# EDGAR Filing Document

**Accession Number:** 0001394166
**File Stem:** 0001752724-25-212294
**Filing Date:** 2025-8
**Character Count:** 68280
**Document Hash:** 99951d47c069393e8957ee6a90c1ef30
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-212294.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-212294

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Gabelli 787 Fund, Inc.
- **CENTRAL INDEX KEY:** 0001394166

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22041
- **FILM NUMBER:** 251276882

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE CENTER
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 1580-1422
- **BUSINESS PHONE:** 800-422-3554

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE CENTER
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 1580-1422

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 Fund, Inc.
- **DATE OF NAME CHANGE:** 20070322

## Series and Classes Contracts Data

### Enterprise Mergers and Acquisitions Fund (Series ID: S000017793)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000049130 | Class A      | EMAAX           |
| C000049132 | Class C      | EMACX           |
| C000049133 | Class Y      | EMAYX           |
| C000085566 | Class AAA    | EAAAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Gabelli 787 Fund, Inc.

- **b. Investment Company Act file number:** 811-22041

- **c. CIK number of Registrant:** 0001394166

- **d. LEI of Registrant:** 549300W742TTZFXOAO80

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

  - **Street Address 1:** One Corporate Center

  - **City:** Rye

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10580-1422

  - **Telephone number:** 1-800-422-3554

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

- **a. Name of Series:** Enterprise Mergers and Acquisitions Fund

- **b. EDGAR series identifier (if any):** S000017793

- **c. LEI of Series:** 549300KPY4X7FDNBER92

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $49873970.38

**Total Liabilities:** $376066.13

**Net Assets:** $49497904.25

**Cash Not Reported:** $94112.23

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049132 | -1.38%               | 2.17%                | 4.41%                |
| Class ID C000085566 | -1.30%               | 2.24%                | 4.45%                |
| Class ID C000049133 | -1.27%               | 2.39%                | 4.48%                |
| Class ID C000049130 | -1.40%               | 2.29%                | 4.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $41121.98                | $-718480.14                                |
| Month 2  | $161408.95               | $828608.68                                 |
| Month 3  | $-184148.55              | $2241363.02                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Liberty Media Corp-Liberty Liv | Liberty Media Corp-Liberty Live        | CUSIP: 531229748<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $10173.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                             | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      9000 | NS      | $104940.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc                | Informatica Inc                        | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |      5000 | NS      | $121750.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                    | Covestro AG                            | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      1300 | NS      | $92492.63     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd                  | Stratasys Ltd                          | CUSIP: 000000000<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | US        |     34200 | NS      | $392274.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerion Cleanpower SpA         | Alerion Cleanpower SpA                 | CUSIP: 000000000<br>LEI: 81560090173FFC67B069 | Long             | EC               | CORP              | IT        |      4200 | NS      | $86579.33     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GrainCorp Ltd                  | GrainCorp Ltd                          | CUSIP: 000000000<br>LEI: 529900XVBL825SSW9081 | Long             | EC               | CORP              | AU        |     11200 | NS      | $57348.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc             | Mativ Holdings Inc                     | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      8200 | NS      | $55924.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Co | Algonquin Power & Utilities Corp       | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |     48000 | NS      | $275040.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                 | Iveco Group NV                         | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | IT        |     20000 | NS      | $393435.30    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                     | AKOUOS INC                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $10000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schmitt Industries Inc         | Schmitt Industries Inc                 | CUSIP: 806870200<br>LEI: 5299003BMFILFJNCJG46 | Long             | EC               | CORP              | US        |    550000 | NS      | $11935.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp              | Kinross Gold Corp                      | CUSIP: 496902198<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | US        |     10000 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Liberty Media Corp-Liberty Liv | Liberty Media Corp-Liberty Live        | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $10388.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                 | NV5 Global Inc                         | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $92360.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                 | Perrigo Co PLC                         | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     22500 | NS      | $601200.00    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECKPOINT THERAPEUTICS INC    | CHECKPOINT THERAPEUTICS INC            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $5000.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WideOpenWest Inc               | WideOpenWest Inc                       | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     99500 | NS      | $403970.00    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| OPIANT PHARMACEUTICALS INC     | OPIANT PHARMACEUTICALS INC             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $1500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA Inc                      | TEGNA Inc                              | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     57000 | NS      | $955320.00    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc  | Dun & Bradstreet Holdings Inc          | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |     65000 | NS      | $590850.00    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Inozyme Pharma Inc             | Inozyme Pharma Inc                     | CUSIP: 45790W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $100000.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nobility Homes Inc             | Nobility Homes Inc                     | CUSIP: 654892108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11510 | NS      | $325157.50    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOCOLL                       | INNOCOLL                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Village Super Market Inc       | Village Super Market Inc               | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |     24000 | NS      | $924000.00    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc               | Skechers USA Inc                       | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     10000 | NS      | $631000.00    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                 | Cantaloupe Inc                         | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      2000 | NS      | $21980.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIZYME INCCONTINGENT          | EPIZYME INCCONTINGENT                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28000 | NS      | $560.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLX Energy Services Holdings I | KLX Energy Services Holdings Inc       | CUSIP: 48253L205<br>LEI: 5493004D4S7MAO1H3U27 | Long             | EC               | CORP              | US        |      2500 | NS      | $4675.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manchester United Plc          | Manchester United Plc                  | CUSIP: 000000000<br>LEI: 529900GWGZPE83MJOV59 | Long             | EC               | CORP              | GB        |     15700 | NS      | $279617.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                | Brookfield Corp                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      3000 | NS      | $185550.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vigil Neuroscience Inc         | Vigil Neuroscience Inc                 | CUSIP: 92673K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $119250.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Andlauer Healthcare Group Inc  | Andlauer Healthcare Group Inc          | CUSIP: 034223107<br>LEI: 549300FEFF2VDKFOGG32 | Long             | EC               | CORP              | CA        |      2000 | NS      | $77268.22     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc             | Everi Holdings Inc                     | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      2000 | NS      | $28480.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADAMAS PHARMACE         | CONTRA ADAMAS PHARMACE                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52000 | NS      | $650.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                | Alamos Gold Inc                        | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     36500 | NS      | $969440.00    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Orogen Royalties Inc           | Orogen Royalties Inc                   | CUSIP: 68707R103<br>LEI: 529900D7N5WQ55E2DA45 | Long             | EC               | CORP              | CA        |     10000 | NS      | $14026.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dawson Geophysical Co          | Dawson Geophysical Co                  | CUSIP: 239360100<br>LEI: 549300R9G1EAMSMLXR09 | Long             | EC               | CORP              | US        |     70000 | NS      | $102200.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd             | Liberty Global Ltd                     | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | GB        |     42000 | NS      | $420420.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| POSEIDA THERAPEUTICS INC       | POSEIDA THERAPEUTICS INC               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $2250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICOSAVAX INC                   | ICOSAVAX INC                           | CUSIP: 451CVR021<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $9000.00      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUSION PHARMACEUTICALS INC     | FUSION PHARMACEUTICALS INC             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $6000.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LANDOS BIOPHARMA INC           | LANDOS BIOPHARMA INC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $5020.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NII Holdings Escrow            | NII Holdings Escrow                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380321 | NS      | $133112.35    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver CVR        | Pan American Silver CVR                | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |    400000 | NS      | $98000.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd      | Liberty Latin America Ltd              | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     20000 | NS      | $122000.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc             | Globus Medical Inc                     | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      2500 | NS      | $147550.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T | Interpublic Group of Cos Inc/The       | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      1000 | NS      | $24480.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmet Oyj                     | Valmet Oyj                             | CUSIP: 000000000<br>LEI: 213800D9O7FUQDH83V62 | Long             | EC               | CORP              | FI        |      4500 | NS      | $139251.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                | ICU Medical Inc                        | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       100 | NS      | $13215.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc          | FARO Technologies Inc                  | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     24000 | NS      | $1054080.00   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC               | Severn Trent PLC                       | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |     16000 | NS      | $600452.02    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                | AZEK Co Inc/The                        | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      1500 | NS      | $81525.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Communications AG      | Sunrise Communications AG              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      7000 | NS      | $394530.22    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp         | Synovus Financial Corp                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      7000 | NS      | $362250.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINOOK THERAPEUTICS INC CVR   | CHINOOK THERAPEUTICS INC CVR           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56000 | NS      | $11200.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGON 28 INC                 | PARAGON 28 INC                         | CUSIP: 609CVR022<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $300.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PlayAGS Inc                    | PlayAGS Inc                            | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $12490.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent | Frontier Communications Parent Inc     | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $182000.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Datagroup SE                   | Datagroup SE                           | CUSIP: 000000000<br>LEI: 391200NEYPQM7LC12H89 | Long             | EC               | CORP              | DE        |      1000 | NS      | $72797.31     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                   | Navient Corp                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     27000 | NS      | $380700.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGILON THERAPEUTICS INC CVR   | SIGILON THERAPEUTICS INC CVR           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $3775.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Surmodics Inc                  | Surmodics Inc                          | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     34000 | NS      | $1010140.00   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc    | Atlanta Braves Holdings Inc            | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22000 | NS      | $1082620.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ework Group AB                 | Ework Group AB                         | CUSIP: 000000000<br>LEI: 549300WF2ILKHMGV9I45 | Long             | EC               | CORP              | SE        |      2000 | NS      | $21689.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc       | Bio-Rad Laboratories Inc               | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1200 | NS      | $289584.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| LENSAR Inc                     | LENSAR Inc                             | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24000 | NS      | $316080.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ         | First Bank/Hamilton NJ                 | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      2319 | NS      | $35874.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange Belgium SA              | Orange Belgium SA                      | CUSIP: 000000000<br>LEI: 5493007JS0ZHJVBUWP18 | Long             | EC               | CORP              | BE        |      7000 | NS      | $138939.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp               | QuidelOrtho Corp                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      3500 | NS      | $100870.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PharmaSGP Holding SE           | PharmaSGP Holding SE                   | CUSIP: 000000000<br>LEI: 3912005CZ12PVVCIPT91 | Long             | EC               | CORP              | DE        |      1000 | NS      | $33453.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co   | Portland General Electric Co           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      9500 | NS      | $385985.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamada Holdings Co Ltd         | Yamada Holdings Co Ltd                 | CUSIP: 000000000<br>LEI: 353800MDZ4K1DQKLO464 | Long             | EC               | CORP              | JP        |     12400 | NS      | $39032.81     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellula | Millicom International Cellular SA     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     30500 | NS      | $1142835.00   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                   | Bel Fuse Inc                           | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       400 | NS      | $35940.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                   | Ducommun Inc                           | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1200 | NS      | $99156.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                | TXNM Energy Inc                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     18500 | NS      | $1041920.00   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc                   | Sinclair Inc                           | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26000 | NS      | $359320.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Innergex Renewable Energy Inc  | Innergex Renewable Energy Inc          | CUSIP: 45790B104<br>LEI: 549300EORYEC4J59SU80 | Long             | EC               | CORP              | CA        |      7000 | NS      | $70526.90     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                      | ANSYS Inc                              | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       200 | NS      | $70244.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings | Sportsman's Warehouse Holdings Inc     | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |    104000 | NS      | $358800.00    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Bang & Olufsen A/S             | Bang & Olufsen A/S                     | CUSIP: 000000000<br>LEI: 52990018KGR3ILFDNJ20 | Long             | EC               | CORP              | DK        |      4500 | NS      | $9577.26      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                      | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |     40000 | NS      | $518400.00    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The              | EW Scripps Co/The                      | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     12700 | NS      | $37338.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      5000 | NS      | $291300.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc       | AvidXchange Holdings Inc               | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $195800.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                    | iRobot Corp                            | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      8000 | NS      | $25040.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                            | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2400 | NS      | $252600.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Servotronics Inc               | Servotronics Inc                       | CUSIP: 817732100<br>LEI: 549300G2MISHW24LEA03 | Long             | EC               | CORP              | US        |       600 | NS      | $28164.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc     | E2open Parent Holdings Inc             | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $161500.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp              | Kinross Gold Corp                      | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      3800 | NS      | $59382.41     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp       | Pan American Silver Corp               | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |     15000 | NS      | $425628.79    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Bapcor Ltd                     | Bapcor Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     10000 | NS      | $32907.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMEREN GROUP LTD               | EMEREN GROUP LTD                       | CUSIP: 75971T301<br>LEI: 529900AE4IM429A3P568 | Long             | EC               | CORP              | US        |       300 | NS      | $561.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc         | Digi International Inc                 | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      2500 | NS      | $87150.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV       | Just Eat Takeaway.com NV               | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |      6000 | NS      | $137290.07    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |      -300 | NS      | $-21582.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                | SouthState Corp                        | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1500 | NS      | $138045.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc      | Rogers Communications Inc              | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |      1000 | NS      | $29660.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                               | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     45000 | NS      | $2323350.00   | 4.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings Inc             | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      2000 | NS      | $148780.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      8500 | NS      | $2216970.00   | 4.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Lt | Brookfield Asset Management Ltd        | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | US        |       800 | NS      | $44224.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                       | UGI Corp                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     10000 | NS      | $364200.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtech Plc                   | Playtech Plc                           | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | EC               | CORP              | IM        |      6000 | NS      | $30966.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                      | ONEOK Inc                              | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      8200 | NS      | $669366.00    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphawave IP Group PLC         | Alphawave IP Group PLC                 | CUSIP: 000000000<br>LEI: 213800ZXTO21EU4VMH37 | Long             | EC               | CORP              | GB        |     40000 | NS      | $95646.25     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNFinance Holdings Ltd         | CNFinance Holdings Ltd                 | CUSIP: 18979T105<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2000 | NS      | $1300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd      | Liberty Latin America Ltd              | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |     12000 | NS      | $74640.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       800 | NS      | $58552.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                        | GMS Inc                                | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1500 | NS      | $163125.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow              | Altaba Inc Escrow                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $40500.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shore Bancshares Inc           | Shore Bancshares Inc                   | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7684 | NS      | $120792.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Recycling Inc           | Radius Recycling Inc                   | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      2000 | NS      | $59380.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc              | Herc Holdings Inc                      | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       300 | NS      | $39507.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBIT BIOSCIENCES CORP CVR     | AMBIT BIOSCIENCES CORP CVR             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13000 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Avista Corp                    | Avista Corp                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     17000 | NS      | $645150.00    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquis Exchange PLC             | Aquis Exchange PLC                     | CUSIP: 000000000<br>LEI: 213800IXJSF5E1SIW150 | Long             | EC               | CORP              | GB        |      5000 | NS      | $49758.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinewood Technologies Group PL | Pinewood Technologies Group PLC        | CUSIP: 000000000<br>LEI: 213800VRSPZFOGMMIS18 | Long             | EC               | CORP              | GB        |     26500 | NS      | $162233.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                        | CUSIP: 668771116<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      4000 | NS      | $32640.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINGENT VALUE RIGHT         | CONTINGENT VALUE RIGHT                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $500.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowers Foods Inc              | Flowers Foods Inc                      | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      3000 | NS      | $47940.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                   | Bel Fuse Inc                           | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Short            | EC               | CORP              | US        |      -400 | NS      | $-39076.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| IMAX China Holding Inc         | IMAX China Holding Inc                 | CUSIP: 000000000<br>LEI: 254900UPBAZQ2AIEQ396 | Long             | EC               | CORP              | KY        |    120000 | NS      | $129631.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc              | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     13000 | NS      | $148980.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc   | Cross Country Healthcare Inc           | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      2500 | NS      | $32625.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                 | ChampionX Corp                         | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     19000 | NS      | $471960.00    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACELL BIOTECHNOLOGIES INC    | GRACELL BIOTECHNOLOGIES INC            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30000 | NS      | $1200.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Deutschland Holding | Telefonica Deutschland Holding AG      | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |    125000 | NS      | $337335.43    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties I | Ryman Hospitality Properties Inc       | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      2000 | NS      | $197340.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc | Telephone and Data Systems Inc         | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $302430.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Alvopetro Energy Ltd           | Alvopetro Energy Ltd                   | CUSIP: 02255Q209<br>LEI: 894500E23U8RD36B9168 | Long             | EC               | CORP              | CA        |    125000 | NS      | $573710.30    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For | Liberty Media Corp-Liberty Formula One | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $313500.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc           | Surgery Partners Inc                   | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      9000 | NS      | $200070.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc           | Myers Industries Inc                   | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    108998 | NS      | $1579381.02   | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                      | QIAGEN NV                              | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      5658 | NS      | $271923.48    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd               | Enstar Group Ltd                       | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      2000 | NS      | $672720.00    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                  | Couchbase Inc                          | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |       600 | NS      | $14628.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Blue Group Holding AG   | Global Blue Group Holding AG           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6000 | NS      | $44820.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc   | SpringWorks Therapeutics Inc           | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $1174750.00   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Corp                   | Telesat Corp                           | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30500 | NS      | $745420.00    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| REGULUS THERAPEUTICS INC       | REGULUS THERAPEUTICS INC               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $20000.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging SA      | Ardagh Metal Packaging SA              | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     10000 | NS      | $42800.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                   | Amedisys Inc                           | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      1100 | NS      | $108229.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd             | Capri Holdings Ltd                     | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |      6000 | NS      | $106200.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBIREO PHARMA INC             | ALBIREO PHARMA INC                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $9000.00      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty For | Liberty Media Corp-Liberty Formula One | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $284880.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Coast Ultra Deep Royalty  | Gulf Coast Ultra Deep Royalty Trust    | CUSIP: 40222T104<br>LEI: 549300LVVWU3NPP3DF95 | Long             | EC               | CORP              | US        |    160000 | NS      | $4960.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp         | Liberty Broadband Corp                 | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      3500 | NS      | $344330.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRATI THERAPEUTICS INC        | MIRATI THERAPEUTICS INC                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $7500.00      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV             | Koninklijke KPN NV                     | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    200000 | NS      | $974400.24    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp | Silicon Motion Technology Corp         | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | TW        |       500 | NS      | $37585.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP             | Energy Transfer LP                     | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     12500 | NS      | $226625.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1000 | NS      | $95410.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PREVAIL THERAPEUTICS INC       | PREVAIL THERAPEUTICS INC               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $400.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill            | CUSIP: 912797PY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $188095.77    | 0.38%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp         | Liberty Broadband Corp                 | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      3500 | NS      | $342370.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CFSB Bancorp Inc               | CFSB Bancorp Inc                       | CUSIP: 12530C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $6860.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paratek Pharmaceuticals CVR    | Paratek Pharmaceuticals CVR            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $2000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tredegar Corp                  | Tredegar Corp                          | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     45000 | NS      | $396000.00    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc        | Millrose Properties Inc                | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $17106.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp       | Blueprint Medicines Corp               | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      2500 | NS      | $320450.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCOR                         | CINCOR                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $12000.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings | Clear Channel Outdoor Holdings Inc     | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    290000 | NS      | $339300.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Velan Inc                      | Velan Inc                              | CUSIP: 922932108<br>LEI: 549300DB4US7WDCNNN28 | Long             | EC               | CORP              | CA        |     44000 | NS      | $474977.05    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricardo PLC                    | Ricardo PLC                            | CUSIP: 000000000<br>LEI: 213800ZNYAY35F4XB814 | Long             | EC               | CORP              | GB        |     10000 | NS      | $60808.39     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Parrot SA                      | Parrot SA                              | CUSIP: 000000000<br>LEI: 9695000KELLFSASOM232 | Long             | EC               | CORP              | FR        |     11000 | NS      | $129574.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co           | National Fuel Gas Co                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      2000 | NS      | $169420.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                   | Cadence Bank                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     17500 | NS      | $559650.00    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp               | McGrath RentCorp                       | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      4000 | NS      | $463840.00    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc             | Champion Homes Inc                     | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $169047.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       200 | NS      | $66434.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                     | ALLETE Inc                             | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      9400 | NS      | $602258.00    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CFT SpA                        | CFT SpA                                | CUSIP: 000000000<br>LEI: 8156006BD7F4AB008C54 | Long             | EC               | CORP              | IT        |     25000 | NS      | $135464.25    | 0.27%             |  |  |  | No            |                  3 | On Loan: No      |
| Hess Corp                      | Hess Corp                              | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      2500 | NS      | $346350.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp        | Target Hospitality Corp                | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $21360.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                    | Hexcel Corp                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      6500 | NS      | $367185.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Biotage AB                     | Biotage AB                             | CUSIP: 000000000<br>LEI: 529900SR87NBUKX74L58 | Long             | EC               | CORP              | SE        |     10000 | NS      | $151254.11    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirent Communications PLC     | Spirent Communications PLC             | CUSIP: 000000000<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |     60000 | NS      | $160600.05    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SGL Carbon SE                  | SGL Carbon SE                          | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | EC               | CORP              | DE        |     13500 | NS      | $55658.14     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                    | Rogers Corp                            | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      7200 | NS      | $493056.00    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp    | United States Cellular Corp            | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     22500 | NS      | $1439325.00   | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MultiChoice Group              | MultiChoice Group                      | CUSIP: 000000000<br>LEI: 254900BVQQ7DFBMSVJ81 | Long             | EC               | CORP              | ZA        |     20000 | NS      | $132649.86    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc  | Northwestern Energy Group Inc          | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      7200 | NS      | $369360.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc             | Albertsons Cos Inc                     | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      8000 | NS      | $172080.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Place Holdings Inc     | Trinity Place Holdings Inc             | CUSIP: 89656D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24000 | NS      | $1200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc    | Atlanta Braves Holdings Inc            | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $350775.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Corem Property Group AB        | Corem Property Group AB                | CUSIP: 000000000<br>LEI: 213800CHXQQD7TSS1T59 | Long             | EC               | CORP              | SE        |      4000 | NS      | $2198.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                     | Grifols SA                             | CUSIP: 398438408<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |      7000 | NS      | $63280.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TherapeuticsMD Inc             | TherapeuticsMD Inc                     | CUSIP: 88338N206<br>LEI: 5299004JS7RE49QHRW30 | Long             | EC               | CORP              | US        |      1500 | NS      | $1740.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc   | Resolute Forest Products Inc           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17500 | NS      | $26250.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd        | Tower Semiconductor Ltd                | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |       800 | NS      | $34680.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc           | Juniper Networks Inc                   | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     20200 | NS      | $806586.00    | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                    | ABIOMED Inc                            | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6700 | NS      | $10720.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ADAMAS PHARMACE         | CONTRA ADAMAS PHARMACE                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52000 | NS      | $650.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DMC Global Inc                 | DMC Global Inc                         | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      2500 | NS      | $20150.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp             | First Horizon Corp                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     10500 | NS      | $222600.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Idorsia Ltd                    | Idorsia Ltd                            | CUSIP: 000000000<br>LEI: 506700XOVZUB107S5720 | Long             | EC               | CORP              | CH        |      2200 | NS      | $5961.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc    | Healthcare Realty Trust Inc            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      3000 | NS      | $47580.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     42000 | NS      | $375060.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Lee Enterprises Inc            | Lee Enterprises Inc                    | CUSIP: 523768406<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21982 | NS      | $139585.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                      | Endesa SA                              | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     32000 | NS      | $1013602.42   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** Gabelli 787 Fund, Inc.

**Signature:** John C. Ball

**Name of Signer:** John C. Ball

**Title:** Treasurer