# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-071050
**Filing Date:** 2026-2
**Character Count:** 131014
**Document Hash:** 769390627d5d218c2635afe78554e6be
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-071050.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-071050

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**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:** 26677614

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $78501060.44

**Total Liabilities:** $31048827.77

**Net Assets:** $47452232.67

**Cash Not Reported:** $4231059.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153492 | 0.65%                | -0.14%               | 0.71%                |
| Class ID C000153493 | 0.64%                | -0.14%               | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $106528.70               | $-224926.19                                |
| Month 2  | $-183648.90              | $114453.83                                 |
| Month 3  | $-237936.70              | $723252.36                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. Morgan                                          | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     38285 | PA      | $40.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                  | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    745322 | PA      | $-5447.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    153819 | PA      | $-386.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    112857 | PA      | $135.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     10074 | PA      | $9.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                  | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    289838 | PA      | $131.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     80590 | PA      | $75.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     18523 | PA      | $24.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |   1456259 | PA      | $975.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | EURO DOLLAR                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    190000 | PA      | $301.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     36262 | PA      | $30.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | HONG KONG DOLLAR                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | HK        |     78150 | PA      | $-14.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                          | UNITED STATES DOLLAR                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     10074 | PA      | $9.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | OPTION                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -33 | NC      | $-330.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -82 | NC      | $-21320.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -28 | NC      | $-7420.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -91 | NC      | $-43680.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        82 | NC      | $3280.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        28 | NC      | $4956.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        91 | NC      | $22295.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -206 | NC      | $-1648.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -80 | NC      | $-4800.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       206 | NC      | $1854.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        80 | NC      | $160.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -476 | NC      | $-73780.00    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -64 | NC      | $-4800.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       476 | NC      | $52.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        64 | NC      | $1600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -5 | NC      | $-45.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -2 | NC      | $-25.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                               | OPTION                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -21 | NC      | $-3.57        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -96 | NC      | $-28800.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        96 | NC      | $25680.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -440 | NC      | $-59400.00    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       440 | NC      | $4457.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -408 | NC      | $-24888.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       408 | NC      | $2925.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -7 | NC      | $-1071.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         7 | NC      | $38.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                          | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -17 | NC      | $-5950.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                          | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -22 | NC      | $-374.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                          | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        35 | NC      | $1610.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -263 | NC      | $-210400.00   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -171 | NC      | $-129105.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       263 | NC      | $423.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -376 | NC      | $-129720.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -295 | NC      | $-79650.00    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -50 | NC      | $-5050.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -218 | NC      | $-24416.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -31 | NC      | $-7269.50     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                        | OPTION                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        87 | NC      | $1.74         | 0.00%             |  |  |  | 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      | $38499.46     | 0.08%             |  |  |  | No            |                  3 | 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              | GB        |     -2033 | PA      | $-5212.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     -2444 | PA      | $89670.36     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -11968 | PA      | $-47991.68    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -10384 | PA      | $-48389.44    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -14040 | PA      | $518987.38    | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | NL        |    -10406 | PA      | $16292.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     -4977 | PA      | $-30158.11    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      5048 | PA      | $-2120.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      8643 | PA      | $93862.98     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     28600 | PA      | $68926.00     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | SE        |     12309 | PA      | $-45194.01    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | IL        |      6320 | PA      | $-16391.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     10827 | PA      | $2057.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      9790 | PA      | $3034.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     60124 | PA      | $89559.03     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      6591 | PA      | $49959.78     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      5800 | PA      | $-79610.00    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | GB        |    253564 | PA      | $23344.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     43933 | PA      | $50522.95     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     25000 | PA      | $-56750.00    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     20200 | PA      | $79790.00     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     18236 | PA      | $-28995.24    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                        | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | FR        |    157112 | PA      | $-104494.30   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |     -5708 | PA      | $-30091.47    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     -5786 | PA      | $7753.24      | 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        |    -13631 | PA      | $7633.36      | 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        |    -11192 | PA      | $-191159.36   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     -2287 | PA      | $-21299.56    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | HK        |     13800 | PA      | $2434.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     28845 | PA      | $9807.30      | 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        |     22824 | PA      | $-4793.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     10826 | PA      | $2056.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      9959 | PA      | $29179.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      2660 | PA      | $18167.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      2700 | PA      | $71091.00     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     35220 | PA      | $6691.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                 | TOTAL RETURN SWAP                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     23200 | PA      | $138040.00    | 0.29%             |  |  |  | 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      | $806.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centurion Acquisition Corp.                          | Centurion Acquisition Corp.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         2 | NS      | $21.36        | 0.00%             |  |  |  | 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      | $78354.36     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Floating-Rate Income Trust               | Eaton Vance Floating-Rate Income Trust               | CUSIP: 278279104<br>LEI: 549300RJ0CSL5M1B7J96 | Long             | EC               | RF                | US        |      4782 | NS      | $53988.78     | 0.11%             |  |  |  | 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      | $1060.82      | 0.00%             |  |  |  | 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      | $12974.92     | 0.03%             |  |  |  | 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              | US        |      4653 | NS      | $977.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                      | CSX Corporation                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     54029 | NS      | $1958551.25   | 4.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CO2 Energy Transition Corp.                          | CO2 Energy Transition Corp.                          | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36418 | NS      | $374741.22    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Tevogen Bio Holdings Inc.                            | Tevogen Bio Holdings Inc.                            | CUSIP: 88165K119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2539 | NS      | $107.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp. II                          | Armada Acquisition Corp. II                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11823 | NS      | $121067.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LaFayette Acquisition Corp.                          | LaFayette Acquisition Corp.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3236 | NS      | $32424.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                           | Sizzle Acquisition Corp II                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4250 | NS      | $680.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eureka Acquisition Corp                              | Eureka Acquisition Corp                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       820 | NS      | $9011.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McKinley Acquisition Corporation                     | McKinley Acquisition Corporation                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4010 | NS      | $39979.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LeddarTech Holdings Inc.                             | LeddarTech Holdings Inc.                             | CUSIP: 52328E113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37303 | NS      | $14.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saba Capital Income & Opportunities Fund             | Saba Capital Income & Opportunities Fund             | CUSIP: 78518H202<br>LEI: 549300MGSUUJ7E55N746 | Long             | EC               | RF                | US        |      2143 | NS      | $15022.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Investment Corp I                             | Origin Investment Corp I                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4025 | NS      | $40813.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                               | Titan Acquisition Corp                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8842 | NS      | $90718.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences, Inc.                            | Avidity Biosciences, Inc.                            | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16014 | NS      | $1155089.82   | 2.43%             |  |  |  | No            |                  1 | 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      |
| Kenvue Inc.                                          | Kenvue Inc.                                          | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       700 | NS      | $12075.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                           | Kimberly-Clark Corporation                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1432 | NS      | $144474.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp.                         | AA Mission Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8371 | NS      | $89318.57     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagship Acquisition Corporation                     | Flagship Acquisition Corporation                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       852 | NS      | $9167.52      | 0.02%             |  |  |  | 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      | $46137.08     | 0.10%             |  |  |  | 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      | $33358.09     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Asset Acquisition Corp.                         | Real Asset Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3665 | NS      | $37383.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                        | Liberty Broadband Corporation                        | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     10371 | NS      | $500711.88    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International, Inc.                        | MoneyGram International, Inc.                        | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    188000 | PA      | $128780.00    | 0.27%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AI Infrastructure Acquisition Corp.                  | AI Infrastructure Acquisition Corp.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6431 | NS      | $65467.58     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp. II                    | Cohen Circle Acquisition Corp. II                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3450 | NS      | $35742.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp.                      | Lakeshore Acquisition III Corp.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7246 | NS      | $1552.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp.                        | Wintergreen Acquisition Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4037 | NS      | $40975.55     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                               | Teck Resources Limited                               | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      5783 | NS      | $276947.87    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureCrest Acquisition Corp.                        | FutureCrest Acquisition Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       161 | NS      | $1648.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital8 Corp.                                    | GigCapital8 Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     17411 | NS      | $172194.79    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Global Corp.                                    | Graf Global Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4014 | NS      | $43170.57     | 0.09%             |  |  |  | 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        |      8753 | NS      | $88580.36     | 0.19%             |  |  |  | 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      | $126324.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.            | Calumet Specialty Products Partners, L.P.            | CUSIP: 131477AY7<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |    746000 | PA      | $748797.50    | 1.58%             | 2026-04-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company           | Mauser Packaging Solutions Holding Company           | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1251657.44   | 2.64%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Future Vision II Acquisition Corp.                   | Future Vision II Acquisition Corp.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6535 | NS      | $69140.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| D. Boral Arc Acquisition I Corp.                     | D. Boral Arc Acquisition I Corp.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     19899 | NS      | $199586.97    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHAX Acquisition Corp III                           | ITHAX Acquisition Corp III                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3967 | NS      | $39511.32     | 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        |     13673 | NS      | $137550.38    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Acquisition Corp. I                           | Viking Acquisition Corp. I                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1207 | NS      | $12094.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                | Air Lease Corporation                                | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      5551 | NS      | $356540.73    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                 | Electronic Arts Inc.                                 | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1277 | NS      | $260929.41    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings X, Inc.                               | Gores Holdings X, Inc.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8471 | NS      | $87166.59     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund                     | BlackRock MuniYield Quality Fund                     | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             | EC               | RF                | US        |     11923 | NS      | $134729.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp. II                          | Armada Acquisition Corp. II                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1449 | NS      | $1188.18      | 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        |      3243 | NS      | $33467.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners IV Inc.                       | Cantor Equity Partners IV Inc.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3237 | NS      | $33276.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-Act III Acquisition Corp.                         | GP-Act III Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3979 | NS      | $42575.30     | 0.09%             |  |  |  | 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        |      6727 | NS      | $3399.15      | 0.01%             |  |  |  | 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      | $345.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daedalus Special Acquisition Corp.                   | Daedalus Special Acquisition Corp.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3066 | NS      | $30813.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp. II                          | Gesher Acquisition Corp. II                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2082 | NS      | $728.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lake Superior Acquisition Corp.                      | Lake Superior Acquisition Corp.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      3210 | NS      | $31907.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                               | Chart Industries, Inc.                               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |         8 | NS      | $1649.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunocoCorp LLC                                       | SunocoCorp LLC                                       | CUSIP: 86765Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2267 | NS      | $111717.76    | 0.24%             |  |  |  | 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      | $8343.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Global Corp.                                    | Graf Global Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2007 | NS      | $907.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quartzsea Acquisition Corporation                    | Quartzsea Acquisition Corporation                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11784 | NS      | $120786.00    | 0.25%             |  |  |  | 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        |      9478 | NS      | $98192.08     | 0.21%             |  |  |  | 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      | $1874.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                 | EchoStar Corporation                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    355000 | PA      | $392850.10    | 0.83%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AI Infrastructure Acquisition Corp.                  | AI Infrastructure Acquisition Corp.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4237 | NS      | $42115.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldel Financial II Inc.                              | Aldel Financial II Inc.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2864 | NS      | $1174.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Era Acquisition Corp I                         | Fifth Era Acquisition Corp I                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1398 | NS      | $14329.50     | 0.03%             |  |  |  | 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      | $107406.47    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                         | Norfolk Southern Corporation                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      7339 | NS      | $2118916.08   | 4.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp.                                | Wen Acquisition Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6333 | NS      | $64786.59     | 0.14%             |  |  |  | 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      |
| Cayson Acquisition Corp.                             | Cayson Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3077 | NS      | $701.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                           | Soulpower Acquisition Corp                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4995 | NS      | $874.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Universal Trust                             | Franklin Universal Trust                             | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |     34105 | NS      | $272840.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                            | Pan American Silver Corp.                            | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |    446346 | NS      | $220941.27    | 0.47%             |  |  |  | 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      |
| Apex Treasury Corporation                            | Apex Treasury Corporation                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7991 | NS      | $79030.99     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Calisa Acquisition Corp                              | Calisa Acquisition Corp                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       252 | NS      | $2633.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp.                                | EGH Acquisition Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1234 | NS      | $296.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp.                              | Emmis Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2809 | NS      | $425.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meshflow Acquisition Corp                            | Meshflow Acquisition Corp                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5559 | NS      | $55590.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                      | Confluent, Inc.                                      | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     17387 | NS      | $525782.88    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                | Blue Acquisition Corp                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2030 | NS      | $21355.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT Acquisition Corp.                                | 1RT Acquisition Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       594 | NS      | $6153.84      | 0.01%             |  |  |  | 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        |     10943 | NS      | $110633.73    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.          | Federal National Mortgage Association, Inc.          | CUSIP: 313586786<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |     11900 | NS      | $154819.00    | 0.33%             |  |  |  | Yes           |                  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      | $1463.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisition II Corp.           | Drugs Made In America Acquisition II Corp.           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8067 | NS      | $80670.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McKinley Acquisition Corporation                     | McKinley Acquisition Corporation                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1620 | NS      | $16297.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images, Inc.                                   | Getty Images, Inc.                                   | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562500.00    | 1.19%             | 2030-02-21      | Fixed         | 11.25%                | Yes           |                  2 | 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      | $1290.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                               | Sealed Air Corporation                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     13291 | NS      | $550646.13    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Berto Acquisition Corp.                              | Berto Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       622 | NS      | $230.14       | 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      | $142994.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp III                            | Cartesian Growth Corp III                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3648 | NS      | $37537.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp.                             | Copley Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3850 | NS      | $39231.50     | 0.08%             |  |  |  | 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      | $123.97       | 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        |      1472 | NS      | $775.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                         | Bristol-Myers Squibb Company                         | CUSIP: 110122157<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     92099 | NS      | $92099.00     | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| Frontier Communications Holdings, LLC                | Frontier Communications Holdings, LLC                | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157041 | PA      | $158807.71    | 0.33%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                     | JNL Government Money Market Fund                     | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2227480 | NS      | $2227480.33   | 4.69%             |  |  |  | No            |                  1 | On Loan: No      |
| New Gold Inc                                         | New Gold Inc                                         | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |     53062 | NS      | $462170.02    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                           | TEGNA Inc.                                           | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      2807 | NS      | $54483.87     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp. II                    | Crane Harbor Acquisition Corp. II                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       793 | NS      | $7981.55      | 0.02%             |  |  |  | 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      | $448.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp.                             | Siddhi Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22567 | NS      | $231763.09    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp.                            | Voyager Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4208 | NS      | $967.00       | 0.00%             |  |  |  | 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      | $17708.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.          | Federal National Mortgage Association, Inc.          | CUSIP: 313586737<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |      2275 | NS      | $31736.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.                 | Frontier Communications Parent, Inc.                 | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |      1092 | NS      | $41572.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp.                             | Copley Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      1037 | NS      | $177.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp.                      | Mountain Lake Acquisition Corp.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11125 | NS      | $115700.00    | 0.24%             |  |  |  | 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      | $26287.56     | 0.06%             |  |  |  | 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      | $14122.40     | 0.03%             |  |  |  | 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              | US        |      2882 | NS      | $605.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp. II                      | AA Mission Acquisition Corp. II                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7681 | NS      | $76425.95     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Acquisition Corp.                           | Bluerock Acquisition Corp.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3970 | NS      | $39700.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners I, Inc.                       | Cantor Equity Partners I, Inc.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2056 | NS      | $21423.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp.                      | ChampionsGate Acquisition Corp.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       987 | NS      | $9998.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp.                                | EGH Acquisition Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5327 | NS      | $54015.78     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp. III                  | Spring Valley Acquisition Corp. III                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3229 | NS      | $33355.57     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co.                          | Chenghe Acquisition III Co.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        32 | NS      | $319.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illuminate Buyer LLC                                 | Illuminate Buyer LLC                                 | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $112057.12    | 0.24%             | 2028-07-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp.                        | Cal Redwood Acquisition Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10579 | NS      | $107694.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp III Ltd.         | CSLM Digital Asset Acquisition Corp III Ltd.         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6435 | NS      | $65122.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp.                                    | GigCapital7 Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1564 | NS      | $16484.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                           | Sizzle Acquisition Corp II                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13532 | NS      | $137485.12    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                             | Lumen Technologies, Inc.                             | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    965533 | PA      | $958957.67    | 2.02%             | 2030-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp. II                     | Iron Horse Acquisitions Corp. II                     | CUSIP: 46283H202<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2544 | NS      | $25287.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings X, Inc.                               | Gores Holdings X, Inc.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2117 | NS      | $1441.04      | 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        |     14869 | NS      | $151217.73    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMS-Osram AG                                         | AMS-Osram AG                                         | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |   1100000 | PA      | $1223960.21   | 2.58%             | 2027-11-03      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Wen Acquisition Corp.                                | Wen Acquisition Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       847 | NS      | $8554.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp. II                            | Dune Acquisition Corp. II                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6051 | NS      | $61659.69     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                          | Brighthouse Financial, Inc.                          | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       335 | NS      | $21704.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery, Inc.                         | Warner Bros. Discovery, Inc.                         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    107245 | NS      | $3090800.90   | 6.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Launchpad Cadenza Acquisition Corp.                  | Launchpad Cadenza Acquisition Corp.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5672 | NS      | $56606.56     | 0.12%             |  |  |  | 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      | $823.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Corp.                     | Silver Pegasus Acquisition Corp.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5630 | NS      | $56806.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarius Capital Acquisition Corp.                   | Solarius Capital Acquisition Corp.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10297 | NS      | $103484.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Holdings, LLC                      | Earthstone Energy Holdings, LLC                      | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197371.20    | 0.42%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Exact Sciences Corporation                           | Exact Sciences Corporation                           | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    194000 | PA      | $268585.24    | 0.57%             | 2030-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Treehouse Foods, Inc.                                | Treehouse Foods, Inc.                                | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      9195 | NS      | $216910.05    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Highview Merger Corp.                                | Highview Merger Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2715 | NS      | $27150.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corporation                            | Apex Treasury Corporation                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2431 | NS      | $24334.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition VI Corp.                      | M3-Brigade Acquisition VI Corp.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       809 | NS      | $8170.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV Ventures Acquisition Corp.                       | EQV Ventures Acquisition Corp.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12500 | NS      | $125125.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                           | Soulpower Acquisition Corp                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8893 | NS      | $90263.95     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Trust                     | BlackRock Municipal Income Trust                     | CUSIP: 09248F109<br>LEI: 549300J1UCOHHB0LNS77 | Long             | EC               | RF                | US        |     12100 | NS      | $121363.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe, Inc.                                     | Cantaloupe, Inc.                                     | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      5204 | NS      | $55266.48     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM III Acquisition Corp.                            | HCM III Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       407 | NS      | $4167.68      | 0.01%             |  |  |  | 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      | $892.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp V                                     | SilverBox Corp V                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1595 | NS      | $16013.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition Corp. V                 | Inflection Point Acquisition Corp. V                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1116 | NS      | $11450.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                        | Hologic, Inc.                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      6699 | NS      | $499008.51    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope, Inc.                                      | CommScope, Inc.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    700000 | PA      | $700329.00    | 1.48%             | 2029-12-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                           | Exact Sciences Corporation                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      2995 | NS      | $304172.20    | 0.64%             |  |  |  | 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      | $609.66       | 0.00%             |  |  |  | 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      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp                         | Globa Terra Acquisition Corp                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22183 | NS      | $224048.30    | 0.47%             |  |  |  | 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      | $518.23       | 0.00%             |  |  |  | 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   | 6.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation               | Federal Home Loan Mortgage Corporation               | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | CORP              | US        |     17111 | NS      | $246398.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Corp.                    | Activate Energy Acquisition Corp.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5576 | NS      | $55760.00     | 0.12%             |  |  |  | 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      | $8316.73      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners V, Inc.                       | Cantor Equity Partners V, Inc.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7250 | NS      | $74312.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LightWave Acquisition Corp.                          | LightWave Acquisition Corp.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12120 | NS      | $121806.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                              | ProCap Acquisition Corp                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1138 | NS      | $11653.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Cloud Star Acquisition Corporation                | DT Cloud Star Acquisition Corporation                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7461 | NS      | $80728.02     | 0.17%             |  |  |  | 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      | $39450.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                         | Honeywell International Inc.                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1100 | NS      | $214599.00    | 0.45%             |  |  |  | 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      | $713.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp.                              | Goal Acquisitions Corp.                              | CUSIP: 38021H115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118634 | NS      | $652.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp.                      | Mountain Lake Acquisition Corp.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5718 | NS      | $1372.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp. III                         | NewHold Investment Corp. III                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1904 | NS      | $685.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                           | Pioneer Acquisition I Corp                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5484 | NS      | $55169.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dye & Durham Limited                                 | Dye & Durham Limited                                 | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    211000 | PA      | $138355.62    | 0.29%             | 2026-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp. Ltd         | Bitcoin Infrastructure Acquisition Corp. Ltd         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3513 | NS      | $34989.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp. XI                           | Churchill Capital Corp. XI                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       848 | NS      | $8658.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM Acquisition Corp. I                              | SIM Acquisition Corp. I                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8127 | NS      | $86064.93     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images, Inc.                                   | Getty Images, Inc.                                   | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    629000 | PA      | $592832.50    | 1.25%             | 2028-03-01      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp.                       | FIGX Capital Acquisition Corp.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2034 | NS      | $20462.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otg Acquisition Corp. I                              | Otg Acquisition Corp. I                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2013 | NS      | $20512.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital GSS Investment Corp.                    | Bain Capital GSS Investment Corp.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4010 | NS      | $40982.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                         | Cadence Bank                                         | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      5509 | NS      | $236005.56    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Commerce Partners Corp.                       | Social Commerce Partners Corp.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2028 | NS      | $20280.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taskus, Inc.                                         | Taskus, Inc.                                         | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |      9975 | NS      | $117605.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Berto Acquisition Corp.                              | Berto Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7045 | NS      | $71436.30     | 0.15%             |  |  |  | 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      |
| Frontier Communications Holdings, LLC                | Frontier Communications Holdings, LLC                | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $280294.56    | 0.59%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cartesian Growth Corp III                            | Cartesian Growth Corp III                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       235 | NS      | $188.05       | 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      | $40.18        | 0.00%             |  |  |  | No            |                  1 | 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      |
| Jackson Acquisition Co II                            | Jackson Acquisition Co II                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3539 | NS      | $36876.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp.                         | A Paradise Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      1630 | NS      | $16740.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp.                                | ESH Acquisition Corp.                                | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11410 | NS      | $2339.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp. II                          | Galata Acquisition Corp. II                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2804 | NS      | $28152.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV Acquisition Corp.                             | GSR IV Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10496 | NS      | $108108.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Leapfrog Acquisition Corp.                           | Leapfrog Acquisition Corp.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1993 | NS      | $19939.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LightWave Acquisition Corp.                          | LightWave Acquisition Corp.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4051 | NS      | $771.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                              | ProCap Acquisition Corp                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3992 | NS      | $40438.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart Holdings                                   | Lionheart Holdings                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6472 | NS      | $69120.96     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp IV                                    | SilverBox Corp IV                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4629 | NS      | $48974.82     | 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      |
| Lake Superior Acquisition Corp.                      | Lake Superior Acquisition Corp.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      4087 | NS      | $41360.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp. II                       | Pyrophyte Acquisition Corp. II                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4017 | NS      | $40411.02     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Corp.                     | Silver Pegasus Acquisition Corp.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2049 | NS      | $21289.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BTC Development Corp.                                | BTC Development Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       803 | NS      | $8142.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition Corp III Ltd.         | CSLM Digital Asset Acquisition Corp III Ltd.         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6377 | NS      | $63451.15     | 0.13%             |  |  |  | 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      | $1520.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vendome Acquisition Corp I                           | Vendome Acquisition Corp I                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8347 | NS      | $84054.29     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Merger II Corp.                                   | FG Merger II Corp.                                   | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19290 | NS      | $193671.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NMP Acquisition Corp.                                | NMP Acquisition Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8109 | NS      | $81252.18     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Valley Acquisition Corp.                     | Silicon Valley Acquisition Corp.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2839 | NS      | $28233.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Drive Acquisition Co.                       | American Drive Acquisition Co.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2544 | NS      | $25414.56     | 0.05%             |  |  |  | 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        |      6562 | NS      | $69229.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Ave Acquisition Corp.                        | Harvard Ave Acquisition Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9637 | NS      | $96466.37     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kochav Defense Acquisition Corp.                     | Kochav Defense Acquisition Corp.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4786 | NS      | $48530.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp.                      | Lakeshore Acquisition III Corp.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11340 | NS      | $115781.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                           | Pioneer Acquisition I Corp                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12324 | NS      | $125088.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumsphere Acquisition Corporation                | Quantumsphere Acquisition Corporation                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1624 | NS      | $16532.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Translational Development Acquisition Corp.          | Translational Development Acquisition Corp.          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3192 | NS      | $33484.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Azul Secured Finance LLP                             | Azul Secured Finance LLP                             | CUSIP: 05501WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590004 | PA      | $597526.55    | 1.26%             | 2026-09-30      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| Dayforce, Inc.                                       | Dayforce, Inc.                                       | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      8217 | NS      | $568287.72    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cayson Acquisition Corp.                             | Cayson Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3077 | NS      | $32800.82     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                             | Palo Alto Networks, Inc.                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |      -317 | NS      | $-58391.40    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                            | Aptiv PLC                                            | CUSIP: N/A<br>LEI: 254900HTTDFIJZ32GX53       | Long             | EC               | CORP              | JE        |     20100 | NS      | $1529409.00   | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Indigo Acquisition Corp.                             | Indigo Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4010 | NS      | $40420.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                               | Titan Acquisition Corp                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4421 | NS      | $1546.91      | 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      | $769.50       | 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        |     10988 | NS      | $110649.16    | 0.23%             |  |  |  | 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        |     20181 | NS      | $207057.06    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc.                                          | Altaba Inc.                                          | CUSIP: N/A<br>LEI: 549300ZJC0V1K2ZCKG85       | Long             | EC               | CORP              | US        |    838925 | NS      | $1069629.38   | 2.25%             |  |  |  | No            |                  3 | On Loan: No      |
| BlackRock Municipal Income Quality Trust             | BlackRock Municipal Income Quality Trust             | CUSIP: 092479104<br>LEI: 549300J1UCOHHB0LNS77 | Long             | EC               | RF                | US        |     21004 | NS      | $229783.76    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                            | Union Pacific Corporation                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |       -75 | NS      | $-17349.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co.                          | Chenghe Acquisition III Co.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4427 | NS      | $44402.81     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp. I                    | Crown Reserve Acquisition Corp. I                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4005 | NS      | $40410.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp. I                    | Crown Reserve Acquisition Corp. I                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9703 | NS      | $96447.82     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp. II                        | Andretti Acquisition Corp. II                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8894 | NS      | $93742.76     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Haymaker Acquisition Corp. IV                        | Haymaker Acquisition Corp. IV                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12282 | NS      | $139769.16    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street Acquisition Corporation               | Newbury Street Acquisition Corporation               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13373 | NS      | $139881.58    | 0.29%             |  |  |  | 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              | KY        |      3238 | NS      | $33772.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                                   | Coeur Mining, Inc.                                   | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Short            | EC               | CORP              | US        |    -14334 | NS      | $-255575.22   | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Consumer Staples Select Sector SPDR ETF | State Street Consumer Staples Select Sector SPDR ETF | CUSIP: 81369Y308<br>LEI: 5493008JJKIPMEX3CO91 | Short            | EC               | RF                | US        |     -1867 | NS      | $-145028.56   | -0.31%            |  |  |  | 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      | $37026.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                               | CyberArk Software Ltd.                               | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |       203 | NS      | $90550.18     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altenergy Acquisition Corp.                          | Altenergy Acquisition Corp.                          | CUSIP: 02157M116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $47.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Fund Inc                      | BlackRock MuniHoldings Fund Inc                      | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             | EC               | RF                | US        |      7812 | NS      | $91712.88     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT, Inc.                               | City Office REIT, Inc.                               | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | US        |     19275 | NS      | $488235.75    | 1.03%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  1 | On Loan: No      |
| Kraft Heinz Company, The                             | Kraft Heinz Company, The                             | CUSIP: 500754106<br>LEI: V1BYR0MM295ZFWYYS367 | Long             | EC               | CORP              | US        |     15774 | NS      | $382519.50    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp.                         | A Paradise Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     18270 | NS      | $183613.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisition II Corp.           | Drugs Made In America Acquisition II Corp.           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7973 | NS      | $78932.70     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp.                              | Emmis Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2809 | NS      | $27893.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Syniverse Holdings, Inc.                             | Syniverse Holdings, Inc.                             | CUSIP: 87168TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1064250 | PA      | $1022063.13   | 2.15%             | 2027-05-06      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                             | Lumen Technologies, Inc.                             | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213907 | PA      | $212569.96    | 0.45%             | 2029-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp.                        | Cal Redwood Acquisition Corp.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2469 | NS      | $24936.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starry Sea Acquisition Corp.                         | Starry Sea Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6025 | NS      | $60430.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp. II                            | Dune Acquisition Corp. II                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4084 | NS      | $1047.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL Holdings, Inc.                                   | SBL Holdings, Inc.                                   | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $610421.55    | 1.29%             | 2500-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Dynamix Corp. III                                    | Dynamix Corp. III                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       809 | NS      | $8130.45      | 0.02%             |  |  |  | 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        |      9067 | NS      | $93390.10     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumsphere Acquisition Corporation                | Quantumsphere Acquisition Corporation                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4010 | NS      | $40140.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp.                            | Voyager Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9782 | NS      | $104373.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer