Tortoise Power and Energy Infrastructure Fund, Inc. | 42068 | 574649 |
| Vertical Capital Income Fund | 38522 | 371352 |
| Virtus Global Multi-Sector Income Fund | 876 | 7297 |
| Voya Emerging Markets High Dividend Equity Fund | 55586 | 310726 |
| Voya Global Advantage and Premium Opportunity Fund | 391 | 3566 |
| Voya Infrastructure Industrials and Materials Fund | 6140 | 62505 |
| Western Asset Diversified Income Fund | 7483 | 105884 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Western Asset Intermediate Muni Fund | 18474 | $146499 |
|  |  | 66250929 |
| **TOTAL CLOSED END FUNDS** |  | **66250929** |
| (Cost $64,478,467) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **PREFERRED STOCK - 0.55%** | **PREFERRED STOCK - 0.55%** | |
| **Entertainment Facilities - 0.00%<sup>(e)</sup>** | **Entertainment Facilities - 0.00%<sup>(e)</sup>** | **Entertainment Facilities - 0.00%<sup>(e)</sup>** |
| 24 Hour Fitness Worldwide, Inc.<sup>(g)</sup> | 407959 | 4080 |
| **Transportation - 0.55%** | **Transportation - 0.55%** | **Transportation - 0.55%** |
| G-ILS Transportation Ltd. Preferred B-3 Shares<sup>(c)(g)</sup> | 1332 | 2099232 |
| **TOTAL PREFERRED STOCK** |  | **2103312** |
| (Cost $2,709,436) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **PRIVATE FUND - 7.72%** | **PRIVATE FUND - 7.72%** | |
| Stone Ridge Opportunities Feeder Fund LP<sup>(g)</sup> | 29527 | 29527000 |
| **TOTAL PRIVATE FUND** |  | **29527000** |
| (Cost $29,527,000) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **UNIT TRUST - 3.47%** |  |  |
| Grayscale Bitcoin Trust BTC<sup>(h)</sup> | 711235 | 8641505 |
| Grayscale Ethereum Classic Trust<sup>(g)</sup> | 13402 | 73711 |
| Grayscale Ethereum Trust<sup>(g)(h)</sup> | 617378 | 4543902 |
|  |  | 13259118 |
| **TOTAL UNIT TRUST** |  | **13259118** |
| (Cost $10,086,219) |  |  |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| **SPECIAL PURPOSE ACQUISITION COMPANIES - 45.28%<sup>(g)</sup>** |  |  |
| 7 Acquisition Corp. | 50470 | 521355 |
| A SPAC II Acquisition Corp. | 68843 | 706329 |
| ABG Acquisition Corp. I | 34184 | 346968 |
| Accretion Acquisition Corp. | 102643 | 1044906 |
| Acropolis Infrastructure Acquisition Corp. | 76319 | 767769 |
| African Gold Acquisition Corp. | 176315 | 1789597 |
| Agile Growth Corp. | 59098 | 600436 |
| Agrinam Acquisition Corp. | 19798 | 196495 |
| Ahren Acquisition Corp. | 19716 | 203075 |
| Alpha Healthcare Acquisition Corp. III | 22899 | 229562 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Alpha Partners Technology Merger Corp. | 19691 | $199174 |
| Alpine Acquisition Corp. | 119504 | 1256585 |
| Alset Capital Acquisition Corp. | 40719 | 412891 |
| ALSP Orchid Acquisition Corp. I | 104793 | 1083036 |
| AltC Acquisition Corp. | 61326 | 614487 |
| AltEnergy Acquisition Corp. | 22461 | 230899 |
| Andretti Acquisition Corp. | 50274 | 521593 |
| Anzu Special Acquisition Corp. I | 18438 | 185855 |
| AP Acquisition Corp. | 52489 | 546935 |
| Apollo Strategic Growth Capital II | 45066 | 455617 |
| APx Acquisition Corp. I | 46626 | 482579 |
| Arctos NorthStar Acquisition Corp. | 39600 | 401940 |
| Ares Acquisition Corp. | 52696 | 535391 |
| Arisz Acquisition Corp. | 34348 | 350006 |
| Armada Acquisition Corp. I | 39 | 391 |
| Arrowroot Acquisition Corp. | 205758 | 2078156 |
| Artemis Strategic Investment Corp. | 142048 | 1458833 |
| Artemis Strategic Investment Corp., Class B<sup>(c)</sup> | 12038 | 3491 |
| ARYA Sciences Acquisition Corp. V | 12591 | 127484 |
| Ascendant Digital Acquisition Corp. III | 116481 | 1206743 |
| Atlantic Coastal Acquisition Corp. | 51070 | 515552 |
| Atlantic Coastal Acquisition Corp. II | 95202 | 978677 |
| Ault Disruptive Technologies Corp. | 24919 | 257662 |
| Aura FAT Projects Acquisition Corp. | 58439 | 603090 |
| Avalon Acquisition, Inc. | 77027 | 798000 |
| AXIOS Sustainable Growth Acquisition Corp. | 60175 | 624316 |
| B Riley Principal 250 Merger Corp. | 52757 | 530735 |
| Bannix Acquisition Corp. | 57872 | 594924 |
| Banyan Acquisition Corp. | 87049 | 898346 |
| Battery Future Acquisition Corp. | 42855 | 442624 |
| BioPlus Acquisition Corp. | 99655 | 1029436 |
| Black Mountain Acquisition Corp. | 103581 | 1064813 |
| Black Spade Acquisition Co. | 28533 | 288754 |
| Blue Ocean Acquisition Corp. | 50462 | 521272 |
| Blue World Acquisition Corp. | 51687 | 531342 |
| Build Acquisition Corp. | 36073 | 364698 |
| C5 Acquisition Corp. | 144119 | 1484426 |
| Cactus Acquisition Corp. 1, Ltd. | 49956 | 516045 |
| Capitalworks Emerging Markets Acquisition Corp. | 88187 | 913617 |
| Cartica Acquisition Corp. | 148709 | 1548061 |
| Catcha Investment Corp. | 120767 | 1225785 |
| CF Acquisition Corp. VII | 21449 | 219209 |
| Chain Bridge I | 66734 | 690030 |
| Chenghe Acquisition Co. | 800 | 8312 |
| Churchill Capital Corp. VII | 50077 | 503775 |
| CIIG Capital Partners II, Inc. | 42062 | 430505 |
| Clean Earth Acquisitions Corp. | 99174 | 1006616 |
| ClimateRock | 23557 | 241695 |
| Colombier Acquisition Corp. | 77686 | 780744 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Concord Acquisition Corp. III | 98857 | $1017239 |
| Consilium Acquisition Corp. I, Ltd. | 78255 | 799782 |
| Corazon Capital V838 Monoceros Corp. | 12882 | 130752 |
| Counter Press Acquisition Corp. | 20213 | 208699 |
| Crown PropTech Acquisitions | 65036 | 660766 |
| Crystal Peak Acquisition | 334985 | 3349850 |
| DA32 Life Science Tech Acquisition Corp. | 108727 | 1092706 |
| DEE Tech SA | 41293 | 444426 |
| Deezer SA | 8179 | 20362 |
| Denali Capital Acquisition Corp. | 27621 | 286151 |
| DHC Acquisition Corp. | 44994 | 457139 |
| Digital Transformation Opportunities Corp. | 141108 | 1428013 |
| Digital World Acquisition Corp., Class B<sup>(c)</sup> | 25893 | 363020 |
| Direct Selling Acquisition Corp. | 154081 | 1600902 |
| Disruptive Acquisition Corp. I | 12124 | 123119 |
| Disruptive Capital Acquisition Co., Ltd. | 58870 | 740293 |
| dMY Technology Group, Inc. VI | 27831 | 282206 |
| DP Cap Acquisition Corp. I | 89472 | 925140 |
| Dragoneer Growth Opportunities Corp. III | 28687 | 283428 |
| DUET Acquisition Corp. | 5996 | 61309 |
| EG Acquisition Corp. | 107079 | 1077215 |
| Elliott Opportunity II Corp. | 27348 | 277856 |
| Emerging Markets Horizon Corp. | 112680 | 1165675 |
| Energy Transition Partners BV | 50557 | 541384 |
| Enterprise 4.0 Technology Acquisition Corp. | 44710 | 462748 |
| ESG Core Investments BV | 281009 | 2993877 |
| ESM Acquisition Corp. | 18627 | 189343 |
| Eureking SA | 59955 | 645280 |
| European Biotech Acquisition Corp. | 1223 | 12413 |
| EVe Mobility Acquisition Corp. | 81534 | 841431 |
| Everest Consolidator Acquisition Corp. | 100984 | 1042155 |
| Evergreen Corp. | 70091 | 722673 |
| ExcelFin Acquisition Corp. | 51002 | 524811 |
| Far Peak Acquisition Corp. | 21242 | 215606 |
| FAST Acquisition Corp. II | 28787 | 290461 |
| Fat Projects Acquisition Corp., Class B<sup>(c)</sup> | 4886 | 831 |
| FG Acquisition Corp. | 50526 | 506523 |
| FG Merger Corp. | 1483 | 15290 |
| Fifth Wall Acquisition Corp. III | 77093 | 780567 |
| Finnovate Acquisition Corp. | 100186 | 1035923 |
| FinServ Acquisition Corp. II | 50815 | 513231 |
| Fintech Ecosystem Development Corp. | 54704 | 565639 |
| Fintech Evolution Acquisition Group | 61069 | 621072 |
| First Reserve Sustainable Growth Corp. | 17131 | 173194 |
| Flame Acquisition Corp. | 75199 | 762518 |
| Forbion European Acquisition Corp. | 22181 | 230461 |
| Forest Road Acquisition Corp. II | 108352 | 1094355 |
| Fortune Rise Acquisition Corp. | 36191 | 377110 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Forum Merger IV Corp. | 95701 | $967059 |
| Freedom Acquisition I Corp. | 18275 | 185857 |
| Frontier Acquisition Corp. | 57947 | 587583 |
| FTAC Athena Acquisition Corp. | 5118 | 51999 |
| FTAC Hera Acquisition Corp. | 123705 | 1255606 |
| FTAC Parnassus Acquisition Corp. | 39792 | 401899 |
| Fusion Acquisition Corp. II | 133723 | 1353277 |
| FutureTech II Acquisition Corp. | 52279 | 540042 |
| G Squared Ascend II, Inc. | 34568 | 353285 |
| Galata Acquisition Corp. | 53213 | 547828 |
| Games & Esports Experience Acquisition Corp. | 118761 | 1237490 |
| Genesis Growth Tech Acquisition Corp. | 47855 | 498171 |
| Genesis Unicorn Capital Corp. | 6940 | 72176 |
| Global Blockchain Acquisition Corp. | 40470 | 411175 |
| Global Technology Acquisition Corp. I | 85831 | 888359 |
| Globalink Investment, Inc. | 58520 | 599830 |
| Goal Acquisitions Corp. | 88824 | 901119 |
| GoGreen Investments Corp. | 130678 | 1366892 |
| Goldenstone Acquisition, Ltd. | 5502 | 56395 |
| Gores Holdings IX, Inc. | 121537 | 1214155 |
| Green Visor Financial Technology Acquisition Corp. I | 95725 | 994583 |
| GSR II Meteora Acquisition Corp. | 142738 | 1458069 |
| Hawks Acquisition Corp. | 117298 | 1183537 |
| Healthwell Acquisition Corp. I | 2001 | 20110 |
| Heartland Media Acquisition Corp., Class A | 2998 | 30849 |
| HH&L Acquisition Co. | 89355 | 909634 |
| HNR Acquisition Corp. | 44874 | 463997 |
| Home Plate Acquisition Corp. | 46382 | 469386 |
| Ibere Pharmaceuticals | 6446 | 65491 |
| Iconic Sports Acquisition Corp. | 85644 | 891126 |
| Inception Growth Acquisition, Ltd. | 33772 | 345825 |
| Industrial Tech Acquisitions II, Inc. | 101997 | 1049549 |
| Infinite Acquisition Corp. | 28365 | 292160 |
| Insight Acquisition Corp. | 36845 | 373977 |
| Integral Acquisition Corp. 1 | 38577 | 393100 |
| Integrated Wellness Acquisition Corp. | 58418 | 603458 |
| Investcorp Europe Acquisition Corp. I | 55193 | 572627 |
| Investcorp India Acquisition Corp. | 74944 | 779418 |
| Israel Acquisitions Corp. | 8683 | 88306 |
| Itiquira Acquisition Corp. | 119763 | 1215618 |
| IX Acquisition Corp. | 22361 | 228082 |
| Jackson Acquisition Co. | 5642 | 57661 |
| Jaws Juggernaut Acquisition Corp. | 14501 | 147475 |
| Juniper II Corp. | 40165 | 413699 |
| Jupiter Acquisition Corp. | 14439 | 144390 |
| Jupiter Wellness Acquisition Corp. | 88009 | 907373 |
| Kadem Sustainable Impact Corp. | 75482 | 761613 |
| Kensington Capital Acquisition Corp. V | 58918 | 605677 |
| Keyarch Acquisition Corp. | 20135 | 205176 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Khosla Ventures Acquisition Co. | 18131 | $183123 |
| Kimbell Tiger Acquisition Corp. | 119582 | 1241261 |
| Kismet Acquisition Two Corp. | 39461 | 400924 |
| KnightSwan Acquisition Corp. | 8994 | 92503 |
| L Catterton Asia Acquisition Corp. | 1609 | 16637 |
| LAMF Global Ventures Corp. I | 138675 | 1434593 |
| LAVA Medtech Acquisition Corp. | 37985 | 392005 |
| Lazard Growth Acquisition Corp. I | 34208 | 347211 |
| Lead Edge Growth Opportunities, Ltd. | 500 | 5078 |
| Legato Merger Corp. II | 25933 | 265943 |
| Levere Holdings Corp. | 54573 | 553370 |
| LF Capital Acquisition Corp. II, Class A | 166778 | 1719481 |
| Liberty Resources Acquisition Corp. | 76982 | 799843 |
| LIV Capital Acquisition Corp. II | 58346 | 602714 |
| Logistics Innovation Technologies Corp. | 30319 | 304554 |
| M3-Brigade Acquisition III Corp. | 14905 | 152031 |
| Magnum Opus Acquisition, Ltd. | 36420 | 369117 |
| Maxpro Capital Acquisition Corp. | 37123 | 388492 |
| McLaren Technology Acquisition Corp. | 122181 | 1260908 |
| Medicus Sciences Acquisition Corp. | 80321 | 812045 |
| Metals Acquisition Corp. | 35266 | 356539 |
| Moringa Acquisition Corp. | 35406 | 359371 |
| Motive Capital Corp. II | 12857 | 132684 |
| Mountain & Co. I Acquisition Corp. | 125353 | 1317460 |
| Nabors Energy Transition Corp. | 188038 | 1944313 |
| New Energy One Acquisition Corp. PLC | 445953 | 5580391 |
| New Providence Acquisition Corp. II | 77530 | 796233 |
| New Vista Acquisition Corp. | 46189 | 468587 |
| Newbury Street Acquisition Corp. | 20019 | 201792 |
| NorthView Acquisition Corp. | 38482 | 393286 |
| Nubia Brand International Corp. | 58524 | 603382 |
| Oxus Acquisition Corp. | 52867 | 547702 |
| Papaya Growth Opportunity Corp. I | 114924 | 1183717 |
| Patria Latin American Opportunity Acquisition Corp. | 92291 | 963518 |
| Pearl Holdings Acquisition Corp. | 36968 | 382249 |
| Pegasus Digital Mobility Acquisition Corp. | 65953 | 682614 |
| Pegasus Digital Mobility Acquisition Corp., Class B<sup>(c)</sup> | 4456 | 1381 |
| Peridot Acquisition Corp. II | 30189 | 306720 |
| Pine Technology Acquisition Corp. | 162272 | 1640570 |
| Plum Acquisition Corp. I | 73302 | 744382 |
| Pono Capital Two, Inc. | 9738 | 100253 |
| Power & Digital Infrastructure Acquisition II Corp. | 44362 | 450274 |
| PowerUp Acquisition Corp. | 141091 | 1467346 |
| PROOF Acquisition Corp. I | 61707 | 633114 |
| Pyrophyte Acquisition Corp. | 59361 | 617651 |
| RCF Acquisition Corp. | 9504 | 98271 |
| Redwoods Acquisition Corp. | 32327 | 330059 |
| Revelstone Capital Acquisition Corp. | 77115 | 782332 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| RF Acquisition Corp. | 23928 | $243707 |
| Rigel Resource Acquisition Corp. | 64290 | 665402 |
| ROC Energy Acquisition Corp. | 74024 | 763187 |
| Rocket Internet Growth Opportunities Corp. | 33430 | 339816 |
| Ross Acquisition Corp. II | 2830 | 28781 |
| Roth CH Acquisition V Co. | 62531 | 639067 |
| ScION Tech Growth II | 60966 | 620329 |
| Screaming Eagle Acquisition Corp. | 67654 | 678908 |
| Sculptor Acquisition Corp. I | 36931 | 382605 |
| Sculptor Capital Management, Inc. | 708589 | 6582792 |
| Seaport Global Acquisition II Corp. | 91410 | 938781 |
| SHUAA Partners Acquisition Corp. I | 45916 | 476149 |
| Signal Hill Acquisition Corp. | 26924 | 276240 |
| SILVERspac, Inc. | 55349 | 559025 |
| Sizzle Acquisition Corp. | 70060 | 727223 |
| Skydeck Acquisition Corp. | 13316 | 134825 |
| Slam Corp. | 26398 | 267940 |
| Social Capital Suvretta Holdings Corp. II | 58318 | 590761 |
| Social Capital Suvretta Holdings Corp. IV | 86410 | 873605 |
| Sound Point Acquisition Corp. I, Ltd. | 99902 | 1041978 |
| Southport Acquisition Corp. | 49077 | 503775 |
| Spear Investments I BV | 18796 | 206383 |
| SportsMap Tech Acquisition Corp. | 30800 | 317240 |
| Spree Acquisition Corp. 1, Ltd. | 75747 | 783981 |
| Spring Valley Acquisition Corp. II | 26964 | 275572 |
| Springwater Special Situations Corp. | 58969 | 602368 |
| ST Energy Transition I, Ltd. | 93266 | 961106 |
| Stratim Cloud Acquisition Corp. | 51586 | 520761 |
| Summit Healthcare Acquisition Corp. | 42915 | 434514 |
| Supernova Partners Acquisition Co. III, Ltd. | 25440 | 258216 |
| SVF Investment Corp. 2 | 218988 | 2227108 |
| Swiftmerge Acquisition Corp. | 72847 | 743768 |
| TB SA Acquisition Corp. | 81664 | 829298 |
| Tech and Energy Transition Corp. | 64240 | 648824 |
| Tio Tech A | 22150 | 224601 |
| TLGY Acquisition Corp. | 136622 | 1414721 |
| TPG Pace Beneficial II Corp. | 99747 | 988992 |
| Transition SA | 33822 | 358502 |
| Trine II Acquisition Corp. | 50769 | 524951 |
| Twelve Seas Investment Co. II | 85682 | 866245 |
| Twin Ridge Capital Acquisition Corp. | 8071 | 82082 |
| UTA Acquisition Corp. | 88121 | 906765 |
| Vahanna Tech Edge Acquisition I Corp. | 132585 | 1371592 |
| Valor Latitude Acquisition Corp. | 22158 | 224793 |
| Valuence Merger Corp. I | 71556 | 747045 |
| VAM Investments Spac BV | 25279 | 270697 |
| Vector Acquisition Corp. II | 14215 | 144545 |
| Viscogliosi Brothers Acquisition Corp. | 41703 | 426772 |
| Vision Sensing Acquisition Corp. | 26576 | 276390 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| VMG Consumer Acquisition Corp. | 124658 | $1277744 |
| VPC Impact Acquisition Holdings II | 7231 | 73612 |
| Warburg Pincus Capital Corp. I-A | 52113 | 528947 |
| Warburg Pincus Capital Corp. I-B | 61226 | 621750 |
| Welsbach Technology Metals Acquisition Corp. | 29572 | 304000 |
| World Quantum Growth Acquisition Corp. | 84860 | 869815 |
| Worldwide Webb Acquisition Corp. | 2153 | 22047 |
| XPAC Acquisition Corp. | 11711 | 118047 |
| Yotta Acquisition Corp. | 47369 | 481269 |
| Zimmer Energy Transition Acquisition Corp. | 12320 | 123878 |
|  |  | 173110607 |
| **TOTAL SPECIAL PURPOSE ACQUISITION COMPANIES** |  | **173110607** |
| (Cost $165,863,510) |  |  |
| **WARRANTS - 0.37%<sup>(g)</sup>** |  |  |
| 10X Capital Venture Acquisition Corp. III, Expires 06/30/2028, Strike Price $11.50 | 55754 | 5620 |
| 7 Acquisition Corp., Expires 11/05/2026, Strike Price $11.50 | 25051 | 2744 |
| A SPAC I Acquisition Corp., Expires 05/21/2027, Strike Price $11.50 | 1 | 0 |
| A SPAC II Acquisition Corp., Expires 05/03/2027, Strike Price $11.50 | 34421 | 1263 |
| Achari Ventures Holdings Corp. I, Expires 08/05/2026, Strike Price $11.50 | 38384 | 1033 |
| Agrinam Acquisition Corp., Expires 06/30/2027, Strike Price $11.50 | 19798 | 198 |
| Ahren Acquisition Corp., Expires 06/17/2028, Strike Price $11.50 | 47850 | 5316 |
| Alpha Healthcare Acquisition Corp. III, Expires 04/12/2027, Strike Price $11.50 | 3816 | 1004 |
| Alset Capital Acquisition Corp., Expires 02/02/2027, Strike Price $11.50 | 13297 | 864 |
| ALSP Orchid Acquisition Corp. I, Expires 11/30/2028, Strike Price $11.50 | 52397 | 1834 |
| Andretti Acquisition Corp., Expires 03/23/2028, Strike Price $11.50 | 24523 | 1739 |
| AP Acquisition Corp., Expires 12/07/2026, Strike Price $11.50 | 9857 | 927 |
| Apeiron Capital Investment Corp, Expires 06/24/2023, Strike Price $11.50 | 49151 | 2458 |
| APx Acquisition Corp. I, Expires 08/19/2028, Strike Price $11.50 | 3981 | 129 |
| Arbor Rapha Capital Bioholdings Corp. I, Expires 03/14/2023, Strike Price $11.50 | 23851 | 2304 |
| Arctos NorthStar Acquisition Corp., Expires 12/31/2028, Strike Price $11.50 | 28596 | 2860 |
| Arisz Acquisition Corp., Expires 11/16/2026, Strike Price $11.50 | 34348 | 945 |
| Armada Acquisition Corp. I, Expires 08/13/2026, Strike Price $11.50 | 19 | 2 |
| Artemis Strategic Investment Corp., Expires 02/12/2023, Strike Price $11.50 | 52405 | 4716 |
| Ascendant Digital Acquisition Corp. III, Expires 04/19/2023, Strike Price $11.50 | 78866 | 789 |
| Athena Consumer Acquisition Corp., Expires 07/31/2028, Strike Price $11.50 | 33717 | 5344 |
| Athena Technology Acquisition Corp. II, Expires 10/17/2028, Strike Price $11.50 | 36968 | 2316 |
| Atlantic Coastal Acquisition Corp. II, Expires 06/02/2028, Strike Price $11.50 | 80774 | 2666 |
| Ault Disruptive Technologies Corp., Expires 06/20/2028, Strike Price $11.50 | 18483 | 970 |
| Aura FAT Projects Acquisition Corp., Expires 06/02/2027, Strike Price $11.50 | 58439 | 1759 |
| Aurora Technology Acquisition Corp., Expires 02/07/2028, Strike Price $11.50 | 63578 | 1221 |
| AXIOS Sustainable Growth Acquisition Corp., Expires 02/16/2027, Strike Price $11.50 | 43990 | 1452 |
| Banyan Acquisition Corp., Expires 09/30/2028, Strike Price $11.50 | 45560 | 1597 |
| Battery Future Acquisition Corp., Expires 05/26/2028, Strike Price $11.50 | 36968 | 2961 |
| Beard Energy Transition Acquisition Corp., Expires 12/31/2027, Strike Price $11.50 | 60293 | 3618 |
| BenevolentAI, Expires 06/30/2026, Strike Price $11.50 | 7014 | 2821 |
| Benson Hill Inc., Expires 03/25/2027, Strike Price $3.90<sup>(c)</sup> | 187607 | 35645 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| BioPlus Acquisition Corp., Expires 07/19/2028, Strike Price $11.50 | 45412 | $4496 |
| Black Mountain Acquisition Corp., Expires 10/15/2027, Strike Price $11.50 | 46279 | 2916 |
| Black Spade Acquisition Co., Expires 06/29/2023, Strike Price $11.50 | 14266 | 1498 |
| bleuacacia, Ltd., Expires 10/30/2026, Strike Price $11.50 | 100804 | 2792 |
| Blockchain Coinvestors Acquisition Corp. I, Expires 11/01/2028, Strike Price $11.50 | 93986 | 8036 |
| Blue Ocean Acquisition Corp., Expires 10/21/2028, Strike Price $11.50 | 16257 | 1626 |
| Blue World Acquisition Corp., Expires 01/10/2029, Strike Price $11.50 | 23302 | 932 |
| Bluescape Opportunities Acquisition Corp., Expires 01/31/2026, Strike Price $11.50 | 49310 | 10321 |
| Bullpen Parlay Acquisition Co., Expires 12/03/2026, Strike Price $11.50 | 57733 | 3527 |
| BurTech Acquisition Corp., Expires 12/18/2026, Strike Price $11.50 | 23368 | 467 |
| BYTE Acquisition Corp., Expires 12/31/2028, Strike Price $11.50 | 20143 | 1335 |
| C5 Acquisition Corp., Expires 05/19/2028, Strike Price $11.50 | 72059 | 1592 |
| Cactus Acquisition Corp. 1, Ltd., Expires 07/20/2023, Strike Price $11.50 | 21180 | 828 |
| Canna-Global Acquisition Corp., Expires 02/09/2028, Strike Price $11.50 | 154766 | 2724 |
| Capitalworks Emerging Markets Acquisition Corp., Expires 04/27/2028, Strike Price $11.50 | 69120 | 2944 |
| Cardio Diagnostics Holdings, Inc., Expires 12/01/2026, Strike Price $11.50 | 19933 | 1345 |
| Carney Technology Acquisition Corp. II, Expires 11/30/2027, Strike Price $11.50 | 46429 | 3946 |
| CARTESIAN GROWTH Corp. II, Expires 07/12/2028, Strike Price $11.50 | 5984 | 1059 |
| Cartica Acquisition Corp., Expires 04/30/2028, Strike Price $11.50 | 74354 | 5963 |
| Catalyst Partners Acquisition Corp., Expires 12/31/2027, Strike Price $11.50 | 4076 | 4 |
| CENAQ Energy Corp., Expires 12/31/2027, Strike Price $11.50 | 327 | 33 |
| CF Acquisition Corp. IV, Expires 12/14/2025, Strike Price $11.50 | 13333 | 1089 |
| CF Acquisition Corp. VII, Expires 03/15/2026, Strike Price $11.50 | 4928 | 665 |
| Chain Bridge I, Expires 12/31/2028, Strike Price $11.50 | 33367 | 5005 |
| Chenghe Acquisition Co., Expires 04/28/2027, Strike Price $11.50 | 400 | 42 |
| Churchill Capital Corp. VII, Expires 02/29/2028, Strike Price $11.50 | 26731 | 1893 |
| CIIG Capital Partners II, Inc., Expires 02/28/2028, Strike Price $11.50 | 11642 | 815 |
| Cineworld, Expires 11/23/2025, Strike Price $0.41 | 88914 |  |
| Clean Earth Acquisitions Corp., Expires 02/24/2028, Strike Price $11.50 | 49587 | 5700 |
| ClimateRock, Expires 06/01/2027, Strike Price $11.50 | 11778 | 418 |
| Compute Health Acquisition Corp., Expires 12/31/2027, Strike Price $11.50 | 26926 | 3465 |
| Concord Acquisition Corp. II, Expires 12/31/2028, Strike Price $11.50 | 25741 | 3233 |
| Concord Acquisition Corp. III, Expires 12/31/2028, Strike Price $11.50 | 54452 | 4258 |
| Consilium Acquisition Corp. I, Ltd., Expires 06/01/2027, Strike Price $11.50 | 38488 | 1347 |
| Corner Growth Acquisition Corp., Expires 12/31/2027, Strike Price $11.50 | 41045 | 1231 |
| Counter Press Acquisition Corp., Expires 02/09/2027, Strike Price $11.50 | 10106 | 432 |
| Crescera Capital Acquisition Corp., Expires 04/20/2028, Strike Price $11.50 | 63791 | 3183 |
| Crystal Peak Acquisition, Expires 06/22/2026, Strike Price $11.50 | 34484 | 17242 |
| DEE Tech SA, Expires 06/23/2023, Strike Price $11.50 | 35099 | 11447 |
| Deezer SA, Expires 06/07/2027, Strike Price $11.50 | 95238 | 3727 |
| Denali Capital Acquisition Corp., Expires 04/07/2027, Strike Price $11.50 | 27621 | 1660 |
| DHC Acquisition Corp., Expires 12/31/2027, Strike Price $11.50 | 25249 | 470 |
| DiamondHead Holdings Corp., Expires 01/28/2028, Strike Price $11.50 | 11333 | 2833 |
| Digital Health Acquisition Corp., Expires 10/14/2023, Strike Price $11.50 | 17736 | 2118 |
| dMY Technology Group, Inc. VI, Expires 06/25/2023, Strike Price $11.50 | 3783 | 901 |
| DUET Acquisition Corp., Expires 07/19/2028, Strike Price $11.50 | 5996 | 138 |
| EG Acquisition Corp., Expires 05/28/2028, Strike Price $11.50 | 27981 | 5037 |
| Emerging Markets Horizon Corp., Expires 02/08/2028, Strike Price $11.50 | 73685 | 4421 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Energem Corp., Expires 03/10/2023, Strike Price $11.50 | 45714 | $4110 |
| Energy Transition Partners BV, Expires 07/16/2026, Strike Price $11.50 | 16852 | 4580 |
| ESGEN Acquisition Corp., Expires 06/28/2023, Strike Price $11.50 | 61117 | 3820 |
| Eureking SA, Expires 05/12/2027, Strike Price $11.50 | 59955 | 3259 |
| EVe Mobility Acquisition Corp., Expires 05/12/2028, Strike Price $11.50 | 27110 | 2171 |
| Everest Consolidator Acquisition Corp., Expires 07/19/2028, Strike Price $11.50 | 50492 | 778 |
| Evergreen Corp., Expires 02/15/2027, Strike Price $11.50 | 70092 | 876 |
| ExcelFin Acquisition Corp., Expires 07/05/2023, Strike Price $11.50 | 22349 | 670 |
| FG Acquisition Corp., Expires 04/05/2030, Strike Price $11.50 | 25263 | 28295 |
| FG Merger Corp., Expires 06/17/2027, Strike Price $11.50 | 1112 | 111 |
| Financial Strategies Acquisition Corp., Expires 03/31/2028, Strike Price $11.50 | 6820 | 130 |
| Financials Acquisition Corp., Expires 04/04/2027, Strike Price $1150.00 | 28696 | 1415 |
| Finnovate Acquisition Corp., Expires 04/15/2023, Strike Price $11.50 | 71462 | 1858 |
| FinServ Acquisition Corp. II, Expires 02/17/2026, Strike Price $11.50 | 22794 | 591 |
| Fintech Ecosystem Development Corp., Expires 12/31/2028, Strike Price $11.50 | 27352 | 711 |
| Fintech Evolution Acquisition Group, Expires 03/31/2028, Strike Price $11.50 | 17608 | 528 |
| Flame Acquisition Corp., Expires 12/31/2028, Strike Price $11.50 | 5451 | 4906 |
| Forbion European Acquisition Corp., Expires 05/23/2028, Strike Price $11.50 | 7393 | 1331 |
| Fortune Rise Acquisition Corp., Expires 11/26/2023, Strike Price $11.50 | 15616 | 1118 |
| FTAC Emerald Acquisition Corp., Expires 08/22/2028, Strike Price $11.50 | 27108 | 2640 |
| FTAC Parnassus Acquisition Corp., Expires 03/10/2026, Strike Price $11.50 | 10083 | 654 |
| FTAC Zeus Acquisition Corp., Expires 12/31/2027, Strike Price $11.50 | 135656 | 4070 |
| Fusion Acquisition Corp. II, Expires 12/31/2027, Strike Price $11.50 | 20782 | 416 |
| Future Health ESG Corp., Expires 02/19/2023, Strike Price $11.50 | 37402 | 2319 |
| FutureTech II Acquisition Corp., Expires 02/16/2027, Strike Price $11.50 | 48383 | 852 |
| Games & Esports Experience Acquisition Corp., Expires 10/21/2028, Strike Price $11.50 | 59290 | 1779 |
| Gardiner Healthcare Acquisitions Corp., Expires 07/30/2028, Strike Price $11.50 | 14786 | 1553 |
| Genesis Growth Tech Acquisition Corp., Expires 05/19/2028, Strike Price $11.50 | 6030 | 1085 |
| GigCapital5, Inc., Expires 12/31/2028, Strike Price $11.50 | 3954 | 128 |
| Global Blockchain Acquisition Corp., Expires 05/10/2027, Strike Price $11.50 | 40470 | 947 |
| Global Technology Acquisition Corp. I, Expires 07/13/2023, Strike Price $11.50 | 23734 | 2848 |
| Globalink Investment, Inc., Expires 12/03/2026, Strike Price $11.50 | 14771 | 182 |
| GoGreen Investments Corp., Expires 06/04/2023, Strike Price $11.50 | 65339 | 29403 |
| Gores Holdings IX, Inc., Expires 01/14/2029, Strike Price $11.50 | 40512 | 9723 |
| Granite Ridge Resources, Inc., Expires 09/25/2028, Strike Price $11.50 | 228188 | 228188 |
| Green Visor Financial Technology Acquisition Corp. I, Expires 05/08/2023, Strike Price $11.50 | 47750 | 1791 |
| Growth For Good Acquisition Corp., Expires 11/12/2026, Strike Price $11.50 | 51285 | 4003 |
| GSR II Meteora Acquisition Corp., Expires 07/22/2023, Strike Price $11.50 | 119353 | 22438 |
| Harvey Gulf, Expires 12/31/2049, Strike Price $0.01 | 16636 | 332720 |
| HCM ACQUISITION Corp., Expires 12/31/2027, Strike Price $11.50 | 10493 | 260 |
| Healthcare AI Acquisition Corp., Expires 12/14/2026, Strike Price $11.50 | 18681 | 2802 |
| Heartland Media Acquisition Corp., Expires 10/21/2027, Strike Price $11.50 | 1499 | 104 |
| HHG Capital Corp., Expires 12/31/2027, Strike Price $11.50 | 17425 | 699 |
| HNR Acquisition Corp., Expires 07/29/2028, Strike Price $11.50 | 44874 | 5834 |
| Home Plate Acquisition Corp., Expires 03/03/2023, Strike Price $11.50 | 4107 | 271 |
| Iconic Sports Acquisition Corp., Expires 04/06/2023, Strike Price $11.50 | 19665 | 4388 |
| Inception Growth Acquisition, Ltd., Expires 10/15/2026, Strike Price $11.50 | 2402 | 78 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Industrial Tech Acquisitions II, Inc., Expires 12/31/2028, Strike Price $11.50 | 47509 | $3801 |
| Infinite Acquisition Corp., Expires 11/23/2028, Strike Price $11.50 | 46166 | 5600 |
| InFinT Acquisition Corp., Expires 05/19/2027, Strike Price $11.50 | 55058 | 4405 |
| Innovative International Acquisition Corp., Expires 04/03/2023, Strike Price $11.50 | 71433 | 2964 |
| Integrated Rail and Resources Acquisition Corp., Expires 05/21/2023, Strike Price $11.50 | 48874 | 7590 |
| Integrated Wellness Acquisition Corp., Expires 10/31/2028, Strike Price $11.50 | 1869 | 568 |
| Investcorp Europe Acquisition Corp. I, Expires 11/23/2028, Strike Price $11.50 | 24645 | 739 |
| Investcorp India Acquisition Corp., Expires 06/28/2027, Strike Price $11.50 | 37472 | 2998 |
| Iris Acquisition Corp., Expires 03/05/2026, Strike Price $11.50 | 27683 | 2700 |
| IX Acquisition Corp., Expires 11/24/2026, Strike Price $11.50 | 112 | 2 |
| Jackson Acquisition Co., Expires 12/31/2028, Strike Price $11.50 | 11842 | 592 |
| Jaguar Global Growth Corp. I, Expires 02/11/2027, Strike Price $11.50 | 43794 | 3944 |
| Jaws Mustang Acquisition Corp., Expires 01/30/2026, Strike Price $11.50 | 19820 | 1298 |
| Juniper II Corp., Expires 12/31/2028, Strike Price $11.50 | 9381 | 1501 |
| Jupiter Acquisition Corp., Expires 08/17/2028, Strike Price $11.50 | 1531 | 98 |
| Kairous Acquisition Corp. ltd, Expires 09/15/2026, Strike Price $11.50 | 6746 | 607 |
| Kernel Group Holdings, Inc., Expires 01/31/2027, Strike Price $11.50 | 1326 | 123 |
| Keyarch Acquisition Corp., Expires 07/25/2028, Strike Price $11.50 | 24350 | 1403 |
| Kimbell Tiger Acquisition Corp., Expires 09/15/2028, Strike Price $11.50 | 59791 | 8969 |
| KnightSwan Acquisition Corp., Expires 07/21/2028, Strike Price $11.50 | 4497 | 473 |
| LAMF Global Ventures Corp. I, Expires 04/04/2023, Strike Price $11.50 | 63179 | 5680 |
| LatAmGrowth SPAC, Expires 01/25/2028, Strike Price $11.50 | 37849 | 3785 |
| LAVA Medtech Acquisition Corp., Expires 04/01/2023, Strike Price $11.50 | 57923 | 5196 |
| Lazard Growth Acquisition Corp. I, Expires 12/31/2027, Strike Price $11.50 | 4497 | 36 |
| LDH Growth Corp. I, Expires 12/31/2028, Strike Price $11.50 | 1613 | 68 |
| Levere Holdings Corp., Expires 12/31/2028, Strike Price $11.50 | 13463 | 404 |
| LF Capital Acquisition Corp. II, Expires 01/07/2026, Strike Price $11.50 | 60499 | 2420 |
| Liberty Resources Acquisition Corp., Expires 10/31/2028, Strike Price $11.50 | 22928 | 1330 |
| Lionheart III Corp., Expires 03/19/2023, Strike Price $11.50 | 36580 | 4024 |
| LIV Capital Acquisition Corp. II, Expires 02/16/2027, Strike Price $11.50 | 43759 | 5142 |
| McLaren Technology Acquisition Corp., Expires 03/03/2023, Strike Price $11.50 | 61067 | 1832 |
| Mercato Partners Acquisition Corp., Expires 12/28/2026, Strike Price $11.50 | 15665 | 940 |
| Metal Sky Star Acquisition Corp., Expires 04/01/2027, Strike Price $11.50 | 40420 | 1811 |
| Metals Acquisition Corp., Expires 07/12/2026, Strike Price $11.50 | 8891 | 6268 |
| Monterey Bio Acquisition Corp., Expires 06/07/2023, Strike Price $11.50 | 24230 | 600 |
| Motive Capital Corp. II, Expires 05/15/2028, Strike Price $11.50 | 8206 | 696 |
| Mountain & Co. I Acquisition Corp., Expires 08/24/2023, Strike Price $11.50 | 62660 | 2431 |
| Murphy Canyon Acquisition Corp., Expires 02/03/2027, Strike Price $11.50 | 51468 | 2959 |
| Nabors Energy Transition Corp., Expires 11/17/2026, Strike Price $11.50 | 87846 | 7028 |
| New Energy One Acquisition Corp. PLC, Expires 03/07/2027, Strike Price $11.50 | 222976 | 68724 |
| New Providence Acquisition Corp. II, Expires 12/31/2027, Strike Price $11.50 | 21526 | 975 |
| New Vista Acquisition Corp., Expires 12/31/2027, Strike Price $11.50 | 14117 | 706 |
| Newcourt Acquisition Corp., Expires 04/12/2028, Strike Price $11.50 | 30398 | 632 |
| Nogin, Inc., Expires 08/26/2027, Strike Price $11.50 | 8372 | 310 |
| NorthView Acquisition Corp., Expires 08/02/2027, Strike Price $11.50 | 19197 | 720 |
| Nova Vision Acquisition Corp., Expires 12/31/2028, Strike Price $11.50 | 31088 | 858 |
| Nubia Brand International Corp., Expires 11/16/2026, Strike Price $11.50 | 29262 | 1829 |
| OmniLit Acquisition Corp., Expires 11/08/2026, Strike Price $11.50 | 31515 | 2679 |
| Onyx Acquisition Co. I, Expires 11/30/2028, Strike Price $11.50 | 24790 | 3788 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Oxus Acquisition Corp., Expires 08/26/2026, Strike Price $11.50 | 20287 | $1826 |
| Papaya Growth Opportunity Corp. I, Expires 12/31/2028, Strike Price $11.50 | 76584 | 4672 |
| Patria Latin American Opportunity Acquisition Corp., Expires 03/10/2027, Strike Price $11.50 | 46145 | 3692 |
| Pearl Holdings Acquisition Corp., Expires 12/15/2026, Strike Price $11.50 | 18484 | 1848 |
| PepperLime Health Acquisition Corp., Expires 03/28/2023, Strike Price $11.50 | 11876 | 891 |
| Perception Capital Corp. II, Expires 12/31/2028, Strike Price $11.50 | 58258 | 6120 |
| Phoenix Biotech Acquisition Corp., Expires 09/01/2026, Strike Price $11.50 | 21939 | 1117 |
| Pono Capital Two, Inc., Expires 09/23/2027, Strike Price $11.50 | 9738 | 333 |
| Pontem Corp., Expires 12/31/2027, Strike Price $11.50 | 60453 | 14817 |
| Power & Digital Infrastructure Acquisition II Corp., Expires 12/14/2028, Strike Price $11.50 | 87961 | 7934 |
| PowerUp Acquisition Corp., Expires 02/18/2027, Strike Price $11.50 | 70545 | 7760 |
| PROOF Acquisition Corp. I, Expires 12/03/2028, Strike Price $11.50 | 20757 | 884 |
| Prospector Capital Corp., Expires 01/01/2025, Strike Price $11.50 | 21521 | 1958 |
| RCF Acquisition Corp., Expires 04/25/2023, Strike Price $11.50 | 31463 | 2517 |
| Redwoods Acquisition Corp., Expires 03/15/2027, Strike Price $11.50 | 32327 | 1131 |
| Relativity Acquisition Corp., Expires 02/11/2027, Strike Price $11.50 | 45142 | 2126 |
| Revelstone Capital Acquisition Corp., Expires 05/24/2028, Strike Price $11.50 | 53 | 4 |
| RF Acquisition Corp., Expires 05/01/2028, Strike Price $11.50 | 19704 | 350 |
| Rigel Resource Acquisition Corp., Expires 04/19/2023, Strike Price $11.50 | 31854 | 4138 |
| Rose Hill Acquisition Corp., Expires 03/03/2023, Strike Price $11.50 | 41528 | 5399 |
| Ross Acquisition Corp. II, Expires 02/12/2026, Strike Price $11.50 | 28225 | 6209 |
| Screaming Eagle Acquisition Corp., Expires 12/15/2027, Strike Price $11.50 | 22674 | 5662 |
| Sculptor Acquisition Corp. I, Expires 04/15/2028, Strike Price $11.50 | 9858 | 1005 |
| Seaport Calibre Materials Acquisition Corp., Expires 07/19/2026, Strike Price $11.50 | 14252 | 695 |
| Selina Hospitality PLC, Expires 12/31/2049, Strike Price $0.01<sup>(c)</sup> | 218500 | 39330 |
| ShoulderUp Technology Acquisition Corp., Expires 07/26/2023, Strike Price $11.50 | 94845 | 3263 |
| SHUAA Partners Acquisition Corp. I, Expires 03/02/2027, Strike Price $11.50 | 22958 | 1837 |
| Signal Hill Acquisition Corp., Expires 02/11/2027, Strike Price $11.50 | 13462 | 537 |
| SILVERspac, Inc., Expires 02/16/2023, Strike Price $11.50 | 18449 | 2769 |
| Sizzle Acquisition Corp., Expires 03/12/2026, Strike Price $11.50 | 43590 | 12859 |
| Sound Point Acquisition Corp. I, Ltd., Expires 03/02/2027, Strike Price $11.50 | 49951 | 8244 |
| Southport Acquisition Corp., Expires 05/24/2028, Strike Price $11.50 | 6161 | 280 |
| Spree Acquisition Corp. 1, Ltd., Expires 12/22/2028, Strike Price $11.50 | 20337 | 610 |
| Spring Valley Acquisition Corp. II, Expires 02/16/2023, Strike Price $11.50 | 13573 | 3258 |
| SpringBig Holdings, Inc., Expires 06/14/2027, Strike Price $11.50 | 24279 | 1216 |
| ST Energy Transition I, Ltd., Expires 12/02/2026, Strike Price $11.50 | 42980 | 8596 |
| Sustainable Development Acquisition I Corp., Expires 12/31/2028, Strike Price $11.50 | 28327 | 2209 |
| Swiftmerge Acquisition Corp., Expires 06/17/2028, Strike Price $11.50 | 132 | 18 |
| Tailwind International Acquisition Corp., Expires 03/01/2028, Strike Price $11.50 | 17317 | 346 |
| Talon 1 Acquisition Corp., Expires 04/18/2023, Strike Price $11.50 | 71933 | 4478 |
| Target Global Acquisition I Corp., Expires 12/31/2027, Strike Price $11.50 | 18073 | 2257 |
| Tech and Energy Transition Corp., Expires 12/31/2027, Strike Price $11.50 | 59992 | 2100 |
| Technology & Telecommunication Acquisition Corp., Expires 02/15/2027, Strike Price $11.50 | 52993 | 1987 |
| TKB Critical Technologies 1, Expires 10/29/2028, Strike Price $11.50 | 48884 | 11243 |
| TLGY Acquisition Corp., Expires 01/14/2028, Strike Price $11.50 | 68311 | 2135 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| Transition SA, Expires 06/16/2026, Strike Price $11.50 | 33822 | $18385 |
| Trine II Acquisition Corp., Expires 12/31/2027, Strike Price $11.50 | 78462 | 6622 |
| UTA Acquisition Corp., Expires 10/30/2026, Strike Price $11.50 | 44060 | 8627 |
| Vahanna Tech Edge Acquisition I Corp., Expires 11/30/2028, Strike Price $11.50 | 55430 | 1995 |
| Valor Latitude Acquisition Corp., Expires 12/31/2028, Strike Price $11.50 | 3725 | 130 |
| Valuence Merger Corp. I, Expires 03/01/2027, Strike Price $11.50 | 60778 | 5859 |
| VAM Investments Spac BV, Expires 07/27/2026, Strike Price $11.50 | 12639 | 4672 |
| Viscogliosi Brothers Acquisition Corp., Expires 03/18/2027, Strike Price $11.50 | 20851 | 3121 |
| Vision Sensing Acquisition Corp., Expires 03/24/2023, Strike Price $11.50 | 49182 | 1982 |
| VMG Consumer Acquisition Corp., Expires 07/03/2023, Strike Price $11.50 | 60937 | 3053 |
| Western Acquisition Ventures Corp., Expires 01/12/2027, Strike Price $11.50 | 29980 | 2473 |
| Yotta Acquisition Corp., Expires 03/15/2027, Strike Price $11.50 | 47369 | 3482 |
| Zimmer Energy Transition Acquisition Corp., Expires 05/14/2023, Strike Price $11.50 | 1716 | 265 |
| ZyVersa Therapeutics, Inc., Expires 12/20/2026, Strike Price $11.50<sup>(c)</sup> | 7100 | 497 |
| **TOTAL WARRANTS** |  | **1401771** |
| (Cost $3,864,827) |  |  |
| **RIGHTS - 0.05%<sup>(g)</sup>** |  |  |
| A SPAC I Acquisition Corp., Expires 12/31/2049 | 2 | 0 |
| A SPAC II Acquisition Corp., Expires 12/31/2049 | 68843 | 5852 |
| Accretion Acquisition Corp., Expires 12/31/2049 | 37215 | 3815 |
| Agrinam Acquisition Corp., Expires 12/31/2049 | 19798 | 792 |
| AIB Acquisition Corp., Expires 12/31/2049 | 41417 | 5384 |
| Alset Capital Acquisition Corp., Expires 12/31/2049 | 26594 | 5063 |
| Arisz Acquisition Corp., Expires 05/01/2023 | 34348 | 3186 |
| Aurora Technology Acquisition Corp., Expires 02/07/2028 | 63578 | 6676 |
| AXIOS Sustainable Growth Acquisition Corp., Expires 12/31/2049 | 43990 | 5499 |
| bleuacacia, Ltd., Expires 12/31/2049 | 201609 | 15121 |
| Blue World Acquisition Corp., Expires 12/31/2049 | 46604 | 4451 |
| Broad Capital Acquisition Corp., Expires 12/31/2049 | 53360 | 9338 |
| Clean Earth Acquisitions Corp., Expires 12/31/2049 | 99120 | 14868 |
| ClimateRock, Expires 06/01/2027 | 23557 | 2710 |
| Consilium Acquisition Corp. I, Ltd., Expires 06/01/2027 | 76977 | 6832 |
| Deep Medicine Acquisition Corp., Expires 10/26/2023 | 15116 | 1209 |
| Financial Strategies Acquisition Corp., Expires 03/31/2028 | 9858 | 739 |
| Fintech Ecosystem Development Corp., Expires 12/31/2028 | 54704 | 6151 |
| Global Blockchain Acquisition Corp., Expires 12/31/2049 | 40470 | 2193 |
| Globalink Investment, Inc., Expires 08/19/2023 | 4837 | 242 |
| Growth For Good Acquisition Corp., Expires 06/14/2023 | 75556 | 3982 |
| GSR II Meteora Acquisition Corp., Expires 12/31/2049 | 7459 | 11263 |
| Inception Growth Acquisition, Ltd., Expires 05/08/2023 | 7394 | 699 |
| Jaguar Global Growth Corp. I, Expires 12/31/2049 | 87589 | 8321 |
| Jupiter Wellness Acquisition Corp., Expires 12/31/2049 | 18463 | 1479 |
| Kairous Acquisition Corp. ltd, Expires 11/24/2023 | 13555 | 2982 |
| Keyarch Acquisition Corp., Expires 07/25/2028 | 16489 | 1608 |
| Metal Sky Star Acquisition Corp., Expires 12/31/2049 | 40420 | 5255 |
| Mountain Crest Acquisition Corp. V, Expires 12/31/2049 | 8917 | 1854 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | |
|:---|:---|:---|
| | **Shares** | **Fair Value** |
| NorthView Acquisition Corp., Expires 12/31/2049 | 38482 | $6157 |
| QualTek Services, Inc., Expires 12/31/2049 | 73592 | 14696 |
| Redwoods Acquisition Corp., Expires 12/31/2049 | 32327 | 4332 |
| RF Acquisition Corp., Expires 12/31/2049 | 19704 | 1970 |
| Sagaliam Acquisition Corp., Expires 12/31/2049 | 84310 | 12651 |
| Spring Valley Acquisition Corp. II, Expires 02/16/2023 | 27147 | 5209 |
| Welsbach Technology Metals Acquisition Corp., Expires 12/31/2049 | 29572 | 5767 |
| Yotta Acquisition Corp., Expires 12/31/2049 | 47369 | 9947 |
| **TOTAL RIGHTS** |  | **198293** |
| (Cost $299,341) |  |  |
| **SHORT TERM INVESTMENTS - 1.26%** |  |  |
| JPMorgan US Treasury Plus Money Market Fund, 7 Day Yield 4.14% | 4739172 | 4739172 |
| BNY Mellon U.S. Treasury Fund, 7 Day Yield 4.15% | 85113 | 85113 |
| **TOTAL SHORT TERM INVESTMENTS** |  | **4824285** |
| (Cost $4,824,285) |  |  |
| Total Investments - 112.50% |  | $430112873 |
| (Cost $429,195,174) |  |  |
| Liabilities in Excess of Other Assets - (12.50)% |  | $(47773864) |
| **Net Assets - 100.00%** |  | $382339009 |

---

Amounts above are shown as a percentage of net assets as of January 31, 2023.

*<sup>(a)</sup>* *The security is a floating rate note which has an annual interest rate, reset monthly, that is calculated by taking the product of a leverage multiplier and (USISDA30 - USISDA02). At January 31, 2023, the current coupon rate for these notes is 0%.*

*<sup>(b)</sup>* *Security exempt from registration under Rule 144A of the Securities Act of 1933 (the "Securities Act"). Total market value of Rule 144A securities amounts to $21,499,733, which represented approximately 5.62% of net assets as of January 31, 2023. Such securities may normally be sold to qualified institutional buyers in transactions exempt from registration.*

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

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

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

*<sup>(f)</sup>* *Securities were originally issued pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. As of January 31, 2023, the aggregate market value of those securities was $3,910,512, which represents approximately 1.02% of net assets.*

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

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

---

| |
|:---|
| **Investment Abbreviations:** |
| LIBOR - London Interbank Offered Rate |
| SOFR - Secured Overnight Financing Rate |
| SONIA - Sterling Overnight Interbank Average Rate |
| OBFR - Overnight Bank Funding Rate |
| USISDA02- ICE USD Swap Rate 2 year Tenor |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| |
|:---|
| USISDA30- ICE USD Swap Rate 30 year Tenor |
| **Reference Rates:** |
| 1M US L - 1 Month LIBOR as of January 31, 2023 was 4.57% |
| 3M US L - 3 Month LIBOR as of January 31, 2023 was 4.81% |
| USISDA02 - ICE USE Swap Rate 2 Year Tenor as of January 31, 2023 was 4.50% |
| USISDA30 - ICE USE Swap Rate 30 Year Tenor as of January 31, 2023 was 3.27% |
| 1M US SOFR - 1 Month SOFR as of January 31, 2023 was 4.31% |
| 3M US SOFR - 3 Month SOFR as of January 31, 2023 was 4.07% |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Buy/Sell Protection<sup>(a)</sup>** | **Single Name/ Index** | **Reference Obligations** | **Annual Payment Rate Received (Paid)** | **Currency** | **Maturity Date** | **Notional Amount<sup>(b)</sup>** | **Value** | **Upfront Fees Received/(Paid)** | **Unrealized Appreciation/**<br> **(Depreciation)** |
| Sell | Single Name | Verizon Wireless | 2.00% | USD | 6/20/24 | 6743000 | $41461 | $20736 | $20726 |
|  |  |  |  |  |  |  | $41461 | $20736 | $20726 |
| Buy | Single Name | RR Donnelley & Sons | (5.00)% | USD | 12/20/26 | 8244000 | $(839212) | $(689317) | $(149896) |
| Buy | Single Name | Verizon Wireless | (1.00)% | USD | 6/20/23 | 19000000 | (64135) | (41350) | (22785) |
|  |  |  |  |  |  |  | $(903348) | $(730667) | $(172681) |

---

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Buy/Sell Protection<sup>(a)</sup>** | **Single Name/ Index** | **Counterparty** | **Reference Obligations** | **Annual Payment Rate Received (Paid)** | **Currency** | **Maturity Date** | **Notional Amount<sup>(b)</sup>** | **Value** | **Upfront Fees Received/(Paid)** | **Unrealized Appreciation/** <br> **(Depreciation)** |
| Sell | Single <br>Name | Goldman Sachs | Verizon Wireless | 5.00% | USD | 6/20/23 | 19000000 | $64135 | $28509 | $35626 |
| Sell | Single <br>Name | Goldman Sachs | Verizon Wireless | 5.00% | USD | 12/20/27 | 20000000 | 392687 | 383718 | 8969 |
| Sell | Single <br>Name | Barclays | International Business Machines | 5.00% | USD | 12/20/27 | 10000000 | 196344 | 202764 | (6420) |
| Sell | Single <br>Name | Goldman Sachs | Danone SA | 5.00% | EUR | 12/20/27 | 5000000 | 106498 | 86606 | 19892 |
| Sell | Single <br>Name | Barclays | Unilever PLC | 5.00% | EUR | 12/20/27 | 10000000 | 283231 | 252774 | 30457 |
| Sell | Single <br>Name | Morgan Stanley | Bristol-Myers Squibb Co. | 5.00% | USD | 6/20/27 | 22000000 | 580473 | 562120 | 18353 |
| Sell | Single <br>Name | Goldman Sachs | Bristol-Myers Squibb Co. | 5.00% | USD | 12/20/27 | 10000000 | 272877 | 268823 | 4054 |
| Sell | Single <br>Name | Morgan Stanley | Bristol-Myers Squibb Co. | 5.00% | USD | 12/20/27 | 10000000 | 272877 | 257109 | 15768 |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Sell | Single <br>Name | Goldman Sachs | Target Corp. | 5.00% | USD | 12/20/27 | 10000000 | 206550 | 194677 | 11873 |
| Sell | Single <br>Name | Goldman Sachs | International Business Machines | 5.00% | USD | 6/20/27 | 5750000 | 112961 | 111480 | 1481 |
| Sell | Single <br>Name | JPMorgan | Target Corp. | 5.00% | USD | 12/20/27 | 5000000 | 103275 | 95150 | 8125 |
| Sell | Single <br>Name | Goldman Sachs | Home Depot | 5.00% | USD | 12/20/27 | 8848000 | 244317 | 232486 | 11832 |
| Sell | Single <br>Name | Morgan Stanley | Danone SA | 5.00% | EUR | 12/20/27 | 1264000 | 26923 | 25775 | 1148 |
| Sell | Single <br>Name | Goldman Sachs | Proctor & Gamble | 5.00% | USD | 12/20/27 | 25000000 | 666654 | 633005 | 33648 |
| Sell | Single <br>Name | Barclays | Liberty Interactive | 5.00% | USD | 12/20/27 | 232000 | 84782 | 87000 | (2218) |
| Sell | Single <br>Name  | Goldman Sachs | Pfizer, Inc. | 5.00% | USD | 12/20/27 | 7300000 | 195702 | 187724 | 7978 |
|  |  |  |  |  |  |  |  | $3810285 | $3609721 | $200564 |

---

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

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Obligations** | **Currency** | **Notional Amount** | **Termination Date** | **Floating Rate Index** | **Floating Rate Paid/(Received) by Fund** | **Value** | **Unrealized Appreciation/ (Depreciation)** |
| JPMorgan Chase & Co | BlackRock Smaller Cos Trust PLC | GBP | $755995 | 12/18/23 | SONIA | 40 bps | $918844 | $(13183) |
| JPMorgan Chase & Co | Henderson Smaller Companies Investment Trust PLC | GBP | 271883 | 12/18/23 | SONIA | 40 bps | 327986 | (7204) |
| JPMorgan Chase & Co | Invesco Perpetual UK Smaller Cos Investment Trust PLC | GBP | 278202 | 12/18/23 | SONIA | 40 bps | 341843 | (1137) |
| JPMorgan Chase & Co | JPMorgan UK Smaller Companies Investment Trust PLC | GBP | 40063 | 12/18/23 | SONIA | 40 bps | 48475 | (916) |
| JPMorgan Chase & Co | JPMorgan Mid Cap Investment Trust PLC | GBP | 131386 | 10/2/23 | SONIA | 40 bps | 160769 | (1210) |
| JPMorgan Chase & Co | Aberdeen Diversified Income and Growth Trust PLC | GBP | 86217 | 10/2/23 | SONIA | 40 bps | 105112 | (1181) |
| JPMorgan Chase & Co | Aberforth Smaller Companies Trust PLC | GBP | 1080002 | 10/2/23 | SONIA | 40 bps | 1321900 | (9579) |

---

Saba Capital Income & Opportunities Fund Consolidated Schedule of Investments

January 31, 2023

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| JPMorgan Chase & Co | Baillie Gifford European Growth Trust PLC | GBP | 129331.0 | 10/2/23 | SONIA | 40 bps | 156819 | (2627) |
| JPMorgan Chase & Co | Baillie Gifford UK Growth Trust PLC | GBP | 86494.0 | 10/5/23 | SONIA | 40 bps | 105409 | (1225) |
| JPMorgan Chase & Co | Edinburgh Worldwide Investment Trust PLC | GBP | 105608.0 | 10/2/23 | SONIA | 40 bps | 128033 | (2166) |
| JPMorgan Chase & Co | Mercantile Investment Trust PLC | GBP | 489211.0 | 10/2/23 | SONIA | 40 bps | 596011 | (7112) |
| JPMorgan Chase & Co | European Smaller Companies Trust PLC | GBP | 132933.0 | 10/2/23 | SONIA | 40 bps | 160924 | (2962) |
| JPMorgan Chase & Co | JPMorgan European Discovery Trust PLC | GBP | 178733.0 | 10/2/23 | SONIA | 40 bps | 218806 | (1544) |
| JPMorgan Chase & Co | Herald Investment Trust PLC | GBP | 372702.0 | 10/2/23 | SONIA | 40 bps | 447568 | (11916) |
| JPMorgan Chase & Co | Allianz Technology Trust PLC | GBP | 266689.0 | 12/18/23 | SONIA | 40 bps | 443319 | 114532 |
| JPMorgan Chase & Co | Aberdeen New India Investment Trust PLC | GBP | 460964.0 | 12/18/23 | SONIA | 40 bps | 559848 | (8450) |
| JPMorgan Chase & Co | Baillie Gifford US Growth Trust PLC | GBP | 1233089.0 | 12/18/23 | SONIA | 40 bps | 1508163 | (12049) |
| JPMorgan Chase & Co | Polestar Automotive Holding UK PLC | USD | 4237760.0 | 12/26/23 | OBFR | (7000) bps | 3903200 | (334560) |
| JPMorgan Chase & Co | River & Mercantile UK Micro Ca | GBP | 363685.0 | 12/18/23 | SONIA | 40 bps | 326770 | (121598) |
|  |  |  |  |  |  |  | $11779799 | $(426087) |

---

All Reference Obligations shown above for Total Return Swap Contracts are closed end funds.

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

**FORWARD FOREIGN CURRENCY CONTRACTS**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement<br> Date** | **Fund<br> Receiving** | **Value** | **Fund<br> Delivering** | **Cost** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| JP Morgan Chase | 02/28/23 | EUR | 2467016 | GBP | $2477250 | $(10234) |
| JP Morgan Chase | 02/28/23 | USD | (8711006) | USD | (8691160) | (19846) |
| JP Morgan Chase | 02/28/23 | EUR | (15665550) | USD | (15730537) | 64987 |
|  |  |  |  |  |  | $34907 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities, at fair value** | **Level 1 - Quoted Prices** | **Level 2 - Significant Observable Inputs** | **Level 3 - Significant Unobservable Inputs** | **Total** |
| Corporate Bonds | $- | $90059522 | $- | $90059522 |
| Senior Loans |  | 13633781 |  | 13633781 |
| Common Stock | 27647310 | 3097416 |  | 30744726 |
| Convertible Corporate Bond |  | 1089017 |  | 1089017 |
| Closed End Funds | 66250929 |  |  | 66250929 |
| Special Purpose Acquisition Companies | 172741884 |  | 368723 | 173110607 |
| Preferred Stock |  | 4080 | 2099232 | 2103312 |
| Sovereign Debt Obligations |  | 3910512 |  | 3910512 |
| Private Fund |  | 29527000 |  | 29527000 |
| Unit Trust | 13259118 |  |  | 13259118 |
| Warrants | 968325 | 357974 | 75472 | 1401771 |
| Rights | 198293 |  |  | 198293 |
| Short Term Investments | 4824285 | - | - | 4824285 |
| Total | $285890144 | $141679302 | $2543427 | $430112873 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Derivative contracts, at fair value** | **Level 1 - Quoted Prices** | **Level 2 - Significant Observable Inputs** | **Level 3 - Significant Unobservable Inputs** | **Total** |
| **Assets** | **Assets** | **Assets** | **Assets** | **Assets** |
| Over the Counter Credit Default Swaps | $- | $3810286 | $- | $3810286 |
| Forward Foreign Currency Contracts |  | 64987 |  | 64987 |
| Total Return Swap | - | 114532 | - | 114532 |
| Total Assets | $- | $3989805 | $- | $3989805 |
| **Liabilities** |  |  |  |  |
| Centrally Cleared Credit Default Swaps | $- | $861886 | $- | $861886 |
| Forward Foreign Currency Contracts |  | 30080 |  | 30080 |
| Total Return Swap | - | 540619 | - | 540619 |
| Total Liabilities | $- | $1432585 | $- | $1432585 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10174

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $497588871.93

**Total Liabilities:** $115245831.75

**Net Assets:** $382343040.18

**Cash Not Reported:** $40342798.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.04476190 | **1-Year:** 4555.81491948 | **5-Year:** 69022.18030522 | **10-Year:** 36966.50176383 | **30-Year:** 19925.52199600

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

- **3-Month:** 0.00000000 | **1-Year:** 389.57693592 | **5-Year:** 8012.90446017 | **10-Year:** 1831.59911646 | **30-Year:** 172.39534300

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 6.07%                | -6.49%               | 9.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2738380.75              | $12871663.82                               |
| Month 2  | $2903262.95              | $-10964149.98                              |
| Month 3  | $3636898.78              | $16464132.23                               |

**Designated Index Information**

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

- **Index Identifier:** IBOXHY

### Schedule of Portfolio Investments

| Name                                                     | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jupiter Wellness Acquisition Corp                        | Jupiter Wellness Acquisition Corp.                                              | CUSIP: 48208E116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18463 | NC      | $1478.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revelstone Capital Acquisition Corp                      | Revelstone Capital Acquisition Corp.                                            | CUSIP: 76137R114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        53 | NC      | $3.84         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Emerging Markets High Dividend Equity Fund          | Voya Emerging Markets High Dividend Equity Fund                                 | CUSIP: 92912P108<br>LEI: 549300MBU0OQHUKI2Y86 | Long             | EC               | RF                | US        |     55586 | NS      | $310725.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corner Growth Acquisition Corp                           | Corner Growth Acquisition Corp.                                                 | CUSIP: G2425N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     41045 | NC      | $1231.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northview Acquisition Corp                               | NorthView Acquisition Corp.                                                     | CUSIP: 66718N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38482 | NS      | $393286.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Herald Investment Trust Plc                              | Herald Investment Trust PLC                                                     | CUSIP: G4410F105<br>LEI: 213800U7G1ROCTJYRR70 | Long             | EC               | RF                | GB        |      2610 | NS      | $60429.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abg Acquisition Corp I                                   | ABG Acquisition Corp. I                                                         | CUSIP: G00496102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     34184 | NS      | $346967.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gsr Ii Meteora Acquisition Corp                          | GSR II Meteora Acquisition Corp.                                                | CUSIP: 36263W121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    119353 | NC      | $22438.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-brigade Acquisition Iii Corp                          | M3-Brigade Acquisition III Corp.                                                | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14905 | NS      | $152031.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corp I-a                          | Warburg Pincus Capital Corp. I-A                                                | CUSIP: G9461D107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     52113 | NS      | $528946.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAZ4<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    224000 | PA      | $128395.01    | 0.03%             | 2037-01-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan                                              | Recv Hsl Ln Trs:0906506                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $327986.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fintech Ecosystem Development Corp                       | Fintech Ecosystem Development Corp.                                             | CUSIP: 318136116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27352 | NC      | $711.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Baillie Gifford UK Growth Trust PLC                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $105409.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Esg Capital Allocation Trust                   | Blackrock ESG Capital Allocation Trust                                          | CUSIP: 09262F100<br>LEI: 549300EWOI5G0PSVIX17 | Long             | EC               | RF                | US        |    409804 | NS      | $6061001.16   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue World Acquisition Corp                              | Blue World Acquisition Corp.                                                    | CUSIP: G1263E102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     51687 | NS      | $531342.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                            | International Business Machines CDS USD 5Y 12/2027                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $553197.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tlgy Acquisition Corp                                    | TLGY Acquisition Corp.                                                          | CUSIP: G8656T109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    136622 | NS      | $1414720.81   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Welsbach Technology Metals Acquisition Corp              | Welsbach Technology Metals Acquisition Corp.                                    | CUSIP: 950415117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29572 | NC      | $5766.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street Acquisition Corp                          | Newbury Street Acquisition Corp.                                                | CUSIP: 65101L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20019 | NS      | $201791.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Global Advantage And Premium Opportunity Fund       | Voya Global Advantage and Premium Opportunity Fund                              | CUSIP: 92912R104<br>LEI: 549300P8MCGWLP88NI42 | Long             | EC               | RF                | US        |       391 | NS      | $3565.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canna-global Acquisition Corp                            | Canna-Global Acquisition Corp.                                                  | CUSIP: 13767K119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    154766 | NC      | $2723.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowroot Acquisition Corp                               | Arrowroot Acquisition Corp.                                                     | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205758 | NS      | $2078155.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Consilium Acquisition Corp I Ltd                         | Consilium Acquisition Corp. I, Ltd.                                             | CUSIP: G2365L119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     38488 | NC      | $1347.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artemis Strategic Investment Corp                        | Artemis Strategic Investment Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12038 | NS      | $3491.02      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFF6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    103000 | PA      | $60857.34     | 0.02%             | 2034-10-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Keyarch Acquisition Corp                                 | Keyarch Acquisition Corp.                                                       | CUSIP: G5260A104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20135 | NS      | $205175.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationstar Mtg Hld Inc                                   | Nationstar Mortgage Holdings, Inc.                                              | CUSIP: 63861CAC3<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5382343.75   | 1.41%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Global Blockchain Acquisition Corp                       | Global Blockchain Acquisition Corp.                                             | CUSIP: 37961B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40470 | NS      | $411175.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QDL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    428000 | PA      | $276407.11    | 0.07%             | 2033-09-26      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | G-ILS Transportation Ltd. Preferred B-3 Shares                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1332 | NS      | $2099232.00   | 0.55%             |  |  |  | No            |                  3 | On Loan: No      |
| Pine Technology Acquisition Corp                         | Pine Technology Acquisition Corp.                                               | CUSIP: 722850104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162272 | NS      | $1640569.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings Ix Inc                                    | Gores Holdings IX, Inc.                                                         | CUSIP: 38287A119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40512 | NC      | $9722.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelport Finance S.a r.l.                              | Travelport Finance S.a r.l.                                                     | CUSIP: L9308UAQ3<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    370947 | PA      | $282151.51    | 0.07%             | 2026-05-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan                                              | Recv Ipu Ln Trs:b1fl3c7                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $341843.24    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aura Fat Projects Acquisition Corp                       | Aura FAT Projects Acquisition Corp.                                             | CUSIP: G06362100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     58439 | NS      | $603090.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tkb Critical Technologies 1                              | TKB Critical Technologies 1                                                     | CUSIP: G88935120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48884 | NC      | $11243.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Vision Acquisition Corp                             | Nova Vision Acquisition Corp.                                                   | CUSIP: G6759A118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31088 | NC      | $858.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioplus Acquisition Corp                                 | BioPlus Acquisition Corp.                                                       | CUSIP: G11217125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45412 | NC      | $4495.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duet Acquisition Corp                                    | DUET Acquisition Corp.                                                          | CUSIP: 26431Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5996 | NS      | $61309.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rr Donnelley & Sons Co                                   | RR Donnelley & Sons Co.                                                         | CUSIP: 257867BF7<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    198000 | PA      | $192060.00    | 0.05%             | 2026-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Yotta Acquisition Corp                                   | Yotta Acquisition Corp.                                                         | CUSIP: 98741Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47369 | NS      | $481269.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Growth Tech Acquisition Corp                     | Genesis Growth Tech Acquisition Corp.                                           | CUSIP: G3R23D102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     47855 | NS      | $498170.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Recv Jmi Ln Trs:bf7l8p1                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $48475.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Contracts: GBP 02/28/2023                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2467016.00   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiftmerge Acquisition Corp                              | Swiftmerge Acquisition Corp.                                                    | CUSIP: G63836103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     72847 | NS      | $743767.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pono Capital Two Inc                                     | Pono Capital Two, Inc.                                                          | CUSIP: 73245B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9738 | NS      | $100252.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Motive Capital Corp Ii                                   | Motive Capital Corp. II                                                         | CUSIP: G6293R106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12857 | NS      | $132684.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                        | Post Holdings, Inc.                                                             | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    750000 | PA      | $700312.50    | 0.18%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QEE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     26000 | PA      | $15295.31     | 0.00%             | 2034-03-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAE1<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $23150.12     | 0.01%             | 2036-06-30      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Welsbach Technology Metals Acquisition Corp              | Welsbach Technology Metals Acquisition Corp.                                    | CUSIP: 950415109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29572 | NS      | $304000.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mfs High Yield Municipal Trust                           | MFS High Yield Municipal Trust                                                  | CUSIP: 59318E102<br>LEI: A8WLLLHJKX1MW5QPZU93 | Long             | EC               | RF                | US        |     86805 | NS      | $291664.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corp                                     | Acacia Research Corp.                                                           | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |    145056 | NS      | $632444.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gmp Borrower Llc                                         | GMP Borrower LLC                                                                | CUSIP: 36262VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144246 | PA      | $120445.33    | 0.03%             | 2027-10-28      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Nuveen New Jersey Quality Municipal Income Fund          | Nuveen New Jersey Quality Municipal Income Fund                                 | CUSIP: 67069Y102<br>LEI: 5493006CFPL75HL16F31 | Long             | EC               | RF                | US        |      2184 | NS      | $26371.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart Iii Corp                                       | Lionheart III Corp.                                                             | CUSIP: 536262116<br>LEI: 549300FOQIPVJ7BSVU47 | N/A              | DE               | CORP              | US        |     36580 | NC      | $4023.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Multi-asset Income Fund                           | Nuveen Multi-Asset Income Fund                                                  | CUSIP: 670750108<br>LEI: 549300VLJPKC3DNIJ668 | Long             | EC               | RF                | US        |    207721 | NS      | $2640133.91   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Medicine Acquisition Corp                           | Deep Medicine Acquisition Corp.                                                 | CUSIP: 243733110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15116 | NC      | $1209.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $137437.84    | 0.04%             | 2034-09-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| Heartland Media Acquisition Corp                         | Heartland Media Acquisition Corp.                                               | CUSIP: 42237V116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1499 | NC      | $104.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogreen Investments Corp                                 | GoGreen Investments Corp.                                                       | CUSIP: G9461B119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     65339 | NC      | $29402.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition Co                                   | Chenghe Acquisition Co.                                                         | CUSIP: G2086M123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       400 | NC      | $42.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Energy Transition Corp                            | Nabors Energy Transition Corp.                                                  | CUSIP: 629567108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188038 | NS      | $1944312.92   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cf Acquisition Corp Vii                                  | CF Acquisition Corp. VII                                                        | CUSIP: 12521H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4928 | NC      | $664.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Center Coast Brookfield Mlp & Energy Infrastructure Fund | Center Coast Brookfield MLP & Energy Infrastructure Fund                        | CUSIP: 151461209<br>LEI: 549300M8EZMVV1SP6N14 | Long             | EC               | RF                | US        |    146912 | NS      | $2739908.80   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Knightswan Acquisition Corp                              | KnightSwan Acquisition Corp.                                                    | CUSIP: 499103117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4497 | NC      | $472.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcourt Acquisition Corp                                | Newcourt Acquisition Corp.                                                      | CUSIP: G6448C129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30398 | NC      | $632.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp                                  | Sizzle Acquisition Corp.                                                        | CUSIP: 83014E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70060 | NS      | $727222.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Abrdn Emerging Markets Equity                            | abrdn Emerging Markets Equity                                                   | CUSIP: 00301W105<br>LEI: 549300MSYUW07RYUZD27 | Long             | EC               | RF                | US        |      1818 | NS      | $10253.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Resource Acquisition Corp                          | Rigel Resource Acquisition Corp.                                                | CUSIP: G7573M114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31854 | NC      | $4137.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ftac Hera Acquisition Corp                               | FTAC Hera Acquisition Corp.                                                     | CUSIP: G3728Y103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    123705 | NS      | $1255605.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vahanna Tech Edge Acquisition I Corp                     | Vahanna Tech Edge Acquisition I Corp.                                           | CUSIP: G9320Z117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55430 | NC      | $1995.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Interactive Llc                                  | Liberty Interactive LLC                                                         | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    339000 | PA      | $160099.53    | 0.04%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Jupiter Wellness Acquisition Corp                        | Jupiter Wellness Acquisition Corp.                                              | CUSIP: 48208E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88009 | NS      | $907372.79    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arisz Acquisition Corp                                   | Arisz Acquisition Corp.                                                         | CUSIP: 040450124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     34348 | NC      | $3185.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Corp                                           | Evergreen Corp.                                                                 | CUSIP: G3312W117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     70092 | NC      | $876.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Comm Opt Llc/cap                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3485372.50   | 0.91%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Contracts: EUR 02/28/2023                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-8711006.00  | -2.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Selina Hospitality PLC                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    218500 | NC      | $39330.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Levere Holdings Corp                                     | Levere Holdings Corp.                                                           | CUSIP: G5462L122<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13463 | NC      | $403.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ault Disruptive Technologies Corp                        | Ault Disruptive Technologies Corp.                                              | CUSIP: 05150A112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18483 | NC      | $970.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A Spac I Acquisition Corp                                | A SPAC I Acquisition Corp.                                                      | CUSIP: G0542S130<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero Ag                                         | Delivery Hero SE                                                                | CUSIP: BR2983285<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $829161.59    | 0.22%             | 2029-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YBH3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24731.04     | 0.01%             | 2037-04-28      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Nuveen Credit Strategies Income Fund                     | Nuveen Credit Strategies Income Fund                                            | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             | EC               | RF                | US        |     72739 | NS      | $394972.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agrinam Acquisition Corp                                 | Agrinam Acquisition Corp.                                                       | CUSIP: 00857H122<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     19798 | NC      | $791.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Mercantile Investment Trust PLC                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $596010.75    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Blockchain Coinvestors Acquisition Corp I                | Blockchain Coinvestors Acquisition Corp. I                                      | CUSIP: G11765115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     93986 | NC      | $8035.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: QJ1385153<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    630000 | PA      | $203962.50    | 0.05%             | 2041-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Beard Energy Transition Acquisition Corp                 | Beard Energy Transition Acquisition Corp.                                       | CUSIP: 07402Q119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60293 | NC      | $3617.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Springwater Special Situations Corp                      | Springwater Special Situations Corp.                                            | CUSIP: 85205U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58969 | NS      | $602368.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vision Sensing Acquisition Corp                          | Vision Sensing Acquisition Corp.                                                | CUSIP: 92838J111<br>LEI: 5493000VKS3Q4KRJ7514 | N/A              | DE               | CORP              | US        |     49182 | NC      | $1982.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tortoise Power And Energy Infrastructure Fund Inc        | Tortoise Power and Energy Infrastructure Fund, Inc.                             | CUSIP: 89147X104<br>LEI: 549300O8GKMVVEB04345 | Long             | EC               | RF                | US        |     42068 | NS      | $574648.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Emerging Markets Domestic Debt Fund Inc   | Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.                        | CUSIP: 617477104<br>LEI: 541YGIXZ6JJP4EZDJI96 | Long             | EC               | RF                | US        |    604687 | NS      | $2817841.42   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Eg Acquisition Corp                                      | EG Acquisition Corp.                                                            | CUSIP: 26846A118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27981 | NC      | $5036.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twelve Seas Investment Co Ii                             | Twelve Seas Investment Co. II                                                   | CUSIP: 90118T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85682 | NS      | $866245.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                         | Altria Group, Inc.                                                              | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  10614000 | PA      | $8284046.56   | 2.17%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Industrial Tech Acquisitions Ii Inc                      | Industrial Tech Acquisitions II, Inc.                                           | CUSIP: 45635R116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     47509 | NC      | $3800.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Canyon Acquisition Corp                           | Murphy Canyon Acquisition Corp.                                                 | CUSIP: 626642110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     51468 | NC      | $2959.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp                                  | Sizzle Acquisition Corp.                                                        | CUSIP: 83014E117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43590 | NC      | $12859.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge I                                           | Chain Bridge I                                                                  | CUSIP: G2061X102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     66734 | NS      | $690029.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc                          | Sculptor Capital Management, Inc.                                               | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |    708589 | NS      | $6582791.81   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullpen Parlay Acquisition Co                            | Bullpen Parlay Acquisition Co.                                                  | CUSIP: G1792A118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     57733 | NC      | $3527.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Technology Acquisition Corp I                     | Global Technology Acquisition Corp. I                                           | CUSIP: G3934N115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23734 | NC      | $2848.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mclaren Technology Acquisition Corp                      | McLaren Technology Acquisition Corp.                                            | CUSIP: 58176U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122181 | NS      | $1260907.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Papaya Growth Opportunity Corp I                         | Papaya Growth Opportunity Corp. I                                               | CUSIP: 69882P102<br>LEI: 549300U6L3FU6EKJUM40 | Long             | EC               | CORP              | US        |    114924 | NS      | $1183717.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman New York Municipal Fund Inc             | Neuberger Berman New York Municipal Fund, Inc.                                  | CUSIP: 64124K102<br>LEI: 549300QBK683OL6H5P21 | Long             | EC               | RF                | US        |       350 | NS      | $3468.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Energy Transition Acquisition Corp                | Zimmer Energy Transition Acquisition Corp.                                      | CUSIP: 989570114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1716 | NC      | $264.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp                                | Andretti Acquisition Corp.                                                      | CUSIP: G26735129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24523 | NC      | $1738.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Games & Esports Experience Acquisition Corp              | Games & Esports Experience Acquisition Corp.                                    | CUSIP: G3731J119<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    118761 | NS      | $1237489.62   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Spree Acquisition Corp 1 Ltd                             | Spree Acquisition Corp. 1, Ltd.                                                 | CUSIP: G83745128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20337 | NC      | $610.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                            | 24 Hour Fitness Worldwide                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    306005 | NS      | $2448.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crystal Peak Acquisition                                 | Crystal Peak Acquisition                                                        | CUSIP: G2581M115<br>LEI: 549300QV2DQ5QN1K3U52 | N/A              | DE               | CORP              | NL        |     34484 | NC      | $17242.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gsr Ii Meteora Acquisition Corp                          | GSR II Meteora Acquisition Corp.                                                | CUSIP: 36263W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142738 | NS      | $1458068.67   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rf Acquisition Corp                                      | RF Acquisition Corp.                                                            | CUSIP: 74954L120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19704 | NC      | $1970.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQOR                                                     | IQOR                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4941 | NS      | $18528.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaguar Global Growth Corp I                              | Jaguar Global Growth Corp. I                                                    | CUSIP: G5S11A155<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     87589 | NC      | $8320.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dmy Technology Group Inc Vi                              | dMY Technology Group, Inc. VI                                                   | CUSIP: 233247113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3783 | NC      | $900.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viscogliosi Brothers Acquisition Corp                    | Viscogliosi Brothers Acquisition Corp.                                          | CUSIP: 92838K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41703 | NS      | $426771.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                                 | Snap, Inc.                                                                      | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    346754 | NS      | $4008476.24   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Growth Acquisition Corp I                         | Lazard Growth Acquisition Corp. I                                               | CUSIP: G54035103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     34208 | NS      | $347211.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Springbig Holdings Inc                                   | SpringBig Holdings, Inc.                                                        | CUSIP: 85021Q116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24279 | NC      | $1216.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Energy Transition Acquisition Corp                | Zimmer Energy Transition Acquisition Corp.                                      | CUSIP: 989570106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12320 | NS      | $123877.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rcf Acquisition Corp                                     | RCF Acquisition Corp.                                                           | CUSIP: G7330C110<br>LEI: 549300OIPQ0V26BHLX71 | N/A              | DE               | CORP              | US        |     31463 | NC      | $2517.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                         | Altria Group, Inc.                                                              | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  15531000 | PA      | $10940315.96  | 2.86%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Black Spade Acquisition Co                               | Black Spade Acquisition Co.                                                     | CUSIP: G11537118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14266 | NC      | $1497.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Ridge Capital Acquisition Corp                      | Twin Ridge Capital Acquisition Corp.                                            | CUSIP: G9151L104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8071 | NS      | $82082.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibere Pharmaceuticals                                    | Ibere Pharmaceuticals                                                           | CUSIP: G46843101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6446 | NS      | $65491.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jpmorgan Us Treasury Plus Money Market Fund              | JPMorgan US Treasury Plus Money Market Fund                                     | CUSIP: 4812C2734<br>LEI: 549300WIC5LVF25Z1127 | Long             | STIV             | RF                | US        |  15859926 | NS      | $15859926.46  | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shuaa Partners Acquisition Corp I                        | SHUAA Partners Acquisition Corp. I                                              | CUSIP: G81173109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     45916 | NS      | $476148.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Muniyield New York Quality Fund Inc            | BlackRock MuniYield New York Quality Fund, Inc.                                 | CUSIP: 09255E102<br>LEI: 158AYFGDRFUGVL3TD012 | Long             | EC               | RF                | US        |      2178 | NS      | $22912.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                | Palantir Technologies, Inc.                                                     | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    663625 | NS      | $5163002.50   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Blockchain Acquisition Corp                       | Global Blockchain Acquisition Corp.                                             | CUSIP: 37961B112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40470 | NC      | $2193.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bannix Acquisition Corp                                  | Bannix Acquisition Corp.                                                        | CUSIP: 066644105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57872 | NS      | $594924.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Consolidator Acquisition Corp                    | Everest Consolidator Acquisition Corp.                                          | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     50492 | NC      | $777.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Ag                                         | Credit Suisse AG                                                                | CUSIP: 22546VNQ5<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    420000 | PA      | $267361.50    | 0.07%             | 2030-10-30      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Selina Hospitality Plc                                   | Selina Hospitality PLC                                                          | CUSIP: 81635BAA6<br>LEI: 549300BAEIWO0QPTC061 | Long             | DBT              | CORP              | GB        |   7539000 | PA      | $4147203.90   | 1.08%             | 2026-11-01      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| Capitalworks Emerging Markets Acquisition Corp           | Capitalworks Emerging Markets Acquisition Corp.                                 | CUSIP: G1889L126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     69120 | NC      | $2944.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burtech Acquisition Corp                                 | BurTech Acquisition Corp.                                                       | CUSIP: 123013112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23368 | NC      | $467.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyarch Acquisition Corp                                 | Keyarch Acquisition Corp.                                                       | CUSIP: G5260A120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16489 | NC      | $1607.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Fund Inc/the                                       | Korea Fund, Inc.                                                                | CUSIP: 500634209<br>LEI: 549300M4Y1IG0WPTKC03 | Long             | EC               | RF                | US        |     26553 | NS      | $640192.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bleuacacia Ltd                                           | bleuacacia, Ltd.                                                                | CUSIP: G11728139<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    201609 | NC      | $15120.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finserv Acquisition Corp Ii                              | FinServ Acquisition Corp. II                                                    | CUSIP: 31809Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50815 | NS      | $513231.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Muniholdings New York Quality Fund Inc         | BlackRock MuniHoldings New York Quality Fund, Inc.                              | CUSIP: 09255C106<br>LEI: YP1D2S6Y4JY0A7W3DV93 | Long             | EC               | RF                | US        |       241 | NS      | $2653.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Tiger Acquisition Corp                           | Kimbell Tiger Acquisition Corp.                                                 | CUSIP: 49436K114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     59791 | NC      | $8968.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vahanna Tech Edge Acquisition I Corp                     | Vahanna Tech Edge Acquisition I Corp.                                           | CUSIP: G9320Z109<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |    132585 | NS      | $1371591.83   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Innovation & Growth Trust                      | BlackRock Innovation & Growth Trust                                             | CUSIP: 09260Q108<br>LEI: 549300G3XFQ7175KM723 | Long             | EC               | RF                | US        |     41127 | NS      | $314210.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corazon Capital V838 Monoceros Corp                      | Corazon Capital V838 Monoceros Corp.                                            | CUSIP: G24237102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12882 | NS      | $130752.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uta Acquisition Corp                                     | UTA Acquisition Corp.                                                           | CUSIP: G9473A117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     44060 | NC      | $8626.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahren Acquisition Corp                                   | Ahren Acquisition Corp.                                                         | CUSIP: G01322109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     19716 | NS      | $203074.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arctos Northstar Acquisition Corp                        | Arctos NorthStar Acquisition Corp.                                              | CUSIP: G0477L126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28596 | NC      | $2859.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Digital Mobility Acquisition Corp                | Pegasus Digital Mobility Acquisition Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4456 | NS      | $1381.36      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Infint Acquisition Corp                                  | InFinT Acquisition Corp.                                                        | CUSIP: G47862126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55058 | NC      | $4404.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Build Acquisition Corp                                   | Build Acquisition Corp.                                                         | CUSIP: 12008J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36073 | NS      | $364698.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| China Evergrande Group                                   | China Evergrande Group                                                          | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |   4324000 | PA      | $470235.00    | 0.12%             | 2022-03-23      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Financials Acquisition Corp                              | Financials Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: 254900SWRQCI5ZUQEF15       | N/A              | DE               | CORP              | GB        |     28696 | NC      | $1415.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tortoise Energy Independence Fund Inc                    | Tortoise Energy Independence Fund, Inc.                                         | CUSIP: 89148K200<br>LEI: 5493005UTWHF1U2B2H30 | Long             | EC               | RF                | US        |     27292 | NS      | $843049.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp                            | Jaws Mustang Acquisition Corp.                                                  | CUSIP: G50737124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19820 | NC      | $1298.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Mountain Acquisition Corp                          | Black Mountain Acquisition Corp.                                                | CUSIP: 09216A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103581 | NS      | $1064812.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescera Capital Acquisition Corp                        | Crescera Capital Acquisition Corp.                                              | CUSIP: G26507114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63791 | NC      | $3183.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain & Co I Acquisition Corp                         | Mountain & Co. I Acquisition Corp.                                              | CUSIP: G6301J112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62660 | NC      | $2431.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Crest Acquisition Corp V                        | Mountain Crest Acquisition Corp. V                                              | CUSIP: 62404B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8917 | NC      | $1854.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Diversified Income Fund                    | Western Asset Diversified Income Fund                                           | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             | EC               | RF                | US        |      7483 | NS      | $105884.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uipath Inc                                               | UiPath, Inc.                                                                    | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |     96440 | NS      | $1481318.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Templeton Global Income Fund                             | Templeton Global Income Fund                                                    | CUSIP: 880198106<br>LEI: QU1AAXOSV5K4OVMXJP19 | Long             | EC               | RF                | US        |    826356 | NS      | $3669020.64   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Valuence Merger Corp I                                   | Valuence Merger Corp. I                                                         | CUSIP: G9R16L100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     71556 | NS      | $747044.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFJ8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $131997.79    | 0.03%             | 2034-11-28      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| World Quantum Growth Acquisition Corp                    | World Quantum Growth Acquisition Corp.                                          | CUSIP: G5596W101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     84860 | NS      | $869815.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Medicus Sciences Acquisition Corp                        | Medicus Sciences Acquisition Corp.                                              | CUSIP: G5960S108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     80321 | NS      | $812045.31    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Mobility Acquisition Corp                            | EVe Mobility Acquisition Corp.                                                  | CUSIP: G3218G117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27110 | NC      | $2171.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1658000 | PA      | $373050.00    | 0.10%             | 2029-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan                                              | JPMorgan European Discovery Trust PLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $218805.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YBJ9<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15020.53     | 0.00%             | 2037-05-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Spree Acquisition Corp 1 Ltd                             | Spree Acquisition Corp. 1, Ltd.                                                 | CUSIP: G83745102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     75747 | NS      | $783981.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Energem Corp                                             | Energem Corp.                                                                   | CUSIP: G30449121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45714 | NC      | $4109.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southport Acquisition Corp                               | Southport Acquisition Corp.                                                     | CUSIP: 84465L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49077 | NS      | $503775.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                           | Lowe's Cos., Inc.                                                               | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   8077000 | PA      | $7506016.68   | 1.96%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Juniper Ii Corp                                          | Juniper II Corp.                                                                | CUSIP: 48203N111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9381 | NC      | $1500.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axios Sustainable Growth Acquisition Corp                | AXIOS SUSTAINABLE GROWTH ACQUISITION Corp.                                      | CUSIP: G0703K124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43990 | NC      | $5498.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc                              | Granite Ridge Resources, Inc.                                                   | CUSIP: 387432115<br>LEI: 254900CAHJQKOQ1YZC67 | N/A              | DE               | CORP              | US        |    228188 | NC      | $228188.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Benevolentai                                             | BenevolentAI                                                                    | CUSIP: N/A<br>LEI: 2221003P54KEDC3P4Z33       | N/A              | DE               | CORP              | NL        |      7014 | NC      | $2821.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NPC International, Inc.                                  | NPC International, Inc.                                                         | CUSIP: 62936DAS9<br>LEI: 549300VENVGR7A6TZR37 | Long             | LON              | CORP              | US        |    605000 | PA      | $0.01         | 0.00%             | 2025-04-18      | Floating      | 9.50%                 | No            |                  3 | On Loan: No      |
| Green Visor Financial Technology Acquisition Corp I      | Green Visor Financial Technology Acquisition Corp. I                            | CUSIP: G4166K100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     95725 | NS      | $994582.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Svf Investment Corp 2                                    | SVF Investment Corp. 2                                                          | CUSIP: G8601M100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    218988 | NS      | $2227107.96   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays                                                 | Liberty Interactive CDS USD 5Y 12/2027                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $86167.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 7 Acquisition Corp                                       | 7 Acquisition Corp.                                                             | CUSIP: G80694105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     50470 | NS      | $521355.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Aberdeen Diversified Income and Growth Trust PLC                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $105111.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                            | Home Depot CDS USD 5Y 12/2027                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $233749.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rf Acquisition Corp                                      | RF Acquisition Corp.                                                            | CUSIP: 74954L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23928 | NS      | $243706.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hnr Acquisition Corp                                     | HNR Acquisition Corp.                                                           | CUSIP: 40472A128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     44874 | NC      | $5833.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Ai Acquisition Corp                           | Healthcare AI Acquisition Corp.                                                 | CUSIP: G4373K117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18681 | NC      | $2802.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A Spac I Acquisition Corp                                | A SPAC I Acquisition Corp.                                                      | CUSIP: G0542S114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $0.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Mountain Acquisition Corp                          | Black Mountain Acquisition Corp.                                                | CUSIP: 09216A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     46279 | NC      | $2915.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust High Yield Opportunities 2027 Term Fund      | First Trust High Yield Opportunities 2027 Term Fund                             | CUSIP: 33741Q107<br>LEI: 549300VWTG40J7RZE994 | Long             | EC               | RF                | US        |      2697 | NS      | $39672.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tailwind International Acquisition Corp                  | Tailwind International Acquisition Corp.                                        | CUSIP: G8662F119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17317 | NC      | $346.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Britol-Mysers Squibb CDS USD SR 5Y                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $260932.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Monterey Bio Acquisition Corp                            | Monterey Bio Acquisition Corp.                                                  | CUSIP: 61240F116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24230 | NC      | $599.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iris Acquisition Corp                                    | Iris Acquisition Corp.                                                          | CUSIP: 89601Y119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27683 | NC      | $2700.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                            | 24 Hour Fitness Worldwide, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    407959 | NS      | $4079.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vam Investments Spac Bv                                  | VAM Investments Spac BV                                                         | CUSIP: N/A<br>LEI: 724500WU54AQ8OJ2SU41       | N/A              | DE               | CORP              | NL        |     12639 | NC      | $4671.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abrdn Global Infrastructure In                           | abrdn Global Infrastructure In                                                  | CUSIP: 00326W106<br>LEI: 549300ZRYJVK3J3YXY67 | Long             | EC               | RF                | US        |      1816 | NS      | $33123.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altc Acquisition Corp                                    | AltC Acquisition Corp.                                                          | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61326 | NS      | $614486.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Rail And Resources Acquisition Corp           | Integrated Rail and Resources Acquisition Corp.                                 | CUSIP: 45827R114<br>LEI: 549300G3080C4RIDLA64 | N/A              | DE               | CORP              | US        |     48874 | NC      | $7590.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxus Acquisition Corp                                    | Oxus Acquisition Corp.                                                          | CUSIP: G6859L105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     52867 | NS      | $547702.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tio Tech A                                               | Tio Tech A                                                                      | CUSIP: G8T10C106<br>LEI: 9845003AFE50FBFE3940 | Long             | EC               | CORP              | KY        |     22150 | NS      | $224601.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Acquisition Corp                                  | Alpine Acquisition Corp.                                                        | CUSIP: 02083L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119504 | NS      | $1256584.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Emerging Markets Debt Fund Inc            | Morgan Stanley Emerging Markets Debt Fund, Inc.                                 | CUSIP: 61744H105<br>LEI: 879N34XPZOOCKFD26737 | Long             | EC               | RF                | US        |    103203 | NS      | $718292.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Energy Transition Corp                            | Nabors Energy Transition Corp.                                                  | CUSIP: 629567116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     87846 | NC      | $7027.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esm Acquisition Corp                                     | ESM Acquisition Corp.                                                           | CUSIP: G3195H104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18627 | NS      | $189343.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Itiquira Acquisition Corp                                | Itiquira Acquisition Corp.                                                      | CUSIP: G49773107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    119763 | NS      | $1215618.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp India Acquisition Corp                        | Investcorp India Acquisition Corp.                                              | CUSIP: G49219101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     74944 | NS      | $779417.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rose Hill Acquisition Corp                               | Rose Hill Acquisition Corp.                                                     | CUSIP: G7637J123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     41528 | NC      | $5398.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mfs Investment Grade Municipal Trust                     | MFS Investment Grade Municipal Trust                                            | CUSIP: 59318B108<br>LEI: TQV30XJRB3S7V50XRW52 | Long             | EC               | RF                | US        |     57289 | NS      | $434250.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamf Global Ventures Corp I                              | LAMF Global Ventures Corp. I                                                    | CUSIP: G5338L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    138675 | NS      | $1434592.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Aberdeen Diversified Income And Growth Trust Plc         | Aberdeen Diversified Income and Growth Trust PLC                                | CUSIP: G5487A101<br>LEI: 2138003QINEGCHYGW702 | Long             | EC               | CORP              | GB        |      7080 | NS      | $7768.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Smaller Capitalization Fund Inc                    | Japan Smaller Capitalization Fund, Inc.                                         | CUSIP: 47109U104<br>LEI: 5493000KJSHWEB3YKZ37 | Long             | EC               | RF                | US        |      7794 | NS      | $54012.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Active Allocation Fund/de                     | Guggenheim Active Allocation Fund                                               | CUSIP: 40170T106<br>LEI: 549300WVFF2XZ68PVT94 | Long             | EC               | RF                | US        |       125 | NS      | $1848.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deezer Sa                                                | Deezer SA                                                                       | CUSIP: N/A<br>LEI: 969500LM904RGABQUN96       | N/A              | DE               | CORP              | FR        |     95238 | NC      | $3727.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Fin Svcs Inc                                    | PennyMac Financial Services, Inc.                                               | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1168750.00   | 0.31%             | 2025-10-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: QJ1143461<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2820000 | PA      | $634500.00    | 0.17%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 10x Capital Venture Acquisition Corp Iii                 | 10X Capital Venture Acquisition Corp. III                                       | CUSIP: G87077114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     55754 | NC      | $5620.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Target Corp CDS USD SR 5Y                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $97302.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ault Disruptive Technologies Corp                        | Ault Disruptive Technologies Corp.                                              | CUSIP: 05150A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24919 | NS      | $257662.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bat Capital Corp                                         | BAT Capital Corp.                                                               | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $4426577.40   | 1.16%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Slam Corp                                                | Slam Corp.                                                                      | CUSIP: G8210L105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26398 | NS      | $267939.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A Spac Ii Acquisition Corp                               | A SPAC II Acquisition Corp.                                                     | CUSIP: G0543H133<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     68843 | NC      | $5851.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition Ltd                         | Inception Growth Acquisition, Ltd.                                              | CUSIP: 45333D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33772 | NS      | $345825.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New Ireland Fund Inc/the                                 | New Ireland Fund, Inc.                                                          | CUSIP: 645673104<br>LEI: 549300HNB2YXNXXJQ174 | Long             | EC               | RF                | US        |     95326 | NS      | $992343.66    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Resources Acquisition Corp                       | Liberty Resources Acquisition Corp.                                             | CUSIP: 53118A113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22928 | NC      | $1329.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp Vii                               | Churchill Capital Corp. VII                                                     | CUSIP: 17144M110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26731 | NC      | $1892.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciig Capital Partners Ii Inc                             | CIIG Capital Partners II, Inc.                                                  | CUSIP: 12561U117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11642 | NC      | $814.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apeiron Capital Investment Corp                          | Apeiron Capital Investment Corp.                                                | CUSIP: 03752A119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49151 | NC      | $2457.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospector Capital Corp                                  | Prospector Capital Corp.                                                        | CUSIP: G7273A113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21521 | NC      | $1958.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apx Acquisition Corp I                                   | APx Acquisition Corp. I                                                         | CUSIP: G0440J125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3981 | NC      | $129.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ix Acquisition Corp                                      | IX Acquisition Corp.                                                            | CUSIP: G5000D103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22361 | NS      | $228082.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthwell Acquisition Corp I                            | Healthwell Acquisition Corp. I                                                  | CUSIP: 42227R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2001 | NS      | $20110.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vam Investments Spac Bv                                  | VAM Investments Spac BV                                                         | CUSIP: N/A<br>LEI: 724500WU54AQ8OJ2SU41       | Long             | EC               | CORP              | NL        |     25279 | NS      | $270697.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delaware Enhanced Global Dividend & Income Fund          | Delaware Enhanced Global Dividend & Income Fund                                 | CUSIP: 246060107<br>LEI: A2NJVV301U26XNED1002 | Long             | EC               | RF                | US        |      3115 | NS      | $26539.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Counter Press Acquisition Corp                           | Counter Press Acquisition Corp.                                                 | CUSIP: G2542B117<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20213 | NS      | $208699.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerup Acquisition Corp                                 | PowerUp Acquisition Corp.                                                       | CUSIP: G7207P103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    141091 | NS      | $1467346.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroder British Opportunities Trust Plc                 | Schroder British Opportunities Trust PLC                                        | CUSIP: G78542100<br>LEI: 5493003UY8LIHFW6HM02 | Long             | EC               | CORP              | GB        |   1453746 | NS      | $1164961.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Acropolis Infrastructure Acquisition Corp                | Acropolis Infrastructure Acquisition Corp.                                      | CUSIP: 005029103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76319 | NS      | $767769.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Recv Att Ln Trs:bng2m15                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $443318.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluescape Opportunities Acquisition Corp                 | Bluescape Opportunities Acquisition Corp.                                       | CUSIP: G1195N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49310 | NC      | $10320.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banyan Acquisition Corp                                  | Banyan Acquisition Corp.                                                        | CUSIP: 06690B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87049 | NS      | $898345.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAM3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $1398077.71   | 0.37%             | 2036-08-31      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Globalink Investment Inc                                 | Globalink Investment, Inc.                                                      | CUSIP: 37892F125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14771 | NC      | $181.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                      | Dominion Energy, Inc.                                                           | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4151347.50   | 1.09%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bioplus Acquisition Corp                                 | BioPlus Acquisition Corp.                                                       | CUSIP: G11217117<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     99655 | NS      | $1029436.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| C5 Acquisition Corp                                      | C5 Acquisition Corp.                                                            | CUSIP: 12530D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144119 | NS      | $1484425.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Roth Ch Acquisition V Co                                 | Roth CH Acquisition V Co.                                                       | CUSIP: 77867R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62531 | NS      | $639066.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pgim Global High Yield Fund Inc                          | PGIM Global High Yield Fund, Inc.                                               | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             | EC               | RF                | US        |        47 | NS      | $556.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwoods Acquisition Corp                                | Redwoods Acquisition Corp.                                                      | CUSIP: 758083125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     32327 | NC      | $4331.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Ii Corp                                          | Juniper II Corp.                                                                | CUSIP: 48203N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40165 | NS      | $413699.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Fat Projects Acquisition Corp                       | Aura FAT Projects Acquisition Corp.                                             | CUSIP: G06362126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58439 | NC      | $1759.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consilium Acquisition Corp I Ltd                         | Consilium Acquisition Corp. I, Ltd.                                             | CUSIP: G2365L127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     76977 | NC      | $6831.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A Spac Ii Acquisition Corp                               | A SPAC II Acquisition Corp.                                                     | CUSIP: G0543H117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     34421 | NC      | $1263.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Acquisition Corp Ii                                 | FAST Acquisition Corp. II                                                       | CUSIP: 311874101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28787 | NS      | $290460.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                            | Proctor & Gamble CDS USD 5Y 12/2027                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $636792.67    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Pathways Plc                                     | Compass Pathways PLC                                                            | CUSIP: 20451W101<br>LEI: 213800N7CUZIC6QSTZ31 | Long             | EC               | CORP              | GB        |     53586 | NS      | $556222.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: QJ1143438<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    635000 | PA      | $142875.00    | 0.04%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LONGVIEW POWER LLC                                       | Longview Power LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     61813 | NS      | $782985.27    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimbell Tiger Acquisition Corp                           | Kimbell Tiger Acquisition Corp.                                                 | CUSIP: 49436K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119582 | NS      | $1241261.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| C5 Acquisition Corp                                      | C5 Acquisition Corp.                                                            | CUSIP: 12530D113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     72059 | NC      | $1592.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QHW7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52111.44     | 0.01%             | 2030-10-30      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| Liberty Resources Acquisition Corp                       | Liberty Resources Acquisition Corp.                                             | CUSIP: 53118A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76982 | NS      | $799842.98    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Skydeck Acquisition Corp                                 | Skydeck Acquisition Corp.                                                       | CUSIP: G82220123<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13316 | NS      | $134824.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CPC Acquisition Corp.                                    | CPC Acquisition Corp.                                                           | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    175000 | PA      | $108500.00    | 0.03%             | 2028-12-29      | Floating      | 12.48%                | No            |                  2 | On Loan: No      |
| Pyrophyte Acquisition Corp                               | Pyrophyte Acquisition Corp.                                                     | CUSIP: G7308P101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     59361 | NS      | $617651.21    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance California Municipal Bond Fund               | Eaton Vance California Municipal Bond Fund                                      | CUSIP: 27828A100<br>LEI: 549300FJGD8HWP11TO17 | Long             | EC               | RF                | US        |     53149 | NS      | $494817.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Forbion European Acquisition Corp                        | Forbion European Acquisition Corp.                                              | CUSIP: G3619H102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22181 | NS      | $230460.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viscogliosi Brothers Acquisition Corp                    | Viscogliosi Brothers Acquisition Corp.                                          | CUSIP: 92838K118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20851 | NC      | $3121.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cartica Acquisition Corp                                 | Cartica Acquisition Corp.                                                       | CUSIP: G1995D117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     74354 | NC      | $5963.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Recv Anni Ln Trs:0604877                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $559847.74    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Accretion Acquisition Corp                               | Accretion Acquisition Corp.                                                     | CUSIP: 00438Y123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37215 | NC      | $3814.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Recv Usa Ln Trs:bdfghw4                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1508162.59   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology & Telecommunication Acquisition Corp          | Technology & Telecommunication Acquisition Corp.                                | CUSIP: G87119114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     52993 | NC      | $1987.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamf Global Ventures Corp I                              | LAMF Global Ventures Corp. I                                                    | CUSIP: G5338L124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63179 | NC      | $5679.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdings Corp Ii                 | Social Capital Suvretta Holdings Corp. II                                       | CUSIP: G8253U103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     58318 | NS      | $590761.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Byte Acquisition Corp                                    | BYTE Acquisition Corp.                                                          | CUSIP: G1R25Q113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20143 | NC      | $1335.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| African Gold Acquisition Corp                            | African Gold Acquisition Corp.                                                  | CUSIP: G0112R108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    176315 | NS      | $1789597.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenaq Energy Corp                                        | CENAQ Energy Corp.                                                              | CUSIP: 15130M110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       327 | NC      | $32.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deezer Sa                                                | Deezer SA                                                                       | CUSIP: N/A<br>LEI: 969500LM904RGABQUN96       | Long             | EC               | CORP              | FR        |      8179 | NS      | $20362.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Digital Mobility Acquisition Corp                | Pegasus Digital Mobility Acquisition Corp.                                      | CUSIP: G69768102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     65953 | NS      | $682613.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Transition Sa                                            | Transition SA                                                                   | CUSIP: N/A<br>LEI: 894500FOM6WHY0KFW309       | Long             | EC               | CORP              | FR        |     33822 | NS      | $358502.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| A Spac Ii Acquisition Corp                               | A SPAC II Acquisition Corp.                                                     | CUSIP: G0543H109<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     68843 | NS      | $706329.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Global Acquisition Ii Corp                       | Seaport Global Acquisition II Corp.                                             | CUSIP: 81221H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91410 | NS      | $938780.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Juggernaut Acquisition Corp                         | Jaws Juggernaut Acquisition Corp.                                               | CUSIP: G50735102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14501 | NS      | $147475.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Acquisition Corp Ii                               | Fusion Acquisition Corp. II                                                     | CUSIP: 36118N110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20782 | NC      | $415.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue World Acquisition Corp                              | Blue World Acquisition Corp.                                                    | CUSIP: G1263E110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     46604 | NC      | $4450.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Mobility Acquisition Corp                            | EVe Mobility Acquisition Corp.                                                  | CUSIP: G3218G109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     81534 | NS      | $841430.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fg Acquisition Corp                                      | FG Acquisition Corp.                                                            | CUSIP: 30327L106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     50526 | NS      | $506523.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QES9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6085.99      | 0.00%             | 2034-08-29      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Excelfin Acquisition Corp                                | ExcelFin Acquisition Corp.                                                      | CUSIP: 30069X110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22349 | NC      | $670.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southport Acquisition Corp                               | Southport Acquisition Corp.                                                     | CUSIP: 84465L113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6161 | NC      | $279.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QDN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    266000 | PA      | $169349.96    | 0.04%             | 2033-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Green Visor Financial Technology Acquisition Corp I      | Green Visor Financial Technology Acquisition Corp. I                            | CUSIP: G4166K126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     47750 | NC      | $1790.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Tech Acquisitions Ii Inc                      | Industrial Tech Acquisitions II, Inc.                                           | CUSIP: 45635R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101997 | NS      | $1049549.13   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Screaming Eagle Acquisition Corp                         | Screaming Eagle Acquisition Corp.                                               | CUSIP: G79407121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22674 | NC      | $5661.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dee Tech Sa                                              | DEE Tech SA                                                                     | CUSIP: N/A<br>LEI: 969500GO7WV3PXC4HG32       | Long             | EC               | CORP              | FR        |     41293 | NS      | $444425.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                            | International Business Machines CDS USD 5Y 06/2027                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $106093.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Acquisition Ventures Corp                        | Western Acquisition Ventures Corp.                                              | CUSIP: 95758L115<br>LEI: 5493003I8CYRIJL4WQ06 | N/A              | DE               | CORP              | US        |     29980 | NC      | $2473.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-cliffs Steel                                   | Cleveland-Cliffs Steel Corp.                                                    | CUSIP: 001546AU4<br>LEI: O05HJM8THRTZG4688Q91 | Long             | DBT              | CORP              | US        |    880000 | PA      | $880000.00    | 0.23%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barings Global Short Duration High Yield Fund            | Barings Global Short Duration High Yield Fund                                   | CUSIP: 06760L100<br>LEI: 549300WWIZCL845OP089 | Long             | EC               | RF                | US        |      1395 | NS      | $19111.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ap Acquisition Corp                                      | AP Acquisition Corp.                                                            | CUSIP: G04058106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     52489 | NS      | $546935.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alset Capital Acquisition Corp                           | Alset Capital Acquisition Corp.                                                 | CUSIP: 02115M125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26594 | NC      | $5063.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp I                                | Armada Acquisition Corp. I                                                      | CUSIP: 04208V111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        19 | NC      | $1.89         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondhead Holdings Corp                                | DiamondHead Holdings Corp.                                                      | CUSIP: 25278L113<br>LEI: 549300HWN3ECTEH7I380 | N/A              | DE               | CORP              | US        |     11333 | NC      | $2833.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFP4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     69000 | PA      | $41117.51     | 0.01%             | 2035-01-30      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| St Energy Transition I Ltd                               | ST Energy Transition I, Ltd.                                                    | CUSIP: G8465L115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     42980 | NC      | $8596.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forbion European Acquisition Corp                        | Forbion European Acquisition Corp.                                              | CUSIP: G3619H110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7393 | NC      | $1330.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp                                  | Galata Acquisition Corp.                                                        | CUSIP: G3R23A108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     53213 | NS      | $547827.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearbridge Energy Midstream Opportunity Fund Inc        | ClearBridge Energy Midstream Opportunity Fund, Inc.                             | CUSIP: 18469P209<br>LEI: 549300U6RAJWN6OONX12 | Long             | EC               | RF                | US        |     68686 | NS      | $2122397.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadem Sustainable Impact Corp                            | Kadem Sustainable Impact Corp.                                                  | CUSIP: 48284E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75482 | NS      | $761613.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mclaren Technology Acquisition Corp                      | McLaren Technology Acquisition Corp.                                            | CUSIP: 58176U117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61067 | NC      | $1832.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axios Sustainable Growth Acquisition Corp                | AXIOS SUSTAINABLE GROWTH ACQUISITION Corp.                                      | CUSIP: G0703K108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     60175 | NS      | $624315.63    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Scion Tech Growth Ii                                     | ScION Tech Growth II                                                            | CUSIP: G31070108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     60966 | NS      | $620329.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| European Biotech Acquisition Corp                        | European Biotech Acquisition Corp.                                              | CUSIP: G3167F102<br>LEI: 984500Y57CDE4CE7CC20 | Long             | EC               | CORP              | KY        |      1223 | NS      | $12413.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Earth Acquisitions Corp                            | Clean Earth Acquisitions Corp.                                                  | CUSIP: 184493104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99174 | NS      | $1006616.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Relativity Acquisition Corp                              | Relativity Acquisition Corp.                                                    | CUSIP: 75944B114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45142 | NC      | $2126.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciig Capital Partners Ii Inc                             | CIIG Capital Partners II, Inc.                                                  | CUSIP: 12561U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42062 | NS      | $430504.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFE9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    357000 | PA      | $224674.74    | 0.06%             | 2034-10-31      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Ldh Growth Corp I                                        | LDH Growth Corp. I                                                              | CUSIP: G54094126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1613 | NC      | $68.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Opportunities Trust Plc                         | European Opportunities Trust PLC                                                | CUSIP: G6394A101<br>LEI: 549300XN7RXQWHN18849 | Long             | EC               | CORP              | GB        |     81426 | NS      | $745867.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Transformation Opportunities Corp                | Digital Transformation Opportunities Corp.                                      | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141108 | NS      | $1428012.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp                                   | Goal Acquisitions Corp.                                                         | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88824 | NS      | $901119.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YBC4<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    747000 | PA      | $377659.30    | 0.10%             | 2037-03-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan                                              | Baillie Gifford European Growth Trust PLC                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $156818.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Metals Acquisition Corp                                  | Metals Acquisition Corp.                                                        | CUSIP: G60405126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8891 | NC      | $6268.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend Ii Inc                                  | G Squared Ascend II, Inc.                                                       | CUSIP: G42041106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     34568 | NS      | $353284.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Sports Gr/diamon                                 | Diamond Sports Group LLC / Diamond Sports Finance Co.                           | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $300000.00    | 0.08%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Liv Capital Acquisition Corp Ii                          | LIV Capital Acquisition Corp. II                                                | CUSIP: G5510R105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     58346 | NS      | $602714.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fg Acquisition Corp                                      | FG Acquisition Corp.                                                            | CUSIP: 30327L114<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     25263 | NC      | $28294.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Corp Ii                       | New Providence Acquisition Corp. II                                             | CUSIP: 64823D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77530 | NS      | $796233.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                            | Danone SA CDS EUR SR 4Y                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | FR        |         1 | NC      | $109285.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Jackson Acquisition Co                                   | Jackson Acquisition Co.                                                         | CUSIP: 46653C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5642 | NS      | $57661.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rr Donnelley & Sons Co                                   | RR Donnelley & Sons Co.                                                         | CUSIP: 257867BE0<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    935000 | PA      | $826839.20    | 0.22%             | 2027-07-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TORTOISE ENERGY INFRASTRUCTURE CORP                      | Tortoise Energy Infrastructure Fund, Inc.                                       | CUSIP: 89147L886<br>LEI: 5493008P735YB22YPB89 | Long             | EC               | RF                | US        |     14818 | NS      | $499218.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Recv Rmmc Ln Trs:bndmjp1                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $326770.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DWAC SPONSOR                                             | Digital World Acquisition Corp.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25893 | NS      | $363019.86    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| Nubia Brand International Corp                           | Nubia Brand International Corp.                                                 | CUSIP: 67022R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58524 | NS      | $603382.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ftac Parnassus Acquisition Corp                          | FTAC Parnassus Acquisition Corp.                                                | CUSIP: 30319B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39792 | NS      | $401899.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yotta Acquisition Corp                                   | Yotta Acquisition Corp.                                                         | CUSIP: 98741Y111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     47369 | NC      | $3481.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: BP2701582<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1464000 | PA      | $300120.00    | 0.08%             | 2031-05-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Power & Digital Infrastructure Acquisition Ii Corp       | Power & Digital Infrastructure Acquisition II Corp.                             | CUSIP: 73919C118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     87961 | NC      | $7934.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFG4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    181000 | PA      | $105189.78    | 0.03%             | 2034-10-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Target Global Acquisition I Corp                         | Target Global Acquisition I Corp.                                               | CUSIP: G8675N125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18073 | NC      | $2257.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yotta Acquisition Corp                                   | Yotta Acquisition Corp.                                                         | CUSIP: 98741Y129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     47369 | NC      | $9947.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alsp Orchid Acquisition Corp I                           | ALSP Orchid Acquisition Corp. I                                                 | CUSIP: G0231L107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    104793 | NS      | $1083035.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaguar Global Growth Corp I                              | Jaguar Global Growth Corp. I                                                    | CUSIP: G5S11A130<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43794 | NC      | $3943.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation TLB 1L                              | Carnival Corporation TLB 1L                                                     | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |   3465000 | PA      | $3389930.78   | 0.89%             | 2028-10-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Tpg Pace Beneficial Ii Corp                              | TPG Pace Beneficial II Corp.                                                    | CUSIP: G89826104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     99747 | NS      | $988991.51    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Spear Investments I Bv                                   | Spear Investments I BV                                                          | CUSIP: N/A<br>LEI: 213800HZ8NNFILOCWB40       | Long             | EC               | CORP              | NL        |     18796 | NS      | $206383.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Science & Technology Trust Ii                  | BlackRock Science & Technology Trust II                                         | CUSIP: 09260K101<br>LEI: 549300NQ3IL1NKVC9M67 | Long             | EC               | RF                | US        |      9919 | NS      | $180029.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue World Acquisition Corp                              | Blue World Acquisition Corp.                                                    | CUSIP: G1263E136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23302 | NC      | $932.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dws Strategic Municipal Income Trust                     | DWS Strategic Municipal Income Trust                                            | CUSIP: 23342Q101<br>LEI: HW9ZECORLBPA6LHYL567 | Long             | EC               | RF                | US        |        59 | NS      | $516.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Latin American Opportunity Acquisition Corp       | Patria Latin American Opportunity Acquisition Corp.                             | CUSIP: G69454117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     46145 | NC      | $3691.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Infrastructure Industrials And Materials Fund       | Voya Infrastructure Industrials and Materials Fund                              | CUSIP: 92912X101<br>LEI: CDDOXZNDBE7I8PJXIJ33 | Long             | EC               | RF                | US        |      6140 | NS      | $62505.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acquisition Corp               | Enterprise 4.0 Technology Acquisition Corp.                                     | CUSIP: G3137C106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44710 | NS      | $462748.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverspac Inc                                           | SILVERspac, Inc.                                                                | CUSIP: G8136V112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18449 | NC      | $2769.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bleuacacia Ltd                                           | bleuacacia, Ltd.                                                                | CUSIP: G11728113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    100804 | NC      | $2792.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tb Sa Acquisition Corp                                   | TB SA Acquisition Corp.                                                         | CUSIP: G8657L105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     81664 | NS      | $829297.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp Ii                                 | CARTESIAN GROWTH Corp. II                                                       | CUSIP: G19305120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5984 | NC      | $1058.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecofin Sustainable And Social                            | Ecofin Sustainable and Social                                                   | CUSIP: 27901F109<br>LEI: 549300JEEQF7C836SM26 | Long             | EC               | RF                | US        |     37011 | NS      | $490025.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Metals Acquisition Corp                                  | Metals Acquisition Corp.                                                        | CUSIP: G60405100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     35266 | NS      | $356539.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Biotech Acquisition Corp                         | Phoenix Biotech Acquisition Corp.                                               | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21939 | NC      | $1116.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Opus Acquisition Ltd                              | Magnum Opus Acquisition, Ltd.                                                   | CUSIP: G5S70A104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36420 | NS      | $369116.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNY Mellon Liquidity Funds plc                           | BNY Mellon U.S. Treasury Fund                                                   | CUSIP: G1206E136<br>LEI: N/A                  | Long             | STIV             | RF                | IE        |     85113 | NS      | $85112.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Herald Investment Trust PLC                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $447568.43    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Hill Acquisition Corp                             | Signal Hill Acquisition Corp.                                                   | CUSIP: 82664R113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13462 | NC      | $537.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thornburg Income Builder Opportunities Trust             | Thornburg Income Builder Opportunities Trust                                    | CUSIP: 885213108<br>LEI: 5493002O2SJJPEDP7413 | Long             | EC               | RF                | US        |       503 | NS      | $7776.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalink Investment Inc                                 | Globalink Investment, Inc.                                                      | CUSIP: 37892F117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4837 | NC      | $241.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                              | Oracle Corp.                                                                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  14937000 | PA      | $11881300.57  | 3.11%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Financial Strategies Acquisition Corp                    | Financial Strategies Acquisition Corp.                                          | CUSIP: 31772T123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9858 | NC      | $739.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L Catterton Asia Acquisition Corp                        | L Catterton Asia Acquisition Corp.                                              | CUSIP: G5346G125<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5761 | NS      | $59568.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Moran Foods, LLC, TL                                                            | CUSIP: 61647DAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    982309 | PA      | $893901.24    | 0.23%             | 2026-06-30      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| Athena Technology Acquisition Corp Ii                    | Athena Technology Acquisition Corp. II                                          | CUSIP: 04687C113<br>LEI: 5493008CK2CE7TGDP465 | N/A              | DE               | CORP              | US        |     36968 | NC      | $2316.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition Corp I                     | Investcorp Europe Acquisition Corp. I                                           | CUSIP: G4923T113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24645 | NC      | $739.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compute Health Acquisition Corp                          | Compute Health Acquisition Corp.                                                | CUSIP: 204833115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26926 | NC      | $3465.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Holdings Ltd                             | Pershing Square Holdings, Ltd.                                                  | CUSIP: G7016V101<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | EC               | CORP              | GG        |     50990 | NS      | $1815244.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiftmerge Acquisition Corp                              | Swiftmerge Acquisition Corp.                                                    | CUSIP: G63836111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       132 | NC      | $18.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Fund Inc/the/md                                   | Taiwan Fund, Inc.                                                               | CUSIP: 874036106<br>LEI: 549300B0OHIYIAWV0Z83 | Long             | EC               | RF                | US        |      3223 | NS      | $83659.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YBW0<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     58000 | PA      | $35225.08     | 0.01%             | 2037-08-31      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    664000 | PA      | $149400.00    | 0.04%             | 2028-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pra Group Inc                                            | PRA Group, Inc.                                                                 | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503750.00    | 0.13%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan                                              | Aberforth Smaller Companies Trust PLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $1321899.57   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                              | RR Donnelley & Sons                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-789977.32   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Knightswan Acquisition Corp                              | KnightSwan Acquisition Corp.                                                    | CUSIP: 499103109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8994 | NS      | $92503.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: QJ1143412<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    320000 | PA      | $76800.00     | 0.02%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 7 Acquisition Corp                                       | 7 Acquisition Corp.                                                             | CUSIP: G80694113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25051 | NC      | $2744.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banyan Acquisition Corp                                  | Banyan Acquisition Corp.                                                        | CUSIP: 06690B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45560 | NC      | $1596.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                            | Unilever PLC CDS EUR SR 5Y                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | FR        |         1 | NC      | $294928.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Proof Acquisition Corp I                                 | PROOF Acquisition Corp. I                                                       | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20757 | NC      | $884.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Acquisition Corp                                | Frontier Acquisition Corp.                                                      | CUSIP: G36826108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     57947 | NS      | $587582.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Reserve Sustainable Growth Corp                    | First Reserve Sustainable Growth Corp.                                          | CUSIP: 336169107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17131 | NS      | $173194.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtek Services Inc                                     | QualTek Services, Inc.                                                          | CUSIP: 77118V116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     73592 | NC      | $14696.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jpmorgan European Discovery Trust Plc                    | JPMorgan European Discovery Trust PLC                                           | CUSIP: G5S953184<br>LEI: 54930049CEWDI46Y3U28 | Long             | EC               | CORP              | GB        |     14209 | NS      | $74449.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitalworks Emerging Markets Acquisition Corp           | Capitalworks Emerging Markets Acquisition Corp.                                 | CUSIP: G1889L100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     88187 | NS      | $913617.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp Iii                             | Concord Acquisition Corp. III                                                   | CUSIP: 20607V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98857 | NS      | $1017238.53   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alset Capital Acquisition Corp                           | Alset Capital Acquisition Corp.                                                 | CUSIP: 02115M117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13297 | NC      | $864.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition Corp                        | Atlantic Coastal Acquisition Corp.                                              | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |     51070 | NS      | $515551.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock California Municipal Income Trust              | BlackRock California Municipal Income Trust                                     | CUSIP: 09248E102<br>LEI: LE6236HQD6DXEGUHE217 | Long             | EC               | RF                | US        |    173989 | NS      | $1995653.83   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Disruptive Capital Acquisition Co Ltd                    | Disruptive Capital Acquisition Co., Ltd.                                        | CUSIP: N/A<br>LEI: 254900CUE0P9KFF6VY49       | Long             | EC               | CORP              | GB        |     58870 | NS      | $740293.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Somalogic Inc                                            | SomaLogic, Inc.                                                                 | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |    456455 | NS      | $1588463.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Artemis Strategic Investment Corp                        | Artemis Strategic Investment Corp.                                              | CUSIP: 04303A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142048 | NS      | $1458832.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Future Health Esg Corp                                   | Future Health ESG Corp.                                                         | CUSIP: 36118W110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37402 | NC      | $2318.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoulderup Technology Acquisition Corp                   | ShoulderUp Technology Acquisition Corp.                                         | CUSIP: 82537G112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     94845 | NC      | $3262.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eureking Sa                                              | Eureking SA                                                                     | CUSIP: N/A<br>LEI: 96950078TLFWTM2QE234       | Long             | EP               | CORP              | FR        |     59955 | NS      | $645280.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trine Ii Acquisition Corp                                | Trine II Acquisition Corp.                                                      | CUSIP: G9059F100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     50769 | NS      | $524951.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alsp Orchid Acquisition Corp I                           | ALSP Orchid Acquisition Corp. I                                                 | CUSIP: G0231L123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     52397 | NC      | $1833.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hh&l Acquisition Co                                      | HH&L Acquisition Co.                                                            | CUSIP: G39714103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     89355 | NS      | $909633.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearbridge Mlp & Midstream Fund Inc                     | ClearBridge MLP & Midstream Fund, Inc.                                          | CUSIP: 184692200<br>LEI: 549300KS1WIARK4T8791 | Long             | EC               | RF                | US        |     17796 | NS      | $639944.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Flame Acquisition Corp                                   | Flame Acquisition Corp.                                                         | CUSIP: 33850F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75199 | NS      | $762517.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Senior Floating Rate Fund Inc                     | Apollo Senior Floating Rate Fund, Inc.                                          | CUSIP: 037636107<br>LEI: 5493005XHGCCBXT5YQ39 | Long             | EC               | RF                | US        |       607 | NS      | $7969.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carney Technology Acquisition Corp Ii                    | Carney Technology Acquisition Corp. II                                          | CUSIP: 143636116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     46429 | NC      | $3946.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepperlime Health Acquisition Corp                       | PepperLime Health Acquisition Corp.                                             | CUSIP: G70021111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11876 | NC      | $890.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tech And Energy Transition Corp                          | Tech and Energy Transition Corp.                                                | CUSIP: 87823R110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     59992 | NC      | $2099.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zyversa Therapeutics Inc                                 | ZyVersa Therapeutics, Inc.                                                      | CUSIP: 98987D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7100 | NC      | $497.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| B Riley Principal 250 Merger Corp                        | B Riley Principal 250 Merger Corp.                                              | CUSIP: 05602L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52757 | NS      | $530735.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Mlp & Energy Income Fund Inc            | Neuberger Berman MLP & Energy Income Fund, Inc.                                 | CUSIP: 64129H104<br>LEI: 549300P5ICT7WWGP8224 | Long             | EC               | RF                | US        |    268634 | NS      | $1947596.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Municipal High Income Opportunities Fund Inc     | Pioneer Municipal High Income Opportunities Fund, Inc.                          | CUSIP: 723760104<br>LEI: 5493005BKX8X756MKL25 | Long             | EC               | RF                | US        |     18014 | NS      | $209142.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| China Evergrande Group                                   | China Evergrande Group                                                          | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $108750.00    | 0.03%             | 2023-06-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Maxpro Capital Acquisition Corp                          | Maxpro Capital Acquisition Corp.                                                | CUSIP: 57778T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37123 | NS      | $388492.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nogin Inc                                                | Nogin, Inc.                                                                     | CUSIP: 65528N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8372 | NC      | $309.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transition Partners Bv                            | Energy Transition Partners BV                                                   | CUSIP: N/A<br>LEI: 724500Y8U5ELNMGRA511       | N/A              | DE               | CORP              | NL        |     16852 | NC      | $4580.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grayscale Bitcoin Trust Btc                              | Grayscale Bitcoin Trust BTC                                                     | CUSIP: 389637109<br>LEI: 549300XZGUJEF0EHBE41 | Long             | EC               | CORP              | US        |    711235 | NS      | $8641505.25   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Fin Svcs Inc                                    | PennyMac Financial Services, Inc.                                               | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $847500.00    | 0.22%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Everest Consolidator Acquisition Corp                    | Everest Consolidator Acquisition Corp.                                          | CUSIP: 29978K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100984 | NS      | $1042154.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbe Robotics Ltd                                        | Arbe Robotics, Ltd.                                                             | CUSIP: M1R95N100<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     73871 | NS      | $263719.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Covia Holdings Corp                                      | Covia Equity                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    169353 | NS      | $2145194.45   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp Ii                        | Spring Valley Acquisition Corp. II                                              | CUSIP: G83752108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26964 | NS      | $275572.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | CINEWORLD WARRANTS WTS CALL EXP 23NOV25                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     88914 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nogin Inc                                                | Nogin, Inc.                                                                     | CUSIP: 65528N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225285 | NS      | $160200.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uta Acquisition Corp                                     | UTA Acquisition Corp.                                                           | CUSIP: G9473A109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     88121 | NS      | $906765.09    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hhg Capital Corp                                         | HHG Capital Corp.                                                               | CUSIP: G4R23P129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17425 | NC      | $698.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Rapha Capital Bioholdings Corp I                   | Arbor Rapha Capital Bioholdings Corp. I                                         | CUSIP: 03881F112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23851 | NC      | $2304.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redwoods Acquisition Corp                                | Redwoods Acquisition Corp.                                                      | CUSIP: 758083117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     32327 | NC      | $1131.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Smaller Companies/the                           | European Smaller Companies                                                      | CUSIP: G9T57B100<br>LEI: 213800N1B1HCQG2W4V90 | Long             | EC               | CORP              | GB        |      2626 | NS      | $5277.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings Ix Inc                                    | Gores Holdings IX, Inc.                                                         | CUSIP: 38287A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121537 | NS      | $1214154.63   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Finnovate Acquisition Corp                               | Finnovate Acquisition Corp.                                                     | CUSIP: G3R34K111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     71462 | NC      | $1858.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vmg Consumer Acquisition Corp                            | VMG Consumer Acquisition Corp.                                                  | CUSIP: 91842V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124658 | NS      | $1277744.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Rise Acquisition Corp                            | Fortune Rise Acquisition Corp.                                                  | CUSIP: 34969G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36191 | NS      | $377110.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvey Gulf                                              | Harvey Gulf                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     16636 | NC      | $332720.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Integrated Wellness Acquisition Corp                     | Integrated Wellness Acquisition Corp.                                           | CUSIP: G4828B100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     58418 | NS      | $603457.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Tactical Income Fund Inc                          | Apollo Tactical Income Fund, Inc.                                               | CUSIP: 037638103<br>LEI: 549300JOTMM1DVBHF402 | Long             | EC               | RF                | US        |     25088 | NS      | $324889.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp Ii                                 | Ross Acquisition Corp. II                                                       | CUSIP: G7641C106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2830 | NS      | $28781.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duet Acquisition Corp                                    | DUET Acquisition Corp.                                                          | CUSIP: 26431Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5996 | NC      | $138.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dp Cap Acquisition Corp I                                | DP Cap Acquisition Corp. I                                                      | CUSIP: G2R05B100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     89472 | NS      | $925140.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Partners Technology Merger Corp                    | Alpha Partners Technology Merger Corp.                                          | CUSIP: G63290111<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     19691 | NS      | $199174.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Acquisition Corp                                 | Jupiter Acquisition Corp.                                                       | CUSIP: 482082112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1531 | NC      | $97.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power & Digital Infrastructure Acquisition Ii Corp       | Power & Digital Infrastructure Acquisition II Corp.                             | CUSIP: 73919C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44362 | NS      | $450274.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Proof Acquisition Corp I                                 | PROOF Acquisition Corp. I                                                       | CUSIP: 74349W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61707 | NS      | $633113.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tlgy Acquisition Corp                                    | TLGY Acquisition Corp.                                                          | CUSIP: G8656T125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     68311 | NC      | $2134.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelfin Acquisition Corp                                | ExcelFin Acquisition Corp.                                                      | CUSIP: 30069X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51002 | NS      | $524810.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldwide Webb Acquisition Corp                          | Worldwide Webb Acquisition Corp.                                                | CUSIP: G97775103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2153 | NS      | $22046.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Levere Holdings Corp                                     | Levere Holdings Corp.                                                           | CUSIP: G5462L106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     54573 | NS      | $553370.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity Ii Corp                              | Elliott Opportunity II Corp.                                                    | CUSIP: G30092103<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | KY        |     27348 | NS      | $277855.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Opportunities Trust Plc                        | Henderson Opportunities Trust PLC                                               | CUSIP: G4401K105<br>LEI: 2138005D884NPGHFQS77 | Long             | EC               | CORP              | GB        |    111656 | NS      | $1696596.35   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Games & Esports Experience Acquisition Corp              | Games & Esports Experience Acquisition Corp.                                    | CUSIP: G3731J127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     59290 | NC      | $1778.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain & Co I Acquisition Corp                         | Mountain & Co. I Acquisition Corp.                                              | CUSIP: G6301J104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    125353 | NS      | $1317460.03   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QEG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     89000 | PA      | $52912.37     | 0.01%             | 2034-05-30      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Pontem Corp                                              | Pontem Corp.                                                                    | CUSIP: G71707122<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60453 | NC      | $14817.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flame Acquisition Corp                                   | Flame Acquisition Corp.                                                         | CUSIP: 33850F116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5451 | NC      | $4905.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iconic Sports Acquisition Corp                           | Iconic Sports Acquisition Corp.                                                 | CUSIP: G4712C115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19665 | NC      | $4388.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Acquisition Corp/de                              | Insight Acquisition Corp.                                                       | CUSIP: 45784L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36845 | NS      | $373976.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Real Estate Income Fund                        | Principal Real Estate Income Fund                                               | CUSIP: 74255X104<br>LEI: 549300HK3LIJEGLGMK36 | Long             | EC               | RF                | US        |     51780 | NS      | $600130.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Capital Acquisition Corp                          | Denali Capital Acquisition Corp.                                                | CUSIP: G6256B106<br>LEI: 549300L7MIQ7V1UUZB95 | Long             | EC               | CORP              | KY        |     27621 | NS      | $286150.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gardiner Healthcare Acquisitions Corp                    | Gardiner Healthcare Acquisitions Corp.                                          | CUSIP: 365506112<br>LEI: 549300IPQDY7ERMEMH57 | N/A              | DE               | CORP              | US        |     14786 | NC      | $1552.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp Ii                        | Spring Valley Acquisition Corp. II                                              | CUSIP: G83752116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13573 | NC      | $3257.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rcf Acquisition Corp                                     | RCF Acquisition Corp.                                                           | CUSIP: G7330C102<br>LEI: 549300OIPQ0V26BHLX71 | Long             | EC               | CORP              | KY        |      9504 | NS      | $98271.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QJN5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $36391.62     | 0.01%             | 2036-02-29      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Fintech Evolution Acquisition Group                      | Fintech Evolution Acquisition Group                                             | CUSIP: G3R19A104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     61069 | NS      | $621071.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFL3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14616.75     | 0.00%             | 2034-11-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Citadel Income Fund                                      | Citadel Income Fund                                                             | CUSIP: 17286A106<br>LEI: 549300SETH5GFV873V97 | Long             | EC               | RF                | CA        |    110020 | NS      | $210026.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp Iii                             | Concord Acquisition Corp. III                                                   | CUSIP: 20607V114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     54452 | NC      | $4258.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Strategies Acquisition Corp                    | Financial Strategies Acquisition Corp.                                          | CUSIP: 31772T115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6820 | NC      | $129.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esgen Acquisition Corp                                   | ESGEN Acquisition Corp.                                                         | CUSIP: G3R95N111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     61117 | NC      | $3819.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp Ii                        | Spring Valley Acquisition Corp. II                                              | CUSIP: G83752132<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27147 | NC      | $5209.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFS8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     36000 | PA      | $20091.56     | 0.01%             | 2035-02-27      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Ftac Emerald Acquisition Corp                            | FTAC Emerald Acquisition Corp.                                                  | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27108 | NC      | $2640.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Moran Foods, LLC, TL                                                            | CUSIP: 61647DAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    788287 | PA      | $564941.46    | 0.15%             | 2026-12-31      | Fixed         | 14.18%                | No            |                  2 | On Loan: No      |
| Roc Energy Acquisition Corp                              | ROC Energy Acquisition Corp.                                                    | CUSIP: 77118V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74024 | NS      | $763187.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet Growth Opportunities Corp                | Rocket Internet Growth Opportunities Corp.                                      | CUSIP: G7613T103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     33430 | NS      | $339815.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp India Acquisition Corp                        | Investcorp India Acquisition Corp.                                              | CUSIP: G49219127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37472 | NC      | $2997.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: BK6339091<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   3980000 | PA      | $815900.00    | 0.21%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genesis Unicorn Capital Corp                             | Genesis Unicorn Capital Corp.                                                   | CUSIP: 37187C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6940 | NS      | $72176.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Financial Strategies Income Term Trust         | Angel Oak Financial Strategies Income Term Trust                                | CUSIP: 03464A100<br>LEI: 549300BL3JQL47QYUO51 | Long             | EC               | RF                | US        |      6147 | NS      | $82093.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyarch Acquisition Corp                                 | Keyarch Acquisition Corp.                                                       | CUSIP: G5260A112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24350 | NC      | $1402.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kensington Capital Acquisition Corp V                    | Kensington Capital Acquisition Corp. V                                          | CUSIP: G5251K103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     58918 | NS      | $605677.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Hill Acquisition Corp                             | Signal Hill Acquisition Corp.                                                   | CUSIP: 82664R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26924 | NS      | $276240.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Merger Iv Corp                                     | Forum Merger IV Corp.                                                           | CUSIP: 349875104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95701 | NS      | $967058.61    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QDZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    478000 | PA      | $275649.22    | 0.07%             | 2034-02-28      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   4146000 | PA      | $932850.00    | 0.24%             | 2030-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Agrinam Acquisition Corp                                 | Agrinam Acquisition Corp.                                                       | CUSIP: 00857H114<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     19798 | NC      | $197.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalon Acquisition Inc                                   | Avalon Acquisition, Inc.                                                        | CUSIP: 05338E101<br>LEI: 549300MQ0W8R6XMVEN12 | Long             | EC               | CORP              | US        |     77027 | NS      | $797999.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Acquisition Corp Ii                               | Vector Acquisition Corp. II                                                     | CUSIP: G9460A104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14215 | NS      | $144545.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp I                                  | Plum Acquisition Corp. I                                                        | CUSIP: G7134L126<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     73302 | NS      | $744381.81    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Corp                                           | Evergreen Corp.                                                                 | CUSIP: G3312W109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     70091 | NS      | $722673.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAP6<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $22182.96     | 0.01%             | 2036-09-30      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Federated Hermes Premier Municipal Income Fund           | Federated Hermes Premier Municipal Income Fund                                  | CUSIP: 31423P108<br>LEI: C0TUI5ZPEIY028NN4Q23 | Long             | EC               | RF                | US        |        82 | NS      | $910.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agile Growth Corp                                        | Agile Growth Corp.                                                              | CUSIP: G01202103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     59098 | NS      | $600435.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Acquisition Corp I                              | Sculptor Acquisition Corp. I                                                    | CUSIP: G7T983103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36931 | NS      | $382605.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BENSON HILL INC                                          | Benson Hill Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |    187607 | NC      | $35645.33     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Shuaa Partners Acquisition Corp I                        | SHUAA Partners Acquisition Corp. I                                              | CUSIP: G81173117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22958 | NC      | $1836.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dragoneer Growth Opportunities Corp Iii                  | Dragoneer Growth Opportunities Corp. III                                        | CUSIP: G28315102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     28687 | NS      | $283427.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Technology Acquisition Corp                       | Aurora Technology Acquisition Corp.                                             | CUSIP: G06984135<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63578 | NC      | $6675.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kayne Anderson Nextgen Energy & Infrastructure Inc       | Kayne Anderson NextGen Energy & Infrastructure, Inc.                            | CUSIP: 48661E108<br>LEI: 549300MHDTCUZBV2Y068 | Long             | EC               | RF                | US        |    103652 | NS      | $805376.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernova Partners Acquisition Co Iii Ltd                | Supernova Partners Acquisition Co. III, Ltd.                                    | CUSIP: G8T90F102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     25440 | NS      | $258216.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp Ii                                    | Legato Merger Corp. II                                                          | CUSIP: 52473Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25933 | NS      | $265942.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QEW0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     88000 | PA      | $51088.31     | 0.01%             | 2034-09-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eaton Vance California Municipal Income Trust            | Eaton Vance California Municipal Income Trust                                   | CUSIP: 27826F101<br>LEI: 5493000EWT76UUJKIW67 | Long             | EC               | RF                | US        |      7671 | NS      | $81542.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Ecosystem Development Corp                       | Fintech Ecosystem Development Corp.                                             | CUSIP: 318136108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54704 | NS      | $565639.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon 1 Acquisition Corp                                 | Talon 1 Acquisition Corp.                                                       | CUSIP: G86656116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     71933 | NC      | $4477.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axios Sustainable Growth Acquisition Corp                | AXIOS SUSTAINABLE GROWTH ACQUISITION Corp.                                      | CUSIP: G0703K116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43990 | NC      | $1451.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Real Asset Income And Growth Fund                 | Nuveen Real Asset Income and Growth Fund                                        | CUSIP: 67074Y105<br>LEI: RQLXTE3CBG56EZF1BQ60 | Long             | EC               | RF                | US        |        25 | NS      | $322.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvey Gulf                                              | Harvey Gulf Intl. Marine                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7413 | NS      | $148260.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Consilium Acquisition Corp I Ltd                         | Consilium Acquisition Corp. I, Ltd.                                             | CUSIP: G2365L101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     78255 | NS      | $799781.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cf Acquisition Corp Vii                                  | CF Acquisition Corp. VII                                                        | CUSIP: 12521H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21449 | NS      | $219208.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Wall Acquisition Corp Iii                          | Fifth Wall Acquisition Corp. III                                                | CUSIP: G34142102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     77093 | NS      | $780566.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Corp Ii                       | New Providence Acquisition Corp. II                                             | CUSIP: 64823D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21526 | NC      | $975.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                              | Verizon CDS USD 1Y 06/20/2023                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-41441.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Polestar Automotive Holding Uk Plc                       | Polestar Automotive Holding UK PLC                                              | CUSIP: 731105201<br>LEI: 894500HDA1DJKHYN4D83 | Long             | EC               | CORP              | GB        |     10409 | NS      | $58290.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Templeton Emerging Markets Fund/united States            | Templeton Emerging Markets Fund/United States                                   | CUSIP: 880191101<br>LEI: CZCIR4LW4R7Y5KBS5R36 | Long             | EC               | RF                | US        |      1314 | NS      | $16661.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdings Corp Iv                 | Social Capital Suvretta Holdings Corp. IV                                       | CUSIP: G8253Y105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     86410 | NS      | $873605.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Altenergy Acquisition Corp                               | AltEnergy Acquisition Corp.                                                     | CUSIP: 02157M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22461 | NS      | $230899.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pimco Energy & Tactical Credit Opportunities Fund        | PIMCO Energy & Tactical Credit Opportunities Fund                               | CUSIP: 69346N107<br>LEI: 549300BX5QVFQJENPV35 | Long             | EC               | RF                | US        |    254162 | NS      | $3982718.54   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Papaya Growth Opportunity Corp I                         | Papaya Growth Opportunity Corp. I                                               | CUSIP: 69882P110<br>LEI: 549300U6L3FU6EKJUM40 | N/A              | DE               | CORP              | US        |     76584 | NC      | $4671.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tortoise Pipeline & Energy Fund Inc                      | Tortoise Pipeline & Energy Fund, Inc.                                           | CUSIP: 89148H207<br>LEI: 549300L8CO08RZOP4B19 | Long             | EC               | RF                | US        |      7795 | NS      | $222001.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ix Acquisition Corp                                      | IX Acquisition Corp.                                                            | CUSIP: G5000D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       112 | NC      | $1.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Long-short Credit Income Fund                 | Blackstone Long-Short Credit Income Fund                                        | CUSIP: 09257D102<br>LEI: 549300SM8M5F2TV58W35 | Long             | EC               | RF                | US        |       675 | NS      | $7877.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catcha Investment Corp                                   | Catcha Investment Corp.                                                         | CUSIP: G1962Y102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    120767 | NS      | $1225785.05   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Rise Acquisition Corp                            | Fortune Rise Acquisition Corp.                                                  | CUSIP: 34969G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15616 | NC      | $1118.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dmy Technology Group Inc Vi                              | dMY Technology Group, Inc. VI                                                   | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27831 | NS      | $282206.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arisz Acquisition Corp                                   | Arisz Acquisition Corp.                                                         | CUSIP: 040450116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     34348 | NC      | $944.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFU3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    527000 | PA      | $302063.23    | 0.08%             | 2035-03-31      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QGR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53656.24     | 0.01%             | 2030-07-31      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Kairous Acquisition Corp Ltd                             | Kairous Acquisition Corp. ltd                                                   | CUSIP: G52131136<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13555 | NC      | $2982.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushing Mlp & Infrastructure Total Return Fund/the       | Cushing MLP & Infrastructure Total Return Fund                                  | CUSIP: 231631300<br>LEI: 5493006NXITDSHOHUT03 | Long             | EC               | RF                | US        |     61592 | NS      | $2218543.84   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratim Cloud Acquisition Corp                           | Stratim Cloud Acquisition Corp.                                                 | CUSIP: 86309R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51586 | NS      | $520760.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Grayscale Ethereum Trust                                 | Grayscale Ethereum Trust                                                        | CUSIP: 389638107<br>LEI: 549300YMS6XEU1J84B77 | Long             | EC               | CORP              | US        |    617378 | NS      | $4543902.08   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fg Merger Corp                                           | FG Merger Corp.                                                                 | CUSIP: 30324Y119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1112 | NC      | $111.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Senior Income Fund                                | Nuveen Senior Income Fund                                                       | CUSIP: 67067Y104<br>LEI: KBG7JWT0F7S6ZY1KMU47 | Long             | EC               | RF                | US        |         1 | NS      | $4.90         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vision Sensing Acquisition Corp                          | Vision Sensing Acquisition Corp.                                                | CUSIP: 92838J103<br>LEI: 5493000VKS3Q4KRJ7514 | Long             | EC               | CORP              | US        |     26576 | NS      | $276390.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liv Capital Acquisition Corp Ii                          | LIV Capital Acquisition Corp. II                                                | CUSIP: G5510R113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43759 | NC      | $5141.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercato Partners Acquisition Corp                        | Mercato Partners Acquisition Corp.                                              | CUSIP: 58759A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15665 | NC      | $939.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dee Tech Sa                                              | DEE Tech SA                                                                     | CUSIP: N/A<br>LEI: 969500GO7WV3PXC4HG32       | N/A              | DE               | CORP              | FR        |     35099 | NC      | $11447.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Earth Acquisitions Corp                            | Clean Earth Acquisitions Corp.                                                  | CUSIP: 184493120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     99120 | NC      | $14868.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp Ii                              | Peridot Acquisition Corp. II                                                    | CUSIP: G7008B105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30189 | NS      | $306720.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendant Digital Acquisition Corp Iii                   | Ascendant Digital Acquisition Corp. III                                         | CUSIP: G05157105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    116481 | NS      | $1206743.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFV1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    114000 | PA      | $63527.18     | 0.02%             | 2035-03-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QEF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     66000 | PA      | $38637.06     | 0.01%             | 2034-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Northview Acquisition Corp                               | NorthView Acquisition Corp.                                                     | CUSIP: 66718N111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19197 | NC      | $719.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Acquisition I Corp                               | Freedom Acquisition I Corp.                                                     | CUSIP: G3663X110<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18275 | NS      | $185856.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Battery Future Acquisition Corp                          | Battery Future Acquisition Corp.                                                | CUSIP: G0888J124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36968 | NC      | $2961.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Calibre Materials Acquisition Corp               | Seaport Calibre Materials Acquisition Corp.                                     | CUSIP: 812204113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14252 | NC      | $694.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Capital Acquisition Corp                          | Denali Capital Acquisition Corp.                                                | CUSIP: G6256B114<br>LEI: 549300L7MIQ7V1UUZB95 | N/A              | DE               | CORP              | US        |     27621 | NC      | $1660.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                            | Pfizer, Inc. CDS USD 5Y 12/2027                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $186982.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtus Convertible & Income Fund Ii                      | Virtus Convertible & Income Fund II                                             | CUSIP: 92838U108<br>LEI: 549300VQWKOKLGOGUQ16 | Long             | EC               | RF                | US        |      2072 | NS      | $6899.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Climaterock                                              | ClimateRock                                                                     | CUSIP: G2311X134<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23557 | NC      | $2710.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Da32 Life Science Tech Acquisition Corp                  | DA32 Life Science Tech Acquisition Corp.                                        | CUSIP: 23312M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108727 | NS      | $1092706.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eg Acquisition Corp                                      | EG Acquisition Corp.                                                            | CUSIP: 26846A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107079 | NS      | $1077214.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition Ltd                         | Inception Growth Acquisition, Ltd.                                              | CUSIP: 45333D120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7394 | NC      | $698.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearl Holdings Acquisition Corp                          | Pearl Holdings Acquisition Corp.                                                | CUSIP: G44525114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     18484 | NC      | $1848.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Latitude Acquisition Corp                          | Valor Latitude Acquisition Corp.                                                | CUSIP: G9460N122<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3725 | NC      | $130.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Latin American Opportunity Acquisition Corp       | Patria Latin American Opportunity Acquisition Corp.                             | CUSIP: G69454109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     92291 | NS      | $963518.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sagaliam Acquisition Corp                                | Sagaliam Acquisition Corp.                                                      | CUSIP: 78661R114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     84310 | NC      | $12650.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lava Medtech Acquisition Corp                            | LAVA Medtech Acquisition Corp.                                                  | CUSIP: 519345110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     57923 | NC      | $5195.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latamgrowth Spac                                         | LatAmGrowth SPAC                                                                | CUSIP: G5380L121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37849 | NC      | $3784.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power                                  | American Electric Power Co., Inc.                                               | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8409595.00   | 2.20%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nuveen Pennsylvania Quality Municipal Income Fund        | Nuveen Pennsylvania Quality Municipal Income Fund                               | CUSIP: 670972108<br>LEI: 5493000C1CS4Q000GF67 | Long             | EC               | RF                | US        |       787 | NS      | $9357.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc                                      | PayPal Holdings, Inc.                                                           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      9058 | NS      | $738136.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Battery Future Acquisition Corp                          | Battery Future Acquisition Corp.                                                | CUSIP: G0888J108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     42855 | NS      | $442623.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vmg Consumer Acquisition Corp                            | VMG Consumer Acquisition Corp.                                                  | CUSIP: 91842V110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60937 | NC      | $3052.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine Government                                       | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1371000 | PA      | $281055.00    | 0.07%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QEL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14471.35     | 0.00%             | 2034-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Alset Capital Acquisition Corp                           | Alset Capital Acquisition Corp.                                                 | CUSIP: 02115M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40719 | NS      | $412890.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gsr Ii Meteora Acquisition Corp                          | GSR II Meteora Acquisition Corp.                                                | CUSIP: 36263W113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7459 | NC      | $11263.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroder Uk Mid Cap Fund Plc                             | Schroder UK Mid Cap Fund PLC                                                    | CUSIP: G7889V105<br>LEI: 549300SOEWCYZTK2SP87 | Long             | EC               | CORP              | GB        |    629743 | NS      | $4487461.37   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bny Mellon Municipal Income Inc                          | BNY Mellon Municipal Income, Inc.                                               | CUSIP: 05589T104<br>LEI: 549300BKYDDROJTY1E24 | Long             | EC               | RF                | US        |       650 | NS      | $4316.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Moran Foods, LLC, TL                                                            | CUSIP: 61647DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    462403 | PA      | $374546.45    | 0.10%             | 2026-06-30      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp Ii                               | Fusion Acquisition Corp. II                                                     | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133723 | NS      | $1353276.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Healthcare Acquisition Corp Iii                    | Alpha Healthcare Acquisition Corp. III                                          | CUSIP: 02073F112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3816 | NC      | $1003.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Mlp Energy And Renaissance Fund            | Goldman Sachs MLP Energy and Renaissance Fund                                   | CUSIP: 38148G206<br>LEI: 5493002N1D5YCVFNA222 | Long             | EC               | RF                | US        |       278 | NS      | $3816.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Growth For Good Acquisition Corp                         | Growth For Good Acquisition Corp.                                               | CUSIP: G41522114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     51285 | NC      | $4002.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education                                 | Adtalem Global Education, Inc.                                                  | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   6195000 | PA      | $5807812.50   | 1.52%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Acquisition Corp I Ltd                       | Sound Point Acquisition Corp. I, Ltd.                                           | CUSIP: G8274F101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     99902 | NS      | $1041977.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Revelstone Capital Acquisition Corp                      | Revelstone Capital Acquisition Corp.                                            | CUSIP: 76137R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77115 | NS      | $782331.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAV3<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    103000 | PA      | $59814.57     | 0.02%             | 2036-11-29      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Oxus Acquisition Corp                                    | Oxus Acquisition Corp.                                                          | CUSIP: G6859L121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20287 | NC      | $1825.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Spade Acquisition Co                               | Black Spade Acquisition Co.                                                     | CUSIP: G11537100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     28533 | NS      | $288753.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trine Ii Acquisition Corp                                | Trine II Acquisition Corp.                                                      | CUSIP: G9059F118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     78462 | NC      | $6622.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metal Sky Star Acquisition Corp                          | Metal Sky Star Acquisition Corp.                                                | CUSIP: G6053N113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40420 | NC      | $5254.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardio Diagnostics Holdings Inc                          | Cardio Diagnostics Holdings, Inc.                                               | CUSIP: 14159C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19933 | NC      | $1345.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ftac Zeus Acquisition Corp                               | FTAC Zeus Acquisition Corp.                                                     | CUSIP: 30320F114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    135656 | NC      | $4069.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer High Income Fund Inc                             | Pioneer High Income Fund, Inc.                                                  | CUSIP: 72369H106<br>LEI: GRH7C46DLKO4V5KVBT29 | Long             | EC               | RF                | US        |       361 | NS      | $2548.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp Ii                              | Concord Acquisition Corp. II                                                    | CUSIP: 20607U116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25741 | NC      | $3233.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition Corp Ii                     | Atlantic Coastal Acquisition Corp. II                                           | CUSIP: 04845A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95202 | NS      | $978676.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldenstone Acquisition Ltd                              | Goldenstone Acquisition, Ltd.                                                   | CUSIP: 38136Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5502 | NS      | $56394.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | JPMorgan Mid Cap Investment Trust PLC                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $160769.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Transition Sa                                            | Transition SA                                                                   | CUSIP: N/A<br>LEI: 894500FOM6WHY0KFW309       | N/A              | DE               | CORP              | FR        |     33822 | NC      | $18384.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASSET INTER MUNI FD INC                          | Western Asset Intermediate Mun                                                  | CUSIP: 958435109<br>LEI: 5493000MG5MROBD48K57 | Long             | EC               | RF                | US        |     18474 | NS      | $146498.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp                              | Kismet Acquisition Two Corp.                                                    | CUSIP: G52807107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     39461 | NS      | $400923.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative International Acquisition Corp                | Innovative International Acquisition Corp.                                      | CUSIP: G4809M125<br>LEI: 549300U6QXNGB66F1K14 | N/A              | DE               | CORP              | US        |     71433 | NC      | $2964.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp                                 | Cartica Acquisition Corp.                                                       | CUSIP: G1995D109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    148709 | NS      | $1548060.69   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Climaterock                                              | ClimateRock                                                                     | CUSIP: G2311X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11778 | NC      | $418.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Plate Acquisition Corp                              | Home Plate Acquisition Corp.                                                    | CUSIP: 43734R111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4107 | NC      | $271.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 24 Hour Fitness Worldwide Inc                            | 24 Hour Fitness Worldwide, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    281163 | PA      | $24250.28     | 0.01%             | 2025-12-29      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Climaterock                                              | ClimateRock                                                                     | CUSIP: G2311X100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23557 | NS      | $241694.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Strategic Credit Fund                         | Blackstone Strategic Credit Fund                                                | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |      1348 | NS      | $15003.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Recv Psny Trs:731105201                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $3903200.00   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Redwoods Acquisition Corp                                | Redwoods Acquisition Corp.                                                      | CUSIP: 758083109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32327 | NS      | $330058.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Technology Acquisition Corp                       | Aurora Technology Acquisition Corp.                                             | CUSIP: G06984127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63578 | NC      | $1220.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Energy One Acquisition Corp Plc                      | New Energy One Acquisition Corp. PLC                                            | CUSIP: N/A<br>LEI: 213800NRR4DCRPRUZ804       | N/A              | DE               | CORP              | GB        |    222976 | NC      | $68723.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ap Acquisition Corp                                      | AP Acquisition Corp.                                                            | CUSIP: G04058114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9857 | NC      | $926.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forest Road Acquisition Corp Ii                          | Forest Road Acquisition Corp. II                                                | CUSIP: 34619V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108352 | NS      | $1094355.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Inception Growth Acquisition Ltd                         | Inception Growth Acquisition, Ltd.                                              | CUSIP: 45333D112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2402 | NC      | $78.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Achari Ventures Holdings Corp I                          | Achari Ventures Holdings Corp. I                                                | CUSIP: 00444X119<br>LEI: 549300WXLNJWTBJTI395 | N/A              | DE               | CORP              | US        |     38384 | NC      | $1032.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnilit Acquisition Corp                                 | OmniLit Acquisition Corp.                                                       | CUSIP: 68218C116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     31515 | NC      | $2678.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hnr Acquisition Corp                                     | HNR Acquisition Corp.                                                           | CUSIP: 40472A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44874 | NS      | $463997.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corp I-b                          | Warburg Pincus Capital Corp. I-B                                                | CUSIP: G9460M108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     61234 | NS      | $621831.27    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                            | Blackstone Mortgage Trust, Inc.                                                 | CUSIP: 18469Q207<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | RF                | US        |     69138 | NS      | $2131524.54   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Crystal Peak Acquisition                                 | Crystal Peak Acquisition                                                        | CUSIP: G2581M107<br>LEI: 549300QV2DQ5QN1K3U52 | Long             | EC               | CORP              | KY        |    334985 | NS      | $3349850.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ocean Acquisition Corp                              | Blue Ocean Acquisition Corp.                                                    | CUSIP: G1330L105<br>LEI: 54930022IRZD99B5AQ81 | Long             | EC               | CORP              | KY        |     50462 | NS      | $521272.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hcm Acquisition Corp                                     | HCM ACQUISITION Corp.                                                           | CUSIP: G4365A127<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10493 | NC      | $260.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                            | Verizon Wireless                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $41441.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Growth Tech Acquisition Corp                     | Genesis Growth Tech Acquisition Corp.                                           | CUSIP: G3R23D128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6030 | NC      | $1085.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Fin Llc                                   | Morgan Stanley Finance LLC                                                      | CUSIP: 61766YAA9<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5305.32      | 0.00%             | 2036-04-28      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Cactus Acquisition Corp 1 Ltd                            | Cactus Acquisition Corp. 1, Ltd.                                                | CUSIP: G1745A108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     49956 | NS      | $516045.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Dynamic Credit Allocation Fund Inc                  | Ares Dynamic Credit Allocation Fund, Inc.                                       | CUSIP: 04014F102<br>LEI: 549300BZI16VZUT2N044 | Long             | EC               | RF                | US        |       999 | NS      | $12667.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co                                   | Jackson Acquisition Co.                                                         | CUSIP: 46653C114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11842 | NC      | $592.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aib Acquisition Corp                                     | AIB Acquisition Corp.                                                           | CUSIP: G0R45S117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     41417 | NC      | $5384.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ftac Parnassus Acquisition Corp                          | FTAC Parnassus Acquisition Corp.                                                | CUSIP: 30319B116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10083 | NC      | $654.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rf Acquisition Corp                                      | RF Acquisition Corp.                                                            | CUSIP: 74954L112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19704 | NC      | $349.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selina Hospitality Plc                                   | Selina Hospitality PLC                                                          | CUSIP: G8059B101<br>LEI: 549300BAEIWO0QPTC061 | Long             | EC               | CORP              | GB        |      5145 | NS      | $19242.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertical Capital Income Fund                             | Vertical Capital Income Fund                                                    | CUSIP: 92535C104<br>LEI: 549300LVMWHJGZNVXZ22 | Long             | EC               | RF                | US        |     38522 | NS      | $371352.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Earth Acquisitions Corp                            | Clean Earth Acquisitions Corp.                                                  | CUSIP: 184493112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49587 | NC      | $5700.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Plate Acquisition Corp                              | Home Plate Acquisition Corp.                                                    | CUSIP: 43734R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46382 | NS      | $469385.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Futuretech Ii Acquisition Corp                           | FutureTech II Acquisition Corp.                                                 | CUSIP: 36119D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52279 | NS      | $540042.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transition Partners Bv                            | Energy Transition Partners BV                                                   | CUSIP: N/A<br>LEI: 724500Y8U5ELNMGRA511       | Long             | EC               | CORP              | NL        |     50557 | NS      | $541383.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tech And Energy Transition Corp                          | Tech and Energy Transition Corp.                                                | CUSIP: 87823R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64240 | NS      | $648824.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Verizon CDS USD 2Y 06/20/2024                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $33407.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Danone SA CDS EUR SR 4Y                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | FR        |         1 | NC      | $27627.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                            | Target Corp CDS USD SR 5Y                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $194605.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Ag                                         | Credit Suisse AG                                                                | CUSIP: 22546VH58<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |     10000 | PA      | $6221.67      | 0.00%             | 2030-07-31      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Iconic Sports Acquisition Corp                           | Iconic Sports Acquisition Corp.                                                 | CUSIP: G4712C107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     85644 | NS      | $891125.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co                                              | Southern Co.                                                                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1868473.00   | 0.49%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan                                              | European Smaller Companies Trust PLC                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $160924.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rigel Resource Acquisition Corp                          | Rigel Resource Acquisition Corp.                                                | CUSIP: G7573M106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     64290 | NS      | $665401.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero Ag                                         | Delivery Hero SE                                                                | CUSIP: BR2982592<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $259854.97    | 0.07%             | 2026-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Onyx Acquisition Co I                                    | Onyx Acquisition Co. I                                                          | CUSIP: G6755Q117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24790 | NC      | $3787.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northview Acquisition Corp                               | NorthView Acquisition Corp.                                                     | CUSIP: 66718N129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     38482 | NC      | $6157.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsmap Tech Acquisition Corp                          | SportsMap Tech Acquisition Corp.                                                | CUSIP: 84921J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30800 | NS      | $317240.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pgim Short Duration High Yield Opportunities Fund        | PGIM Short Duration High Yield Opportunities Fund                               | CUSIP: 69355J104<br>LEI: 549300WGY7DHGMQJU952 | Long             | EC               | RF                | US        |      1433 | NS      | $22670.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahren Acquisition Corp                                   | Ahren Acquisition Corp.                                                         | CUSIP: G01322125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     47850 | NC      | $5316.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERYWARE GLOBAL                                         | Everyware Global                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     43777 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Emerging Markets Horizon Corp                            | Emerging Markets Horizon Corp.                                                  | CUSIP: G3033X121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     73685 | NC      | $4421.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arya Sciences Acquisition Corp V                         | ARYA Sciences Acquisition Corp. V                                               | CUSIP: G31658100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12591 | NS      | $127483.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Latitude Acquisition Corp                          | Valor Latitude Acquisition Corp.                                                | CUSIP: G9460N106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22158 | NS      | $224792.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lf Capital Acquisition Corp Ii                           | LF Capital Acquisition Corp. II                                                 | CUSIP: 50202D102<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |    166778 | NS      | $1719481.18   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFQ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $99741.60     | 0.03%             | 2035-01-30      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Next Generation Connectivity Fund Inc   | Neuberger Berman Next Generation Connectivity Fund, Inc.                        | CUSIP: 64133Q108<br>LEI: 549300GRTFKXVB9LQE61 | Long             | EC               | RF                | US        |    165408 | NS      | $1645809.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kairous Acquisition Corp Ltd                             | Kairous Acquisition Corp. ltd                                                   | CUSIP: G52131128<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6746 | NC      | $607.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp Ii                                 | Ross Acquisition Corp. II                                                       | CUSIP: G7641C114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28225 | NC      | $6209.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valuence Merger Corp I                                   | Valuence Merger Corp. I                                                         | CUSIP: G9R16L118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60778 | NC      | $5859.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalink Investment Inc                                 | Globalink Investment, Inc.                                                      | CUSIP: 37892F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58520 | NS      | $599830.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gigcapital5 Inc                                          | GigCapital5, Inc.                                                               | CUSIP: 37519U117<br>LEI: 549300EQ1NNV387FGF92 | N/A              | DE               | CORP              | US        |      3954 | NC      | $127.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esg Core Investments Bv                                  | ESG Core Investments BV                                                         | CUSIP: N/A<br>LEI: 724500MV7E6E5J4MA536       | Long             | EC               | CORP              | NL        |    281009 | NS      | $2993877.41   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New York Quality Municipal Income Fund            | Nuveen New York Quality Municipal Income Fund                                   | CUSIP: 67066X107<br>LEI: 549300B795LQBEIHRS62 | Long             | EC               | RF                | US        |      1105 | NS      | $12674.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp Vii                               | Churchill Capital Corp. VII                                                     | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50077 | NS      | $503774.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TORTOISE MLP FUND INC                                    | Tortoise Midstream Energy Fund, Inc.                                            | CUSIP: 89148B200<br>LEI: 549300YD59DIX0JIF033 | Long             | EC               | RF                | US        |     56274 | NS      | $2128845.42   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Accretion Acquisition Corp                               | Accretion Acquisition Corp.                                                     | CUSIP: 00438Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102643 | NS      | $1044905.74   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Apx Acquisition Corp I                                   | APx Acquisition Corp. I                                                         | CUSIP: G0440J109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     46626 | NS      | $482579.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New Vista Acquisition Corp                               | New Vista Acquisition Corp.                                                     | CUSIP: G6529L105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     46189 | NS      | $468587.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Acquisition Corp I                              | Sculptor Acquisition Corp. I                                                    | CUSIP: G7T983111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9858 | NC      | $1005.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disruptive Acquisition Corp I                            | Disruptive Acquisition Corp. I                                                  | CUSIP: G2770Y102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12124 | NS      | $123119.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller/howard High Dividend Fund                         | Miller/Howard High Dividend Fund                                                | CUSIP: 600379101<br>LEI: 549300ZCY8ROSDMUUZ28 | Long             | EC               | RF                | US        |    333513 | NS      | $3668643.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearl Holdings Acquisition Corp                          | Pearl Holdings Acquisition Corp.                                                | CUSIP: G44525106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36968 | NS      | $382249.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arctos Northstar Acquisition Corp                        | Arctos NorthStar Acquisition Corp.                                              | CUSIP: G0477L100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     39600 | NS      | $401940.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Global Infrastructure Total Return Fund Inc    | Macquarie Global Infrastructure Total Return Fund, Inc.                         | CUSIP: 55608D101<br>LEI: NUJZT0OFFYGJKMCIDQ69 | Long             | EC               | RF                | US        |       706 | NS      | $17014.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition Corp Ii                     | Atlantic Coastal Acquisition Corp. II                                           | CUSIP: 04845A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     80774 | NC      | $2665.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point Acquisition Corp I Ltd                       | Sound Point Acquisition Corp. I, Ltd.                                           | CUSIP: G8274F119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     49951 | NC      | $8244.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Wellness Acquisition Corp                     | Integrated Wellness Acquisition Corp.                                           | CUSIP: G4828B118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1869 | NC      | $568.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perception Capital Corp Ii                               | Perception Capital Corp. II                                                     | CUSIP: G7007D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     58258 | NC      | $6120.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lava Medtech Acquisition Corp                            | LAVA Medtech Acquisition Corp.                                                  | CUSIP: 519345102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37985 | NS      | $392005.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QEH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $264863.86    | 0.07%             | 2034-06-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Integral Acquisition Corp 1                              | Integral Acquisition Corp. 1                                                    | CUSIP: 45827K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38577 | NS      | $393099.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agrinam Acquisition Corp                                 | Agrinam Acquisition Corp.                                                       | CUSIP: 00857H106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19798 | NS      | $196495.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QEP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    161000 | PA      | $93794.25     | 0.02%             | 2034-08-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| St Energy Transition I Ltd                               | ST Energy Transition I, Ltd.                                                    | CUSIP: G8465L107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     93266 | NS      | $961106.13    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pono Capital Two Inc                                     | Pono Capital Two, Inc.                                                          | CUSIP: 73245B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9738 | NC      | $333.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition Co                                   | Chenghe Acquisition Co.                                                         | CUSIP: G2086M107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       800 | NS      | $8312.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dhc Acquisition Corp                                     | DHC Acquisition Corp.                                                           | CUSIP: G2758T109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44994 | NS      | $457139.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                       | Meta Platforms, Inc.                                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     18478 | NS      | $2752667.66   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Global Multi-sector Income Fund                   | Virtus Global Multi-Sector Income Fund                                          | CUSIP: 92829B101<br>LEI: 5493008J77OQDENT5651 | Long             | EC               | RF                | US        |       876 | NS      | $7297.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerup Acquisition Corp                                 | PowerUp Acquisition Corp.                                                       | CUSIP: G7207P129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     70545 | NC      | $7759.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellsworth Growth And Income Fund Ltd                     | Ellsworth Growth and Income Fund, Ltd.                                          | CUSIP: 289074106<br>LEI: 549300GYFOXHCDQTI772 | Long             | EC               | RF                | US        |    116777 | NS      | $1024134.29   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Futuretech Ii Acquisition Corp                           | FutureTech II Acquisition Corp.                                                 | CUSIP: 36119D111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48383 | NC      | $851.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vpc Impact Acquisition Holdings Ii                       | VPC Impact Acquisition Holdings II                                              | CUSIP: G9460L126<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7231 | NS      | $73611.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fat Projects Acquisition Corp                            | Fat Projects Acquisition Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4886 | NS      | $830.62       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Apollo Strategic Growth Capital Ii                       | Apollo Strategic Growth Capital II                                              | CUSIP: G0412A102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     45066 | NS      | $455617.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp                                | Andretti Acquisition Corp.                                                      | CUSIP: G26735103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     50274 | NS      | $521592.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arisz Acquisition Corp                                   | Arisz Acquisition Corp.                                                         | CUSIP: 040450108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34348 | NS      | $350006.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sustainable Development Acquisition I Corp               | Sustainable Development Acquisition I Corp.                                     | CUSIP: 86934L111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28327 | NC      | $2209.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fg Merger Corp                                           | FG Merger Corp.                                                                 | CUSIP: 30324Y101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1483 | NS      | $15289.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp I                                | Armada Acquisition Corp. I                                                      | CUSIP: 04208V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $390.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QED2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    276000 | PA      | $160086.90    | 0.04%             | 2034-03-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nxg Nextgen Infrastructure Income Fund                   | NXG NextGen Infrastructure Income Fund                                          | CUSIP: 231647207<br>LEI: 549300MVVZW681ZGYD76 | Long             | EC               | RF                | US        |     23585 | NS      | $971230.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Healthcare Acquisition Corp Iii                    | Alpha Healthcare Acquisition Corp. III                                          | CUSIP: 02073F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22899 | NS      | $229562.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Technology Acquisition Corp I                     | Global Technology Acquisition Corp. I                                           | CUSIP: G3934N107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     85831 | NS      | $888359.43    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ocean Acquisition Corp                              | Blue Ocean Acquisition Corp.                                                    | CUSIP: G1330L121<br>LEI: 54930022IRZD99B5AQ81 | N/A              | DE               | CORP              | US        |     16257 | NC      | $1625.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco High Income Trust Ii                             | Invesco High Income Trust II                                                    | CUSIP: 46131F101<br>LEI: NWTWTK5C3HWITJJQZG91 | Long             | EC               | RF                | US        |         1 | NS      | $11.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Blockchain Acquisition Corp                       | Global Blockchain Acquisition Corp.                                             | CUSIP: 37961B120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40470 | NC      | $947.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                                    | Earthstone Energy, Inc.                                                         | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |    463294 | NS      | $6439786.60   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Dhc Acquisition Corp                                     | DHC Acquisition Corp.                                                           | CUSIP: G2758T117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25249 | NC      | $469.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co                           | Khosla Ventures Acquisition Co.                                                 | CUSIP: 482504107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18131 | NS      | $183123.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32000 | PA      | $18371.81     | 0.00%             | 2034-10-08      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Eaton Vance New York Municipal Bond Fund                 | Eaton Vance New York Municipal Bond Fund                                        | CUSIP: 27827Y109<br>LEI: 5493003LD9U89XVQ7W91 | Long             | EC               | RF                | US        |     46230 | NS      | $448431.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs                                            | Britol-Mysers Squibb CDS USD SR 5Y                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $260932.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Infinite Acquisition Corp                                | Infinite Acquisition Corp.                                                      | CUSIP: G48028107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     28365 | NS      | $292159.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Health Acquisition Corp                          | Digital Health Acquisition Corp.                                                | CUSIP: 253893119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17736 | NC      | $2117.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athena Consumer Acquisition Corp                         | Athena Consumer Acquisition Corp.                                               | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | N/A              | DE               | CORP              | US        |     33717 | NC      | $5344.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Healthcare Acquisition Corp                       | Summit Healthcare Acquisition Corp.                                             | CUSIP: G8566R102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     42915 | NS      | $434514.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cf Acquisition Corp Iv                                   | CF Acquisition Corp. IV                                                         | CUSIP: 12520T110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13333 | NC      | $1089.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eureking Sa                                              | Eureking SA                                                                     | CUSIP: N/A<br>LEI: 96950078TLFWTM2QE234       | N/A              | DE               | CORP              | FR        |     59955 | NC      | $3258.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finserv Acquisition Corp Ii                              | FinServ Acquisition Corp. II                                                    | CUSIP: 31809Y111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     22794 | NC      | $591.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nubia Brand International Corp                           | Nubia Brand International Corp.                                                 | CUSIP: 67022R111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29262 | NC      | $1828.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moringa Acquisition Corp                                 | Moringa Acquisition Corp.                                                       | CUSIP: G6S23K108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     35406 | NS      | $359370.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Ecosystem Development Corp                       | Fintech Ecosystem Development Corp.                                             | CUSIP: 318136124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     54704 | NC      | $6151.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge I                                           | Chain Bridge I                                                                  | CUSIP: G2061X110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     33367 | NC      | $5005.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                                    | Pagseguro Digital, Ltd.                                                         | CUSIP: G68707101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    190583 | NS      | $1922982.47   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Evolution Acquisition Group                      | Fintech Evolution Acquisition Group                                             | CUSIP: G3R19A120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17608 | NC      | $528.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition Corp I                     | Investcorp Europe Acquisition Corp. I                                           | CUSIP: G4923T105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     55193 | NS      | $572627.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendant Digital Acquisition Corp Iii                   | Ascendant Digital Acquisition Corp. III                                         | CUSIP: G05157113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     78866 | NC      | $788.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust/abrdn Global Oppor                           | First Trust/abrdn Global Oppor                                                  | CUSIP: 337319107<br>LEI: 2HCZRZBY990FDYBUS727 | Long             | EC               | RF                | US        |       351 | NS      | $2169.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Direct Selling Acquisition Corp                          | Direct Selling Acquisition Corp.                                                | CUSIP: 25460L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154081 | NS      | $1600901.59   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                    | Uber Technologies, Inc.                                                         | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2450000.00   | 0.64%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Finnovate Acquisition Corp                               | Finnovate Acquisition Corp.                                                     | CUSIP: G3R34K103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100186 | NS      | $1035923.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Abrdn Smaller Companies Income                           | Abrdn Smaller Companies Income                                                  | CUSIP: G9768J104<br>LEI: 213800J6D2TVHRGKBG24 | Long             | EC               | RF                | GB        |    161889 | NS      | $490977.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Acquisitions Corp                                 | Israel Acquisitions Corp.                                                       | CUSIP: G49667135<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8683 | NS      | $88306.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artemis Strategic Investment Corp                        | Artemis Strategic Investment Corp.                                              | CUSIP: 04303A111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     52405 | NC      | $4716.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lead Edge Growth Opportunities Ltd                       | Lead Edge Growth Opportunities, Ltd.                                            | CUSIP: G54085108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       500 | NS      | $5077.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Peak Acquisition Corp                                | Far Peak Acquisition Corp.                                                      | CUSIP: G3312L103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     21242 | NS      | $215606.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Recv Brsc Ln Trs:0643610                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $918844.20    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazard Growth Acquisition Corp I                         | Lazard Growth Acquisition Corp. I                                               | CUSIP: G54035111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4497 | NC      | $35.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp                                    | Ares Acquisition Corp.                                                          | CUSIP: G33032106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     52696 | NS      | $535391.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp                                | Infinite Acquisition Corp.                                                      | CUSIP: G48028123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     46166 | NC      | $5599.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombier Acquisition Corp                               | Colombier Acquisition Corp.                                                     | CUSIP: 19533H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77686 | NS      | $780744.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kernel Group Holdings Inc                                | Kernel Group Holdings, Inc.                                                     | CUSIP: G5259L129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1326 | NC      | $122.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                                          | Benson Hill, Inc.                                                               | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136711 | NS      | $366385.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Anzu Special Acquisition Corp I                          | Anzu Special Acquisition Corp. I                                                | CUSIP: 03737A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18438 | NS      | $185855.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpac Acquisition Corp                                    | XPAC Acquisition Corp.                                                          | CUSIP: G9831X106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11711 | NS      | $118046.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mainstay Cbre Global Infrastructure Megatrends Fund      | MainStay CBRE Global Infrastructure Megatrends Fund                             | CUSIP: 56064Q107<br>LEI: 549300TWA0SUTWA4FE65 | Long             | EC               | RF                | US        |     33785 | NS      | $512518.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Metal Sky Star Acquisition Corp                          | Metal Sky Star Acquisition Corp.                                                | CUSIP: G6053N121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40420 | NC      | $1810.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delaware Ivy High Income Opportunities Fund              | Delaware Ivy High Income Opportunities Fund                                     | CUSIP: 246107106<br>LEI: 549300C130E3EJZ8ZQ39 | Long             | EC               | RF                | US        |      2705 | NS      | $32865.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broad Capital Acquisition Corp                           | Broad Capital Acquisition Corp.                                                 | CUSIP: 11125B110<br>LEI: 549300LQ2W8Q2EETCL11 | N/A              | DE               | CORP              | US        |     53360 | NC      | $9338.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Media Acquisition Corp                         | Heartland Media Acquisition Corp.                                               | CUSIP: 42237V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2998 | NS      | $30849.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Core Plus Impact Fund                             | Nuveen Core Plus Impact Fund                                                    | CUSIP: 67080D103<br>LEI: N/A                  | Long             | EC               | RF                | US        |    196587 | NS      | $2270579.85   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Rr Donnelley & Sons Co                                   | RR Donnelley & Sons Co.                                                         | CUSIP: 74971KAM7<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | LON              | CORP              | US        |   7973790 | PA      | $7875114.35   | 2.06%             | 2026-11-01      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Goldman Sachs                                            | Britol-Mysers Squibb CDS USD SR 4Y                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $554195.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Catalyst Partners Acquisition Corp                       | Catalyst Partners Acquisition Corp.                                             | CUSIP: G19550121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4076 | NC      | $4.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawks Acquisition Corp                                   | Hawks Acquisition Corp.                                                         | CUSIP: 42032P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117298 | NS      | $1183536.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Screaming Eagle Acquisition Corp                         | Screaming Eagle Acquisition Corp.                                               | CUSIP: G79407105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     67654 | NS      | $678907.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| New Energy One Acquisition Corp Plc                      | New Energy One Acquisition Corp. PLC                                            | CUSIP: N/A<br>LEI: 213800NRR4DCRPRUZ804       | Long             | EC               | CORP              | GB        |    445953 | NS      | $5580391.49   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Contracts: GBP 02/28/2023                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-15665550.00 | -4.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Lf Capital Acquisition Corp Ii                           | LF Capital Acquisition Corp. II                                                 | CUSIP: 50202D110<br>LEI: 549300RP8AZAKHNILS36 | N/A              | DE               | CORP              | US        |     60499 | NC      | $2419.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverspac Inc                                           | SILVERspac, Inc.                                                                | CUSIP: G8136V104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     55349 | NS      | $559024.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Logistics Innovation Technologies Corp                   | Logistics Innovation Technologies Corp.                                         | CUSIP: 54141L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30319 | NS      | $304554.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Acquisition Corp 1 Ltd                            | Cactus Acquisition Corp. 1, Ltd.                                                | CUSIP: G1745A124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21180 | NC      | $828.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ftac Athena Acquisition Corp                             | FTAC Athena Acquisition Corp.                                                   | CUSIP: G37283101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5118 | NS      | $51998.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Stone Minerals LP                                  | STONERIDGE OPPORTUNITIES FUND LLP SECURITY SETUP                                | CUSIP: 09225M101<br>LEI: 0C0OFK66613BCRQJ7F34 | Long             | EC               | CORP              | KY        |     29527 | NS      | $29527000.00  | 7.72%             |  |  |  | No            |                  2 | On Loan: No      |
| New Vista Acquisition Corp                               | New Vista Acquisition Corp.                                                     | CUSIP: G6529L121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14117 | NC      | $705.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerging Markets Horizon Corp                            | Emerging Markets Horizon Corp.                                                  | CUSIP: G3033X105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    112680 | NS      | $1165674.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                  | CUSIP: 61760QFZ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17187.28     | 0.00%             | 2030-04-30      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Counter Press Acquisition Corp                           | Counter Press Acquisition Corp.                                                 | CUSIP: G2542B125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10106 | NC      | $432.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogreen Investments Corp                                 | GoGreen Investments Corp.                                                       | CUSIP: G9461B101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    130678 | NS      | $1366891.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Abrdn Japan Equity Fund Inc                              | abrdn Japan Equity Fund, Inc.                                                   | CUSIP: 00306J109<br>LEI: 549300TENE1BGI09O157 | Long             | EC               | RF                | US        |     47038 | NS      | $265764.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Acquisition Corp                                 | Jupiter Acquisition Corp.                                                       | CUSIP: 482082104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14439 | NS      | $144390.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Capital Allocation Trust                       | Blackrock Capital Allocation Trust                                              | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             | EC               | RF                | US        |     67144 | NS      | $1014545.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Growth For Good Acquisition Corp                         | Growth For Good Acquisition Corp.                                               | CUSIP: G41522130<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     75556 | NC      | $3981.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Proptech Acquisitions                              | Crown PropTech Acquisitions                                                     | CUSIP: G25741102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     65036 | NS      | $660765.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan                                              | Edinburgh Worldwide Investment Trust PLC                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         1 | NC      | $128033.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Motive Capital Corp Ii                                   | Motive Capital Corp. II                                                         | CUSIP: G6293R114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8206 | NC      | $695.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jpmorgan Mid Cap Investment Trust Plc/fund               | JPMorgan Mid Cap Investment Trust PLC                                           | CUSIP: G519AL104<br>LEI: 549300QED7IGEP4UFN49 | Long             | EC               | CORP              | GB        |      3263 | NS      | $37411.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Troy Statczar

**Name of Signer:** Troy Statczar

**Title:** Corporate Secretary