# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001198
**Filing Date:** 2025-8
**Character Count:** 111070
**Document Hash:** 9a43377836ee9d71f68cc80a5c57ad23
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001198.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001198

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266070

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/Westchester Capital Event Driven Fund (Series ID: S000048720)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000153492 | JNL/Westchester Capital Event Driven Fund (A) |  |
| C000153493 | JNL/Westchester Capital Event Driven Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/Westchester Capital Event Driven Fund

- **b. EDGAR series identifier (if any):** S000048720

- **c. LEI of Series:** 549300BRN3KSYOGZXT91

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

- **a. Date of fiscal year-end:** 2025-12-31

- **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:** $82779727.75

**Total Liabilities:** $35806063.84

**Net Assets:** $46973663.91

**Cash Not Reported:** $9098859.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** -2.423114369862 | **5-Year:** -101.793052858517 | **10-Year:** -64.248844682936 | **30-Year:** 0.000000000000

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

- **3-Month:** -17.822718936333 | **1-Year:** -792.871103278018 | **5-Year:** -1005.858621760450 | **10-Year:** -72.156685898648 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153492 | 0.15%                | 1.50%                | 0.81%                |
| Class ID C000153493 | 0.15%                | 1.56%                | 0.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $162609.65               | $-743879.02                                |
| Month 2  | $211509.45               | $209354.79                                 |
| Month 3  | $-56669.39               | $588320.55                                 |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Roman DBDR Acquisition Corp. II                        | Roman DBDR Acquisition Corp. II                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5244 | NS      | $54065.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp. II                        | Roman DBDR Acquisition Corp. II                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2622 | NS      | $1311.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp.                               | Siddhi Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11263 | NS      | $113756.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp IV                                      | SilverBox Corp IV                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4747 | NS      | $52027.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                             | Sizzle Acquisition Corp II                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2901 | NS      | $29155.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                             | Sizzle Acquisition Corp II                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4250 | NS      | $43265.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp.                                             | Slam Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9736 | NS      | $247.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                             | Soulpower Acquisition Corp                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8334 | NS      | $84840.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp. II                     | Spring Valley Acquisition Corp. II                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1349 | NS      | $177.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp. II                     | Spring Valley Acquisition Corp. II                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2699 | NS      | $369.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp.                                | Stellar V Capital Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3574 | NS      | $36562.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp.                                | Stellar V Capital Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1787 | NS      | $395.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Global Acquisition I Corp.                      | Target Global Acquisition I Corp.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3791 | NS      | $95.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Corporation II             | Thayer Ventures Acquisition Corporation II             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4653 | NS      | $47321.01     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                                 | Titan Acquisition Corp                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8842 | NS      | $90011.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Airship AI Holdings Inc.                               | Airship AI Holdings Inc.                               | CUSIP: 008940116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20826 | NS      | $40818.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                         | Amedisys, Inc.                                         | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       736 | NS      | $72415.04     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Quality Trust               | BlackRock Municipal Income Quality Trust               | CUSIP: 092479104<br>LEI: 549300J1UCOHHB0LNS77 | Long             | EC               | RF                | US        |     21004 | NS      | $221802.24    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                           | Bristol-Myers Squibb Company                           | CUSIP: 110122157<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     92099 | NS      | $69074.25     | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| CO2 Energy Transition Corp.                            | CO2 Energy Transition Corp.                            | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36418 | NS      | $367821.80    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                       | California Resources Corporation                       | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201112.40    | 0.43%             | 2026-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.              | Calumet Specialty Products Partners, L.P.              | CUSIP: 131477AY7<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1225746.05   | 2.61%             | 2026-04-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Cantaloupe, Inc.                                       | Cantaloupe, Inc.                                       | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     24226 | NS      | $266243.74    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                                  | ChampionX Corporation                                  | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     31912 | NS      | $792694.08    | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                    | Chevron Corporation                                    | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -345 | NS      | $-49400.55    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                          | Columbia Banking System, Inc.                          | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2068 | NS      | $-48349.84    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp.                                  | ESH Acquisition Corp.                                  | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11410 | NS      | $827.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.            | Federal National Mortgage Association, Inc.            | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |     12820 | NS      | $192300.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Foxo Technologies Inc.                                 | Foxo Technologies Inc.                                 | CUSIP: 351471115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11441 | NS      | $183.06       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Franklin Universal Trust                               | Franklin Universal Trust                               | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |     39585 | NS      | $301637.70    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                           | Honeywell International Inc.                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       400 | NS      | $93152.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.               | The Interpublic Group of Companies, Inc.               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     41136 | NS      | $1007009.28   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp. II                            | Armada Acquisition Corp. II                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9886 | NS      | $100639.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Berto Acquisition Corp.                                | Berto Acquisition Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1244 | NS      | $13397.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp.                          | BEST SPAC I Acquisition Corp.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       821 | NS      | $8242.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                  | Blue Acquisition Corp                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3286 | NS      | $32991.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp. II                            | Gesher Acquisition Corp. II                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4165 | NS      | $42649.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBO Holdings Ltd.                                     | GIBO Holdings Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2182 | NS      | $58.91        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings X, Inc.                                 | Gores Holdings X, Inc.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8502 | NS      | $88335.78     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Global Corp.                                      | Graf Global Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4014 | NS      | $41986.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Global Corp.                                      | Graf Global Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2007 | NS      | $541.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                              | Jackson Acquisition Co II                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3539 | NS      | $36451.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp.                         | Jaws Mustang Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8148 | NS      | $244.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                               | Jena Acquisition Corp II                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6626 | NS      | $68115.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freightos Ltd                                          | Freightos Ltd                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1617 | NS      | $274.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                         | K&F Growth Acquisition Corp II                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4462 | NS      | $45423.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                         | K&F Growth Acquisition Corp II                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4462 | NS      | $557.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp.                        | Lakeshore Acquisition III Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7246 | NS      | $73764.28     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LightWave Acquisition Corp.                            | LightWave Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5763 | NS      | $57918.15     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                            | Live Oak Acquisition Corp V                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3806 | NS      | $40724.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                            | Live Oak Acquisition Corp V                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1903 | NS      | $1332.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maywood Acquisition Corp.                              | Maywood Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1116 | NS      | $11305.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp.                        | Mountain Lake Acquisition Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     14817 | NS      | $152022.42    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp.                        | Mountain Lake Acquisition Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6576 | NS      | $921.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street Acquisition Corporation                 | Newbury Street Acquisition Corporation                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10293 | NS      | $105914.97    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street Acquisition Corporation                 | Newbury Street Acquisition Corporation                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3866 | NS      | $736.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Corp. III                   | New Providence Acquisition Corp. III                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     20197 | NS      | $211058.65    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp. III                           | NewHold Investment Corp. III                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3808 | NS      | $39222.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd.                          | Oxley Bridge Acquisition Ltd.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3293 | NS      | $32962.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisition Corp                 | Oyster Enterprises II Acquisition Corp                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4118 | NS      | $41674.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp. I                          | Perimeter Acquisition Corp. I                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2466 | NS      | $25819.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                             | Pioneer Acquisition I Corp                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4118 | NS      | $41221.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Procap Acquisition Corp.                               | Procap Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       399 | NS      | $4277.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quartzsea Acquisition Corp                             | Quartzsea Acquisition Corp                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11784 | NS      | $118429.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Asset Acquisition Corp.                           | Real Asset Acquisition Corp.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4090 | NS      | $41554.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition Co.                       | Republic Digital Acquisition Co.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1244 | NS      | $13161.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG Acquisition Corp. III                              | RMG Acquisition Corp. III                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9204 | NS      | $0.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                          | Liberty Broadband Corporation                          | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     13641 | NS      | $1334362.62   | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New York AMT-Free Quality Municipal Income Fund | Nuveen New York AMT-Free Quality Municipal Income Fund | CUSIP: 670656107<br>LEI: 549300V4X2BF3UXSCQ58 | Long             | EC               | RF                | US        |     11517 | NS      | $114133.47    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Municipal Value Fund                            | Nuveen Municipal Value Fund                            | CUSIP: 670928100<br>LEI: 549300TFLBQ7LJSP8B20 | Long             | EC               | RF                | US        |      1795 | NS      | $15598.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veea Inc.                                              | Veea Inc.                                              | CUSIP: 693489114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5034 | NS      | $684.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp. III                       | Blue Water Acquisition Corp. III                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8202 | NS      | $82061.01     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp.                          | Cal Redwood Acquisition Corp.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2469 | NS      | $25331.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III, Inc.                       | Cantor Equity Partners III, Inc.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       818 | NS      | $8629.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corporation II                        | Cartesian Growth Corporation II                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2258 | NS      | $248.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp III                              | Cartesian Growth Corp III                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4116 | NS      | $41160.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp III                              | Cartesian Growth Corp III                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1644 | NS      | $16653.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp.                               | Cayson Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3077 | NS      | $31754.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp.                               | Cayson Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3077 | NS      | $389.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Listco                                           | Capri Listco                                           | CUSIP: N/A<br>LEI: 549300PNRTNVMGVJY078       | Long             | EC               | CORP              | US        |     14385 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ChampionsGate Acquisition Corp.                        | ChampionsGate Acquisition Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       987 | NS      | $10037.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp X/Cayman                        | Churchill Capital Corp X/Cayman                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3303 | NS      | $34020.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp. I                        | Columbus Circle Capital Corp. I                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       206 | NS      | $2373.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp.                               | Copley Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1776 | NS      | $17884.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp.                               | Copley Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2074 | NS      | $20885.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corner Growth Acquisition Corp.                        | Corner Growth Acquisition Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4023 | NS      | $844.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp. II                          | Andretti Acquisition Corp. II                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9298 | NS      | $96513.24     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp. II                          | Andretti Acquisition Corp. II                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4649 | NS      | $1162.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp. II                              | Dune Acquisition Corp. II                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6053 | NS      | $61559.01     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ECARX Holdings Inc.                                    | ECARX Holdings Inc.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12200 | NS      | $723.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp.                                  | EGH Acquisition Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1234 | NS      | $12574.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamix Corporation                                    | Dynamix Corporation                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1655 | NS      | $16864.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp II                               | Ares Acquisition Corp II                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     20567 | NS      | $233024.11    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp.                         | FIGX Capital Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1390 | NS      | $13920.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allurion Technologies, Inc.                            | Allurion Technologies, Inc.                            | CUSIP: 02008G110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5562 | NS      | $174.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altenergy Acquisition Corp.                            | Altenergy Acquisition Corp.                            | CUSIP: 02157M116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $55.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp.                              | Voyager Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9782 | NS      | $101439.34    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp.                              | Voyager Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4208 | NS      | $1178.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc.                                            | Altaba Inc.                                            | CUSIP: N/A<br>LEI: 549300ZJC0V1K2ZCKG85       | Long             | EC               | CORP              | US        |    838925 | NS      | $1090602.50   | 2.32%             |  |  |  | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                  | AssuredPartners, Inc.                                  | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    569000 | PA      | $568905.80    | 1.21%             | 2029-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Vine Hill Capital Investment Corp.                     | Vine Hill Capital Investment Corp.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6563 | NS      | $68320.83     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp.                             | UY Scuti Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1726 | NS      | $17605.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willow Lane Acquisition Corp.                          | Willow Lane Acquisition Corp.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5203 | NS      | $53226.69     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Willow Lane Acquisition Corp.                          | Willow Lane Acquisition Corp.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2601 | NS      | $936.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp.                          | Wintergreen Acquisition Corp.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        75 | NS      | $756.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yorkville Acquisition Corp.                            | Yorkville Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2453 | NS      | $27596.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AssuredPartners, Inc.                                  | AssuredPartners, Inc.                                  | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    584000 | PA      | $625813.00    | 1.33%             | 2032-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AmpliTech Group, Inc.                                  | AmpliTech Group, Inc.                                  | CUSIP: 07323B100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2882 | NS      | $32422.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zapp Electric Vehicles Group Limited                   | Zapp Electric Vehicles Group Limited                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5044 | NS      | $11.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp.                                  | Wen Acquisition Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6333 | NS      | $67129.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Trust                       | BlackRock Municipal Income Trust                       | CUSIP: 09248F109<br>LEI: 549300J1UCOHHB0LNS77 | Long             | EC               | RF                | US        |     12100 | NS      | $116039.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Trust II                    | BlackRock Municipal Income Trust II                    | CUSIP: 09249N101<br>LEI: 549300J1UCOHHB0LNS77 | Long             | EC               | RF                | US        |     12100 | NS      | $121484.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Syniverse Holdings, Inc.                               | Syniverse Holdings, Inc.                               | CUSIP: 87168TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1069750 | PA      | $1010464.46   | 2.15%             | 2027-05-06      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                               | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215000 | PA      | $212125.45    | 0.45%             | 2029-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch Lomb Corp                                       | Bausch Lomb Corp                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    629416 | PA      | $629812.72    | 1.34%             | 2030-12-17      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| BlackRock MuniHoldings Fund Inc                        | BlackRock MuniHoldings Fund Inc                        | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             | EC               | RF                | US        |      7812 | NS      | $87494.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Quality Fund II Inc             | BlackRock MuniHoldings Quality Fund II Inc             | CUSIP: 09254C107<br>LEI: U4EPO7M00LPC2O4Y3154 | Long             | EC               | RF                | US        |      7812 | NS      | $74838.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund III, Inc.             | BlackRock MuniYield Quality Fund III, Inc.             | CUSIP: 09254E103<br>LEI: UB5J2GS6Q51M6A2L8886 | Long             | EC               | RF                | US        |      9881 | NS      | $103651.69    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund                       | BlackRock MuniYield Quality Fund                       | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             | EC               | RF                | US        |     11923 | NS      | $132464.53    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                        | Blueprint Medicines Corporation                        | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       869 | NS      | $111388.42    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzfeed, Inc.                                         | Buzzfeed, Inc.                                         | CUSIP: 12430A110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6576 | NS      | $524.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Former Charter Communications Parent, Inc.             | Former Charter Communications Parent, Inc.             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |     -1111 | NS      | $-454187.91   | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                   | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1024000 | PA      | $946868.41    | 2.02%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                    | Comcast Corporation                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     20600 | NS      | $735214.00    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Corporation, The                      | Dun & Bradstreet Corporation, The                      | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1064116.87   | 2.27%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                        | Dun & Bradstreet Holdings, Inc.                        | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8147 | NS      | $74056.23     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                                | DuPont de Nemours, Inc.                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1700 | NS      | $116603.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dye & Durham Limited                                   | Dye & Durham Limited                                   | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    354000 | PA      | $250451.96    | 0.53%             | 2026-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Earthstone Energy Holdings, LLC                        | Earthstone Energy Holdings, LLC                        | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199221.93    | 0.42%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LeddarTech Holdings Inc.                               | LeddarTech Holdings Inc.                               | CUSIP: 52328E113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37303 | NS      | $212.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                              | Pan American Silver Corp.                              | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |    428816 | NS      | $105059.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square SPARC Holdings, Ltd.                   | Pershing Square SPARC Holdings, Ltd.                   | CUSIP: 714920113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4071 | NS      | $1221.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Skechers U.S.A., Inc.                                  | Skechers U.S.A., Inc.                                  | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     10850 | NS      | $684635.00    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.                      | Spirit AeroSystems Holdings, Inc.                      | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9102 | NS      | $347241.30    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Akouos, Inc.                                           | Akouos, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10837 | NS      | $5418.50      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CI Financial Corp.                                     | CI Financial Corp.                                     | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |     45478 | NS      | $1058342.44   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EVe Mobility Acquisition Corp                          | EVe Mobility Acquisition Corp                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2591 | NS      | $103.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkland Corporation                                   | Parkland Corporation                                   | CUSIP: 70137W108<br>LEI: 549300Q72GWZCL8MQC95 | Long             | EC               | CORP              | CA        |      8389 | NS      | $237300.74    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMS-Osram AG                                           | AMS-Osram AG                                           | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |   1300000 | PA      | $1437541.52   | 3.06%             | 2027-11-03      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Aldel Financial II Inc.                                | Aldel Financial II Inc.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3521 | NS      | $1830.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alchemy Investments Acquisition Corp 1                 | Alchemy Investments Acquisition Corp 1                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6147 | NS      | $650.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech Spac Partners II Co.                   | Archimedes Tech Spac Partners II Co.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5330 | NS      | $54525.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech Spac Partners II Co.                   | Archimedes Tech Spac Partners II Co.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2665 | NS      | $1027.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                  | Axiom Intelligence Acquisition Corp 1                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2882 | NS      | $29108.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp. II                            | Armada Acquisition Corp. II                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4116 | NS      | $41283.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illuminate Buyer LLC                                   | Illuminate Buyer LLC                                   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $519262.00    | 1.11%             | 2028-07-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Inhibrx, Inc.                                          | Inhibrx, Inc.                                          | CUSIP: N/A<br>LEI: 549300VBKG2LTV1TLY22       | Long             | EC               | CORP              | US        |      4165 | NS      | $3123.75      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Invesco Municipal Opportunity Trust                    | Invesco Municipal Opportunity Trust                    | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             | EC               | RF                | US        |     26702 | NS      | $245124.36    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Value Municipal Income Trust                   | Invesco Value Municipal Income Trust                   | CUSIP: 46132P108<br>LEI: X075VJ33QQP2G2NTOV20 | Long             | EC               | RF                | US        |     21962 | NS      | $255637.68    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings, Inc.                          | Endeavor Group Holdings, Inc.                          | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109697 | NS      | $3016667.50   | 6.42%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings, Inc.                           | E2open Parent Holdings, Inc.                           | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36825 | NS      | $118944.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc.                                    | Everi Holdings Inc.                                    | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     46427 | NS      | $661120.48    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc.                                    | Everi Holdings Inc.                                    | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    308000 | PA      | $311122.33    | 0.66%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FG Merger II Corp.                                     | FG Merger II Corp.                                     | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24098 | NS      | $237847.26    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings, LLC                  | Frontier Communications Holdings, LLC                  | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $199178.99    | 0.42%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings, LLC                  | Frontier Communications Holdings, LLC                  | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $279734.85    | 0.60%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                   | Frontier Communications Parent, Inc.                   | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |      2339 | NS      | $85139.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                               | GMS Inc.                                               | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       943 | NS      | $102551.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images, Inc.                                     | Getty Images, Inc.                                     | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1207865.77   | 2.57%             | 2027-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Getaround Operating, Inc.                              | Getaround Operating, Inc.                              | CUSIP: 37427G119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goal Acquisitions Corp.                                | Goal Acquisitions Corp.                                | CUSIP: 38021H115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118634 | NS      | $1186.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grove Collaborative Holdings, Inc.                     | Grove Collaborative Holdings, Inc.                     | CUSIP: 39957D110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5007 | NS      | $43.06        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Guild Holdings Company                                 | Guild Holdings Company                                 | CUSIP: 40172N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2388 | NS      | $47210.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                       | Hess Corporation                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      3579 | NS      | $495834.66    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                     | Hewlett Packard Enterprise Company                     | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    218000 | PA      | $217335.38    | 0.46%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                     | Hewlett Packard Enterprise Company                     | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56300.88     | 0.12%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iLearningEngines, Inc.                                 | iLearningEngines, Inc.                                 | CUSIP: 45175Q114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15905 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                       | JNL Government Money Market Fund                       | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4967261 | NS      | $4967261.35   | 10.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                                 | Juniper Networks, Inc.                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      3792 | NS      | $151414.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Acquisition Holdings Inc                        | Kronos Acquisition Holdings Inc                        | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $54486.96     | 0.12%             | 2031-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                              | LATAM Airlines Group S.A.                              | CUSIP: 51818LAB4<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | US        |    431000 | PA      | $482866.54    | 1.03%             | 2029-10-15      | Fixed         | 13.38%                | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company             | Mauser Packaging Solutions Holding Company             | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1294245.25   | 2.76%             | 2027-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McLaren Finance PLC                                    | McLaren Finance PLC                                    | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002312.33   | 2.13%             | 2026-08-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MoneyGram International, Inc.                          | MoneyGram International, Inc.                          | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    188000 | PA      | $168254.10    | 0.36%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Movella Holdings Inc.                                  | Movella Holdings Inc.                                  | CUSIP: 62459N113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4871 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mr. Cooper Group Inc.                                  | Mr. Cooper Group Inc.                                  | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      9290 | NS      | $1386160.90   | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street Acquisition Corporation                 | Newbury Street Acquisition Corporation                 | CUSIP: 65101L112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12542 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Amt-Free Municipal Credit Income Fund           | Nuveen Amt-Free Municipal Credit Income Fund           | CUSIP: 67071L106<br>LEI: 549300LBMO1C0IG71T03 | Long             | EC               | RF                | US        |     11295 | NS      | $134749.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                          | Pacific Premier Bancorp, Inc.                          | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      2262 | NS      | $47705.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.                 | Pershing Square Tontine Holdings, Ltd.                 | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |     16286 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cero Therapeutics Holdings, Inc.                       | Cero Therapeutics Holdings, Inc.                       | CUSIP: 71902K113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1871 | NS      | $39.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                               | ProAssurance Corporation                               | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     33920 | NS      | $774393.60    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Volato Group, Inc.                                     | Volato Group, Inc.                                     | CUSIP: 74349W112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5014 | NS      | $127.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                                     | Redfin Corporation                                     | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Short            | EC               | CORP              | US        |   -116374 | NS      | $-1302225.06  | -2.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies, Inc.                                 | Rocket Companies, Inc.                                 | CUSIP: 77311W101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9934 | NS      | $-140864.12   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Saba Capital Income & Opportunities Fund               | Saba Capital Income & Opportunities Fund               | CUSIP: 78518H202<br>LEI: 549300MGSUUJ7E55N746 | Long             | EC               | RF                | US        |      4286 | NS      | $34545.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder International, Inc.                   | Light and Wonder International, Inc.                   | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    947000 | PA      | $948984.07    | 2.02%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Tevogen Bio Holdings Inc.                              | Tevogen Bio Holdings Inc.                              | CUSIP: 88165K119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2539 | NS      | $177.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hercules Capital Funding Trust 2019-1                  | Hercules Capital Funding Trust 2019-1                  | CUSIP: 90933JAA9<br>LEI: 549300G6R70R076CS293 | Long             | ABS-CBDO         | CORP              | US        |    225670 | PA      | $223539.12    | 0.48%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bridger Aerospace Group Holdings, Inc.                 | Bridger Aerospace Group Holdings, Inc.                 | CUSIP: 96812F110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11750 | NS      | $910.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XBP Europe Holdings, Inc.                              | XBP Europe Holdings, Inc.                              | CUSIP: 98400V119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6254 | NS      | $212.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeo Energy Corp.                                       | Zeo Energy Corp.                                       | CUSIP: 98944F117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2196 | NS      | $140.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     98887 | PA      | $-4551.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      5240 | PA      | $-88.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                            | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     17061 | PA      | $-199.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     67203 | PA      | $-5068.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                            | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    659150 | PA      | $-19649.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      7042 | PA      | $-215.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                            | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     18027 | PA      | $-539.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     24506 | PA      | $-136.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     30064 | PA      | $-871.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    164287 | PA      | $-4075.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     19661 | PA      | $-448.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                            | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      7433 | PA      | $-57.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      9706 | PA      | $-348.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | JAPANESE YEN                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | JP        |  10389600 | PA      | $-914.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     67864 | PA      | $-4453.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     63651 | PA      | $-2221.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                            | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    262376 | PA      | $1376.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      4165 | PA      | $-294.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    113512 | PA      | $-1483.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                            | BRITISH POUND STERLING                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | GB        |     12568 | PA      | $244.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | SWEDISH KRONA                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | SE        |   3319036 | PA      | $5134.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     83646 | PA      | $-1312.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     16635 | PA      | $-98.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      1981 | PA      | $-69.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | BRITISH POUND STERLING                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |     26349 | PA      | $432.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | BRITISH POUND STERLING                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |       723 | PA      | $15.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     19450 | PA      | $-803.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     42999 | PA      | $-1342.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                            | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |   1050883 | PA      | $-12799.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     31935 | PA      | $-688.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     16815 | PA      | $-713.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     39742 | PA      | $-556.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    273013 | PA      | $-8126.25     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | BRITISH POUND STERLING                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |     56670 | PA      | $975.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     40640 | PA      | $-615.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     43842 | PA      | $-933.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                            | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    758958 | PA      | $-32974.91    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     52584 | PA      | $-872.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    515594 | PA      | $-12770.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     63793 | PA      | $-762.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     40414 | PA      | $-2737.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     47243 | PA      | $-1897.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     49573 | PA      | $-1494.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     49258 | PA      | $-299.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     81076 | PA      | $-4882.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     19242 | PA      | $-1123.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      4182 | PA      | $-277.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     19733 | PA      | $-665.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | BRITISH POUND STERLING                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |     98952 | PA      | $1982.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     42387 | PA      | $-3232.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                            | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    243126 | PA      | $-4945.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                    | UNITED STATES DOLLAR                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     92278 | PA      | $-2021.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -10 | NC      | $-8150.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -6 | NC      | $-9780.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        15 | NC      | $75.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         8 | NC      | $592.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -206 | NC      | $-35432.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       206 | NC      | $2987.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -206 | NC      | $-90640.00    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       206 | NC      | $28840.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -62 | NC      | $-112220.00   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        62 | NC      | $6820.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -289 | NC      | $-102595.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                    | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -146 | NC      | $-5840.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                    | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -554 | NC      | $-42935.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                    | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       146 | NC      | $1460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                    | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       554 | NC      | $28808.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                          | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -101 | NC      | $-3939.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                 | OPTION                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -20 | NC      | $-12000.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                 | OPTION                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        20 | NC      | $450.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                            | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -13 | NC      | $-16016.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                            | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -9 | NC      | $-225.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                            | OPTION                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        45 | NC      | $3015.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |     38538 | PA      | $28864.96     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      1636 | PA      | $-2306.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      1530 | PA      | $2446.47      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     -2106 | PA      | $-58889.11    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                         | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | AU        |     -4698 | PA      | $-32293.73    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -561 | PA      | $-2546.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -14096 | PA      | $115458.61    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | IE        |    -21311 | PA      | $-73522.95    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |    -49183 | PA      | $103776.13    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | IE        |      7182 | PA      | $56386.02     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | JP        |      7260 | PA      | $6428.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      2235 | PA      | $1117.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     10097 | PA      | $6361.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     35000 | PA      | $-208950.00   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     18900 | PA      | $-158707.00   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     48705 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     38903 | PA      | $-393698.36   | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      5800 | PA      | $139572.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     29277 | PA      | $-173319.84   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     70001 | PA      | $-149443.57   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     13447 | PA      | $50695.19     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     35436 | PA      | $-50095.08    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      2000 | PA      | $-3880.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | NL        |     32541 | PA      | $30743.67     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                          | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | FR        |     79210 | PA      | $11295.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                   | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |    -43200 | PA      | $329184.00    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                   | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |    -22050 | PA      | $-80314.63    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                   | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     26411 | PA      | $187518.10    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                   | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              | CORP              | US        |     76972 | PA      | $-76202.28    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                   | TOTAL RETURN SWAP                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | FR        |      5231 | PA      | $4285.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer